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Differential Equations Objective Krishna
Differential Equations Objective Krishna
MCQs
B.Sc. Objective
By
Manoj Garg
M.Sc., M.Phil, Ph.D.
C.S.I.R. NET (JRF)
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.
Unit 4 (i)
Partial differential equations of the second order, Monge’s method.
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.
(iii)
Brief Contents
Syllabus.... ..............................................................................................III
Brief Contents..........................................................................................IV
Unit-I
Chapter 1: Differential Equations of First Order and First Degree.................................................(01-11)
Chapter 2: Linear Differential Equations with Constant Coefficients.............................................(12-20)
Chapter 3: Homogeneous Linear Differential Equations..............................................................(21-26)
Unit-II
Chapter 4: Differential Equation of First Order but not of the First Degree...................................(27-34)
Chapter 5: Orthogonal Trajectories..............................................................................................(35-39)
Chapter 6: Ordinary Simultaneous Differential Equations............................................................(40-45)
Chapter 7: Linear Equations of Second Order With Variable Coefficients....................................(46-57)
Chapter 8: Partial Differential Equations of the First Order...........................................................(58-69)
Chapter 9: Linear Partial Differential Equation of Second and Higher Order with
Constant Coefficients.................................................................................................(70-80)
Unit-III
Chapter 10: Partial Differential Equations of Second Order with Variable
Coefficients : Monge’s Method...................................................................................(81-88)
Chapter 11: Legendre's Functions..................................................................................................(89-95)
Chapter 12: Bessel’s Functions....................................................................................................(96-100)
Chapter 13: Series Solutions of Differential Equations...............................................................(101-105)
Chapter 14: The Laplace Transform..........................................................................................(106-112)
Unit-IV
Chapter 15: The Inverse Laplace Transform..............................................................................(113-119)
Chapter 16: Applications of Laplace Transform.........................................................................(120-125)
Unit-V
Chapter 17: Fourier Transforms.................................................................................................(126-133)
Chapter 18: Finite Fourier Transform.........................................................................................(134-139)
Chapter 19: Applications of Fourier Transforms in Initial and Boundary Value Problems...........(140-143)
Chapter 20: Fourier Series.........................................................................................................(144-152)
(iv)
B.Sc. Objective Mathematics 2.2
Book-2
Differential Equations and Integral Transforms
Unit-I
Chapter -1 : Differential Equations of First Order and First Degree
Chapter -2 : Linear Differential Equations with Constant Coefficients
Chapter -3 : Homogeneous Linear Differential Equations
Unit-II
Chapter -4 : Differential Equation of First Order but not of the First Degree
Chapter -5 : Orthogonal Trajectories
Chapter -6 : Ordinary Simultaneous Differential Equations
Chapter -7 : Linear Equations of Second Order With Variable Coefficients
Chapter -8 : Partial Differential Equations of the First Order
Chapter -9 : Linear Partial Differential Equation of Second and Higher Order with
Constant Coefficients
Unit-III
Chapter -10 : Partial Differential Equations of Second Order with Variable
Coefficients : Monge’s Method
Chapter -11 : Legendre's Functions
Chapter -12 : Bessel’s Functions
Chapter -13 : Series Solutions of Differential Equations
Chapter -14 : The Laplace Transform
Contd...
...Contd.
Unit-IV
Chapter -15 : The Inverse Laplace Transform
Chapter -16 : Applications of Laplace Transform
Unit-V
Chapter -17 : Fourier Transforms
Chapter -18 : Finite Fourier Transform
Chapter -19 : Applications of Fourier Transforms in Initial and Boundary Value
Problems
Chapter -20 : Fourier Series
Unit-3I
C HAPTER
1 Differential Equations of First Order and First Degree
DEFINITIONS Mdx + Ndy = 0
1. An equation which involves differential where M and N are some functions of x and y
coefficients or derivatives is called a differential or are constants.
equation. 2. If the differential equation can be written in the
2. A differential equation is said to be partial if form f (x ) dx = φ(y)dy
there are two or more independent variables. where f (x ) is a function of x only and φ( y) is a
3. The order of a differential equation is the order function of y only then we get the solution by
of the highest derivative occuring in the integrating both sides and we say that the
equation. variables are separable.
4. The degree of a differential equation is the 3. A differential equation of the form
highest power of the highest order derivative dy f (x , y)
present in it when the derivative occurs in the = where f (x , y) and φ (x , y) are
dx φ (x , y)
form of polynomials i.e. made free from
homogeneous functions of x and y of the same
radicals and fractions so far as derivatives are
degree, is called a homogeneous equations in
concerned. dy dv
such cases we put y = vx and =v+ x
5. A differential equation is said to be linear if the dx dx
dependent variable and all its derivatives occur and then solve it by variables separable
in the first degree and they do not occur method.
together with multiple operation, otherwise
4. The differential equation of the form
called non-linear.
dy ax + by + c
6. The function y = f (x ) is said to be the solution = can be reduced to the
dx Ax + By + c
of a differential equation if, when putting in the
equation it reduces the equation to an identity. homogeneous form by substitution
dy dY
7. If in a differential equation, the independent x = X + h, y = Y + k and so =
dx dX
arbitrary constants are equal to the order of the
differential equation then the solution is called The given differential equation reduced to
the general solution. dY aX + bY + ah + bk + c
= , choose h and
8. A solution obtained by giving particular values dX AX + BY + Ah + Bk + C
to the arbitrary constants in the general solution
k such that
is called a particular solution or integral.
ah + bk + c = 0 and Ah + Bk + C = 0
9. The solution of an n th order differential
equation may contain n arbitrary constants. dY aX + bY
Then given equation becomes =
dX AX + BY
DIFFERENTIAL EQUATIONS OF FIRST ORDER and solve by substituting Y = VX .
AND FIRST DEGREE
This is called equations reducible to
1. The differential equation of first order and of
homogeneous form.
first degree is represented by
4
dy ∫ Mdx + ∫ Ndy = C
5. An equation of the form + Py = Q where P
dx y as constant Only those
terms in
and Q are functions of x only is called a linear N which do
differential equation of the first order. In such not contain x
Pdx
case, multiply both sides by e∫ i.e.
EQUATION REDUCIBLE TO THE EXACT
dy
e ∫ Pdx . + Py = Q. e ∫ Pdx EQUATIONS (INTEGRATING FACTORS)
dx
1. A differential equation which is not exact can
d Pdx Pdx
i.e. y . e∫ = Q ⋅ e∫ sometimes be made exact by multiplying by
dx
some suitable function of x and y then such
Integrating both sides, we get function is called an integrating factor. This
Pdx Pdx
y e∫ = Q. e∫
∫ + C which is a solution. integrating factor can by formed by inspection.
EXERCISE
MULTIPLE CHOICE QUESTIONS 11. The solution of
dy
+ y = e − x is
x −x dx
1. y = Ae + Be , is the general solution of the
(K.U. 2015) (a) ye x = x + c (b) xe y = x + c
differential equation
(c) xe y = y + c (d) ye x = y + c
d 2y d 2y
(a) =−y (b) + y+ 1= 0
dx 2 dx 2 dy
12. The integrating factor of (x + 2y 3) = y is
2
d y 2
d y dx
(c) − y=1 (d) =y 1 1
dx 2 dx 2 (a) (b) y (c) x (d)
x y
2
d y
2. The differential equation + sin y = sin x is 13. y = Ax − A2, is the general solution of the
dx 2
(K.U. 2014) differential equation
(a) Linear of order 2 (b) Non linear of order 2 (a) (y ′)2 − xy ′ + y = 0 (b) y ′′ + y ′ = 0
(c) Linear of degree 2 (d) Non linear of degree 2 2
(c) (y ′) + y = 0 (d) y ′′ − y ′ = A
3. The order and degree of the differential equation
3
14. The differential equation whose solution is
d 2y 4
dy y = a cos (x + 3), is
x + + y 2 = 0 are
dx 2 dx (a) y ′ + tan(x + 3) = 0 (b) y ′′ + tan (x + 3) = 0
(a) 2 and 3 (b) 3 and 2 (c) 2 and 1 (d) 3 and 4 (c) y ′ − tan (x + 3) = 0 (d) y ′′ − tan (x + 3) = 0
4. The differential equation corresponding to the 15. The solution of sec2 x tan y dx + sec2 y tan x dy
equation y = A cos x + B sin x is = 0 is
(a) y ′′ + y ′ + y = 0 (b) y" + 2y ′ + y = 0 (a) cot x tan y = c (b) tan x cot y = c
(c) y ′′ + y = 0 (d) y ′ + y = 0 (c) cot x cot y = c (d) tan x tan y = c
5. The solution of (1 + x) ydx + (1 − y) x dy = 0 is 16. The solution of cos (x + y)dx = dy is
x−y x+y (a) tan (x + y) = c (b) cos (x + y) = c
(a) x + y = ce (b) x − y = ce
x + y x + y
(c) xy = ce x−y
(d) xy = ce y − x (c) sin = x + c (d) tan =x+ c
2 2
dy dy y 2
6. If for differential equation = ex +y
, y (1) = 1 then 17. The solution of x + = y is
dx dx x
y (−1) is equal to
(a) cx = e x / y (b) cy = e x / y
(a)1 (b) − 1 (c) 0 (d) 2
(c) cx = e x − y (d) cy = e y − x
dy y2
7. The solution of = is 18. The differential equation yx ′ = y − 1, y(0) = 1 has
dx xy − x 2
(a) Infinite number of solutions
(a) x = ke y / x (b) y = ke x / y (b) Unique solution
(c) y = ke y / x (d) y = ke x (c) No solution (d) Many solutions
dy
8. If the function 1 and − e −3x are the fundamental 19. The integrating factor of cos 2 x + y = tan x is
dx
solutions of the equation y ′′ + py ′ − 3y = 0 then, p is
(a) tan x (b) cot x (c) e cot x
(d) e tan x
(a) 0 (b) 1 (c) –1 (d) 3
20. The solution of (y cos x + 1)dx + sin x dy = 0 is
9. The degree of the differential equation
(a) y + x sin x = c (b) y + x cos x = c
y ′′ + 1 + y ′ = 0 is
(c) x + y sin x = c (d) x + y cos x = c
(a) 1 (b) 2 (c) 3 (d) 0
dy
dy 2 21. The integrating factor of x + y = y 2 log x is
10. The integrating factor of + 2xy = e − x is dx
dx
1 1 1 1
2 3
(a) (b) (c) (d)
(a) e x (b) e x (c) e x (d) xe x
x2 x y y2
6
22. The differential equation Mdx + Ndy = 0 is exact 32. In homogeneous equation the degree of each term
when is
(a) Mx = Ny (b) My = Nx (a) Different (b) One
∂M ∂N ∂M ∂N (c) Two (d) Same
(c) = (d) =
∂x ∂y ∂y ∂x 33. If the equation (x 2 + ay + x)dx + (y 2 + x − y) dy
23. The solution of (1 + e x / y )dx + e x / y (1 − x / y) dy = 0 is exact then a is
= 0 is (a) 0 (b) 1 (c) 2 (d) Not exist
(a) x + y e x / y = c (b) y + e x / y = c 34. If the subnormal is constant then the curve is
(c) x + e x / y = c (d) None of these (a) Circle (b) Ellipse
(c) Hyperbola (d) Parabola
24. If x hy k be the integrating factor of
2 2 3
(y + 2x y)dx + (2x − xy)dy = 0 then h and k are dx 1 tan −1 y
35. The differential equation + x = is
2
dy y 1 + y2
(a) −5/ 2, 1 / 2 (b) 5/ 2, 1 / 2
(c) 5/ 2, − 1 / 2 (d) − 5/ 2, − 1 / 2 linear only when dependent variable is/are
(a) x (b) y
25. The integrating factor of
(c) Either x or y (d) Neither x nor y
(x 2y 2 + xy + 1)ydx + (x 2 y 2 − xy + 1)x dy = 0 is
1 1 36. The differential equation (y 2e x + 2xy)dx − x 2dy
(a) (b)
2xy 2x 2y = 0 is
1 1 (a) Exact (b) Not exact
(c) (d)
2 2 2 (c) Linear (d) Homogeneous
2xy 2x y
26. If the polar subtangent is constant then the curve is 37. The number of arbitrary constants in the solution of
(a) r(θ − c) = a (b) r θ = a differential equation of order 2 is
(c) r (θ + c) + a = 0 (d) r + θ = a (a) 1 (b) 2 (c) 3 (d) 4
27. If the equation y sin x dx − sin x dy = 0 is exact 38. The order of the differential equation
then x is equal to 2/ 3
2
3 d 2y
(a) 0 (b) π/ 2 (c) π/ 3 (d) π/ 4 4 + d y = + 1 is
dy y
dx 3 dx 2
28. The solution of + = x 2 if y(1) = 1 is
dx x (a) 1 (b) 2 (c) 3 (d) 4
x2 x4 3
(a) xy = + c (b) xy = + 39. The degree of the differential equation
4 4 4
3/ 2
x2 3 x2 3 2 2
dy + 2 = d y
(c) xy = + (d) xy = + is
4 4 4 4 dx dx 2
29. The differential equation (a) 1 (b) 3 (c) 2 (d) 3/2
xdy − ydx
xdx + ydy + = 0 is 40. The solution of (xy + x)dy − (xy + y)dx = 0 is
x 2 + y2
(a) x = cye y − x (b) y = cxe y − x
(a) Homogeneous (b) Of order 2
(c) xy = ce y − x (d) xy = ce x −y
(c) Linear (d) Exact
dy
41. The solution of = 1 + tan (y − x) is
30. The solution of (x 2 + y 2) dx − 2xy dy = 0 is dx
x
(a) x − y = cx (b) x 2 + y 2 = cx (a) sin (y + x) = ce (b) cos (y − x) = ce x
2 2
(c) x − y = cx (d) x + y = cx (c) tan (y − x) = ce x (d) sin (y − x) = ce x
dy dy y y
31. The solution of x = y (log y − log x + 1) is 42. The solution of = tan + is
dx dx x x
(a) y = xe cx (b) x = ye cx (a) tan y / x = cx (b) sin y / x = cx
(c) y = x 2 + c (d) x = y + c (c) cos y / x = cx (d) cot y / x = cx
7
62. The differential equation 65. The differential equation of all circles passing
2 2 through the origin and having their cenres on the
(3a x + by cos x) dx + (2 sin x − 4ay ′)dy = 0 is exact
when y-axis is
(a) a = 2, b = 3 (b) a = 3, b = 2 (a) (x 2 − y 2) y ′ + xy = 0
(c) a = 3, b = 3 (d) a = 2, b = 2 (b) (y 2 − x 2) y ′ + y = 0
63. The solution of the differential equation (c) (y 2 − x 2) y ′ + 2xy = 0
dy π
sin x = y log y with y = e is (d) y ′′ + xy ′ + 2xy = 0
dx 2
dy dy
(a) e cot x/2
(b) e sin x / 2 (c) e cos x / 2 (d) e tan x / 2 66. The solution of y − x = a y 2 + is
dx dx
dy
64. The solution of = 2 y with y(0) = 0 is (a) y = c (1 − ay) (x + a) (b) y = ay (x + a)
dx
(c) y = c (1 + ay) x (d) y = c (1 + ay) (x − a)
(a) No solution (b) Unique solution
(c) Infinite solution (d) Finite solution
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (d) 2. (b) 3. (a) 4. (c) 5. (d) 6. (b) 7. (c) 8. (a) 9. (b) 10. (b)
11. (a) 12. (d) 13. (a) 14. (a) 15. (d) 16. (d) 17. (a) 18. (b) 19. (d) 20. (c)
21. (b) 22. (d) 23. (a) 24. (d) 25. (d) 26. (c) 27. (d) 28. (b) 29. (d) 30. (c)
31. (a) 32. (d) 33. (b) 34. (d) 35. (a) 36. (b) 37. (b) 38. (c) 39. (b) 40. (a)
41. (d) 42. (b) 43. (d) 44. (b) 45. (a) 46. (d) 47. (a) 48. (b) 49. (c) 50. (b)
51. (a) 52. (a) 53. (c) 54. (d) 55. (b) 56. (b) 57. (a) 58. (b) 59. (c) 60. (a)
61. (c) 62. (b) 63. (d) 64. (b) 65. (c) 66. (a)
dy 1 dx dy 1 dy 1 log x
11. (D + 1) y = e − x i.e. + y = e − x I.F. is e ∫ = ex 21. x + y = y 2 log x or + =
dx dx y 2 dx xy x
So solution is y e x = ∫ e x , e − x dx + C = x + C 1 1 dy dv
put = v i.e. − =
y y 2 dx dx
13. y = Ax − A2, y′ = A
dv v log x dv 1 log x
we get − + = ⇒ − v=
So (y ′)2 − xy ′ + y = A2 − Ax + Ax − A2 = 0 dx x x dx x x
1
sec2 x sec2 y − ∫ dx 1
15. dx + dy = 0 integrating, we get So. I.F. is e x = e − log x = elog 1/ x =
tan x tan y x
log tan x + log tan y = log c 24. If x h y k be the I.F. then the equation
log (tan x tan y) = log c ⇒ tan x tan y = c (x yh k + 2 + 2x h+ 2y k +1) dx
dy dv
16. Put x + y = v, 1 + = put it in + (2x h+ 3y k − x h + 1 y k + 1)dy = 0 is exact
dx dx
cos (x + y)dy = dx ∂M ∂N
So =
∂y ∂x
dv cos v dv
We get cos v − 1 = 1 i.e. = dx
dx 1 + cos v i.e. (k + 2) y k + 1x h + 2x h + 2 (k + 1) y k
1 = 2(h + 3)x h+ 2y k …… (h + 1) x hy k + 1
i. e. 1 − dv = dx
1 + cos v Comparing the coefficient we get
or 1 − 1 sec2 v dv = dx k + 2 = − h − 1 and 2k + 2 = 2h + 6
2 2
after solving we get h = − 5/ 2, y = − 1 / 2
v
integrating we get v − tan =x+ C 25. The given equation is (x 2y 2 + xy + 1)y dx
2
x+ y + (x 2y 2 − xy + 1)x dy = 0
⇒ x + y − tan =x+c
2
It is of the form [ f (x, y)]ydx + [φ (x, y)] xdy = 0
x + y
i.e. y = c + tan 1
2 so its integrating factor is
Mx − Ny
dx 1
18. y = y − 1 ⇒ 1 − dy = dx 1
dy y i.e.
xy(x 2y 2 + xy + 1) − xy (x 2y 2 − xy + 1)
Integrating y − log y = x + log c ⇒ y − x = log cy 1
=
i.e. cy = e y − x now put y(0) = 1 2x 2y 2
we get c = e dθ
26. The polar sub tangant is r 2 =a
So required solution is ey = e y−x
i.e. unique dt
a
solution. i.e. dθ = dr integrating it
r2
20. (y cos x + 1) dx + sin x dy = 0 a
θ+ c = − i.e. r (θ + c) + a = 0
∂M ∂ N r
Here M = y cos x + 1, N = sin x so =
∂y ∂x ∂ M ∂N
27. y sin x dx + sin x dy = 0 is exact then =
∂y ∂x
i.e. given differential equation is exact so integrating
it where M = y sin x, N = sin x
so sin x = cos x ⇒ x = π/ 4
∫ (y cos x + 1) dx taking y constant
dy x 2 + y 2
+ sin x dy = c taking free from. 30. Given that = , put y = vx
∫ dx 2xy
y sin x + x = c dy dv
i.e. =v+ x then come get
dx dx
10
y
dv x 2 (1 + v 2) 1 + v 2 i.e. sin = cx
v+ x = = x
dx 2x 2v 2v
dy
44. Given + tan x tan y = cos x sec y
2v dx dx
i.e. dv = integrating it
1 − v2 x dy
i.e. cos y + tan x . sin y = cos x , put sin y = v
dx
log (1 − V 2) = − log x + log c
dy dv dv
i.e. cos y = we get + tan x . v = cos x
⇒ log {x (1 − v 2)} = log c dx dx dx
tan x dx
I.F. is e ∫ = elog sec x = sec x
y2
or x(1 − v 2) = c or x 1 − =c So solution is v . sec x = ∫ sec x ⋅ cos x dx + c
x2
i.e. sin y ⋅ sec x = x + c
i.e. x 2 − y 2 = cx
47. Given that (2x 3 + y)dx − x dy = 0
2 2
33. If (x + ay + x)dx + (y + x − y)dy = 0 is exact ∂M ∂N
here M = 2x 3 + y, N = − x i.e. = 1, = −1
∂M ∂N ∂y ∂x
then = i.e. a = 1
∂y ∂x
1 ∂M ∂N 1 2
So, − = − (1 + 1) = − = f (x)
40. Given that (1 + y)xdy − (1 + x)ydx = 0 N ∂y ∂x x x
1 + y 2 1
i.e. 1 + x dx = 0 −∫ dx log 1
dy − so I.F. is e x = e −2log x = e x2 =
y x
x2
1 1 dy
+ 1 dy − + 1 dx = 0 integrating it, we get 48. + tan x. y = cos x, y(0) = 0
y x dx
y I.F. is e ∫ tan x dx = elog sec x = sec x
log y + y − log x − x = log c ⇒ log =x−y
xc
so solution is y sec x = ∫ sec x ⋅ sin dx + c = x + c
xc y y−x
i.e. log = − x + y ⇒ x= e
y c i.e. y sec x = x + c
y−x put y (0) = 0 ⇒ 0 = 0 + c ⇒ c = 0
⇒ x = c′ y e
so required solution is y sec x = x ⇒ y = x cos x
dy dv
41. Put y− x =v i.e. = +1 in dx
dx dx 52. Given that x = y − 1 and x(1) = 0
dy dy
= 1 + tan (y − x)
dx x 2 y2
i.e. x dx = (y + 1) dy integrating it= −y+ c
dv 2 2
we get + 1 = 1 + tan(v) ⇒ cot v dv = dx 1 1
dx put x(1) = 0 we get 0 = − 1 + c ⇒ c =
2 2
sin (y − x)
i.e. log sin v = x + log c ⇒ log =x 2 2 1
So required solution is x − y = 2 − y
c 2
sin (y − x)
⇒ = e x ⇒ sin (y − x) = ce x i.e. a unique solution.
c
56. Given y = Ae 2x + Be −3x + Ce x
y
42. Put = v i.e. y = vx
x differentiate it y ′ = 2 A e 2x − 3Be −3x + Ce x
dy dv dy y y y ′′ = 4 Ae 2x + 9 Be −3x + Ce x
or =v+ x in = tan +
dx dx dx x x
dv dv y ′′′ = 8 Ae 2x − 27 Be −3x + Ce x
v+ x = tan v + v ⇒ x = tan v
dx dx after solving we get y ′′′ − 7 y′ + 6y = 0
dx d 2y 2 dy dy d 2v dv
i.e. dv cot v − =0 58. + = 0, put = v, =
x 2
dx x dx dx dx 2 dx
Integrating it, we get dv 2
we get + v=0
log sin v − log x = log c ⇒ sin v = cx dx x
11
dv 2 x 2 + (y − α)2 = r 2 …(i)
⇒ + dx = 0 integrating it
v x
since it pass through (0, 0) so we have
dy c
log v + 2 log x = log c ⇒ vx 2 = c ⇒
= α2 = r2
dx x 2
c A So (1) reduces to x 2 − (y − α)2 = α 2
again integrating, we get y = − + B = + B
x x ⇒ x 2 + y 2 = 2αy …(ii)
2
59. We have 2xydx + (x + 1)dy = 0 Differentiating it w.r.t. x
∂M ∂N
2 dy dy
Here, M = 2xy, N = x + 1 so = = 2x 2x + 2y = 2α
∂y ∂x dx dx
dy dy
i.e. equation is exact, so integrating it 2xy + 2y 2 = (x 2 + y 2)
2 dx dx
∫ 2xydx + ∫ (x + 1)dy = c
i.e., (y 2 − x 2) y ′ + 2xy = 0
y is constant Free from x
dy dy dy dx
x 2y + y = c ∵ y(1) = 2 we get c = 4 66. Given y − x = a y 2 + ⇒ =
dx dx y − ay 2 x+ a
∴ y(x 2 + 1) = 4
1 a 1
y + dy = dx ,
61. Put = v we get required solution. y 1 − ay x+ a
x
65. Let Co-ordinates of the centre of the circles be (0, α) Integrating both sides, we get
and their radii r then equation of circle is log y − log (1 − ay) = log (x + a) + log c
y
y
log = log {c(x + a)}
1 − ay
⇒ y = c (1 − ay) (x + a)
mmm
(0, α)
9z
x
12
Unit-I
C HAPTER
2
Linear Differential Equations
with Constant Coefficients
DEFINITIONS Case III. If two roots m1 = α + iB and
1. A linear differential equation is an equation in m2 = α − iB are complex the C.F. is
which the dependent variable and its y = e αx (C 1 cos βx + C 2 sin βx )
derivatives appear only in the first degree.
or C 1e αx cos (βx + C 2 )
d ny d n− 1y d n− 2 y
+ a1 + a2
dx n dx n− 1 dx n− 2 If the imaginary roots also repeated i.e. α + iβ
dy and α − iβ occur twice then C.F. is
+ … + a n− 1 + a ny = Q
dx y = e αx {(C 1 + C 2 x ) cos βx
is a linear differential equation of order n with
+ (C 3 + C 4 x ) sin βx }
constant coefficients. Here a 1, a 2 , … a n are all
constants and Q is a function of x. Case IV. If a pair of the roots are irrational i.e.
2. If y = f (x ) and y = g (x ) are the general solution α ± β then C.F. is
(Complementary function) and particular e αx(C 1 cos h β x + C 2 sin h β x )
solution (P.I.) respectively then y = f (x ) + g (x )
or C 1e αx sin h ( β x + C 2 )
i.e. y = C. F. + P. I.
or C 1e αx cos h ( β x + C 2 )
DETERMINATION OF COMPLEMENTARY
FUNCTION (C.F.) THE PARTICULAR INTEGRAL (P.I.)
Consider a linear differential equation of order Let the linear differential equation of n th order
n with constant coefficient f (D) y = 0 is
i.e. [D n + a 1D n − 1 + a 2 D n− 2 (D n + a 1D n− 1 + a 2 D n− 2 + … + a n)y =r (x ), r (x ) ≠ 0
+ … + a n] y = 0 …(1)
i.e. f (D)y = Q (x ) then its particular integral
then its auxiliary equation (A.E.) is 1
(P.I.) is Q (x ).
m n + a 1 m n − 1 + … + a n = 0 if it will given n F (D)
roots say m1, m2 … mn then Case I. If differential equation is f (D) y = x m
Case I. If all the roots m1, m2 … mn are distinct 1
then P.I. is x m = [ f (D)]−1 x m expending
then general solution (C.F.) is f (D)
y = C 1e m1 x + C 2 e m2 x + … + C ne mn x [ f (D)]−1 in ascending powers of D by using
Case II. If two roots m1 = m2 are equal then binomial theorem.
C.F. is Case II. For f (D) = e ax φ( x )
m1 x m3 x mn x
(C 1 + C 2 x ) e + C3e + … + C ne
1 1
P.I. is e ax φ(x ) = e ax φ(x )
Similarly, if three roots m1 = m2 = m3 are equal f (D) f (D + a)
then C.F. is
Case III. For f (D) = sin ax or cos ax
(C 1 + C 2 x + C 3 x ) e m1 x
+ C 4 e m4 x + … + C ne mn x
13
1 1 1 1 ax
then P.I. is sin ax = sin ax , e ax = e if f (a) ≠ 0
f (D )2 2
f (− a ) f (D) f (a)
1
provided f (− a ) ≠ 0 2
=x e ax if f (a) = 0
f ′ (a)
1 1 1
and cos ax = cos ax , provided = x2 e ax if f ′(a) = 0
f (D 2 ) f (− a 2 ) f ′′(a)
f (− a 2 ) ≠ 0 = e ax
1
. 1 if f (a) = 0
f (D + a)
If f (− a 2 ) = 0 then
1
1 1 Case V. φ(x ) = e ax ∫e
− ax
φ(x ) dx
sin ax = x ⋅ sin ax , similar for D−a
f (D 2 ) f ′ (− a 2 )
cos ax Case VI. For f (D) = xV, V is any function of x
If f ′(− a 2 ) = 0 then 1
(xV) = x
1
V−
f ′(D)
⋅V
1 1 f (D) f (D) { f (D)} 2
sin ax = x 2 sin ax , similar for
2
f (D ) f ′′ (− a 2 ) Case VII.
1
φ (x ) = e − ax ax
D+a ∫e φ (x ) dx
cos ax and so on.
Case IV. If f (D) = e ax then
EXERCISE
MULTIPLE CHOICE QUESTIONS (a)
1
x e− x (b)
1 2 −x
x e
2 6 6
d y 1 3 −x 1
1. The solution of + 4y = 0 is (c) x e (d) x 4 e − x
dx 2 6 6
(a) C1 cos x + C2 sin x 5. The solution of (D 2 + 1) y = 0 when y(0) = 2 and
(b) C1 cos 2x + C2 sin 2 x y( π / 2) = − 2 is
(c) C1e 2x + C2e −2x (a) cos x + sin x (b) 2 cos x + 2 sin x
x −x (c) 2 cos x + sin x (d) 2 cos x − 2 sin x
(d) C1e + C2e
6. The particular integral of (D 2 + 9)y = cos 4x is
2. The particular integral of y ′′ − 5y ′ + 6 y = sin 3x is 1
(a) cos 4x (b) cos 4x
1 7
(a) (cos 3x − sin 3x)
12 1 1
(c) cos 4x (d) − cos 4x
1 5 7
(b) (5 cos 3x − sin 3x)
12 7. The particular integral of (D 2 − 4D + 4)y = x 2 is
1 3
(c) (5 cos 3x − sin 3x) (a) x 2 + 2x (b) x 2 + 2x +
78 2
1 1 2 3 1 2 3
(d) (5 cos 3x + sin 3x) (c) x + 2x + (d) x + 2x +
78 4 2 3 2
10. The particular integral of (D 2 − 5D + 6)y = cos 3x 19. The particular integral of (D 2 + 9) y = cos 2x
is + sin 2x is
1 1 1
(a) (cos 3x − sin 3x) (a) (cos 2x + sin 2x) (b) cos (2x + sin 2x)
78 5 3
1 1
(b) (3 cos 3x − sin 3x) (c) (cos 2x + sin 2x) (d) None of these
78 2
1
(c) (−5 sin 3x − cos 3x) 1
78 20. The value of sin 4x is
1 D2
(d) (5 cos 3x + sin 3x) 1 1
78 (a) − sin 4x (b) − sin 4x
1 4 16
11. e ax . V is 1 1
f (D) (c) − cos 4x (d) − cos 4x
1 1 16 4
(a) e ax V (b) e ax V
f (D) f (D + a) 1
1 1 21. The value of sin 3 x is
(c) e ax V (d) e ax V V D2 + 3
f (D − a) f (D + a)
x x
1 (a) − cos 3x (b) cos 3x
12. sin 2x is equal to 2 3 2 3
D2 + 4
x x
x cos 2x x cos 2x (c) sin 3x (d) − sin 3x
(a) (b) − 2 3 2 3
2 2
x cos 2x x cos 2x dy
(c) (d) − 22. + Py = Q is a linear differential equation of
4 4 dx
13. The solution of (D 2 + 1)y = 0 with y(0) = 0, y ′(0) = 0 degree first order if
is (a) P, Q are functions of x only
(a) y = cos x (b) y = sin x (b) P, Q are functions of y only
(c) y = 0 (d) Infinite solution
(c) P and Q are functions of x and y
14. The solution of ordinary differential equation of n
order contains (d) None of these
(a) n-arbitrary constants dy
23. The differential equation + p (x) y = q (x) is
(b) More than n-arbitrary constants dx
(c) Less then n-arbitrary constants
homogeneous when
(d) No arbitrary constants
(a) p(x) = 0 (b) q(x) ≠ 0
15. The equation ydx + xdy = 0 is (c) p(x) ≠ 0 (d) q(x) = 0
(a) Exact (b) Not-exact
24. If x hy k is an integrating function of
(c) Partial differential equation 7 2 8
(x y + 3y)dx + (3x y − x)dy = 0 then
(d) Differential equation of order 2
(a) h = − 7, k = 1 (b) h = 7, k = 1
16. The differential equation derived from y = Ae x (c) h = − 7, h = − 1 (d) h = 7, k = − 1
+ Be − x have the order
25. A differential equation of first order and first degree
(a) 1 (b) 2 (c) 3 (d) Infinite is homogeneous if
y
d 2y
dy (a) y ′ = φ (b) y ′ = φ( x )
17. The solution of −2 + y = 0 is x
2 dx
dx (c) y ′ = constant (d) None of these
(a) C1e x + C2e − x (b) (C1 + C2x) e x dy 1
26. The differential equation − ⋅ y = 2x with
(c) (C1 + C2)e x (d) C1 + C2xe x dx x
y(0) = 0 has
18. The particular integral of y ′′ − 2y ′ + y = x 2e x is
(a) Unique solution (b) Finite solution
x 4 ex x 2e 2x x 4 ex x 2e 2x (c) No solution (d) Infinite solutions
(a) (b) (c) (d)
4 12 12 4
15
27. The solution of (D 4 + D 2)y = 0 with 36. The particular integral of (D 4 + 4)y = x 4 is
y (0) = y ′(0) = y ′′(0) = 0, y ′′′(0) = 1 is x4 − x2 x4 + 4
(a) (b)
4 4
(a) y = sin x (b) y = x + sin x
x4 − 6 x4 − x2 − 6
(c) y = x − cos x (d) y = x − sin x (c) (d)
4 4
28. The particular integral of (D 2 + 2D + 2)y = sin hx is
37. Particular integral of (D 2 + 1)y = x 2 is
x −x x −x
e − 5e e + e (a) x 2 + 2 (b) x 2 − 2
(a) (b)
10 10
(c) x 2 + 1 (d) x 2 − 1
5e x − e − x
(c) (d) None of these
10 38. The solution of (D 3 + 2D 2 + D)y = 0 is
1 (a) y = C1 + (C2 + C3x)e x
29. sin ax is equal to
D 2 + a2
(b) y = C1 + (C2 + C3x)e − x
x x
(a) sin ax (b) − sin ax
2a 2a (c) y = (C1 + C2x + C3x 2)e x
x x (d) y = C1x + C2x 2 + C3e x
(c) cos ax (d) − cos ax
2a 2a
1
30. The differential equation of the solution 39. sec 2x is equal to
D − 2i
y = A cos (ωx − θ) is
(a) ∫ e −2 ix sec 2x dx (b) e 2 ix ∫ sec 2x dx
d 2y d 2y
(a) =y (b) =0
dx 2 dx 2 (c) e −2 ix ∫ e 2 ix sec 2x dx (d) e 2 ix ∫ e −2 ix sec 2xdx
d 2y
(c) = − ω 2y (d) None of these 40. Which one of the following is not an integrating
dx 2
function for xy ′ = y
31. The order and degree of e y′′′ − y ′′ + xy = 0 are 1 1 1 1
(a) (b) (c) (d)
(a) 3, 1 (b) 3, infinite x+ y xy x2 y2
(c) 3, not defined (d) 3, finite
41. The solution of (D 3 + 6D 2 + 12D + 8)y = 0 with
1
32. sin 2x is equal to y(0) = y ′(0) = 0, y ′′(0) = 2 is
D 2 − 2D + 2
(a) x 2e 2x + x + 1 (b) x 2e −2x − 2x
1 1
(a) sin 2x (b) cos 2 x
2 2 2 2 (c) x 2e −2x (d) x 2e 2x
1 1 dy
(c) sin 2x (d) cos 2x 42. Integrating factor of cos 2 x + y = tan x is
2 2 dx
1 (a) e sin x (b) e sec x (c) e cosec x (d) e tan x
33. If φ( x ) be any function then φ(x) is equal to
D−a
43. If a equation contains x-arbitrary constants then the
(a) e − ax ax
∫ e φ(x) dx (b) e ax ∫ φ(x) dx
order of differential equation derived is
− ax
(c) e ∫ φ(x) dx (d) e ax ∫ e − ax φ(x)dx (a) n − 1 (b) n (c) n + 1 (d) 1
46. The solution of y ′′ + 2y ′ + y = 0, y(0) = 1, y′(0) = − 1 55. The particular integral of (D 2 + 1)y = x 2 is
is
(a) 1 + x 2 (b) x 2 = 2 (c) − x 2 + 2 (d) x − 2
(a) xe x (b) − x e − x (c) e − x (d) − e − x
56. The P.I. of (D − a)2 y = e ax f ′′(x) is
47. The differential equation whose auxiliary equation
(a) e − ax f (x) (b) f ′(x)
has the roots 0, 1, 1 is
(c) e ax f (x) (d) e ax f ′(x)
(a) (D 3 − 2D 2 + D) y = 0
57. The particular integral of (D 2 − 2 D + 4)y
(b) (D 3 + 2D 2 + D) y = 0
= e x cos x is
(c) (D 3 − D 2 + 2D) y = 0 1 1 x
(a) e x cos x (b) e sin x
(d) (D 3 + D 2 + 2D)y = 0 2 2
(c) e x cos x (d) e x sin x
48. The particular integral of (D 2 − 1) y = cos x is
1 1 58. e − x (C1 cos 3x + C2 sin 3x) + C3e 2x is the
(a) cos x (b) − cos x
2 2 general solution of
1
(c) − sin x (d) None of these (a) (D 3 − 4) y = 0 (b) (D 3 − 8) y = 0
2
(c) (D 3 + 8)y = 0 (d) (D 3 + 4) y = 0
d 2y 1 dy 12 log x
49. The particular integral of + = is
dx 2 x dx x2 59. (C1 + C2x) + (C3 + C4 x)e − x is the solution of
(a) 2 (log x) (b) 2 (log x)2 (a) (D 4 + D 3 + D 2)y = 0
(c) 2 (log x)3 (d) (log x)3 (b) (D 4 + D 2) y = 0
50. The solution of the differential equation (c) (D 4 + 2D 3 + D 2)y = 0
(D 2 + 1) y = 0 with y(0) = 1, y ( π / 2) = 2 is (d) (D 4 − D 2) y = 0
(a) y = 2 cos x + sin x (b) y = cos x + 2 sin x
60. The P.I. of (D 3 + 1) y = (e x + 1)2 is
(c) y = cos x + sin x (d) y = 2 cos x + 2 sin x
e 2x ex
1 (a) e 2x + e x + 1 (b) + +1
51. x 2 sin ax is equal to 9 2
f (D)
e 2x
(a) e i ax
1
x2 (c) e 2x − 2e x + 1 (d) − ex + 1
f (D + i a) 2
(a) e x sin x (b) e − x sin x 63. The differential equation derived from
x −x x −2x 3x
(c) e cos x (d) e cos x y = Ae + Be + Ce have the order
1 (a) 1 (b) 2 (c) 3 (d) 4
54. x is equal to
D2 − 2 D + 2 64. The differential equation derived from
x +1 x x −1 x x
y = Ae + Be −x
have the degree
(a) (b) (c) (d) −
2 2 2 2
(a) 1 (b) 2 (c) 3 (d) 0
17
6x − 5 2x − 5
65. The particular integral of (D − 2)2 y = e 2x f ′′′(x) is (c) (d)
36 18
(a) e 2x f (x) (b) − e 2x f ′(x)
69. The particular integral of (D 3 + 8)y = x 4 + 2x + 1 is
2x
(c) e f ′′(x) (d) e 2x f ′(x) x3 + x − 1 x4 − x + 1
(a) (b)
1 8 8
66. x 3 cos x is equal to
f (D) x5 + x4 − 1 x 4 − 2x + 3
(c) (d)
1 8 8
(a) e ix x3
f (D + i) d 2y
1 70. The solution of = a + bx + cx 2 with y ′ = 0
(b) Real part of e ix x3 dx 2
f (D + i)
when x = 0 and y = d when x = 0 is
1
(c) Real part of e ix x3 bx 2 cx 3 d
f (D − i) (a) y = ax + + +
2 3 4
1
(d) e ix x 3 cos x ax 2 bx 3 cx 4
f (D + i) (b) y = + + +d
2 6 12
1
67. xe x sin x is equal to ax 2 bx 3 cx 4
D2 − 2D + 1 (c) y = + + + d
2 3 4
(a) e x (x cos x + sin x) bx cx 3 dx 4
−x (d) y = a + + +
(b) − e (x cos x + sin x) 2 4 8
x
(c) e (x sin x + 2 cos x) d 2y
71. The solution of − y = 1, y(0) = 0, y (−α) → finite
(d) − e x (x sin x + 2 cos x) dx 2
1 is
68. x is equal to
D 2 − 5D + 6 (a) e x (b) e x + 1 (c) e x − 1 (d) − e x − 1
6x + 5 2x + 5
(a) (b)
36 18
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (c) 3. (b) 4. (c) 5. (d) 6. (d) 7. (c) 8. (d) 9. (b) 10. (c)
11. (b) 12. (d) 13. (c) 14. (a) 15. (a) 16. (b) 17. (b) 18. (c) 19. (a) 20. (b)
21. (a) 22. (a) 23. (d) 24. (a) 25. (a) 26. (d) 27. (d) 28. (a) 29. (d) 30. (c)
31. (c) 32. (b) 33. (d) 34. (a) 35. (c) 36. (c) 37. (b) 38. (a) 39. (d) 40. (a)
41. (c) 42. (d) 43. (b) 44. (b) 45. (a) 46. (c) 47. (a) 48. (b) 49. (c) 50. (b)
51. (d) 52. (a) 53. (b) 54. (a) 55. (b) 56. (c) 57. (a) 58. (b) 59. (c) 60. (b)
61. (d) 62. (a) 63. (c) 64. (a) 65. (d) 66. (b) 67. (d) 68. (a) 69. (b) 70. (b)
71. (c)
=−
(5D − 3)
sin 3x i.e. (m − 1)2 = 0 ⇒ m = 1, 1
(5D + 3) (5D − 3)
So solution is
(5D − 3)
=− sin 3x
25D 2 − 9 y = (C1 + C2x)e x
1 1
=− (15 cos 3x − 3 sin 3x) 18. The particular integral is ex x 2
−225 − 9 D 2 − 2D + 1
1
= (15 cos 3x − 3 sin 3x) 1 1 ex x 4
234 = ex x 2 = ex x2=
2 2 12
1 (D + 1) − 2(D + 1) + 1 D
= (5 cos 3x − sin 3x)
78 24. If x hy k be the I.F. of (x 7 y 2 + 3y)dx
1
4. e− x
D 3 + 3D 2 + 3 D + 1 + (3x 8y − x)dy = 0
= e− x
1
.1 then (x h+7 y k + 2 + 3x hy k +1)dx
3 2
(D − 1) + 3 (D − 1) + 3(D − 1) + 1 + (3x h+ 8y k +1 − x h+1y k ) dy = 0
−x
e ∂M ∂N
= is exact i.e. =
D 3 − 1 − 3D (D − 1) + 3D 2 + 3 − 6D + 3D − 2 ∂y ∂x
1 x 3e − x 1 3 − x
= − e− x ⋅ .1 = = x e i.e., (k + 3)x h + 7 y k + 1 + 3(k + 1)x hy k
D3 3× 2 6
= 3 (h + 8)x h + 7 y k + 1 − (h + 1) x h y k
1 1 1
6. cos 4x = cos 4x = − cos 4x
2
D + 9 − 16 + 9 7 Equating the coefficient, we get
−1 k + 3 = 3h + 24 & 3k + 3 = − h − 1
1 1 2 D2 2
7. x = 1 − D + ⋅x After solving, we get h = − 7, k = 1
2
D − 4D + 4 4 4
27. Given
1 D2 (−2) ⋅ D 2 2 (D 4 + D 2) y = 0, y(0) = y ′(0) = y ′′(0), y ′′′(0) = 1
= 1 + D − + (−1) x
4 4 2
A.E. is m 4 + m 2 = 0 i.e. m = 0, 0, + i, − i
Neglecting higher terms
so its solution is y = C1 + C2x + C3 cos x + C4 sin x
1 3 1 3
= 1 + D + D 2 x 2 = x 2 + 2x +
4 4 4 2 so y ′ = C2 − C3 sin x + C4 cos x
1 1 1 y ′′ = − C3 cos x − C4 sin x,
9. e 2x = e 2x = e 2x
D3 + 1 8+ 1 9 y ′′′ = C3 sin x − C4 cos x
y(0) = 0 ⇒ C1 + C3 = 0
13. Given that (D 2 + 1) y = 0, y(0) = 0 = y ′(0)
y ′(0) = 0 ⇒ C2 + C4 = 0
A.E. is m 2 + 1 = 0 i.e., m = ± i so its solution is y ′′(0) = 0 ⇒ − C3 = 0 ⇒ C3 = 0 so C1 = 0
y = C1 cos x + C2 sin x, y ′ = − C1 sin x + C2 cos x y ′′′(0) = 1 ⇒ 1 = − C4 ⇒ C4 = − 1∴C2 = 1
If y(0) = 0 ⇒ 0 = C1 So the required solution is
If y ′(0) = 0 ⇒ 0 = C2 so y = 0 y = x − sin x
16. Given y = Ae x + Be − x , y ′ = Ae − x − Be − x 1 1 ex − e− x
28. sin hx =
2 2 2
D + 2D + 2 D + 2D + 2
Adding we get y ′ + y = 2 Ae x
1 1 1 1
Again differentiate y ′′ + y ′ = 2 Ae x = ex − e− x
2 (D 2 + 2D + 2) 2 (D 2 + 2D + 2)
Subtracting we get y ′′ − y = 0 so its order is 2. 1 1 x 1 1 − x e x − 5e − x
= . e − . e =
2 2 2 5 2 1 10
17. Given (D − 2D + 1)y = 0 A.E. is m − 2m + 1 = 0
19
y (0) = 0 ⇒ 0 = C1 ⇒ C1 = 0 2± 4 − 16
(m − 2) (m 2 + 4 − 2m) i.e. m = 2,
y′ (0) = 0 ⇒ 0 = − 2C1 + C2 ⇒ C2 = 0 2
1 1 where V is a function of z.
Case II. cos az = cos az
2 2 1 1 d 1
f (D ) f (− a )
Case V. (zV) = z V+ ⋅ V
1 1 f (D) f (D) dD f (D)
and sin az = sin az , provided
f (D 2 ) f (− a 2 ) 5. If the differential equation is
f (− a 2 ) ≠ 0 d ny d n− 1y
(a + bx )n + a 1 (a + bx )n − 1. + ....
1 dx n dx n− 1
Case III. z m = [ f (D)]−1 z m and then
f (D) a ny = X then it can be reduced to linear
expend
differential equation with constant coefficient
[ f (D)]−1 in ascending powers of D.
by substitute a + bx = e z .
1 1
Case IV. e az V = e az V
f (D) f (D + a)
EXERCISE
MULTIPLE CHOICE QUESTIONS d 2y d 2y
(a) − y = ez (b) + y = ez
2 2 2
1. The complementary function of (x D + 3xD + 1) y dz dz 2
1 d 2y dy d 2y dy
= is (c) + + y = ez (d) + = ez
(1 − x)2 dz 2 dz dz 2 dz
(a) C1 + C2 log x (b) C1x + C2x ⋅ log x 7. The particular integral of (x 2D 2 + xD + 1)y
1 C = sin (log x 2) is
(c) (C1 + C2 log x) (d) 1 + C2x log x
x x 1 1
(a) cos (log x 2) (b) − cos (log x 2)
2. The complementary function of 3 3
1 1
(x 2D 2 − 4xD + 6) y = x 2 is (c) sin (log x 2) (d) − sin (log x 2)
3 3
(a) C1x + C2x 2 (b) C1 + C2x
8. The P.I. of (x 2D 2 + xD + 1)y = x is
3
(c) C1x + C2x (d) C1x + C2 x x x
(a) x (b) (c) (d) x 2 +
3. For solving the homogeneous linear equations we 3 2 3
d d 2y 9. The complementary function of (x 2D 2 − 3xD + 4)y
substitute x = e z and D ≡ than x 2 is
= 2x 2 is
dz dx 2
(a) D 2y (b) (D − 1)y (a) (C1 + C2) x 2 (b) (C1 + C2 log x) x 2
2
(c) D(D + 1)y (d) D(D − 1)y (c) C1x + C2x log x (d) C1 + C2x log x
d 2y dy (c) (x 2D 2 − 2xD − 1) z = 0
(1 + x)2 + (1 + x) + y = 2 cos log (1 + x) is
dx 2 dx (d) (x 2D 2 − 2) z = 0
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (c) 2. (c) 3. (d) 4. (a) 5. (c) 6. (b) 7. (d) 8. (c) 9. (b) 10. (c)
11. (c) 12. (d) 13. (b) 14. (b) 15. (c) 16. (c) 17. (d) 18. (c) 19. (b) 20. (a)
21. (a) 22. (c) 23. (c) 24. (a) 25. (d) 26. (c) 27. (d) 28. (a) 29. (b) 30. (d)
31. (c) 32. (a)
i.e. (D 2 + 2D + 1)y =
1 7. Given (x 2D 2 + xD + 1)y = sin (log x 2) put
z 2
(1 − e ) d
x = ez , D ′ = we get
A.E. is m 2 + 2m + 1 = 0 i. e. m = − 1, − 1 dz
1 [D ′(D ′ − 1) + D ′ + 1]y = sin (2z)
So, C.F. is (C1 + C2z)e − z = (C1 + C2 log x) ⋅
x i.e. (D ′2 + 1)y = sin 2z
4. Given that (x 2D 2 + xD + 1)y = 0, put so its P.I. is
z d 1 1 1
x = e , D′ ≡ sin 2z = + sin 2z = − sin 2z
dz (D ′2 + 1) −4 + 1 3
We get [D ′(D ′ − 1) + D ′ + 1]y = 0 i.e. (D ′2 + 1)y = 0 1 1 2
= − sin (2 log x) = − sin (log x )
3 3
A.E. is m 2 + 1 = 0 ⇒ m = i, − i 10. Given differential equation is
d
So solution is C1 cos z + C2 sin z = C1 cos (log x) (x 2D 2 + xD − 1)y = x 2e x put x = e z , D ′ ≡ , we
dz
+ C2 sin (log x) get
(D ′(D ′ − 1) + D ′ − 1)y = e 2z ee z
25
1 z a 5D ′ D ′2
−1
25. Given (x 2D 2 − 4xD + 6)y = x 4 , put
= e − 1 − + .1 d
2 6 6 6 x = ez , D ′ ≡
dz
ez a x + a a x a
= − = − = + We have [D ′(D ′ − 1) − 4 D ′ + 6] y = e 4 z
2 6 2 6 2 3
d 2y dy i.e. (D ′2 − 5D ′ + 6)y = e 4 z
13. Given that (2x + 5)2 − 6(2x + 5) + 8y = 0
2
dx dx 1 1 4z x 4
P.I. e4 z = e =
2 2 2
put 2x + 5 = e z we get [4D ′(D ′ − 1) − 12D ′ + 8]y= 0 (D ′ − 5D ′ + 6)
⇒ (D ′2 − 2D ′ − 3)y = ze 2z P.I. is
1
ze z
2
D ′ − 2D ′ + 2
1
P.I. is ze 2z
2 1
(D ′ − 2D ′ − 3) = ez z
2
(D ′ + 1) − 2 (D ′ + 1) + 2
1
= e 2z z
(D ′ + 2)2 − 2 (D ′ + 2) − 3 1
= ez z = e z (1 + D ′2)−1 ⋅ 2 = ze z
2
−1
D′ + 1
e 2z e 2z 2D ′ D ′2 = x log x
= z2 = − 1 − − z
D ′2 + 2D ′ − 3 3 3 3
29. Given (x 3D 3 + 2 x 2D 2 + 3xD − 3)y = x 2
2z 2z
e 2D ′ e 2 d
=− 1 + + … z = − z + put x = e z & D ′ ≡ , we get
3 3 3 3 dz
x2 2 x2 [D ′(D ′ − 1) (D ′ − 2) + 2D ′(D ′ − 1) + 3D ′ − 3] y = e 2z
=− log x + = − (3 log x + 2)
3 3 9
or (D ′ − 1) (D ′2 + 3)y = e 2z
26
C HAPTER
4
Differential Equation of First
Order but not of the First Degree
DEFINITIONS 4. For the equations solvable for x, let the
1. A differential equation of the form differential equation is
pn + A1 pn − 1 + A2 pn − 2 + … An− 1 p + An = 0 x = f (y, p) …(1)
is called a differential equation of the first and Differentiating (1) w.r.t. y we get
dy
n th degree, where p stands for and 1 dp
dx = φ y, p, …(2)
A1, A2 , A3 … An all are functions of x and y. p dy
2. For the equations solvable for p, let the Let the solution of (2) is
differential equation in above can be resolved F (y, p, c) = 0 …(3)
into n linear factors such that Eliminating p between (1) and (3) we get the
{p − f1(x, y)} {p − f2 (x, y)} … {p − fn (x, y)} = 0
required solution of (1) such that
Now we can equate each factor to zero and (x , y, c) = 0
than solve the resulting differential equations of
If it is not possible to eliminate p, we solve (1)
the first order and first degree i.e. the solution is
and (3) for x and y such that
φ 1(x , y, c1) = 0, φ 2 (x , y, c2 ) = 0
x = f 1( p, c), y = f 2 ( p, c) …(4)
… φ n(x , y, cn) = 0
Which is the required solution of (1).
Consider a unique constant C then n solutions
are φ 1(x , y, c) = 0, φ 2 (x , y, c) = 0 … φ n CLAIRAUT’S EQUATION
(x , y, c) = 0
1. The differential eqution of the form
Thus, the combined solution is
y = px + f ( p) is called Clairaut’s equation
φ 1 (x , y, c) φ 2 (x , y, c) … φ n (x , y, c) = 0 where f ( p) is a function of p only.
3. For the equations solvable for y let the Differentiating it w.r.t. x
differential equation is dp dp
p= p+ x + f ′( p)
y = f (x , p) …(1) dx dx
Differentiating (1) w.r.t. x we get dp
or { x + f ′( p)} = 0
dp dx
p = φ x , p, …(2) dp
dx ∴ = 0 or x + f ′( p) = 0
dy dx
where p stands for First eduation gives p = constant = c. Thus, we
dx
obtained y = cx + f (c).
Let the solution of (2) is
2. If we eliminate p between y = px + f ( p) and
F (x , p, c) = 0 … (3)
x + f ′( p) = 0 we get the singular solution of
Eliminating p between (1) and (3) we get the given differential equation.
required solution of (1) say
3. Some differentiable equations by suitable
φ( x , y, c) = 0
change of variables (may be given in questions)
If we cannot eliminate p between (1) and (3) may be reduced to Clairaut’s form.
then we may solve (1) and (3) such that
x = f1(p, c) and y = f2 (p, c) …(4) 4. Let f (x , y, p) = 0 be the differential equation of
first order and its general solution is
which are the solution of (1).
28
φ (x , y, c) = 0 it represents a curve for each Similarly, the condition for the equation (1) inp
value of c i.e, it represents a family of curves. to have two equal roots is obtained on
Hence every differential equation of the first eliminating p between (1) and
degree represents a family of curves. ∂
f (x , y, p) = 0 …(5)
∂p
SINGULAR SOLUTIONS and the p-eliminant between (1) and (5) is
1. The singular solution of a differential equation called the p-discriminant relation.
is given by the envelope of family of curves
3. If p occurs only in the first degree in the
represented by that differential equation.
differential equation, there will be no singular
Thus, if the envelope of the family of curves solution.
φ(x , y, c) = 0 …(1)
4. The locus common to both the c-discriminant
represented by the general solution of the and the p-discriminant relations gives us the
differential equation singular solutions of (1).
f (x , y, p) = 0 …(2)
5. Let the general solution of the Clairaut’s
exists, the equation of the envelope is the equation y = px + f ( p) …(1)
singular solution of the differental equation (2). is y = c (x) + f (c) …(2)
2. Let the given differential equation be Differentiating (2) partically w.r.t. c
f (x , y, p) = 0 …(1) 0 = x + f ′(c) …(3)
and its general solution is φ( x , y, c) = 0 …(2) The singular solution, which is envelope of (2)
The envelope of the family of curves (2) is is obtained by eliminating c between (2) and
contained in the locus obtained by eliminating (3).
C, between (2) and Again differentiating (1) partially w.r.t. p, we
∂
φ ( x , y, c) = 0 …(3) get
∂C
0 = x + f ′( p) …(4)
so the c-eliminant between (2) and (3) be
The singular solution of the Clairaut’s equation
ψ ( x , y) = 0 …(4)
(1) is obtained by eliminating p between (1)
This is also called c-discriminant relation.
and (4).
EXERCISE
MULTIPLE CHOICE QUESTIONS 3. The solution of the differential equation
2 2
1. The solution of p − 5p + 6 = 0 is y = px + p + 4 is
(a) y − 2x = c (a) (y − cx)2 = 4 cx (b) (y − cx)2 + 4c 2 = 0
(b) y − 3x = c
(c) (y − cx)2 − 4c 2 = 0 (d) (y − cx)2 − c 2 = 4
(c) (y − 2x − c) (y − 3x − c) = 0
4. The singular solution of the differential equation
(d) y 2 − 5x + 6 = c
(xp − y)2 = p 2 − 1 is
a
2. Solution of the equation y = px + is
p (a) x 2 + y 2 = 1 (b) x 2 − y 2 = 1
(a) cy = c 2x + a (b) y = x + a (c) y 2 − x 2 = 1 (d) x 2 − 2y 2= 1
a
(c) cy = cx + (d) y = cx + a
c
29
(b) y 2 − 2cxy + c 2(x 2 − 1) m 2 = 0 19. The solution of sin px cos y = p + cos px sin y is
2 2
35. The singular solution of xp − (x − a) = 0 is (a) y = cx + c 2 (b) y 2 = cx + c 2
2 2
(a) y = 0 (b) xc − (x − a) = 0 (c) y 2 = cx + c (d) y 2 = cx 2 + c 2
2
(c) x − (x − a) = 0 (d) x = 0
31
46. The singular solution of the differential equation 53. The p-discriminant of f (x, y, p) = 0 is
2 2
y (1 + p ) = a is 2 ∂
(a) f (x, y, p) = 0 (b) f (x, y, p) = 0
∂p
(a) y 2(1 + x 2) = a 2 (b) y 2 = a 2x
(c) (a) or (b) only (d) Both (a) and (b)
(c) y = ± ax (d) y = ± a
dy
47. The singular solution of p 2(1 − x 2) = 1 − y 2 is, 54. The solution of y = 2x + 3e dy / dx is
dx
(a) x = ± 1 only (b) y = ± 1 only (a) y = 2cx + 3e c (b) y = 2x + 3e x
(c) x = 1, y = 1 (d) x = ± 1, y = ± 1
(c) y = 2cx + 3e x (d) y = 2x + 3e c
48. The solution of y = 2px + y 2p 3 by substitution
55. One singular solution of p 3 − 4pxy + 8y 2 = 0 is
y 2 = v is
4 3 4 3
(a) y 2 = x (b) y = x
c3 c3
(a) y 2 = cx + (b) y 2 = cx 2 + 27 27
8 8 27 3 27 3
c c (c) y = x (d) y 2 = x
(c) y 2 = x + (d) y 2 = cx + 4 4
2 2
56. By differentiating w.r.t. x the equation
49. By differentiating w.r.t. x, the equation
y = 2px + f (xp 2), the general solution in the form
y = a 1 + p 2 the general solution x = f (p) is
x = f (p) is
(a) y = a 1 + x 2 + p (a) px = c (b) x p = c
(c) px 3/ 2 = c (d) p x = c
(b)x = a log {p + 1 + p2} + c
57. The singular solution of pxy + x 2 = a is
(c) y = a log {p + 1 + p2} + c
(a) x 2 + xy = a (b) x + y 2 = a
2
(d) y = a log { 1 + p } + c (c) y 2 + x = a (d) No singular solution
50. The general solution of y 1 + p 2 = r is 58. The singular solution of y = px + f (p), where p is
linear in p is
(a) x 2 + y 2 = r 2 (b) y 2 + (x + c)2 = r 2
(a) y = cx + f (c) (b) y = cx
(c) x 2 + (y + c)2 = r 2 (d) y 1 + x 2 = r 2 (c) x = cy + f (c) (d) No singular solution
51. The singular solution of y = px + a 1 + p 2 is 59. The degree of the differential equation
2 2 2 3 2
(a) y = 4ax (b) x − y = 1 p + 3p + 2p + x = 0 is
2 2 2 2
(c) x + y = a (d) x = 4ay (a) 1 (b) 2 (c) 3 (d) 0
52. By differentiating w.r.t. x the equation 60. The order of the differential equation
2 3 2 2
y = 2px + p y, the general solution y = f (p) is p − 4xyp + 8y = 0 is
(a) p 2y + p + 2 = 0 (b) p 2y = c (a) 3 (b) 2
(c) py + p = a (d) py = c (c) 1 (d) None of these
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (c) 2. (a) 3. (d) 4. (b) 5. (a) 6. (d) 7. (b) 8. (d) 9. (a) 10. (c)
11. (d) 12. (c) 13. (d) 14. (c) 15. (c) 16. (d) 17. (a) 18. (b) 19. (c) 20. (a)
21. (d) 22. (b) 23. (b) 24. (c) 25. (a) 26. (d) 27. (c) 28. (d) 29. (c) 30. (d)
31. (a) 32. (d) 33. (b) 34. (c) 35. (d) 36. (a) 37. (c) 38. (b) 39. (d) 40. (c)
41. (c) 42. (a) 43. (d) 44. (b) 45. (d) 46. (d) 47. (d) 48. (a) 49. (b) 50. (b)
51. (c) 52. (d) 53. (d) 54. (a) 55. (b) 56. (d) 57. (d) 58. (d) 59. (c) 60. (c)
32
7. Given differential equation is 19. Given sin px cos y − cos px sin y = p i.e.
sin (− y + px) = p
y = sin p − p cos p …(1)
⇒ y = px − sin −1 p which is Clairaut’s equation so
differentiating w.r.t., x, we get
its solution is
dp
p = (cos p − cos p + p sin p) y = cx − sin −1 c
dx
dy 3 1/ 3
dp 21. Given 27 y − 8p 3 = 0 ⇒ p = = y
or p = p sin p ⇒ sin p dp = dx dx 2
dx 2
Integrating x = c − cos p …(2) ⇒ dy y −1/ 3 = dx Integrating it y 2/ 3 = x + c
3
33
⇒ y 2 = (x + c)3 which is general solution. 39. Given y = 2px − p 2 differentiate w.r.t. x we get
Differentiating it w.r.t. c x + c = 0, put x = − c dp dp dp dp
p = 2p + 2x − 2p ⇒ p + 2x − 2p =0
dx dx dx dx
in (1) we get y = 0 so p = 0 i.e. singular solution
dx 2(p − x) dx 2
is y = 0. or = ⇒ + x = 2
dp p dp p
23. Given that p 2 + px − y = 0 its p-discriminant is 2
∫ dp
x 2 + 4y = 0 which is singular solution. its I.F. is e p
= e 2log p = p 2 so its solution is
2
27. Given differential equation is y = px + a 2p 2 + b2 xp 2 = ∫ p 2.2dp + c = p 3 + c
3
or (y − px)2 = a 2p 2 + b2 i. e.
2
x = p+
c
2 2 2 2 2 3 p2
⇒ (x − a )p − 2xyp + y − b = 0
41. Given (x − a)p 2 + (x − y) p − y = 0
So p-discriminant is
4x 2y 2 − 4(x 2 − a 2) (y 2 − b2) = 0 ⇒ xp 2 − ap 2 + xp − yp − y = 0
p 1 dp dp dy 1 p2 2p dp 2 2y dp
or = i. e. = integrating it =− + + −
2
y2 y dx p y p 4y 4y dy p p 2 dy
This is Clairaut’s form so its solution is v = uc + c 2 55. Given that p 3 − 4pxy + 8y 2 = 0 …(1)
⇒ y 2 = cx 2 + c 2 Differentiate w.r.t. x 3p 2 − 4xy = 0
C HAPTER
5 Orthogonal Trajectories
DEFINITIONS (ii) In this differential equation, replace
dy dx
1. A trajectory of a given system of curves is by − and we obtained the differential
dx dy
defined to be a curve which cuts all the
equation of the orthogonal trajectories is
members of the family according to a given
obtained.
law. If the curve cuts at constant angle α, it is
(iii) Find the general solution of this differential
called an α-trajectory.
equation. This is the required equation of
If the angle is at right angle, the trajectories are orthogonal trajectories.
called orthogonal trajectories. 3. In polar co-ordinates, let the equation of given
If the angle is other than 90° the trajectories are family of curver be f (r , θ, c) = 0 ...(1)
called oblique trajectories. Differentiating it w.r.t. θ and eliminating c, the
differential equation of the given family (1) be
2. In cartesian co-ordinates, the equation of the dr
φ r,θ, = 0 ...(2)
orthogonal trajectories can be obtained as dθ
follows : The differential equation of the required
(i) Differentiate the equation of the given family of trajectories is
dθ
curves and eliminate the arbitrary parameter. φ r,θ,− r 2 = 0
dr
Thus, the differential equation of given family
Solving this we shall get the required equation
of curves is obtained.
of the orthogonal trajectories.
EXERCISE
MULTIPLE CHOICE QUESTIONS (a) x 2 + y 2 = cy + 1 (b) x 2 + y 2 = cy
1. The orthogonal trajectories of the family of curves (c) x 2 − y 2 = cy (d) x 2 + y 2 = cy 2
2
y = ax is
4. The orthogonal trajectories of the cardioids
(a) x 2 + y 2 = c 2 (b) x 2 + 3y 2 = c 2 r = a (1 + cos θ); where a is the parameter is
(c) x 2 + 2y 2 = c 2 (d) x 2 − 2y 2 = c 2
(a) r = b cosθ (b) r = b(1 − cos θ)
2. The orthogonal trajectories of the family of curves
(c) r = b cos 2 θ + 1 (d) r = b(1 + cos θ)
ay 2 = x 3 is
3 2 5. The differential equation of family of orthogonal
(a) x 2 − y = c2 (b) x 2 + 3y 2 = c 2
2 trajectories of the family of circles x 2 + y 2 = 2ax is
3
(c) x 2 + y 2 = c 2 (d) x 2 − 3y 2 = c 2 x 2 − y2 x 2 + y2
2 (a) y′ = (b) y′ =
xy 2xy
3. The orthogonal trajectories of the family of circles
x 2 − y2 x 2 + y2
2 2 (c) y′ = (d) y′ =
(x − 1) + y + 2ax = 0, where a is parameter 2xy xy
36
6. The orthogonal trajectories of the family of curves 16. The orthogonal trajectories of r n = a n cos nθ, a is a
y = ax 4 is parameter is
2
(a) x + ny = c 2 2 2
(b) x + y = n2 2 (a) r n = c n cos nθ (b) r n sin nθ = c n
n n
(c) r cos nθ = c (d) r n = c n sin nθ
(c) nx 2 + y 2 = c 2 (d) x 2y 2 = n2c 2
17. The differential equation of the family of circles
7. The orthogonal trajectories of the rθ = a
2 x 2 + y 2 + 2 fy + 1 = 0, where f is parameter is
(a) r = ae θ (b) r = ae θ
2 (a) x 2 + y 2 + 2xy′ = 0
(c) r 2 = ae θ (d) r 2 = ae θ
(b) x 2 − y 2 − 2xyx ′+1 = 0
8. The orthogonal trajectories of the family of circles
(c) x 2 − y 2 + yx ′+1 = 0
x 2 + y 2 = a 2, where a is parameter is
(d) x 2 + y 2 + yx ′−1 = 0
(a) xy = c (b) x 2y = c
18. The differential equation of the orthogonal
(c) x 2 = cy (d) x = cy
trajectories of the curve r = e aθ is
9. The differential equation of orthogonal trajectories dθ log r dθ rθ
(a) =− (b) =−
of the family of curve y 2 = 4a (x + a) is dr rθ dr log r
(a) yy′2 +2xy′ = y (b) xy′2 + xy′ = y dθ log r dθ rθ
(c) = (d) =
2 2 dr rθ dr log r
(c) yy′ + y′ = x (d) yy′ + xy′ = 2y
19. The differential equation of the orthogonal
10. The orthogonal trajectories of the family of
trajectories of the family of cardioids r = a (1 + cos θ)
rectangular hyperboloid xy = c 2 is
is
(a) x + y = k (b) x − y = k dr 1 + cos θ dr r sin θ
(a) = (b) =
(c) x 2 + y 2 = k (d) x 2 − y 2 = k dθ sin θ dθ 1 + cos θ
dr r (1 + cos θ) dr r sin θ
11. The orthogonal trajectories of r = e aθ is (c) = (d) =−
dθ sin θ dθ 1 + cos θ
(a) θ + log r = k (b) θ2 + (log r)2 = k
20. The equation of the family of curves that is
(c) θ2 + log r = k (d) θ + (log r)2 = k
orthogonal to ax 2 + y 2 = 1 is
n n 2
+ y2
12. The orthogonal trajectories of r sin nθ = a is (a) y = ce x + y (b) y 2 = ce x
(a) r n cosec nθ = bn (b) r n sec nθ = bn (c) y 2 = ce x
2
+y
(d) y 2 = ce x + y
2
n n n n
(c) r cos nθ = b (d) r tan nθ = b
21. The differential equation of the orthogonal
13. The differential equation of family of curves of
trajectories of the family of curves
y 2 − x 2 + 4xy − 2cx = 0 is 2/ 3 2/ 3 2/ 3
x +y =a , where a is parameter is
(a) 2x (2x + y) y′ = x 2 + y 2
(a) xdx = ydy (b) x 2/ 3dx = y 2/ 3dy
(b) (x + 2y) y′ = x 2 + y 2
(c) x 1/ 3dx = y1/ 3dy (d) None of these
(c) 2x (x + y) y′ = x 2 + y 2
(d) (2x + y) y′ = x 2 + y 2 22. The orthogonal trajectories of the curve
x 2 + y 2 = a 2, where a is the parameter is
14. The orthogonal trajectories of the family of coaxial
x
circles x 2 + y 2 + 2gx + c = 0, g is parameter is (a) xy = c (b) = c
y
(a) x 2 + y 2 + a 2 (b) x 2 + y 2 + x + c = 0 y2
2 2 2 2 (c) x 2y = c (d) =c
(c) x + y + 2gy + c = 0 (d) x + y + 2y + c = 0 x
15. The orthogonal trajectories of the family of circles 23. To find the orthogonal trajectories in polar curve,
x 2 + y 2 = 2ax , a is parameter is dθ
r is replaced by
dr
(a) x 2 = 4ay (b) x 2 + y 2 = bx dr 1 dr dr 1 dr
(a) r (b) (c) −r (d) −
(c) y 2 = 4ax (d) x 2 + y 2 = by dθ r dθ dθ r dθ
37
24. The differential equation of the orthogonal (a) Concentric circles (b) Parabolas
dy (c) Ellipses (d) Itself
trajectories we replace by
dx
dx dx dx dx 28. The orthogonal trajectories of the family of
(a) (b) − (c) −x (d) −y
dy dy dy dy parabolas y 2 = a (x + a) where a is a parameter a
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (c) 2. (c) 3. (a) 4. (b) 5. (c) 6. (a) 7. (d) 8. (d) 9. (a) 10. (d)
11. (b) 12. (c) 13. (a) 14. (c) 15. (d) 16. (d) 17. (b) 18. (a) 19. (c) 20. (b)
21. (c) 22. (b) 23. (d) 24. (b) 25. (d) 26. (b) 27. (a) 28. (c) 29. (d) 30. (a)
EXERCISE
MULTIPLE CHOICE QUESTIONS (a) A cos t + B sin t + t (b) A cos t − B sin t + t 2 + 1
dx dy 2
1. In equations = −ωy, = ωx, the value of x is (c) A cos t + B sin t + t − 1
dt dt (d) None of these
(a) e ωt ( A cos ωt + B sin ωt) dx dy
4. If = y + 1 and = x + 1 then x is
(b) A cos ωt + B sin ωt dt dt
(c) e − ωt ( A cos ωt + B sin ωt) (a) Ae t + Be − t (b) Ae 2t + Be − t
(d) e ωt ( Aωt + B) (c) Ae t + Be −2t (d) Ae t + Be − t − 1
2. Solution for x of the following equations 5. If Dx = 2y, Dy = 2z, Dz = 2x then the differential
(D − 7)x + y = 0 and −2x + (D − 5) y = 0 is equation for x is
(a) e 6t ( A cos t + B sin t) (b) e 4 t ( A cos t − B sin t) (a) (D 3 − 8) x = 0 (b) (D 3 − 2D) x = 0
3. If
dx
− y = t and
dy
= t 2 − 5 then x is 6. If D 2y = x and D 2x = y then the solution for y is
dt dt (a) Ae t + Be − t + C cos t − D sin t
41
dx dy dz dx dy dz
24. The solution of = = is 30. The solution of = = is
x 2 − y2 − z 2 2xy 2x 2 mz − ny nx − lz ly − mx
y (a) lx + my + nz = c1, xyz = c 2
(a) f , x + y + z = 0
2 (b) lx + my + nz = c1, x + y + z = c 2
x
(b) f , x 2 + y 2 + z 2 = 0 (c) lx + my + nz = c1, e xy = c 2z
2
(d) lx + my + nz = c1, x 2 + y 2 + z 2 = c 2
x
(c) f , xyz = 0
2 dx dy dz
31. The solution of = = is
y x 2 + y2 + z 2 z (x + y) z (x − y) x 2 + y 2
(d) f , =0
z z (a) f (xy − z 2, x 2 + y 2 + z 2) = 0
dx dy dz (b) f (xy − z 2, x 2 − y 2 − z 2) = 0
25. The solution of = =
x 2 − y2 y 2 − zx z 2 − xy (c) f (xyz, x 2 − y 2 − z 2) = 0
y−z (d) f (xy − z 2, xyz) = 0
(a) φ x 2 + y 2 + z 2, =0
z − x
dx dy dz
x −y y−z 32. The solution of = = is
(b) φ , =0 1+ y 1+ x z
y− z z − x
x + y+ z
x −y (a) f zx − zy, =0
(c) φ ,x + y + z = 0 z
y−z
x + y
x − y (b) f zx − zy, =0
(d) φ , xyz = 0 z
y−z
x + y+ z
26. The solution of
dx
=
dy
=
dz
is (c) f xy − yz, =0
z
x (y − z) y (z − x) z (x − y)
1 1 1 (d) f (xy − yz, x − y + z) = 0
(a) + + = c1, xyz = c 2
x y z dy dx
33. If = x and = y + e 2t then the value of x is
(b) xy + yz + zx = c1, xyz = c 2 dt dt
(c) x 2 + y 2 + z 2 = c1, xyz = c 2 2
(a) c1e t + c 2e − t + e 2t (b) c1e t + c 2e − t + e 2t
3
(d) (x + y + z) = c1, xyz = c 2
t −t 1 2t
dx dy (c) c1e + c 2e + e (d) None of these
27. If t + y = 0, t + x = 0 then x is 3
dt dt dx dy
34. If + 2x = 3y and + 2y = 3x then x is
(a) c1t + c 2 / t (b) c1t + c 2t dt dt
(c) c1t 2 + c 2t (d) (c1 + c 2t) t (a) c1e t + c 2e 3t (b) c1e t + c 2e −3t
dx 2 dy 1 d 2x dx
37. If + (x − y) = 0 and + (x + 5y) = 0 then 42. Elimination of y between t 2 +t + 2y = 0,
dt t dt t dt 2 dt
differential equation for x is d 2y dy
2 2 t2 +t − 2x = 0 gives
(a) (t D − 4tD + 6) x = 0 dx 2 dt
(b) (t 2D 2 − 8D + 8) x = 0 (a) (D 4 + 4) x = 0
(c) (t 2D 2 − 4tD + 12) x = 0 (b) (D 4 + 2D 2 + 3) x = 0
(d) (t 2D 2 + 8tD + 12) x = 0 (c) (D 3 + 4) x = 0
38. If we choose 1, x, z or multipliers in (d) (D 2 + 4) x = 0
xdx dy dz
= = then 43. The differential equation in x from
z 2 − 2yz − y 2 y + z y − z
dx 2dy
3 + −4x + 3y = 0 and
(a) x + y + z = c (b) x 2 + y 2 + z 2 = c dt dt
(c) xyz = c (d) None of these dx dy
4 + + 3x + 4y = 0 is
dt dt
39. If we choose x, − y, − z as multipliers in
dx dy dz (a) (D 2 + D + 3) x = 0
= = then
z (x + y) z (x − y) x 2 + y 2 (b) (D 2 + 3D + 5) x = 0
(a) x 2 + y 2 + z 2 = c (b) x 2 − y 2 + z 2 = c (c) (D 2 − 2D + 5) x = 0
(c) x 2 + y 2 − z 2 = c (d) x 2 − y 2 − z 2 = c (d) (D 2 + 2D + 5) x = 0
40. By choosing x, y, z as multipliers in dx dy
44. The solution of + + 2x + y = 0 and
dx dy dz dt dt
= = , we have
x (y 2 − z 2) − y (z 2 + x 2) z (x 2 + y 2) dy
+ 5x + 3y = 0 for x is
2 2 2 2 2 2 dt
(a) x + y + z = c (b) x y z = c
(a) (c1 + c 2t) e t (b) c1 cos t + c 2 sin t
(c) xyz = c (d) x + y + z = c
t −t
(c) c1e + c 2e (d) (c1 + c 2t) cos t
1 1 1
41. By choosing , , as multipliers in
x y 3z 45. The differential equation in x from
dx
=
dy
=
dz
we have d 2x dy dx dy
− = 2x + 2t and +4 = 3y is
3 4 4 3 3 3
y x − 2x 2y − x y 9z (x − y ) dt 2 dt dt dt
ANSWERS
d 2y dy dy
= A1 + B1v + Au1 + Bv1
+ P1 + Q1y = R1
dz 2 dz dx
Choose A and B such that
d 2z dz
+P A1u + B1v = 0 ...(4)
2 dx Q
where P1 = dx , Q1 = ,
2 2 So by (1), (2) and (4) we get
dz dz
A1u1 + B1v1 = R1 ...(5)
dx dx
R Solving (4) and (5), we get
R1 =
2
dz vR uR
A1 = − and B1 =
dx u1v − uv1 v1u − vu1
where P1, Q1 and R1 are functions of x. so A = ∫
vRdx
+ C1
2 u1v − uv1
dz
Choose = Q or variable part of Q such uR
dx and B=∫ dx + C2
v1u − vu1
dz
that it is a perfect square then = Q then
dx Substitute A and B in (3) we get the complete
calculate P1, Q1 and R1. primitive of (1).
d 2y dy
If P1 is zero or constant, then this method is Now, consider +P + Qy = R ...(1)
2 dx
applicable. dx
Then P.I. of (1) is
METHOD OF VARIATION OF PARAMETERS − u∫
vR
dx + v∫
uR
dx
Let the linear equation of second order be w w
d 2y dy vR uR
+P + Qy = R ...(1) = −u ∫ dx + v∫ dx ...(2)
dx 2 dx uv1 − vu1 uv1 − vu1
EXERCISE
MULTIPLE CHOICE QUESTIONS (a) y = x (b) y = e x (c) y = x 2 (d) y = e − x
1. y = ex is the part of solution of d 2y dy 2
2 9. If y = e − x is a part of C.F. of +P − y = x2
d y dy 2 dx x
+P + Qy = 0 if : dx
2 dx
dx then value of P is :
(a) 1 − P + Q = 0 (b) P + Qx = 0 (a) x − 2 (b) x + 2
(c) 1 + P + Q = 0 (d) Px + Q = 0 x−2 x+2
(c) (d)
x x
d 2y dy
2. For P +Q + Ry = X, if P − Q + R = 0, then a
dx 2 dx 10. If y = ex is a part of C.F. of
2
part of the C.F. is : d y dy
x + (1 − x) + Qy = e x then Q is :
2
(a) y = e − x (b) y = e x dx dx
(c) y = x (d) y = x 2 (a) 2x − 1 (b) 2x + 1
(c) +1 (d) −1
3. The part of C.F. of the differential equation :
11. A part of C.F. of
d 2y dy
x − (2x − 1) + (x − 1) y = 0 is d 2y dy
dx 2 dx x2 − 2x (1 + x) + 2 (1 + x) y = x 3 is :
2 dx
dx
(a) y = e − x (b) y = x
(a) y = x (b) y = x 3
(c) y = x 2 (d) y = e x
(c) y = e x (d) y = e 2x
4. y = x is a part of complementary function of
d 2y dy
d 2y dy 12. y = e − x is a part of C.F. of +P + Qy = R if :
+P + Qy = R if : 2 dx
dx
dx 2 dx
(a) 1 − P + Q = 0 (b) 1 + P + Q = 0
(a) 1 + P + Q = 0 (b) 1 − P + Q = 0
(c) P + Q = 0 (d) P − Q = 0
(c) Q + Px = 0 (d) P + Qx = 0
d 2y dy
5. A part of the complementary function of the differe- 13. The solution of x 2 +x − 9y = 0 , given that
dx 2 dx
d 2y dy
-ntial equation x − (2x − 1) + (x − 1)y = 0 is : y = x 3 is a solution is :
dx 2 dx
c c2
(a) x (b) x 2 (c) e x (d) e 2x (a) y = c1x 3 + 2 (b) y = c1x 3 +
x x2
6. The part of C.F. of the differential equation 3 c2
(c) y = c1x + (d) None of these
dy d 2y x3
x − y = (x − 1) − x + 1 is :
dx 2
dx d 2y dy
2 −x
14. A part of C.F. of − x2 + xy = x is :
(a) y = x (b) y = e 2 dx
dx
(c) y = e x (d) y = x (a) y = e x (b) y = e − x
d 2y dy 2
− 4x + (4x 2 − 3) y = e x is : 24. In reducing the equation
2 dx
dx
2
(a) (D + 1) v = 1 2
(b) (D + 1) v = x d 2y 2 dy 2 x
− + 1 + y = xe
dx 2 x dx x2
(c) (D 2 − 1) v = e x (d) (D 2 + 2) v = 1
d 2v
17. To change the equation in normal form + Xv = Y then X is :
dx 2
d 2y dy 1
+ 2x + (x 2 + 1) y = x 3 + 3x in normal form (a) x (b) 1 (c) e x (d)
dx 2 dx x
the value of u is : 25. In reducing the equation
(a)e x
(b) e x2
(c) e −x 2 / 2
(d) e −x 2 d 2 dy 2 d 2v
cos x + y cos x = 0 in + Xv = y ,
2 dx dx dx 2
d y dy
18. In reducing the equation +P + Qy = R in value of y is :
dx 2 dx
(a) secx (b) 2 (c) 2x (d) 0
the normal form the value of u is :
1 1 d 2y dy
∫ Pdx ∫ Pdx
− 26. If the equation cos x + sin x − 2y cos 3 x = 0
(a) e 2 (b) e 2 dx 2 dx
1 1
− ∫ Rdx − ∫ Qdx d 2y dy
(c) e 2 (d) e 2 is changed to + P1 + Q1y = 0 then P1 is :
dz 2 dz
d 2y dy
19. y = e mx is a part of C.F. of +P + Qy = R if : (a) 0 (b) −2 (c) 2 cos 2 x (d) x
2 dx
dx
d 2y dy
(a) 2 + 2Px + Qx 2 = 0 (b) m 2 + Pm + Q = 0 27. If the equation x − − 4x 3y = 0 is
2 dx 2 dx
(c) mP + Qx = 0 (d) P + mQ + m = 0
d 2y dy
transformed into + P1 + Q1y = 0 then Q1 is :
20. The part of C.F. of the differential equation dz 2 dz
d 2y dy
(2x − 1) −2 + (3 − 2x) y = 2e x is (a) −1 (b) 2sin z
dx 2 dx
(c) −x (d) None of these
(a) y = x (b) y = x 2 (c) y = e − x (d) y = e x 2
d y dy
28. If the equation + (tan x − 1)2 − n(n − 1)y
2 d 2y dx 2 dx
21. If y = cot x is a solution of sin x = 2y then
dx 2 d 2y dy
complete solution is : sec4 x = 0 is transformed to + P1 + Q, y = 0
dz 2 dz
(a) y = c1 cot x + c 2x cot x
then P1 is :
(b) y = c1 cot x + (1 − x cot x) c 2 (a) 1 (b) n (n − 1)
(c) y = c1 cot x + c 2 sin x (c) − n (n − 1) (d) None of these
(d) y = c1 cot x + (1 + cot x) c 2
29. The transformed equation of
dy d 2y d 2y dy 1
22. In reducing the equation +P + Qy = R in x6 + 3x 5 + a 2y = from x to z variable is :
dx 2 dx
dx 2 dx x2
d 2v (a) (D 2 − a 2) y = 0 (b) (D 2 + a 2) y = z
the normal form + Xv = Y, value of Y is :
2
dx
1 1 (c) (D 2 + a 2) y = −2z (d) (D 2 − a 2) y = −2z
∫ Pdx − ∫ Pdx
(a) R e2 (b) R e 2
30. If y = A cos 2x + B sin 2x be the complete primitive
1 1
∫ Pdx − ∫ Pdx d 2y
(c) e2 (d) e 2 of + 4y = 4 tan 2x then Wronskian is :
dx 2
23. To change the differential equation (a) 1 (b) 2 (c) 3 (d) 4
d 2y dy 2
− 4x + (4x 2 − 1) y = −3e x sin 2x in normal dy d 2y
dx 2 dx 31. The Wronskian of −2 + y = e x log x is :
2 dx
dx
form the value of u is :
(a) e x (b) e 2x (c) 1 (d) 0
50
d 2y d 2y dy
32. The Wronskian of + n2y = sec nx is : 40. If the equation + (3 sin x − cot x) + 2y sin 2 x
2
dx dx 2 dx
(a) x 2 (b) secnx (c) nx (d) n d 2y dy
= e − cos x sin 2 x be transformed into + P1
33. The Wronskian of the differential equation dz 2 dz
d 2y dy + Q1y = R1 then R1 is :
x2 +x − y = x 2e x is :
dx 2 dx (a) 1 (b) e − z (c) e + z (d) −1
2 2 1 2
(a) 1 (b) − (c) (d) d y dy x
d y 2
dy = x 2 is equivalent to :
− 2 tan x + 5y = sec xe x then transformed (a) (xD + 1) (D − 1) y = x 2
dx 2 dx
equation is : (b) (D − 1) (xD − 1) y = x 2
(a) (D 2 + 6) v = e x (b) (D 2 − 6) v = e x (c) (xD − 1) (D + 1) y = x 2
(c) (D 2 + 5) v = xe x (d) (D 2 + 6) v = sec xe x (d) (D + 1) (xD + 1) y = x 2
38. To change the equation 45. The differential equation [3x 2D 2 + (2 − 6x 2)D − 4]y
d 2y dy = 0 is equivalent to :
x2 − 2 (x 2 + x ) + (x 2 + 2x + 2) y = 0 into
dx 2 dx (a) (3x 2D + 2) (D + 2) y = 0
normal form, the value of u is : (b) (3x 2D + 2) (D − 2) y = 0
(a) x (b) e x (c) xe − x (d) xe x
(c) (D + 2) (3x 2D + 2) y = 0
39. The part of C.F. of the differential equation
(d) None of these
d 2y dy
(3 − x ) − (9 − 4x) + (6 − 3x) y = 0 is : 46. The differential equation [xD 2 + (x − 2) D − 2] y = 0
2 dx
dx
is equivalent to :
(a) y = x (b) y = x 2 (c) y = e x (d) y = e 2x
(a) (xD − 2) (D + 1) y = 0 (b) (xD + 2) (D + 1) y = 0
51
e− x ex
53. The equation [x 2D 2 + D − (1 + x 2)] y = 0 is (a) (b) e x (c) e − x (d)
2 2
equivalent to :
(a) (D − 1) [x 2(D + 1) + 1] y = 0 61. If y = ve x be the solution of
2
d y dy
(b) [x 2(D − 1) − 1] (D + 1) y = 0 x + (1 − x) − y = ex then transformed
2 dx
dx
(c) [x 2(D − 1) + 1] (D + 1) y = 0
equation is :
(d) [x 2(D + 1) + 1] (D − 1) y = 0 d 2v dv
(a) x + (1 + x) =1
2 dx
54. If y = A cos x + B sin x be the general solution of dx
(D 2 + 1) y = x then B is : d 2v 1 + x dv
(b) + =0
2
x dx
(a) x sin x + cos x + c (b) x cos x + sin x + c dx
(c) x sin x − cos x + c (d) x cos x − sin x + c d 2v dv
(c) x + (1 − x) =1
55. If y = A cos 2x + B sin 2x be the general solution of dx 2 dx
(D 2 + 4) y = 4 tan 2x then B is : d 2v 1 − x dv
(d) + =0
(a) − sin 2x + c (b) − tan 2x + c dx 2 x dx
d 2y dy 1 1
63. If + (1 + 2 tan 2 x) y = sec x tan x is
+ 2 tan x (a) 1 (b) (c) e (d)
dx 2 dx e e2
d 2v dy
transformed into normal form + Xv = Y then y 68. The solution of x 2 + 2xy − x + 1 = 0 when
dx 2 dx
is :
x = 1, y = 0 is :
(a) tan x (b) sec2 x
1 1 1 1 1 1
(c) sec x tan x (d) sec2 x tan x (a) − + (b) + −
z x 2x 2 z x 2x 2
64. In reducing (D 2 − 2 tan x + 5) y = 0 into normal form 1 1 1 1
(c) 1 − + (d) 1 + −
choosen such that : x x2 x x2
(a) u = tan x (b) u = sec x
69. If complete solution of (D 2 + PD + Q) y = 0 is
(c) u = cot x (d) u = cosec x
D 2 − 1 D + 4x 2 y = x 4 y = c1e − x + c 2e −3x then P and Q are :
65. If the equation be
x (a) P = 3, Q = 4 (b) P = 4, Q = 3
2 (c) P = 3, Q = 3 (d) P = 4, Q = 4
d y dy
transformed into + P1 + Q1y = R1 then P1 is :
dz 2 dz d 2x dx
70. If +3 + 2x = 5 then lim x (t) is :
(a) 0 (b) 2 (c) 4 (d) 1 dt2 dt t→ 8
2 5 3 1 2
d y dy (a) (b) (c) (d)
66. If the equation − cot x − y sin 2 x = 0 be 2 2 2 3
dx 2 dx
d 2y dy
dy d 2y 71. To change the equation x2 − 2x
transformed into + P1 + Q1y = R1 then P1 is : dx 2 dx
dz 2 dz
2 d 2v
(a) 0 (b) 1 (c) −1 (d) 2 + (2 + x ) y = 0 into + Xv = Y, X is equal to:
dx 2
dy 2 ln x
67. If x 2 + 2xy = and y (1) = 0, then y(e) is : x2
dx x (a) x (b) 1 (c) (d) 0
2
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (c) 2. (a) 3. (d) 4. (d) 5. (c) 6. (d) 7. (a) 8. (b) 9. (c) 10. (d)
11. (a) 12. (a) 13. (c) 14. (c) 15. (c) 16. (a) 17. (c) 18. (b) 19. (b) 20. (d)
21. (b) 22. (a) 23. (b) 24. (b) 25. (d) 26. (a) 27. (a) 28. (a) 29. (c) 30. (b)
31. (b) 32. (d) 33. (b) 34. (a) 35. (b) 36. (b) 37. (a) 38. (d) 39. (c) 40. (c)
41. (b) 42. (c) 43. (d) 44. (c) 45. (b) 46. (a) 47. (b) 48. (c) 49. (b) 50. (c)
51. (d) 52. (b) 53. (d) 54. (a) 55. (c) 56. (c) 57. (d) 58. (c) 59. (c) 60. (d)
61. (a) 62. (c) 63. (d) 64. (b) 65. (a) 66. (a) 67. (d) 68. (a) 69. (b) 70. (a)
71. (b)
d 2y dy d 2y dy
Comparing +P + Qy = R we have after comparing +P + Qy = R we have
dx 2 dx dx 2 dx
1 + P + Q = 0 so e x is a part of C.F. P + Qx = 0, so y = x is the part of C.F.
53
d 2y dy 2 d 2y d 2v dv
9. If y = e − x is a part of C.F. of +P − y = x2 = cot x − 2 cosec 2 x + 2 cosec 2 x cot x.v
2 2 2 dx
dx dx x dx dx
then 1− P + Q = 0 Put in
given equation, we get
or
2
1− P − = 0 d 2v 2 dv
− =0
x dx 2 sin x cos x dx
2 x−2
⇒ P = 1− =
x x dp dp 2 sec2 x
Put = p we have = dx
dx p tan x
d 2y dy
11. Given that x 2 − 2x (1 + x) + 2 (1 + x) y = x 3
2
dx dx Integrating we get p = c1 tan 2 x
2
d y 1 + x dy 1+ x
or − 2 + 2 y=x i. e.
dv
= c1(sec2 x − 1)
dx 2 x dx x2 dx
1+ x 1 + x = 0, soy = x y
Here P + Qx = −2 + 2 Again integrating v = = c1 tan x − c1x + c 2
x x cot x
is a part of C.F. or y = c1 − c1x cot x + c 2 cot x
2
d y dy 1 1
13. Given x 2 +x − 9y = 0 − ∫ Pdx − ∫ −4 x dx 2
dx 2 dx 23. u=e 2 =e 2 = ex
d d 2y
2 dy 2 x
put x = e z and D = we get 24. Given + 1 +
− y = xe
dz dx 2
x dx x2
2 2
[D(D − 1) + D − 9] y = 0 Here P = − , Q = 1 + , R = xe x
x x2
(D 2 − 9) y = 0 A.E. is m = ± 3
1 dP P 2
To convert it in normal form X = Q − −
3z −3z 2 dx 4
so solution is y = c1e + c 2e
2 1 2 1
c2 X = 1+ − − =1
or y = c1x 3 + x2 2 x2 x2
3
x
d 2y dy
d y 2
dy 2 26. Given cos x + sin x − 2y cos 3 x = 0
16. Given that − 4x + (4x 2 − 3) y = e x dx 2 dx
dx 2 dx
2 Here P = tan x, Q = −2 cos 2 x, R = 0
Here, P = −4x, Q = 4x 2 − 3, R = e x
Changing the independent variable from x to z, we
u = e −1/ 2 ∫ Pdx get
= e −1/ 2 ∫ − 4x dx d 2y dy
+ P1 + Q1y = R1
2 dz
2 dz
= ex Q −2 cos 2 x
1 dP P 2 1 1 Choose Q1 = = = Constant = −2
X = Q− − = 4x 2 − 1 − (−4) − .16x 2 = 1 dz
2
dz
2
2 dx 4 2 4
1 1
dx dx
∫ Pdx 2 ∫ −4 x dx 2 2 dz
and Y = R e 2 = ex e 2 = ex e− x = 1 so = cos x or z = sin x
dx
d 2v d 2z dz
So, normal form is + Xv = Y +P
2
dx 2 so P1 = dx dx =0
2
d 2v dz
⇒ +v=1
dx 2 dx
d 2y d 2y dy
21. Given differential equation is sin 2 x = 2y and 28. Given + (tan x − 1)2 − n (n − 1) sec4 xy = 0
2
dx dx 2 dx
y = cot x is a solution so put y = v cot x Here Q = − n (n − 1) sec4 x, P = (tan x − 1)2, R = 0
dy dv
= cot x − v cosec 2 x d 2y dy
dx dx To convert it into + P1 + Q1y = R1 choose Q
Again differentiating dz 2 dz
54
54. Given y = A cos x + B sin x be the solution of Choose A and B such that
d 2y x
dA 1 dB
+ =0 ...(2)
+ y = x , then
dx 2 dx x dx
dy dA dB dy B
= − A sin x + B cos x + cos x + sin x then = A−
dx dx dx dx x2
Choose A and B such that d 2y dA 1 dB 2
and = − + B
2 dx x dx x 3
2
dA dB dx
cos x + sin x =0 ...(1)
dx dx Putting these values in equation (1) we get
dy
= − A sin x + B cos x
dA 1 dB
dx − = ex ...(3)
d 2y dA dB dx x 2 dx
⇒ = − A cos x − B sin x − sin x + cos x
dx 2 dx dx
Solving (2) and (3) we have
dA 1 x
= e
Put these values in given differential equation, we get dx 2
dA dB 1 x
− sin x + cos x =x ...(2) Integrating A = e +c
dx dx 2
dB d 2y dy
Solving (1) and (2) we have = x cos x 63. Given + 2 tan x + (1 + 2 tan 2 x) y
dx dx 2 dx
So, B = x sin x + cos x + c = sec x tan x
(x 2D 2 + xD − 1) y = x 2e x ...(1) d 2y dy
66. Given − cot x − y sin 2 x = 0
dx 2 dx
Differentiating we get
Q − sin 2 x
dy B dA 1 dB Choose Q1 = = = constant = −1
= A− +x + 2 2
dx x 2 dx x dx dz dz
dx dx
57
dz −1
So, = sin x, z = − cos x given equation reduces to 1 1 3D D 2
5
dx P.I. .5 = 1+ + .5 =
(D 2 + 3D + 2) 2 2 2 2
d 2y dy
+ P1 + Q1y = R, where
dz 2 dz 5
∴ Solution is x = c1e − t + c 2e −2t +
2
d 2z dz 5
+P so, lim x =
2 dx cos x − cot x.sin x
P1 = dx = =0 t→ ∞ 2
2
dz sin 2 x
d 2y 2 dy 2
dx 71. Given equation is − + 1 + y=0
dx 2 x dx x2
70. (D 2 + 3D + 2) x = 5
2 2
Here, P = − , Q = 1 + ,
A.E. is m 2 + 3m + 2 = 0 x x2
−3 ± 9− 8 −3 ± 1 1 dP P 2
⇒ m= = So, X = Q − −
2 2 2 dx 4
∴ m = −1, − 2
2 1 2 4
so C.F. is c1e − t + c 2e −2t = 1+ − − =1
x2 2 x 2 4x 2
mmm
58
Unit-II
C HAPTER
8 Partial Differential Equations of the First Order
PARTIAL DIFFERENTIAL EQUATIONS f (x , y, z , p, q) = 0
1. Equations which contains one or more partial which is the required partial differential
derivatives are called partial differential equations of first order.
equations. Thus the partial differential equation 2. Elimination of Arbitrary Functions
contains at least two independent variables. Consider f (u, v) = 0 ...(1)
∂z ∂z ∂ 2z where u and v are functions of x , y and z.
We shall denote = p, = q, =r
∂x ∂y ∂x 2 Differentiating (1) partially w.r.t. independent
∂ 2z ∂ 2z variables x and y regarding z as dependent
= s and =t variable, we get
∂ x∂ y ∂y 2
∂f ∂u ∂u ∂f ∂v ∂v
+p + + p = 0 ...(2)
2. The order of a partial differential equation is the ∂u ∂x ∂z ∂v ∂x ∂z
order of the highest order derivative occurs in ∂f ∂u ∂u ∂f ∂v ∂v
the differential equation. +q + +q =0 ...(3)
∂u ∂y ∂z ∂v ∂y ∂z
3. The degree of a partial differential equation is ∂f ∂f
Eliminating and between(2) and (3) we get
the degree of the highest order derivative which ∂u ∂v
occur in it after the differential equation has ∂u ∂v ∂v ∂u ∂v ∂u ∂u ∂v
p − + q −
been rationalised i. e. made free form redicals ∂y ∂z ∂y ∂z ∂x ∂z ∂x ∂z
and fractions so far as derivatives are ∂u ∂v ∂u ∂v
= . − .
concerned. ∂x ∂y ∂y ∂x
i. e. Pp + Qq = R ...(4)
DERIVATION OF A PARTIAL DIFFERENTIAL ∂u ∂v ∂v ∂u
EQUATION where, P= −
∂y ∂z ∂y ∂z
The partial differential equation can be formed by two
∂v ∂u ∂u ∂v
methods Q= −
∂x ∂z ∂x ∂z
1. Elimination of arbitrary constants ∂u ∂v ∂u ∂v
Consider the equation and R= −
∂x ∂y ∂y ∂x
f (x , y, z , a, b) = 0 ...(1)
Equation (4) is the required partial differential
Where a, b are arbitrary constants and let z be equation.
the function of x and y
Differentiating equation (1) partially w.r.t. x CLASSIFICATION OF PARTIAL DIFFERENTIAL
and y respectively we get
EQUATIONS OF FIRST ORDER
∂f ∂f 1. A first order partial differential equation
+p =0 ...(2)
∂x ∂z f (x , y, z , p, q) = 0 in which dependent variable
∂f ∂f is z which is a function of two independent
and +q =0 ...(3)
∂y ∂z variables x and y, is called a linear if the
Eliminating two constants a and b from dependent variable z and its partial differential
∂z ∂z
equations, (1), (2) and (3) we obtained coefficients and all occur in first degree.
∂x ∂y
59
2. A first order partial differential equation in 3. The general solution of the linear partial
which dependent variable is z which is a differential equation
function of two independent variables x and y, Pp + Qq = R ...(1)
is called a non-linear equation if p and q do not If f (u, v) = 0 where f is an arbitrary function
occur in it first degree. and u(x , y, z ) = c1 and v(x , y, z ) = c2 form a
3. A first order partial differential equation in solution of the equations
which dependent variable is z which is a dx dy dz
= =
P Q R
function of two independent variables x and y,
is called a quasi-linear equation if f is a linear 4. If the linear equation with n independent
expression in p and q but not necessarily linear variables x 1, x 2 , ..., x n be
in z. P1p1 + P2p 2 + .... Pnp n = R ...(1)
4. A first order partial differential equation in Where P1, P2 , ...., Pn and R are functions of
which dependent variable is z which is a x 1, x 2 , ...., x n and z. Then the general solution
function of two independent variables x and y of (1) is given by f (u 1, u 2 , ..., u n) = 0
is called a semi-linear equation if two Where ui (x 1, x 2 , ..., x n, z ) = ci , i = 1, 2, ..., n are
coefficient of p and q are function of x and y any independent integrals of the auxiliary
only and they do not depend on z. The terms dx 1 dx 2 dx dz
equations = = ... 4 =
that do not involve p and q contains the terms P1 P2 Pn R
that are not of first degree in z.
5. The general solution of Pp + Qq = R is the
LAGRANGE’S LINEAR PARTIAL DIFFERENTIAL family of surfaces such that the normal to a
EQUATION
surface at any point must be perpendicular to
1. The partial differential equation Pp + Qq = R,
the tangent to a curve of the family of the
where P, Q and R are functions of x , y and z is dx dy dz
called Lagrange’s linear partial differential equations = =
P Q R
equation of first order.
6. The equation Pp + Qq = R represents a family
2. Consider Lagrange’s partial differential
equation of surfaces orthogonal to the family of surfaces
Pp + Qq = R ...(1) represented by Pdx + Qdy + Rdz = 0.
Let u = a be an integral of (1) 7. For the solution of Lagrange’s equation
Differentiating partially it w.r.t. x and y we get Pp + Qq = R form the auxiliary equations
∂u ∂u ∂u ∂u dx dy dz
+ p = 0 and +q =0 = =
∂x ∂z ∂y ∂z P Q R
∂u ∂u Find two independent integrals say u = a and
∂y v = b then the general solution of the partial
i. e. p = − ∂x , q = −
∂u ∂u differential equation Pp + Qq = R is given by
∂z ∂z f (u, v) = 0 , when f is an arbitrary function.
Put these values in (1) we get
∂u ∂u ∂u
T H E I N TE G R A L S O F TH E N O N - L I N EA R
P +Q +R =0 ...(2) EQUATIONS
∂x ∂y ∂z
1. Any relation which contains as many arbitrary
Thus if u = a satisfies (1) it also satisfies (2). constants as there are independent variables
Conversely if u = a is in integral of (2) then it is and is a solution of a partial differential
also an integral of (1). Hence (1) and (2) are equation of the first order is called a complete
equivalent. solution or a complete integral of that equation.
60
1. Equations involving only p and q and not x , y, z . Then we get p = f 1(x , a), q = f 2 (y, a)
Let the equation is f ( p, q) = 0 ...(1) We know dz = pdx + qdy
The complete integral is z = ax + by + c ...(2) so, dz = f 1(x , a) dx + f 2 (y, a) dy
Where a and b are connected by Integrating we get
f (a, b) = 0 ...(3) z=
By (2),
∫ f1(x , a) dx + ∫ f2(y, a) dy + b
∂z ∂z Which is the complete integral. There is no any
p= = a and q = =b
∂x ∂y singular integral.
61
EXERCISE
MULTIPLE CHOICE QUESTIONS 8.
y
The differerntial equation of z = f is :
x
1. The partial differential equation of z = (x + a) (y + b)
(a) px + qy = 0 (b) pq + xy = 0
is :
(c) py + qx = 0 (d) pq = x + y
(a) z = p + q (b) z = px + qy
(c) z = xyp (d) z = pq 9. The differential equation of z = (x 2 + a) (y 2 + b) is :
14.
y− z
The solution of z − x q = x − y is : 23. The solution of px 2 + qy 2 = z 2 is :
p+
yz zx xy 1 1 1 1
(a) − = f − (b) y − z = f (x − y)
(a) f (x + y + z, xyz) = 0 y z x y
(b) f (x − y − z, xy) = 0 1 1 1 1
(c) + = f + (d) y + z = f (x + y)
1 1 1 y z x y
(c) f + + , xyz = 0
x y z
24. The solution of z(px + qy) = y 2 − x 2 is :
1
(d) f , xyz = 0
x + y+ z (a) f (xyz, x 2 + y 2 + z 2) = 0
z (b) f (xyz, x + y + z) = 0
15. The solution of p + q = is : (c) f (xy, x + y + z) = 0
a
a x
y (d) f , − x 2 − y 2 + z 2 = 0
(a) z = e y f (x + y) (b) z = e a f (x − y) y
(c) z = e − y f (x − y) (d) z = e y f (x − y) 25. The solution of − p1 + p 2 + p 3 = 1 is :
16. The solution of p tan x + q tan y = tan z is : (a) f (x1 + x 2, x1 + x 3, x1 + y) = 0
sin y sin x sin z sin x (b) f (x1 + x 2, x1 + x 3, x1 + z) = 0
(a) = f (b) = f (c) f (x1 + x 2, x1 + x 3, x1 + x) = 0
sin z sin z sin x sin y
(d) f (x1 + x 2, x 2 + x 3, x 3 + x1) = 0
sin z sin x sin z sin z
(c) = f (d) = f
sin y sin y sin y sin y 26. The family of surfaces orthogonal to the family of
surfaces of (y + z) p + (z + x) q = x + y is :
17. The solution zy 2p − zx 2q = x 2y is : (a) xyz + c = 0 (b) xy + yz + zx = c
(a) f (x 3 + y 3, y 2 + z 2) = 0 (c) x + y + z = 0 (d) x 2 + y 2 + z 2 = 0
(b) f (x 3 + y 3 + z 3, xyz) = 0 27. The partial differential equation from z = (a + x)2 + y
2 2 2 is :
(c) f (x + y + z , xyz) = 0
p p2
(d) f (x + y + z, xyz) = 0 (a) z = +y (b) z = +y
2 4
18. The complete integral of 3p 2 = q is : q2 q
(c) z = +y (d) z = + y
(a) z = ax + ay + b (b) z = ax + 3a 2y + b 4 2
a p
(c) z = ax + + b (d) z = ax + a 2y + b −
y 28. The complete integral of q = e a is :
b b
−
19. The complete integral of xp + yq = z is : (a) z = ye a +c (b) z = bx + ye a + c
b b
(a) f (xy, yz) = 0 (b) f (x, y) = 0 − − x
(c) z = bx + ye a +c (d) z = ye a +c
x y
(c) f (xy, z) = 0 (d) f , = 0
y z 29. The complete integral of p + q = 1 is :
2
(a) z = ax + (1 − a) y + b
20. The singular integral of p 2 + q2 = 1 is :
(b) z = ax + ay + b
(a) z = 0 (b) x = 0 (c) z = ax + (1 + a) 2 y
(c) y = 0 (d) Not exist (d) z = ax + (1 − a) y + b
21. The solution of p 2 = zq is : 30. The complete integral of p (1 + q) = qz is :
2 2
(a) z = be x + ay
(b) z = be ax + xy (a) az = 1 + be ax + y (b) az = be ax + y
x + ay
(d) az = be x + ay
2
(c) z = be ax + a y
(d) z = be axy + b (c) az = 1 + be
32. The equations f (x, y, p, q) = 0 and g(x, y, p, q) = 0 are 42. The differential equations p = P(x, y) and q = Q(x, y)
compatible if : are compatible iff :
∂f ∂f ∂f ∂g ∂f ∂g ∂P ∂Q ∂P ∂Q
(a) = (b) + = + (a) = (b) =
∂x ∂y ∂x ∂x ∂y ∂y ∂x ∂y ∂y ∂x
(c)
∂ ( f , g) ∂ ( f , g)
+ = 0 (d)
∂ ( f , g) ∂ ( f , g)
= ∂ 2P ∂ 2P ∂ 2P ∂ 2P
(c) = (d) =
∂ (x, p) ∂ (y, q) ∂ (x, p) ∂ (y, q) ∂x 2
∂y 2
∂y 2
∂x 2
33. The differential equations p = 7 x + 8y − 1 and 43. The partial differential equation of
q = 3x + 5y − 6 are : z = f (x + ay) + φ (x − ay) is :
(a) Exact (b) Compatible ∂ 2z ∂ 2z ∂ 2z ∂ 2z
(a) = a2 (b) + = a2
2 2 2
(c) Non-linear (d) Not compatible ∂x ∂y ∂x ∂y 2
34. The equation Pp = Qq = R is called : ∂ 2z ∂ 2z ∂ 2z ∂ 2z
(c) − = a2 (d) a 2 =
2 2 2
(a) Charpit’s equation (b) Bernoulli’s equation ∂x ∂y ∂x ∂y 2
(c) Lagrange’s equation (d) Monge’s equation 44. The Charpit’s auxiliaries equations of
p(1 + q2) = q (z − b) is :
35. The differential equations p = 2x − y, q = 5 − x − 2y
dp dq dp dq
are : (a) = (b) =
p 2 q2 q p
(a) Compatible (b) Non-compatible
dp dq dp dq
(c) Exact (d) Non-linear (c) = (d) =
zp bz z pq
36. The singular integral of z = px + qy + log pq is : 45. The Charpit’s auxiliary equation of px + qy = pq is :
(a) z = 2 + log xy (b) z = qx + log y dx dy dx dy
(a) = (b) =
x + p y+ q x −p y−q
(c) z = qy + log x (d) z = −2 − log xy
dx dy dx dy
(c) = (d) =
37. The singular integral of z = px + qy + p 2 + q2 is : q+ x p + y q− x p − y
(a) x 2 + y 2 (b) −(x 2 + y 2) 46. The Charpit’s auxiliary equation of − px 2 + 2zx
x 2 + y2 x 2 + y2
(c) − (d) − −2qxy + pq = 0 is :
2 4
dp dx dq dx
(a) = (b) =
38. The singular integral of z = px + qy − p 2q is : 0 x2 − q 0 x2 − q
x y dq dx dq dx
(a) z = (b) z = x y (c) = (d) =
2 0 x2 − q 0 x
xy
(c) z = (d) z = xy 47. The Charpit’s auxiliary equation of p 2 + q2 − 2px
2 −2qy + 1 = 0 is :
39. The differential equation of z = ax + a 2y 2 + b is : dp dq dp dq
(a) = (b) =
x y p q
(a) q = 2yp 2 (b) p = 2xq2 dp dq dp dq
(c) = (d) =
(c) q = 2 xyp (d) p = 2xyq q p y x
40. The differential equation of z = Ae pt sin px is : 48. The Charpit’s auxiliary equation of p = (qy + z)2 is :
dp dq dp dx
∂ 2z ∂ 2z ∂ 2z ∂ 2z (a) = (b) =
(a) + =0 (b) + =0 p q p x
2 2 2
∂y ∂t ∂x ∂t 2
dp dy dp dy
(c) = (d) =
∂ 2z ∂ 2z ∂ z ∂ 2z p y p −y
(c) + =0 (d) + =0
2 2 ∂x ∂y 2
∂x ∂y 49. The complete integral of p 2 − 3q2 = 5 is :
41. The differential equation (x + 2y) p + xp − pq = x + y (a) z = 5 − 3a 2 x + ay + b
is : (b) z = 5 x + ay + b
(a) Linear (b) Semi-linear
(c) z = 3a 2 x + ay + b
(c) Quasi-linear (d) Non-linear
(d) z = 5 + 3a 2 x + ay + b
64
50. The complete integral of p 2q2(px + qy − z) = 2 is : 57. The Charpit’s auxiliary equations of p 2 + q2 − 2px
2 −2qy + 2xy = 0 are :
(a) z = ax + y − 2a 2b2 (b) z = ax + by −
2 2 dp dq dx
a b (a) = =
2 y − p q− x p − x
(c) z = ax + by + 2 ab (d) z = x + y −
a 2b2 dp dq dx
(b) = =
51. The Charpit’s equation of (p + q ) x = pz is : 2 2 x −p y−q p+ x
dp dq dp dq dp dq dx
(a) = (b) = (c) = =
−q 2 pq p 2 pq y + p q+ x p + x
dp dq dp dq dp dq dx
(c) = (d) = (d) = =
p q2 q 2
p 2 x + p y+ q p−x
(a)
dx dq
= (b)
dx − dq
= (a) z = ae x + be y
x q 2x q
(b) az = e x + be y
dx dq dx dq
(c) = (d) =−
x 2 q2 x 2q (c) bz = ae x + e y
(d) z = a (e x + e y ) + b
53. The Charpit’s auxiliary equation of p 2x + q2y = z
is : 59. Lagrange’s auxiliary equations of z (xp − yq)
dp dq dx = y 2 − x 2 are :
(a) = =
p2 − p q2 − q −2px dx dy dz
(a) = =
x − y y2 − x 2
dp dq dx
(b) = = dx dy dz
2 2 −1px (b) = =
p +p q −q
x y y − x2
2
dp dq dx dx dy dz
(c) = = (c) = =
2 2 −2px
p −p q +q xz − yz y 2 − x 2
dp dq dx dx dy dz
(d) = = (d) = =
2 2 2px xz yz y 2 − x 2
p −p q −q
54. The complete integral of py = 2xy + log q is : 60. Lagrange’s auxiliary equations of Pp + Qq = R are :
2
(a) z = x + ax + log y + b dx dy dx dy dz
(a) = = dz (b) = =
P Q Q P R
(b) z = 2xy + log b
dx dy dz dx dy dz
e ay (c) = = (d) = =
(c) z = x 2 + ax + +b P Q R R Q P
a
(d) z = x 2 + x + e ay + b 61. The degree of the equation p 4 + q2x 6 + z 6 = 0 is :
q (a) 6 (b) 4
55. The complete integral of z = px + qy + − p is :
p (c) 2 (d) 1
(a) z = ax + by + a − b
(b) az = a (ax + by) + b − a 2 62. The order of the equation r 2 − 2s + t 3 = 0 is :
(a) 3 (b) 2
b2 − a 2
(c) z = ax + by + (c) 1 (d) None of these
a
(d) z = ax + by + a + b 63. If in the Lagrange’s auxiliary equations of
56. The complete integral of pq = xy is : (x + 2z) p + (4 zx − y) q = 2x 2 + y,
(a) az = x 2 + y 2 + 2ab
whose y, x, − 2z as multipliers then :
(b) 2az = ax 2 + by 2 (a) x 2 − y − z = c (b) x 2 − yz = c
2 2 2
(c) 2az = a x + y + 2ab
(c) xz − y 2 = c (d) xy − z 2 = c
2 2
(d) az = ax + by + ab
65
(c)
xy
=c (d)
xz
=c (c) x 2 + y 2 + z 2 = f (xyz)
z y
(d) x 2 + z 2 = f (y)
65. If in the Lagrange’s auxiliary equations of 2y(z − 3) p
1 73. The Charpit’s auxiliary equation of
+ (2x − z) q = y (2x − 3), choose , y, − 1 as
z z = px + qy + p 2 + q2 is :
multipliers then :
dp dq dp dq
(a) x + y 2 − 2z = c (b) y 2 + x − 2z = c (a) = (b) =
2 2 p q
p +p q +q
(c) z + x 2 − 2y = c (d) y + z 2 − 2x = c dp dq
(c) pdp = qdq (d) =
66. The Charpit’s auxiliary equations of px + qy 0 0
69. In a linear partial differential equation all the partial (c) p 2x + qy = y 2 (d) px 2 + qy = 2y 2
derivatives occuring in it are of degree : 79. The differential equation
(a) 1 (b) 2
(x 2 − yz) p + (y 2 − 2x) q = z 2 − xy is :
(c) 3 (d) Any finite value
(a) Quasi-linear (b) Non-linear
70. The order of the partial differential equation of
(c) Semi-linear (d) Linear
z = φ (x + iy) + ψ (x − iy) is :
1 2 2y
80. The differential equation z = axe y + a e + b is :
(a) 1 (b) 2 2
(a) px = z 2 (b) q = px + pq
(c) 3 (d) 4
2
(c) q = px + p (d) p = 2x + q2
71. The degree of the partial differential equation of
z = ax + a 2y 2 + b is :
66
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (d) 2. (b) 3. (b) 4. (c) 5. (b) 6. (b) 7. (b) 8. (a) 9. (d) 10. (d)
11. (d) 12. (b) 13. (d) 14. (a) 15. (b) 16. (c) 17. (a) 18. (b) 19. (d) 20. (d)
21. (c) 22. (a) 23. (a) 24. (d) 25. (b) 26. (b) 27. (b) 28. (c) 29. (a) 30. (c)
31. (b) 32. (c) 33. (d) 34. (c) 35. (a) 36. (d) 37. (d) 38. (b) 39. (a) 40. (b)
41. (d) 42. (b) 43. (d) 44. (b) 45. (d) 46. (b) 47. (b) 48. (d) 49. (d) 50. (b)
51. (a) 52. (d) 53. (a) 54. (c) 55. (b) 56. (c) 57. (a) 58. (d) 59. (c) 60. (c)
61. (b) 62. (b) 63. (d) 64. (b) 65. (a) 66. (c) 67. (a) 68. (b) 69. (a) 70. (b)
71. (c) 72. (d) 73. (d) 74. (d) 75. (a) 76. (d) 77. (a) 78. (d) 79. (a) 80. (c)
By (i) and(iv) x1 + z = c 3 ∂ 2z ∂ 2z
= − Ap 2e pt sin px and = Ap 2e pt sin px
2
So solution is f (x1 + x 2, x1 + x 3, x1 + z) = 0 ∂x ∂t 2
∂ 2z i. e. dz = (2x + a) dx + e ay dy
= f ′′(x + ay) + φ′′(x − ay)
∂x 2 Integrating we get
∂z e ay
Again = af ′(x + ay) − aφ′(x − ay) z = x 2 + ax + +b
∂y a
∂ 2z p y
= a 2 f ′′(x + ay) + a 2φ′′(x − ay) 56. Given pq = xy ⇒ = =a
∂y 2 x q
∂ 2z ∂ 2z y
So we get a 2 + =0 so p = ax and q =
a
∂x 2 ∂y 2
y
put in dz = pdx + qdy = axdx + dy
45. Given that f = px + qy − pq so Charpit’s equations a
dx dy Integrating we get 2az = a 2x 2 + y 2 + 2ab
= = .....
∂f ∂f
− −
∂p ∂q 58. Given pe y = qe x ⇒ pe − x = qe − y = a
dx dy so p = ae x and q = ae y
or = = ....
−(x − q) −(y − p)
put these values in dz = pdx + qdy = ae x dx + ae y dy
dx dy
or = Integrating we get z = ae x + ae y + b
q− x p − y
63. Given that (x + 2z) p + (4zx − y) q = 2x 2 + y
47. Let f = p 2 + q2 − 2px − 2qy − 1 = 0
Charpit’s auxiliary equations are If we choose y, x, − 2z as multipliers then we get
dp dq ydx + xdy − 2zdz
= = .... 0
∂f ∂f ∂f ∂f
+p +q
∂x ∂z ∂y ∂z Since Lagrange’s auxiliary equations
dx dy dz
dp dq = =
or = = .... x + 2z 4zx − y 2x 2 + y
−2p + p.0 −2q + q.0
dp dq i. e. xdy + ydx − 2zdz = 0
or =
p q Integrating xy − z 2 = c
50. Given that p 2q2(px + qy − z) = 2 65. The Lagrange’s auxiliary equations are
2 dx dy dz
or z = px + qy − which is a Clairauts equation = =
p 2q2 2y (z − 3) 2x − 2 y (2x − 3)
so its solution is 1
If we choose , y, − 1 are multipliers we get
2 2
z = ax + by −
a 2b2 1
dx + ydy − dz
2
52. Given that f = px + qy + z − xq2 yz − 3y + 2xy − yz − 2xy + 3y
Charpit’s auxiliary equation is 1
So we get dx + ydy − dz = 0
dp dq dx dy 2
= = = = ....
∂f ∂f ∂f ∂f ∂f ∂f
+p +q − − Integrating we get x + y 2 − 2z = c
∂x ∂z ∂y ∂z ∂p ∂q
dq dx 67. Given that f = z 2 − pqxy
or =
q + q.1 − x Charpit’s auxiliary equation are
dq dx dx dq ∂x ∂y
or =− ⇒ =− = = ....
2q x x 2q ∂f ∂f
− −
54. Given that yp = 2xy + log q ∂p ∂q
1 dx dy
or p − 2x = log q = a so we get = = ....
y qxy pxy
⇒ p = 2x + a and q = e ay dx dy
or =
so put these value in dz = pdx + qdy q p
69
or f (D, D ′ )z = f (x , y) 1
V is defined as the function which
Here f (D, D ′ ) is a homogeneous function in f (D, D ′ )
D, D ′ of degree n. given V when it is operated upon by f (D, D ′ ).
4. If u is the complementary function and v a 2. The shortcut method for P.I. of
particular integral of a linear partial differential
f (D, D ′ )z = φ(ax + by) is given by
equation f (D, D ′ )z = f (x , y) then u + v is a
general solution of the equation. Case I : When f (a, b) ≠ 0 and f (D, D ′ ) is a
homogeneous function of degree n,then
DETERMINATION OF THE COMPLEMENTARY 1
FUNCTION (C.F.) P.I. = ...... ∫ f (u) dudu... du
f (a, b) ∫∫∫
1. The general solution of f (D, D ′ )z = 0 which
contains the correct number of arbitrary Where u = ax + by and R.H.S. contains a
multiple integral of n th order.
71
1 1
Case II : When f (a, b) = 0 we have Case I : e ax + by = e ax + by if f (a, b) ≠ 0
f (D, D ′ ) f (a, b)
1 xn
φ(ax + by) = φ(ax + by) 1
(bD − aD ′ )n n ! bn Case II : sin(ax + by), we put
f (D, D ′)
3. The general method of finding the P.I. of
D 2 = − a 2 , DD ′ = − ab, D ′ 2 = − b2
(D − mD ′ ) z = φ(x , y)
provided eliminator is not zero. Similarly for
or p − mq = φ(x , y) cos (ax + by)
Lagrange’s auxiliary equations are 1
Case III : x my n = [ f (D, D ′ )]−1 x my n
dx dy dz f (D, D ′ )
= =
1 −m φ(x , y) Which can be evaluated after expanding
By first two we get y + mx = a (constant) [ f (D, D′ )]−1 in ascending power of D or D′.
1
and by first and last term we get Case IV : (e ax + by . V)
f (D, D ′ )
dz = φ(x , y) dx = φ(x , a − mx ) dx 1
= e ax + by V
z= ∫ φ(x , a − mx ) dx f (D + a, D ′+ b)
EXERCISE
MULTIPLE CHOICE QUESTIONS 7. The P.I. of (D 2 − DD ′−6D ′2 ) z = xy is :
1. The general solution of the differential equation xy x 2 x 2y + x 3
3 2 2 (a) + (b)
(D − 4D D ′ + 3DD ′ ) z = 0 is : 2 4 6
(a) c1 + c 2e x + c 3e 3x x 3y x 4 x 2y x 4
(c) + (d) +
6 24 6 12
(b) φ1(y) + φ2(y + x) + φ3(y + 3x) 1
8. x 3 is equal to :
(c) φ1(x) + φ2(y + x) + φ3(y + 3x) D13 + D 23 + D 33 − 3D1D 2D 3
(d) (c1 + c 2x) e x + c 3e 3x x6 x6 x6 x6
(a) (b) (c) (d)
2. The complementary function of log s = x is : 12 120 60 80
(a) φ1(y) + yφ2(y) (b) φ1(x) + xφ2(x) 9. The solution of (D 2 − 4DD ′+4D ′2 ) z = 0 is :
(c) φ1(x) + φ2(y) (d) φ1(x) + yφ2(x) (a) (c1 + c 2x) e 2x (b) c1e x + c 2e 2x
3. The auxiliary equation of 2r + 5s + 2t = 0 is : (c) φ1(y + 2x) + φ2(y + x)
2 2 (d) φ1(y + 2x) + xφ2(y + 2x)
(a) 2 m + 5 m + 2 = 0 (b) 2 m + 5 m − 2 = 0
10. The solution of (D 3 − 3D 2D ′+2DD ′2 ) z = 0 is :
(c) 2 m 2 − 5 m + 2 = 0 (d) 2 m 2 − 5 m − 2 = 0
(a) φ1(y) + φ2(x) + φ3(y + x)
4. The roots of A.E. of (D 4 − D ′4 ) z = 0 are :
(b) φ1(y) + φ2(y + x) + φ3(y + 2x)
(a) 1, 1, 1 + i, 1 − i (b) 1, − 1, 1 + i, 1 − i (c) φ1(y) + φ2(x) + φ3(y + 2x)
(c) 1, 1, ± i (d) 1, − 1, ± i (d) φ1(x) + φ2(y + x) + φ3(y + 2x)
2 2
5. The solution of the differential equation r − s = 0 11. The roots of A.E. of
is : (D 4 − 2D 3D ′+2DD ′3 − D ′4 ) z = 0 are :
x −x
(a) φ1(y + ix) + φ2(y − ix) (b) c1e + c 2e
(a) 1, 1, 1, − 1 (b) 1, 1, 2, − 1
(c) (c1 + c 2x) e − x (d) φ1(y + x) + φ2(y − x) (c) 1, 2, − 1, − 2 (d) 1, 1, 1, 1
x2 x3 x 3 x 2y x2 y
(a) (b) (a) − (b) −
12 6 6 2 6 2
x3 x4 y 3 xy 2 x 3 xy
(c) (d) (c) − (d) +
12 12 6 2 6 2
73
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (c) 3. (a) 4. (d) 5. (d) 6. (d) 7. (c) 8. (b) 9. (d) 10. (b)
11. (a) 12. (a) 13. (d) 14. (b) 15. (d) 16. (c) 17. (d) 18. (c) 19. (c) 20. (a)
21. (d) 22. (b) 23. (b) 24. (c) 25. (b) 26. (c) 27. (d) 28. (b) 29. (a) 30. (d)
31. (c) 32. (d) 33. (d) 34. (b) 35. (c) 36. (a) 37. (b) 38. (c) 39. (d) 40. (c)
41. (c) 42. (a) 43. (c) 44. (a) 45. (b) 46. (d) 47. (a) 48. (b) 49. (d) 50. (c)
51. (d) 52. (b) 53. (c) 54. (c) 55. (b) 56. (c) 57. (b) 58. (d) 59. (c) 60. (b)
61. (a) 62. (a) 63. (d) 64. (c) 65. (d) 66. (a) 67. (d) 68. (c) 69. (b) 70. (d)
71. (a) 72. (b) 73. (d) 74. (d) 75. (b) 76. (a) 77. (c) 78. (b) 79. (c) 80. (a)
77
or D (D − D ′) (D − 3D ′) z = 0 1 x 3 x 2y
= (x − y) = −
2 6 2
so its solution is φ1(y) + φ2(y + x) + φ3(y + 3x) D
2 1
2. Given log s = x ⇒ s=
∂ z
=x 14. ex − y
∂ x∂ y 2D 2 − DD ′−3D ′2
1
i. e. DD ′ = x = ex − y .1
So C.F. is φ1(x) + φ2(y) 2 (D + 1)2 − (D + 1) (D ′−1) − 3 (D ′−1)2
1
4. Given (D 4 − D ′4 ) z = 0 = ex − y .1
2D 2 − 3D ′2 − DD ′+5D + 5D ′
4
A.E. is m − 1 = 0 −1
1 3D ′2 D ′ 2D D ′
⇒ (m 2 + 1) (m 2 − 1) = 0 = ex − y 1 − − + + .1
5D 5D 5 5 D
i. e. m = 1, − 1, i, − i
1 x
−1 = ex − y .1 = e x − y
1 1 a 2D ′ 2 5D 5
6. x2 = 1 − x2
( D 2 − a 2D ′ 2 ) D2 D2 1
16. (2x + y)1/ 2
1 a 2D ′ 2 D 2 + DD ′−2D ′2
=+ 1 + + ... x 2
2 2 1
D D = u1/ 2du du where u = 2x + y
4 + 2 − 2 ∫∫
1 x4
= x2 =
D 2 12 1 5/ 2 2.2 u 5/ 2 (2x + y)5/ 2
= u = =
1 4 3.5 15 15
8. P.I. is x3
D13 + D 23 + D 33 − 3D1D 2D 3 18. P.I. is
1
y cos x
−1 D + DD ′−6D ′2
2
1 D 23 D 33
3D 2D 3
= 1+ + − x3 1
y cos x
D13 3
D1 D13
D12 =
(D − DD ′) (D + 3D ′)
1 D 23 D 33 3D 2D 3 1 3
= 1− − + + .... x 3 = x 1
= (a + 3x) cos xdx where, y − 3x = a
D13 D13 D13 D12 D13 D − 2D ′ ∫
6
x 1
= − [a sin x + 3x sin x + 3 cos x]
120 D − 2D ′
10. Given differential equation is 1
= [(y − 3x) sin x + 3x sin x + 3 cos x]
(D 3 − 3D 2D ′+2DD ′2 )z = 0 D − 2D ′
Differential equation is (D − D ′2 ) z = 0 1
22. ...(1) = e x + 2y
(D + D ′−3) (D − D ′)
It has no factor so solution is z = Σ Ae hx + ky
1 1
=− e x + 2y = − e x + 2y .1
put in (1) we get (h − Ak 2) Σ Ae hx + ky = 0 (D + D ′−3) D + 1 + D ′+2 − 3
i. e. h = k2 1 1 D′
−1
k 2 x + ky = − e x + 2y .1 = e x + 2y 1 − .1
So required solution is Σ Ae D + D′ D D
x + 2y 1 x + 2y
1 = −e .1 = − xe
23. x D
(D − D ′−1) (D − D ′−2)
2 ∂ 2z ∂ 2z
1
−1 33. x − y2 = xy
= (1 − D + D ′)−1 1 − D + D ′ .x ∂x 2
∂y 2
2 2 2
∂ ∂
1 D D′ put x = e X , y = e Y and = D, = D′
= (1 + D − D ′+ ...) 1 + − + .... x ∂X ∂Y
2 2 2
we get [D(D − 1) − D ′(D ′−1)] z = e X + Y
1 3 1 3 2x + 3
= 1 + D + .... x = x + = (D − D ′) (D + D ′−1) z = e X + Y
2 2 2 2 4
1 1
P.I. is eX + Y = eX + Y
−1 (D − D ′) (D + D ′−1) D − D′
1 1 D2
25. (2y − x 2) = − 1 − (2y − x 2) 1 1
D2 − D′ D′ D ′ = eX + Y .1 = e X + Y .1
D + 1 + D ′−1 D + D′
−1
1 D2 1 = eX + Y
1 D′
.1 = Xe X + Y = xy log x
=− 1 + + .... (2y − x 2) = − (2y − x 2 − 2y) 1 +
D′ D′ D ′ D D
1 ∂ 2z ∂ 2z
∂z ∂z
=− (− x 2) = x 2y 34. Given x 2 − y2 −y +x
= log x
2 ∂ x 2 ∂y
D′ ∂x ∂y
∂ ∂
1 put x = e X , y = e Y , D = , D′ =
27. (−3xyz) ∂X ∂Y
D13 + D 23 + D 33 − 3D1D 2D 3
we get [D(D − 1) − D ′(D ′−1) + D − D ′]z = X
−1
1 D12 D 22 D 32 (D 2 − D − D ′2 + D ′+ D − D ′) z = X
=− 1 − − − (−3xyz)
3D1D 2D 3 3D 2D 3 3D1D 3 3D1D 2 or (D − D ′ ) (D + D ′ ) z = X
−1
1 1 D ′2
1 D12 D 22 D 32 So P.I. is .X = 1 −
2
.X
= 1 +
+ + + .... (xyz)
(D 2 − D ′ 2 ) D D2
D1D 2D 3 3D 2D 3 3D1D 3 3D1D 2
1 X 3 (log x)3
1 x 2y 2z 2 = .X = =
= (xyz) = D 2 6 6
D1D 2D 3 8
hx + ky
1 36. If z = ΣAe be the solution of (D 2 − D ′) z = 0
29. 12xy
D 2 − 2DD ′−15D ′2 then it satisfies so
−1
1 2D ′ 15D ′ 2 Σ Ae 2e hx + ky − ΣkAe hx + ky = 0
= 1 − − 12xy
2 h2 = k
D D D2 i. e.
1 2D ′ 15D ′2 ∂ 2z ∂ 2z
= 1 + + + ... 12xy 38. Given − a2 =0
2 D 2 ∂x 2
∂y 2
D D
1 1 12x 3y 24 x 4 i. e. D 2 − a 2D ′ 2 = 0
= 12xy + 24 x =
2
+
D D 6 4.6
i. e. (D + aD ′) (D − aD ′) = 0
= 2 x 3y + x 4
So. C.F. is φ1(y + ax) + φ2(y − ax)
1 x + 2y 39. Given r + (a + b) s + abt = xy
31. e
D 2 − D ′2 −3D + 3D ′
1 A.E. is m 2 + (a + b) m + ab = 0
= e x + 2y
(D + D ′ ) (D − D ′ ) − 3 (D − D ′ ) i. e. (m + a) (m + b) = 0 or m = − a, − b
79
1
40. [−4 π (x 2 + y 2)] 64.
1
sin (x + 2y) =
1
sin (x + 2y)
2 2
D + D′ D 2 − DD ′+ D ′−1 D′
1
4π D ′2 2 D′
=− 1 + (x + y 2) =− sin (x + 2y)
2 D′2
D D2
D′ 1
4π D ′2 =− sin (x + 2y) = cos (x + 2y)
=− 1 − + ... (x 2 + y 2) 4 2
2
D D2
66. If Σ Ae hx + ky be the solution of (D 2 − DD ′+2D ′−1)
4π 2 2 2 4π 2 2 2
=− x + y − 2 .1 = − 2 (x + y − x ) z = 0 then it satisfied i. e.
D2 D D
(h2 − hx + 2k − 1) Σ Ae hx + ky = 0
4π y 2x 2
=− y 2 = −4 π = − 2 π x 2y 2 so h2 − hx + 2k − 1 = 0
2 2
D
1 k (2 − h) = 1 − h2
43. sin (4x + y)
D − 5DD ′+4D ′2
2 1 − h2
or k=
1 2− h
sin (4x + y)
(D − 4D ′) (D − D ′) −1
−1 1 1 D2
= cos (4x + y) 68. (2y − x) = − 1 − (2y − x)
3 (D − 4D ′) D2 − D′ D′ D ′
x 1 D2 1
= − cos (4x + y) =− 1 + + ... (2y − x) = − (2y − x)
3 D′ D′ D′
1 6 (x + y)3 = − (y 2 − xy) = xy − y 2
46. 6 (x + y) =
2 2 (1 + 3 + 2) 3
D + 3DD ′+2D ′
(x + y)3 70. Given x 2r 2 − y 2 + px − qy = (log x)2
= ∂ ∂
3 put x = e X , y = e Y , D = , D′ = we get
1 ∂X ∂Y
49. sin (2x + 3y)
(D 2 − 2DD ′+ D ′2 ) [D(D − 1) − D ′(D ′−1) + D − D ′] z = X 2
1 or (D − D ′) (D + D ′) z = X 2
= sin (2x + 3y)
(D − D ′ ) 2 P.I. is
1
− X2
=
1
[− sin (2x + 3y)] = − sin (2x + 3y) (D − D ′ 2 )
2
(2 − 3)2 −1
1 D ′2 1
1 1 = 1 − . X2 = X2
53. cos (x + 2y) = cos (x + 2y) D2 D2 D 2
2 D ′
(D − DD ′+ D ′−1)
D′ 1 X 4 (log x)4
= cos (x + 2y) = − D ′ cos (x + 2y) = =
2 4 12 12
D′
1
= + sin (x + 2y) 72. Given s = e x + y
2 ∂ 2z
1 1 ⇒ = ex + y
55. x − y = − ex − y ∂ x∂ y
D 2 − D ′2 + D + 3D ′−2 4
i. e. DD ′ = e x + y
58. Given (D 2 − DD ′+ D ′−1) z = 0 1 x +y
So, P.I. is e = ex + y
or (D − 1) (D − D ′+1) z = 0 DD ′
−1
So its solution is z = e x φ1(y) + e − x φ2(y + x) 1 1
3 3 D ′3
1 1 73. x y = 1 − x 3y 3
61. ey = ey D 3 − D ′3 D3 D3
D 2 − DD ′+ D ′−1 (D + 1) (D − 1) − D ′(D − 1)
1 D ′3
1 −1 = 1 + + .... x 3y 3
= ey = ey 3 3
(D − D ′+1) (D − 1) D − D ′+1 D D
1 1 1 D ′3
= − ey .1 = − e y .1 = x 3y 3 +x 3y 3
3
D − (D ′+1) + 1 D − D′ D D6
1 D′
−1
1 x 6y 3 1 x 6y 3 x9
= − ey 1 − .1 = − e y . .1 = − xe y = + 6x 3 = +
120 D 6 120 10080
D D D
80
1 1
75. (y + x)1/ 2 =− [cos (mx + ny) + cos (mx − ny)]
3 2 2 3
(D − 4D D ′+5DD ′ −2D ′ ) 2 (m + n2)
2
1
= (y + x)1/ 2 78.
1
x3 =
1
x3
2
(D − D ′) (D − 2D ′) (D 2 − 2DD ′+ D ′2 ) (D − D ′ ) 2
2 1
=− ( y + x ) 3/ 2 −2
3 (D − D ′ ) 2 1 D′ 1 2D ′
= 1 − x3 = 1 + + ... x 3
2 2 D2 D D2 D
2x x
=− ( y + x ) 3/ 2 = − ( y + x ) 3/ 2
3 2! 3 1 x5
= x3 =
1 D2 20
76. P.I. is .30 (2x + y)
2 2
(D + D ′ ) 1
79. (x + 3y)1/ 2
1 (2x + y)3 (D − 4DD ′+3D ′2 )
2
= 30 = (2x + y)3
(4 + 1) 6 1 2.2
(x + 3y)5/ 2
1 1 − 41
. .3 + 3.9 3.5
77. cos mx sin ny
D 2 + D ′2 4 (x + 3y)5/ 2
1 = (x + 3y)5/ 2 =
= cos (mx + ny) 16 × 15 60
2 (D 2 + D ′ 2 )
1 1 1
+ cos (mx − ny) 80. ex = . e x + 0y
2 2
2
2 (D + D ′ ) 2 D + 6DD ′+ D ′ D + 6DD ′+ D ′2
2
−1 1
= cos (mx + ny) = ex = ex
2 (m 2 + n2) 1+ 0+ 0
1
− cos (mx − ny) mmm
2 (m + n2)
2
Unit-81III
C HAPTER
10
Partial Differential Equations of Second Order
with Variable Coefficients : Monge’s Method
PARTIAL DIFFERENTIAL EQUATION OF SECOND ∂ 2u ∂ 2u ∂ 2u
A +B +C
ORDER ∂x 2 ∂ x∂ y ∂y 2
1. If a partial differential equation contains at least ∂u ∂u
+ f x , y, u, , =0 ...(1)
one of the second order partial differential ∂x ∂y
coefficients r , s, t but not of higher order is Where A is positive.
called second order PDE. Its general form is Here φ = AS12 + BS1S2 + CS22
f (x , y, z , p, q, r , s, t) = 0 So the equation (1) is
After finding the general solution by usual (i) Elliptic if B 2 − 4 AC < 0
method, the given geometrical conditions may (ii) Hyperbolic if B 2 − 4 AC > 0
be used to find arbitrary functions.
(iii) Parabolic if B 2 − 4 AC = 0
CLASSIFICATIONS OF SECOND ORDER PDE
MONGE’S METHOD
1. Consider a linear PDE of second order in n- 1. Consider Rr + Ss + Tt = V ...(1)
independent variables
Where r , s, t have usual meaning and R, S, T , V
n n ∂ 2u n ∂u are functions of x , y, z , p and q
Σ Σ aij + Σ bi + cu = 0 ...(1)
i=1 j =1 ∂x i ∂x j i = 1 ∂x i ∂p ∂p
Then we have dp = dx + dy = rdx + sdy
∂x ∂y
Where aij , bi , c are constants or function of ∂q ∂q
x 1, x 2 , ..., x n and dq = dx + dy = sdx + tdy
∂x ∂y
∂ ∂2 dp − sdy dq − sdx
Let δi = and δiδ j = ∴ r= and t = put these
∂x i ∂x i ∂x j ds dy
n n values in equation (1) we get
Consider, φ = Σ Σ aij δi δ j ...(2)
i=1 j =1 (Rdpdy + Tdqdx − Vdxdy)
− S (Rdy 2 − Sdxdy + Tdx 2 ) = 0
Then partial differential equation (1) is
So the Monge’s subsidiary equations are
(i) Elliptic if φ is positive for all real values of δi and
Rdy 2 − Sdxdy + Tdx 2 = 0
it reduced to zero only when all δi are zero.
Rdpdy + Tdqdx − Vdxdy = 0 ...(2)
(ii) Hyperbolic if φ can be both positive or negative.
and dz = pdx + qdy
(iii) Parabolic if the determinant It may be possible to obtain either one or two
a 11 a 12 .... a 1n
relations between x , y, z , p, q called intermediate
a 21 a 22 .... a 2 n integrals.
∆= =0
.... .... .... .... So we get general solution of (1).
a n1 a n2 .... a nn
2. Consider Rr + Ss + Tt + U (rt − s 2 ) = V
2. Consider a PDE of second order in two where, R, S, T , U , V are functions of x , y, z p and q
independent variables Then λ-quadratic equation is
λ 2 (UV + RT ) + λSU + U 2 = 0
82
EXERCISE
MULTIPLE CHOICE QUESTIONS 10. The equation t
∂ 2u
+2
∂ 2u
+x
∂ 2u ∂u
+ is
2
1. The solution of S = 0 is : ∂t ∂x ∂t ∂x 2 ∂x
(a) xf (x) + φ(y) (b) f (x) + yφ (y) hyperbolic if :
(c) xf (x) + y φ (y) (d) f (x) + φ(y) (a) tx = 1 (b) tx = 0 (c) tx > 1 (d) tx < 1
2 2
2. z = log x log y + f (x) + φ(y) be the solution of : ∂u ∂u
11. The equation x 2 − + u is parabolic if :
(a) xyt = 1 (b) xyr = 1 ∂t 2 ∂x 2
(c) xys = 1 (d) xyps = 1 (a) x > 0 (b) x < 0
3. The solution of t = sin xy is : (c) x = 0 (d) For any value of x
sin xy 12. The solution of xr = (n − 1) p is :
(a) z = + f (x) + φ(y)
x2 (a) f (y) + x nφ (y) (b) x n + f (y) + φ(y)
− sin xy
(b) z = + yf (x) + φ (x)
(c) x n f (y) + φ(y) (d) x n f (x) + φ(y)
x2
sin xy 13. The Lagrange’s equation for t + s + q = 0 is :
(c) z = − + yf (x) + φ(x)
x dx dy dz dx dy dz
sin xy (a) = = (b) = =
(d) z = − + yf (x) + φ (x) 1 −1 f (x ) + z 1 1 f (x ) − z
y
dx dy dz dx dy dz
4. The equation of surface satisfying t = 6x 3y (c) = = (d) = =
1 1 f (x ) + z 1 1 z − f (x )
containing the two lines y = z = 0, y = z = 1 is :
(a) x 3y 3 (b) xy + y (1 − x 3) 14. The solution of r = 2y 2 is :
20. If z = φ1(2x + y) + xφ2 (2x + y) be the general (a) Circular (b) Parabolic
solution of r − 4s + 4t = 0 with z = x = 0 and (c) Hyperbolic (d) Elliptic
z − 1 = x − y = 0 then φ2(y + 2x) is equal to : 27. The differential equation xu tt + tu xt + u tt = 0 is
(a) 2x + y (b) 3 (2x + y) hyperbolic if :
3
(c) −3 (2x + y) (d) (a) t 2 > 4x (b) t 2 < 4x
2x + y 2
(c) t = 4x (d) None of thse
21. The Lagrange’s auxiliary equation for p + r + s = 1
2
is : 28. The solution of 2qy + y t − 1 = 0 is :
(a)
dx dy
= =
dz (a) yz = xe x − f (x) + yφ (x)
x y x − z + f (y)
(b) yz = e x − f (x) + φ(x)
dx dy dz
(b) = = (c) z = y log y − f (x) + φ(y)
1 1 x + y + f ( z)
dx dy dz (d) yz = y log y − f (x) + yφ(x)
(c) = =
x y x + y + f ( z) 29. The solution of q + xs − 4x − 2y = 2 is :
(d)
dx dy
= =
dz (a) 2x 2y + xy 2 + 2xy
1 1 x − z + f (y) (b) 2x 2y + xy 2 + 2xy + f (x) + φ(y)
x
22. The Lagrange’s auxiliary equation for s − t = is : (c) 2x 2y + 2xy + f (x) + yφ(y)
y2
(d) 2x 2y + xy 2 + f (x) + φ(y)
(a)
dx dy
= =
dz
(b)
dx dy dz
= = 30. In reducing the equation r = x 2t to canonical form
1 −1 f (x ) − x −1 1 x choose u and v such that :
y y x x
(a) u = y + x, v = y − x (b) u = y + , v = y −
dx dy dz dx dy dz 2 2
(c) = = (d) = =
1 −1 z + f (x ) −1 1 x
− f ( z) x2 x2
y (c) u = + y, v = y −
2 2
∂ 2u ∂ 2u ∂ 2u 1 ∂u y2 y2
23. The equation + + − = 0 is : (d) u = x + ,v = x −
∂x 2 ∂y 2 ∂z 2 c 2 ∂t 2 2
(a) Elliptic (b) Parabolic 31. In reducing the equation r + 2s + t = 0 to canonical
(c) Hyperbolic (d) None of these form choose u and v such that :
y y
∂ 2u ∂ 2u (a) u = x − y, v = x + y (b) u = x − , v = x +
24. The equation x 2 − + u is hyperbolic if : 2 2
∂t 2 ∂x 2 x x x−y x+y
(c) u = − y, v = + y (d) u = ,v =
(a) x > 0 (b) x < 0 2 2 2 2
(c) x = 0 (d) For all value of x
32. The equation x 2u tt + 3u xt + nu xx +17u t − 100u = 0
25. The solution of ar − xy = 0 is :
in third quadrant is :
x 2y
(a) az = + f (y) + yφ(y) (a) Parabolic (b) Elliptic
2
(c) Circular (d) Hyperbolic
x 3y
(b) az = + xf (y) + φ(y)
6 ∂ 2u ∂ 2u ∂ 2u
33. The equation x +t + = 0 is parabolic
(c) az = xy + xf (y) + φ(y) ∂t 2 ∂ x∂ t ∂ t 2
3
x y if :
(d) az = + f (y) + φ(y)
6 (a) t 2 > 4x (b) t 2 < 4x (c) t 2 > 2x (d) t 2 = 4x
2
∂u
26. The differential equation x 2 + y2 34. The solution of S = e x + y is :
∂x 2
(a) e x + y + f (y) + φ(x) (b) e x + y + xf (y) + φ(x)
∂ 2u ∂ 2u
+2 (x − y) + x 2 + y2 = 0 in the second
∂ x∂ y ∂y 2 (c) e x + y + f (y) + xφ (x) (d) e x + y + xf (y) + yφ (x)
quadrant is :
84
39. In reducing the equation (y − 1) r − (y 2 − 1) s (c) pdq − qdy = 0 (d) pdx − qdy = 0
2x 3
+ y (y − 1) t + p − q = 2ye (1 − y) to canonical form 50. Monge’s subsidiary equation of (r − s) y + (s − t) x
+ q − p = 0 is :
choose u and v such that :
(a) dy − dx = 0 (b) xdy + ydx = 0
(a) u = x + y, v = ye x (b) u = x + y, v = x − y
(c) ydy − xdx = 0 (d) xdx + ydy = 0
y x
(c) u = xe ,v = ye (d) u = xe x , v = ye y
51. Monge’s subsidiary equation of (q + 1)s − (p + 1) t = 0
40. One of the Monge’s subsidiary equation of is :
t − r sec4 y = 2q tan y is : (a) pdq = 0 (b) (p − 1) dq = 0
(a) dx − dy tan y = 0 (b) dx − dy sec2 y = 0 (c) (q − 1) dy + (p − 1) dx = 0
(c) dx + dy tan y = 0 (d) dx + dy cos y = 0 (d) (p + 1) dq = 0
55. The Monge’s subsidiary equation of (x + y) (r − t) 60. The Lagrange’s auxiliary equations for r + s = 1 is :
+ 4p = 0 is : dz dz
(a) dx = dy = (b) dx = − ydy =
(a) dy − dx = 0 (b) dy − xdy = 0 x + f (y) f (y)
(c) ydy − dx = 0 (d) ydy − xdx = 0 dz z
(c) − dx = dy = (d) dx = dy =
x − f (y) x − (y)
56. The Monge’s subsidiary equation of q2r − 2pqs
61. The solution of r = sin xy is :
+ p 2t = 0 is : xy
(a) − cos + yf (y) + φ (x)
(a) ydx − xdy = 0 (b) qdpdx + pdqdy = 0 y2
(c) xqdx − pydy = 0 (d) q2dpdy + p 2dqdx = 0 sin xy
(b) − + xf (y) + φ (y)
57. The Monge’s subsidiary equation of 2s + (rt − s 2) = 1 y2
sin xy
is : (c) − + yf (y) + φ( x )
y2
(a) dy + dp = 0 (b) dx − dq = 0
xy
(c) xdx − dq = 0 (d) dx − qdq = 0 (d) − cos + xf (y) + φ (y)
y2
58. The Monge’s subsidiary equation of r − 2s + t
62. The solution of t = xy is :
= sin (2x + 3y)ss is :
xy 3 xy 3
(a) dy + dx = 0 (b) dy + xdx = 0 (a) + f (x) + φ(y) (b) + xf (x) + φ(y)
6 6
(c) dx + ydy = 0 (d) xdx + ydy = 0
xy 3 xy 3
59. The λ quadratic equation of r − x 2t = 0 is : (c) + xf (x) + φ (x) (d) + yf (x) + φ(x)
6 6
(a) λ2 + x 2 = 0 (b) λ2 − x 2 = 0
2 2
(c) λ + x + 2 = 0 (d) None of these
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (d) 2. (c) 3. (b) 4. (d) 5. (d) 6. (c) 7. (b) 8. (d) 9. (b) 10. (d)
11. (c) 12. (c) 13. (b) 14. (a) 15. (d) 16. (b) 17. (a) 18. (c) 19. (d) 20. (d)
21. (d) 22. (a) 23. (b) 24. (a) 25. (b) 26. (c) 27. (a) 28. (d) 29. (b) 30. (c)
31. (a) 32. (d) 33. (d) 34. (a) 35. (d) 36. (b) 37. (b) 38. (c) 39. (a) 40. b)
41. (c) 42. (c) 43. (b) 44. (d) 45. (b) 46. (a) 47. (a) 48. (b) 49. (a) 50. (c)
51. (d) 52. (b) 53. (c) 54. (d) 55. (a) 56. (d) 57. (b) 58. (a) 59. (b) 60. (a)
61. (b) 62. (d)
8. The Laplace second integral for Pn(x ) is the last term being 3P1 or P0 according as n is
1 π dφ even or odd.
Pn(x ) = ∫
π 0 [x ± (x 2 − 1) cos φ]n+ 1 4. The Christoffel’s symmation formula is
n
Σ (2r + 1) Pr(x )Pr(y) = (n + 1)
where n is a positive integer. r=0
9. The orthogonal properties of Legendre’s Pn + 1(x )Pn(y) − Pn+ 1(y) Pn(x )
polynomials are (x − y)
+1 5. The Rodrigue’s formula is
(i) ∫ P (x )Pn(x ) dx = 0 if m ≠ n
−1 n 1 dn 2
Pn(x ) = (x − 1)n
+1 2 2 n ! 2n dx n
(ii) ∫−1[Pn(x )] dx =
2n + 1 6. The Murphy’s formula is
n (n + 1) 1 − x
RECURRENCE FORMULAE Pn(x ) = 1 −
11
. 2
1. The Recurrence formulae are 2
n (n − 1) (n + 2) (n + 1) 1 − x
(i) (2n + 1) xPn = (n + 1) Pn+1 + nPn−1 +
1.21. .2 2 ....
or nPn = (2n − 1) xPn−1 − (n − 1) Pn− 2
(ii) nPn = xPn′ − Pn′−1 where dashes denote LEGENDRE’S POLYNOMIALS
differentiation w.r.t.x. Put n = 0, 1, 2, 3, 4, ... respectively Rodrigue’s
(iii) (2n + 1) Pn = Pn′+ 1 − Pn′− 1 formula
(iv) (n + 1) Pn = Pn′+ 1 − xPn′ 1 dn
Pn(x ) = (x 2 − 1)n we get
(v) (1 − x 2 )Pn′ = n (Pn− 1 − xPn) 2nn ! dx n
1 d 2
(vi) (1 − x 2 ) Pn′ = (n + 1) (xPn − Pn− 1) P0 (x ) = 1, P1(x ) = (x − 1) = x ,
2 dx
2. Beltrami's result is
3x 2 − 1
2 P2 (x ) =
(2n + 1) (x − 1)Pn′ = n (n + 1) (Pn+ 1 − Pn− 1) 2
3. The Christoffel’s Expension is 5x 3 − 3x
P3 (x ) = , Py (x )
Pn′ = (2n − 1) Pn− 1 + (2n − 5) Pn− 3 2
+(2n − 9) Pn− 5 + .... 35x 4 − 30x 2 + 3
= + ...
8
EXERCISE
MULTIPLE CHOICE QUESTIONS 4. P0(x) is equal to :
(a) 1 (b) −1 (c) x (d) −x
1. In the expansion of (1 − 2xh + h2)−1/ 2 in ascending
5. The Legendre’s differential equation is :
power of h, Pn(x) is the coefficient of : (a) [(1 + x 2) D 2 + 2xD + n] y = 0
n −n n −n
(a) x (b) x (c) h (d) h
(b) [(1 − x 2) D 2 − 2xD + n] y = 0
2. The value of Pn(1) is :
(c) [(1 − x 2) D 2 + 2xD + n (n + 1)] y = 0
n 2n
(a) −1 (b) 1 (c) (−1) (d) (−1)
(d) [(1 − x 2) D 2 − 2xD + n (n + 1)] y = 0
3. If n is odd then Pn(0) is equal to :
+1
(a) 0 (b) (−1)n 6. If m ≠ n then ∫ Pm (x) Pn(x) dx is equal to :
−1
(−1)n/ 2 n! 2
(c) (d) None of these (a) 0 (b) 1 (c) −1 (d)
2n 2n + 1
91
1 2 +1
7. ∫−1 P1(x) dx is equal to : 19. If m = n then ∫ Pn(x)2 dx is equal to :
−1
3 1 2 1 1
(a) (b) (c) 2 (d) (a) (b)
2 2 3 2n + 1 2n − 1
8. The generating function of the Legendre's 2 2
(c) (d)
polynomial is : 2n + 1 2n − 1
(a) (1 − 2xh + h2)1/ 2 (b) (1 + 2xh + h2)−1/ 2 20. The value of (n + 1) (nxPn − Pn+1) is :
(c) (1 + 2xh + h ) 2 1/ 2
(d) (1 − 2xh + h ) 2 − 1/ 2 (a) (1 + x 2) Pn (b) (1 − x) Pn
(c)
n (n − 1)
(d) n2 − 1 29. The polynomial x 2 + x + 1 in terms of Legendre's
2 polynomial :
2 1
18. If n is even then Pn(0) is equal to : (a) P2(x) + P1(x) + P0(x)
n (n + 1) 3 3
(a) (−1)n (b) (−1)n 1
2 (b) P2(x) + P0(x)
3
(−1)n/ 2 n! (−1)n n! 2 4
(c) P2(x) + P1(x) + P0(x)
(c) (d)
2 n !2 3 3
2n( n / 2!)
2 2 1
(d) P2x + P0(x)
3 3
92
36. The value of Pn′+1 − xPn′ is : 48. The value of P2′ − xP1′ is
(a) nPn (b) (n + 1) Pn (a) P1 (b) P2 (c) 2P1 (d) 2P2
(c) (n − 1) Pn (d) nPn−1 1 2
49. The value of ∫ (P1′) dx is :
−1
37. The roots of Pn(x) = 0 lies between :
(a) 0 (b) 1 (c) 2 (d) 3
(a) 0 to 1 (b) −1 to +1
1− x
(c) – ∞ to +∞ (d) All zeros 50. The expansion of Pn(x) in powers of is called :
2
38. The polynomial x 2 + 1 in terms of Legendre (a) Legendre formula
polynomial is : (b) Murphy’s formula
3 2
(a) P2( x ) + P0(x) (b) P2(x) + 3P(x) (c) Recurrence formula
2 3
2 4 (d) Christoffel’s summication formula
(c) P2(x) + P1(x) + P0(x)
3 3 51. P8′ + 9P9 is equal to :
2 4 (a) xP9′ (b) (x + 1) P9
(d) P2(x) + P0(x)
3 3 (c) P9′ − x (d) P9′ + x
1 1
39. The value of ∫ x P1(x)P2(x) is :
−1
52. The value of ∫ (1 − x 2) (P0′)2 dx is :
−1
3 4 4 (a) 0 (b) 1 (c) 2 (d) 3
(a) 0 (b) (c) (d)
10 13 15 1 2
1 53. ∫−1 x P2(x)dx is equal to :
40. The value of ∫ (1 − x 2)P1′P2′ dx is :
−1
4 4 4 4
2 3 (a) (b) (c) (d)
(a) 0 (b) 1 (c) (d) 3 7 15 13
3 2
54. P2′ (1) is equal to :
41. The value of P3(1) is equal to :
(a) 0 (b) 1 (c) 2 (d) 3
(a) 1 (b) −1 (c) 5 (d) 3
93
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (c) 2. (b) 3. (a) 4. (a) 5. (d) 6. (a) 7. (d) 8. (d) 9. (c) 10. (d)
11. (d) 12. (d) 13. (c) 14. (b) 15. (c) 16. (b) 17. (b) 18. (c) 19. (c) 20. (d)
21. (a) 22. (d) 23. (b) 24. (c) 25. (a) 26. (c) 27. (d) 28. (a) 29. (c) 30. (b)
31. (a) 32. (d) 33. (c) 34. (b) 35. (c) 36. (b) 37. (b) 38. (d) 39. (d) 40. (a)
41. (a) 42. (a) 43. (a) 44. (d) 45. (d) 46. (b) 47. (b) 48. (c) 49. (c) 50. (b)
51. (a) 52. (a) 53. (c) 54. (d) 55. (c) 56. (c) 57. (b) 58. (c) 59. (b) 60. (a)
61. (b) 62. (c) 63. (a) 64. (d)
Integrating from −1 to +1
But equation (1) and (2)
n
Σh Pn(− x) = Σ(−1) h Pn(x)n n 1 1 1 dn 2
∫−1 Pn(x) dx = 2n n! ∫−1 dx n (x − 1)n dx
n
Equating coefficient of h on both sides
1
Pn(− x) = (−1)n Pn(x) 1 d n− 1 2
= (x − 1)n = 0
n
⇒ Pn(−1) = (−1)n 2 n! dx n − 1
−1
10. Rodrigue’s formula is 24. From Recurrence formula I
1 dx
Pn(x) = (x 2 − 1)n (n + 1) Pn+1(x) + nPn−1(x)
2n n! dx n xPn(x) =
2n + 1
1 d2
So, P2(x) = (x 2 − 1)2 1 1
2 2! dx 2
2 ∴ ∫1 xPn(x) Pn−1(x) dx = 2n + 1
1 d
= [4x(x 2 − 1)] 1
8 dx ∫−1[(n + 1) Pn+1(x) + nPn−1(x)] Pn−1(x) dx
1 1 1 1
= (12x 2 − 4) = (3x 2 − 1) = [(n + 1)∫ Pn+1(x)Pn−1(x) dx
8 2 2n + 1 −1
1
11. ∵ P0(x) = 1, P1(x) = x + n∫ [Pn−1(x)2 dx]
−1
So, f (x) = x + 3 = P1(x) + 3P0(x)
1 2 2n
1 1 = 0 + n =
15. 2n + 1 2 (n − 1) + 1 4n2 − 1
∫−1 P0(x)dx = ∫−11 dx = 2
26. Since Pn(x) is the solution of Legendre’s differential
16. By recurrance formula I
equation
(2x + 1) xPn(x) = (n + 1) Pn+1(x) + nPn−1(x)
Given a is root of Pn(x) so Pn(a) = 0. so, (1 − x 2)Pn′′(x) − 2xPn′(x) + n (n + 1) Pn(x) = 0
Put in first equation (x = a) Put x = −1 we get,
(2n + 1) a . 0 = (n + 1) Pn+1(a) + nPn−1(a) 2Pn′(−1) + n (n + 1) Pn(−1) = 0
Pn+1(a) −n 1 1
or = Pn′(−1) = − n(n + 1) Pn(−1) = − n (n + 1) (−1)n
Pn−1(a) n + 1 2 2
n− 1 n
= (−1) (n + 1)
Since n is +ve integer so R.H.S. is negative i. e., 2
Pn+1(a) and Pn−1(a) must be of opposite signs.
29. Given polynomial f (x) = x 2 + x + 1
1
∞ −
18. Since Σ hnPn(x) = 1 − 2 xh + h2
n= 0
( ) 2 and we know that P0(x) = 1, P1(x) = x,
3x 2 − 1
1 1 P2(x) =
− − 2
Put x = 0, Σhn Pn(0) = (1 + h2) 2 = [1 − (− h2)] 2
2 1
(− h)2 1.3 1.3.5 ... (2r − 1) (h2)r So, x 2 = P2(x) +
= 1+ + (− h2)2 + ... 3 3
2 2.4 2.4...2r
2 1
∴ f (x ) = x 2 + x + 1 = P2(x) + + P1(x) + 1
Equating the coefficient of h2m on both sides we get 3 3
95
2 4 5x 3 − 3x
or f (x) = P2(x) + P1(x) + P0(x) 44. Put P3(x) = and then integrating
3 3 2
1 2
31. ∫−1(1 − x ) Pm′ Pn′dx = [(1 − x 2)Pm′ Pn]1−1 we get the required result.
1 d 45. By orthogonal property
− ∫ Pn [(1 − x 2)Pm′ ] dx
−1
dx 1
1 d ∫−1 Pm(x)Pn(x) dx = 0 if m ≠ n
= − ∫ Pn {(1 − x 2)Pm′ } ...(1)
−1 dx
Put m = 2, n = 3 we get
1
By Legendre’s equation
d
∫−1 P2(x) P3(x)dx = 0
{(1 − x 2)Pm′ } = − m (m + 1) Pm so by equ. (1)
dx 48. By Recurrence formula Pn′+1 − xPn′ = (n + 1) Pn
1 2 1 Put n = 1 we get P2′ − xP1′ = 2P1
∫−1(1 − x ) Pm′ Pn′dx = − ∫ [− Pnm(m + 1) Pm ] dx
−1
51. By recurrence formula nPn = xPn′ − Pn′−1
1
= m (m + 1) ∫ PnPm dx = 0 (∵m ≠ n) Put n = 9, 9P9 = xP9′ − P8′
−1
39.
1
∵ ∫ xPn(x)Pn−1(x)dx =
2n 61. By Recurrence formula (1 − x 2)Pn′(x) = n [Pn−1(x)
−1 2
4n − 1 −xPn(x)]
So put n = 2 we get Put x = 0 we get Pn′(0) = nPn−1(0)
1 4 4 62. By Recurrence formula
∫−1 xP2Pn(x) = 16 − 1 = 15
(1 − x 2)Pn′ = (n + 1) (xPn − Pn+1)
5x 3 − 3x
41. ∵ P3(x) = by Rodrigue’s formula
2 Put x = 0 we get Pn′(0) = −(n + 1) Pn+1(0)
5− 3 63. Since Pn(0) = 0 for all odd value of n so P5(0) = 0
So, P3(1) = =1
2 (−1)n/ 2 n!
3
64. Since Pn(0) = for n is even.
5x − 3x 2
n
43. ∵ P3(x) = , 2n !
2 2
3x 2 − 1 n! 4.3.2 3
P2(x) = , P1(x) = x, P0(x) = 1 So P4 (0) = = =
2
16(2)2 16 × 4 8
2P3 + 3x 2 3
So, x3 = = P3(x) + P1(x) mmm
5 5 5
96
Unit-III
C HAPTER
12 Bessel’s Functions
BESSEL’S EQUATION y = AJ − n(x ) + BJ n(x )
1. The differential equation of the form where A and B are arbitrary constants.
d 2 y 1 dy n2
+ + 1 − y=0 RECURRENCE FORMULAE OF Jn (x)
dx 2 x dx x2
1. The recurrence formulae of J n(x ) are
is called Bessel’s differential equation.
(i) xJ n′ (x ) = nJ n(x ) − xJ n+ 1(x )
2. Consider the Bessel’s differential equation
(ii) xJ n′ (x ) = −nJ n(x ) + xJ n− 1(x )
d 2 y 1 dy n2
+ + 1 − y=0 ...(1) d n
dx 2 x dx x2 or (x J n) = x n J n−1
dx
∞
Assume that its series solution is y = Σ a rx k + r (iii) 2 J n′ (x ) = J n− 1(x ) − J n+ 1(x )
r=0
∞ (iv) 2nJ n(x ) = x [ J n− 1(x ) + J n+ 1(x )]
dy
then = Σ a r(k + r ) x k + r− 1 d −n
dx r= 0 (v) [x J n(x )] = − x − n J n+ 1(x )
dx
d 2y
and = Σa r(k + r ) (k + r − 1)x k + r− 2
2
dx GENERATING FUNCTION FOR Jn (x)
Putting these values in equation (1) we get
1. When n is a positive integer, J n(x ) is the
Σa r[{(k + r )2 − n 2 } x k + r− 2 + x k + r] = 0 1
e x z −
Case I : If k = n we get 2
coefficient of Z n in the expansion of
xn x2 2
y= 1 + (−1) 2
2n !(n + 1) 2 1 ! (n + 1) in ascending and descending powers of z.
EXERCISE
MULTIPLE CHOICE QUESTIONS 1
x z−
z
1. The Bessel’s equation is :
11. The coefficient of z n in the expansion of e 2 is :
d 2y xdy
(a) + + x 2y = 0 (a) Pn(x) (b) Pn′(x) (c) J n(x) (d) J n′ (x)
2 dx
dx
12. If α, β are the roots of J n(x) = 0 and α ≠ β then
d 2y 1 dy n2 1
(b) + + 1 − y = 0
dx 2 x dx
x2 ∫0 xJ n(αx)J n(βx) dx is :
d 2y xdy n2 (a) 0 (b) 1
(c) + − y = 0 (d) None of these
2 dx x 2 (c) [J n+1(α)]2 (d) J n(α) + J n(β)
dx
a 2
2. If n is a positive integer then J n(x) is equal to : 13. The value of where α is roots of
∫0 xJ n(αx) dx
(a) J − n(x) (b) J n(− x)
J n(x) = 0 :
(c) (−1)n J n(x) (d) None of these
a2 2
(a) 0 (b) J n+1(aα)
3. If n is even then J n(x) is : 2
(a) Odd (b) Even 2
J n+1(aα)
(c) aJ n+1(aα) (d)
(c) May be odd or even (d) None of these 2
4. J n(− x) is equal to : 14. The most general solution of Bessel’s equation is :
(a) J − n(x) (b) −J n(x) (a) AJ n(x) (b) AJ − n(x)
(c) (−1)n J n(x) (d) (−1)n+1 J n(x) (c) AJ n(x) + BJ − n(x) (d) AJ n(− x) + BJ n(x)
5. nJ n(x) − xJ n+1(x) is equal to: 15. The solution of the differential equation
(a) J n′ (x) (b) − xJ n′ (x) d 2y 1 dy
(c) − J n′ (x) (d) x J n′ (x) + + y = 0 is :
dx 2 x dx
6. J n−1 − J n+1 is equal to : (a) J n(x) (b) J1(x) (c) J 2(x) (d) J 0(x)
(a) 2J n (b) 2J n′ (c) 2 J n+1 (d) J n′ −1 ∞ r 2r
(−1) x
16. Σ is equal to :
7. J 1 (x) is equal to : r= 0 (2r r !)2
2
(a) J 0(x) (b) J1(x) (c) J n(x) (d) J r (x)
πx 2
(a) sin x (b) cos x
17. If n is odd then J n(x) is:
2 πx (a) Even (b) Odd
πx 2 (c) May be even or odd (d) 0
(c) cos x (d) sin x
2 πx d −n
18. (x J n) is equal to :
dx
8. − nJ n + xJ n−1 is equal to :
(a) − x − nJ n+1 (b) x − nJ n+1
(a) xJ n(x) (b) −xJ n(x)
(c) −x nJ n (d) x − nJ n
(c) xJ n′ (x) (d) − xJ n′ (x)
19. The value of J −1/ 2(x) is :
9. The value of [J1/ 2(x)]2 + [J −1/ 2(x)]2 is :
πx 2
(a) cos x (b) cos x
(a) 0 (b) 1 2 πx
2 πx
(c) (d) 2 πx
πx 2 (c) sin x (d) sin x
πx 2
10. J − n(− x) is equal to :
20. The coefficient of z − n multiplied by (−1)n in the
(a) J n(− x) (b) −J n(x) 1
x 2−
(c) (−1)n J n(x) (d) (−1)n−1 J n(x) 2
expansion of e 2 is :
98
21. If α,β are the roots of J n(x) = 0 and α = β then 33. For all n ≥ 1 :
1 1
(a) |J n(x)|≤ 1 (b) |J n(x)|≤
∫0 xJ n(αx) J n(βx) dx is : 2
1 (c) 0 ≤ J n(x) ≤ 1 (d) J n(x) = 0
(a) 0 (b) [J n+1(α)]2
2
34. J 0(x) − J 2(x) is equal to :
J (α)
(c) J n(α)J n(β) (d) n (a) 2J1(x) (b) J1′ (x)
J n(β)
(c) 2J1′ (x) (d) − J1′ (x)
22. J 0′ is equal to : d
35. [xJ1(x)] is equal to :
(a) J1 (b) −J1 (c) J 2 − J1 (d) J 2 + 2J1 dx
23. x [J n−1 + J n+1] is equal to : (a) xJ 0(x) (b) J1(x)
(a) nJ n (b) −nJ n (c) 2nJ n (d) −2nJ n (c) xJ1(x) (d) None of these
J′ 36. J n(x) is Bessel’s polynomial then :
24. J 0′′ − 0 is equal to :
x (a) J n(x) = (−1)n J − n(x) (b) J n(x) = (−1)n J n(x)
(a) J 0 (b) J 2 (c) J 3 (d) J 2′ (c) J n(x) = − J − n(x) (d) None of these
25. For n ≥ 1, the result is : 37. The value of J 2(− x) is equal to :
(a) |J 0(x)|≤ 1 (b) 0 ≤ J 0(x) ≤ 1 (a) J 2(x) (b) −J 2(x)
(c) |J 0(x)|≤ ∞ (d) J 0(x) = 0 (c) J −2(x) (d) None of these
d n 38. J −2(x) is equal to :
26. (x J n) is equal to :
dx (a) J 2(− x) (b) −J 2(x)
(a) x nJ n (b) x nJ n+1 (c) −x nJ n (d) x nJ n−1 (c) J 2(x) (d) None of these
x n J1(x)
27. ∫0 x J n−1(x) dx is equal to : 39. lim is equal to :
x→ 0 x
(a) x − nJ n(x) (b) x nJ n(x) (a) 1 (b) 2 (c)
1
(d) 0
2
(c) xJ n+1(x) (d) xJ n(x)
d
π/2 40. [xJ1(x)] is equal to :
28. ∫0 πx J1/ 2(2x) dx is : dx
1 2 (a) J 0(x) (b) J1(x) (c) −J 0(x) (d) xJ 0(x)
(a) 0 (b) (c) (d) 1
π π
41. x[J1 + J 3] is equal to :
29. All the roots of J n(x) = 0 are :
(a) J 2 (b) 2J 2 (c) 3J 2 (d) 4J 2
(a) Same
(b) Distinct If a and b are root of J n(x) = 0 then
(c) More than one are repeated 1 x
42. ∫0 xJ 2(a ) J 2(bx ) dx is equal to :
(d) Repeated only at x = 0
30. The value of J n(x) − xJ 2(x) is : (a) 0 (b) a 2 (c) b2 (d) a 2 + b2
2
(a) xJ1(x) (b) J1′ (x) 43. If J n+1(x) = J n(x) − J 0(x) then n is :
x
(c) xJ1′ (x) (d) − xJ1′ (x)
(a) 0 (b) 1
J n(x) (c) 2 (d) None of these
31. lim x → 0 for n > −1 is equal to :
xn 1
44. ∫ x J 2(x) dx is equal to :
2n 1
(a) (b)
t(n + 1) 2n t(n + 1) J (x ) J (x )
(a) − 1 + c (b) 1 + c
t (n + 1) x x
(c) (d) 2n t (n + 1) J (x )
2n (c) −1 + c (d) J 0(x) + c
x
99
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (c) 3. (b) 4. (c) 5. (d) 6. (b) 7. (d) 8. (c) 9. (c) 10. (c)
11. (c) 12. (a) 13. (b) 14. (c) 15. (d) 16. (a) 17. (b) 18. (a) 19. (b) 20. (b)
21. (b) 22. (b) 23. (c) 24. (b) 25. (a) 26. (d) 27. (b) 28. (d) 29. (d) 30. (c)
31. (b) 32. (c) 33. (b) 34. (c) 35. (a) 36. (a) 37. (a) 38. (c) 39. (c) 40. (d)
41. (d) 42. (a) 43. (d) 44. (a) 45. (b) 46. (c)
22. By Recurrence formula xJ n′ = nJ n − xJ n+1 37. ∵ J n(− x) = (−1)n J n(x) for all integers so putting n = 2
Put n = 0 we have xJ 0′ = − xJ1 we get J 2(− x) = J 2(x)
i. e. J 0′ = − J1 38. ∵ J − n(x) = (−1)n J n (x) so putting n = 2 we get
24. By Recurrence formula xJ n′ = nJ n − xJ n+1
J −2(x) = J 2 (x)
putting n = 1, xJ1′ = J1 − xJ 2
xn x2
But we know that J 0′ = − J1 39. ∵ J n(x) = 1− + ...
n 2 ( 2n + 2)
2 τ(n + 1)
Differentiating it we get J 0′′ = − J1′ put it in above
equation x x2
J′ Putting n = 1, J1(x) = 1 − ...
we get − xJ 0′′ = − J 0′ − xJ 2 or J 2 = J 0′′ − 0 2τ(2) 8
x
J (x ) 1 1
25. Since we know that J 02 + 2 (J12 + J 22 + ...+ J n2 ...) = 1 or lim 1 = =
x→ 0 x 2τ (2) 2
and since J12, J 22 ... are all non-negative so
40. By Recurrence formula
J 02(x) ≤ 1 or 1J 0(x)2 ≤ 1 or |J 0(x)|≤ 1 d n
(x J n) = x nJ n−1
dx
d n
27. By Recurrence formula x nJ n−1(x) = [x J n(x)] So putting n = 1,
d
(xJ1) = − xJ 0
dx dx
Integrating from 0 to x we get 41. By Recurrence formula
x n n
∫0 x J n−1(x) dx = [x J n(x)]x0 n
= x J n(x) x[J n−1 + J n+1] = 2nJ n
2 Putting n = 2, x[J1 + J 3] = 4J 2
28. ∵ J1/ 2(x) = sin x
πx 42. By Orthogonal property
1 1
⇒ J1/ 2(2x) = sin 2x ∫0 xJ n(αx) J n(βx) dx = 0.
πx
π/2 π/2 1 If α, β are the roots of J n(x) = 0.
∴ ∫0 πx J1/ 2(2x) dx = ∫0 πx . .sin 2x dx
πx
π/2
44. By Recurrence formula
π/2 cos 2x
= ∫0 sin 2x dx = − =1 d −n
(x J n) = − x − nJ n+1(x)
2 0 dx
xn x2 Integrating both sides
31. J n(x) = 1 − + ...
n 2. (2n + 2) −n
2 τ(n + 1)
∫x J n+1(x) dx = −[x − nJ n(x)] + c
J n(x) 1 x2
lim = lim 1 − + ... Putting n = 1, we get
x → 0 xn x → 0 2n(n + 1) 2 ( 2n + 2)
−1 J1(x)
1 ∫x J 2(x) dx = − x −1J1(x) + c = − +c
= x
2n τ(n + 1) 45. By Recurrence formula
33. ∵ J 02 + 2 (J12 + J 22 + ... J n2 + ...) = 1 d n
[x J n(x)] = x nJ n−1
dx
for n ≥ 1, 2J n2(x) ≤ 1
Integrating we get
⇒ 2 |J n(x)|2 ≤ 1 n n
∫ x J n−1(x) dx = x J n(x) + c
1
or |J n(x)|≤ ⇒ |J n(x)|≤ 2−1/ 2 Putting n = 2 we get ∫ x 2J1(x) dx = x 2J 2(x) + c
2
34. By Recurrence formula J n−1(x) − J n+1(x) = 2J n′ (x) 46. By Recurrence formula
d −n
Putting n = 1, J 0 − J 2 = 2J1′ [x J n(x)] = − x − nJ n+1(x)
dx
d n
35. By Recurrence formula (x J n) = x nJ n−1 Putting n = 0 we get
dx
d
d [J 0(x)] = − J1(x)
Put n = 1 we get (xJ ) = xJ 0 dx
dx
mmm
Unit101
-III
C HAPTER
13 Series Solutions of Differential Equations
INTRODUCTION d 2y
and = Σn (n − 1) C nx n− 2
2
1. Consider the linear differential equation of the dx
second order If P(x ) and Q(x ) are not polynomials in x, then
d 2y dy they can be expanded as
+ P(x ) + Q(x ) y = 0 ...(1)
dx 2 dx ∞ ∞
P(x ) Σ Pnx n and Q(x ) = Σ qnx n
Where P and Q are functions of x. Then there n= 0 n= 0
exists the following points. Putting all these values in equation (1) and
(i) The point x = 0 is called ordinary point of equating to zero the coefficient of various
(1) If P(x ) andQ(x ) do not become infinite in powers of x we determine all coefficients of
the neighbourhood of the origin and they can (2). Putting these values in (2) we get the
be expanded in the sum of power series. general solution of (1).
(ii) The point x = 0 is called a singular point of 3. Solution near a regular singular point
the differential equation (1) if it is not an d 2y dy
Consider ≠ P(x ) + Q(x )y = 0 ...(1)
ordinary point. These are of two types. dx 2 dx
(a) Regular singular points (b) Irregular Let its trial solution is
singular points. ∞
y = x m Σ C nx n with C 0 ≠ 0
The origin is called regular singular point if n= 0
both xP(x ) and x 2 Q(x ) can be expanded in dy d 2y
power series of x. Otherwise x = 0 is called an Find and and substitute in (1) then it
dx dx 2
irregular singular points.
reduces to an identity in x. By equating to zero
FROBENIUS METHOD the coefficients of the lowest power of x in this
identity we get quadratic equation in m called
1. The method of finding a solution in a series for
indicial equation. It determines m.
the differential equation (1) near a regular
singular point or near an ordinary point is Now equating to zero the next coefficients of
called frobenius method. various powers of x we can determine all the
coefficients C 1, C 2 , ... in terms of C 0 .
2. Solution near an ordinary point
d 2y dy 4. Consider y ′′ + P(x ) y ′ + Q(x ) y = 0 and P and
Consider + P(x ) + Q(x ) y = 0 ...(1) Q are not analytic (P = ∞ or Q = ∞) at x = 9
2 dx
dx
∞ then x = a is not ordinary point but a singular
Let its trial solution is y = Σ C nx n ...(2) point. If (x − a) P and (x − a)2 Q are infinite at
n= 0
dy x = a then it is called irregular singular point. If
Then = ΣnC nx n− 1
dx (x − a) P and (x − a)2 Q are not infinite at x = a
then it is called regular singular point.
102
EXERCISE
MULTIPLE CHOICE QUESTIONS 10. If y = ΣCr x m + r be the solution of 9x(1 − x) y ′′
2
d y dy −12y′+4y = 0 then roots of indicial equations are :
1. If x = 0 is not an ordinary point of +P
dx 2 dx 3 7
(a) 0, 1 (b) 0, (c) 0, 3 (d) 0,
+ Qy = 0 then it is : 7 3
(a) Regular point (b) Singular point 11. The indicial equation of (D 2 − 1) y = x is :
(c) Essential point (d) None of these
C0 C1
(a) C2 = (b) C2 =
2. If xP(x) and x 2Q(x) can be expanded in a power 2 2
series of x in the nbd of x = 0 then x = 0 is called :
(c) m 2 = 0 (d) m (m − 1) = 0
(a) Regular point (b) Singular point
(c) Ordinary point (d) Regular singular point 12. The singular point of x (x − 1) y ′′ + xy′+ x 2y = 0 is :
3. Singular points of a differential equation are : (a) 0 (b) 1
(a) Unique (b) Two types (c) 2 (d) None of these
(c) Three types (d) May be infinite 13. The singular point of (x − 1)y ′′ + xy′+2y = 0 is :
∞
4. If we put y = Σ Cr x m + r in [xD 2 + (1 + x) D + 2] y (a) 3 (b) 2 (c) 1 (d) 0
i= 0
2
= 0 then indicial equation is : 14. For the equation x (x − 3) y ′′ + 2 (x − 3) y′+ xy = 0
2 the regular singular points are :
(a) C0 (m − 1) (b) C0 m (m − 1)
(c) C0 m 2
(d) C0 m (m + 1) (a) 0 (b) 3 (c) 2 (d) 0, 3
15. For the solution of x 2(x − n) y ′′ + (x − n) y′+ y = 0 at
5. The roots of indicial equation of [x 2D 2 + xD
+ (x 2 − 1)] y = 0 are : x = 0 choose y such that :
∞ ∞
(a) 0, 1 (b) 0, − 1 (c) 1, − 1 (d) 0, 0 (a) y = Σ Cr x m + 2r (b) Σ Cr x m − 2r
r= 0 r= 0
6. The indicial equation of [(1 − x 2) D 2 + 2xD +1] y = 0 ∞ ∞
(c) Σ Cr x m + r (d) Σ Cr x m + r −1
is : r= 0 r= 0
(a) C0 m 2 = 0 (b) C0 m (m − 1) = 0
d 2y
16. For the solution of differential equation (x − x 2)
(c) C0 (m − 1)2 (d) C0 m (m + 1) dx 2
dy
7. The indicial equation of [xD 2 + D + x] y = 0 is : + (1 − 5x) − 4y = 0, y is equal to :
dx
(a) C0 m 2 = 0 (b) C0(m − 1)2
(a) ΣCr x r (b) ΣCr x m + r
2
(c) C0(m + 1) (d) C0(m − 1) (m − 2)
(c) ΣCr x m + 2r (d) None of these
8. For the differential equation (1 − x 2) y ′′ − 2xy′
17. The irregular singular point of (x − 1) (x − 2)3 y ′′
+ p (p + 1) y = 0 the point x = 0 is :
(a) Regular (b) Singular + (x − 1)2 y′+3 (x − 1) y = 0 is :
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (d) 3. (b) 4. (c) 5. (c) 6. (b) 7. (a) 8. (c) 9. (a) 10. (d)
11. (a) 12. (b) 13. (c) 14. (d) 15. (c) 16. (a) 17. (c) 18. (c) 19. (a) 20. (b)
21. (a) 22. (b) 23. (d) 24. (d) 25. (a) 26. (c) 27. (d) 28. (d) 29. (b) 30. (a)
d 2y dy (m + 2r − 1) x m + 2r ] = 0
26. Put y = ΣCr x m + r in x 2 +x + (x 2 − 4) y = 0
2 dx
dx So equating to zero the coefficient of lowest term i. e.
We get Σc r (m + r + 2) (m + r − 2) x m + r x m is
+ ΣCr x m + r + 2 = 0 C0(2m − 1) (m − 1) = 0
mmm
So equating the lowest degree term i. e. x m we get
C0(m + 2) (m − 2) = 0 which is indicial equation.
B.Sc. Objective Mathematics (Differential Equations and Integral Transform)
106
Unit-III
C HAPTER
14 The Laplace Transform
LAPLACE TRANSFORM (i) L {1} =
1
, p> 0
1. The Laplace transform reduces the problem of p
solving a differential equation to an algebraic τ (n + 1)
(ii) L{ t n} = , p> 0
problem. pn+ 1
If the knernel k ( p, t) is defined by n!
(iii) L { t n} = , p > 0 and n is a positive
0 for t < 0 n
p +1
k ( p, t) = − pt
e for t ≥ 0
integer.
Thenf ( p) = L { F (t)} = F ( p) 1
∞ (iv) L{ e at } = , p> a
pt p− a
= ∫0 e F (t) dt ...(1)
a
is called the Laplace transform of the function (v) L{sin at} = , p> 0
p + a2
2
F (t). It exists if the integral (1) converger for
some values of p, otherwise it does not exist. p
(vi) L {cos at} = , p> 0
2. The Laplace transform is a linear transformation p + a2
2
i. e. a
(vii) L {sinh at} = , p > | a|
L { a 1F1(t) + a 2 F2 (t)} = a 1L { F1(t)} + a 2 L { F2 (t)} p − a2
2
If a function F (t) is of exponential order α then it This is called first translation or shifting theorem.
is also of β for β > α. 2. If L { F (t)} = f ( p) and
4. If F (t) is a function which is piecewise F (t − a), t > a
G(t) =
continuous on every finite internal in the range 0, t< a
t ≥ 0 and satisfies | F (t)| ≤ µe at for all t ≥ 0 and
then L { G(t)} = e − ap f ( p)
for some constant a and µ then the Laplace
transform of F (t) exists for at p > a. This is called second translation or shifting
theorem.
5. A function which is piecewise continuous on
every finite interval in the range t ≥ 0 and is of 3. If L { F (t)} = f ( p), then
exponential order as t → ∞ is known as a 1 p
L{ F (at)} = f
function of class A. a a
6. Laplace transforms of some elementary functions This is called change of scale property.
are
107
EXERCISE
MULTIPLE CHOICE QUESTIONS 4. L {(5t − 2)} is :
1. The Laplace transform of t is : 5 − 2p 5p − 2
(a) (b)
p2 p2
1 1 2
(a) (b) (c) (d) 1 5 − 2p 2
p3 p2 p2 (c) (d) None of these
p
2. L {cosh at} is equal to :
5. L {t 5e 3t } is :
1 p
(a) (b) 5 60
2 2
p −a p + a2
2 (a) (b)
(p − 3)6 (p − 3)6
p 1 120 15
(c) (d) (c) (d)
p 2 − a2 p 2 + a2 (p − 3)6 (p − 3)6
3. If L{F (t)} = f (p) then L{F (at)} is : cos at
6. L is equal to :
p p t
(a) f (b) af
a a p p
(a) cot −1 (b) tan −1
1 p a a
(c) f (d) None of these
a a p
(c) sin −1 (d) Does not exist
a
108
7.
2
The function e t as t → ∞ is of exponential order : n! n!
(c) (d)
(p + a)n+1 (p − a)n+1
(a) 1 (b) 2 (c) 3 (d) Not exist
8. The value of L {sin t cos t} is : 16. The value of L {e −2t (3 cos 6t − 5 sin 6t)} is :
1 2 1 2 p−6 3p − 24
(a) (b) (c) (d) (a) (b)
p2 + 1 p2 + 2 p2 + 4 p3 + 4 p 2 + 4p + 40 p 2 + 4p + 40
3p − 9
e t r< t≤1 (c) (d) None of these
9. If F (t) ⇒ then L{F (t)} is : p 2 + 4p + 40
0 t>1
17. If L {F (t)} = f (p) then L{F (t) cos at} is :
1 − e− p 1 − e − p +1 f (p − ia) − f (p + ia) f (p − a) + f (p + a)
(a) ,p ≠1 (b) ,p ≠1 (a) (b)
p −1 p −1 2 2
1 + e − p +1 (c)
f (p + ia) + f (p − ia)
(d)
f (p − a) − f (p + a)
(c) ,p ≠1 (d) None of these
p −1 2 2
1 p −1 3 2 3 2
(c) log (d) None of these (a) − + (b) − +
2 p+1 e e2 e2 e
3 2 3 2
24. If L {F (t)} = f (p) and integral is converges then (c) − (d) +
∞ F (t) e2 e e e2
∫0 t dt is : 33. The value of L{t 2e t } is :
∞ ∞ f (x )
(a) ∫ xf (x) dx (b) ∫ dx 2 1
0 0 x (a) (b)
p3 (p − 1)3
∞
(c) ∫ f (x) dx (d) Not exist 2 p
0 (c) (d)
3
∞
(p − 1) (p − 1)3
25. The value of ∫ te − t sin tdt is :
0 ∞ e− x sin x
34. ∫0 dx is equal to :
1 1 x
(a) 0 (b) 1 (c) (d)
2 4 π π
(a) (b) π (c) 0 (d)
∞ sin t 2 4
26. The value of ∫ dt is :
0 t p
35. If L {J1(t)} = 1 − then L {t J1(t)} is :
π p 2
p +1
(a) π (b) (c) (d) 0
2 π
1 1
∞ (a) (b)
27. The value of ∫ te −3t sin t dt is : p2 + 1 p2 + 1
0
1 2 3 4 1 1
(a) (b) (c) (d) (c) (d)
2 3/ 2
25 25 25 25 (p + 1) (p + 1)5/ 2
2
1 ∞
1 t > a
28. If L{J 0(t)} = then ∫ J 0(t) dt is : 36. If F (t) = then L{F (t)} is :
2 0
1+ p 0 t < a
(a) π (b) ∞ (c) 0 (d) 1 e ap e − ap e− a / p e− p / a
(a) (b) (c) (d)
t 1 p p p p
29. If L 2 1 is :
= 3/ 2 then L
π p πt sin t − π π
t>
1 1 1 2 37. If F (t) = 3 3 then,L {F (t)} is :
(a) (b) (c) (d) π
p p p p p 0 t<
3
sin t, r < t < π
30. If F (t) = and F (t) has a period of e πp / 3 e πp / 3
0, π < t < 2π (a) (b)
p+1 p2 + 1
2π then L{F (t)} is :
1 1 e − πp / 3
(a) (b) (c) (d) None of these
(p 2 − 1) (1 − e − pπ ) 2
(p + 1) e πp
p2 + 1
1 1
(c) (d) 38. The value of L {t ne nt } is :
(p + 1) (1 + e − pπ )
3 2
(p + 1) e − πp
n! n!
−2t
(a) (b)
n+1
31.
1 − e
The value of L p (p − n)n+1
is :
t n! n!
(c) (d)
2
(a) log 1 + (b)
log 2 (p + n) n+1 (p − n)n
p p
39. L {t sin at} is equal to :
2 2
(c) log 1 − (d) log 1 + (a)
2ap
(b)
2p
p p2 2
(p + a ) 2
(p + a 2)2
2
t sin x 1 1
40. L ∫ dx is equal to : (a) (b)
0 x (p + 3) p − 2 (p − 3) p + 2
cot −1 p tan −1 p 1 1
(a) (b) (c) (d)
p p (p − 3) p − 2 (p − 3) p
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (c) 3. (c) 4. (a) 5. (c) 6. (d) 7. (d) 8. (c) 9. (b) 10. (c)
11. (b) 12. (c) 13. (d) 14. (c) 15. (d) 16. (b) 17. (a) 18. (b) 19. (a) 20. (c)
21. (d) 22. (c) 23. (d) 24. (c) 25. (c) 26. (b) 27. (c) 28. (d) 29. (a) 30. (a)
31. (a) 32. (b) 33. (c) 34. (d) 35. (c) 36. (b) 37. (c) 38. (b) 39. (c) 40. (a)
41. (c) 42. (a) 43. (c) 44. (c) 45. (b)
C HAPTER
15 The Inverse Laplace Transform
INVERSE LAPLACE TRANSFORM PROPERTIES OF INVERSE LAPLACE TRANSFORMS
1. If L{ F (t)} = f ( p) then F (t) is called an inverse 1. If L−1{ f ( p)} = F (t) then
Laplace transform of f ( p) and is written as L−1{ f ( p − a)} = e at F (t) = e at L−1{ f ( p)}
−1
F (t) = L { f ( p)}
This is called first translation or shifting
Here L−1 is called the inverse Laplace theorem.
transformation operator. 2. If L−1{ f ( p)} = F (t)
2. If f 1( p) and f 2 ( p) be the Laplace transforms of F (t − a), t > a
F1(t) and F2 (t) respectively and C 1, C 2 are two where G (t) =
0, t< a
constants, then
This is called second translation or shifting
L−1{ C 1 f 1( p) + C 2 f 2 ( p)} = C 1L−1{ f 1( p)} theorem.
+ C 2 L−1{ f 2 ( p)}
3. If L−1{ f ( p)} = F (t) then
This is called Linearity property. 1 t
L−1{ f (ap)} = F
3. The inverse Laplace transforms of some a a
functions are This is called change of scale property.
1 If L−1{ f ( p)} = F (t) then
(i) L−1 = 1
p
dn
1 L−1{ f n( p)} = L−1 f ( p) = (−1)n t nF (t)
(ii) L−1 = t dp
n
2
p
4. If L−1{ f ( p)} = F (t) then
1 tn tn
(iii) L−1 = or ∞ F (t)
n+ 1
p t(n + 1) n ! L−1{ ∫ f (x ) dx } =
p t
1
(iv) L−1 =e
at
5. If L−1{ f ( p)} = F (t) and F(0) = 0 then
p − a
L−1{ pf ( p)} = F ′ (t)
−1 sin at
1
(v) L =
2 2 a 6. If F (t) is sectionally continuous and of
p + a
F (t)
p exponential order a and such that lim
(vi) L−1 = cos at t→0 t
2 2
p + a exists then for p > a
f ( p) t
1 sin hat L−1 = ∫0 F (x ) dx
(vii) L−1 = p
2 2 a
p − a
Continuing it we have
−1 p f ( p) t t t t
(viii) L = cos hat L−1 − F (t) dt n
2 2 =
n ∫0 ∫0 ∫0 ∫0
p − a p
114
7. If F (t) and G(t) be two functions of class A, then This is called convolution theorem.
the convolution of two functions F (t) and G(t) 9. If F ( p) and G( p) be two polynomials in p where
denoted by F * G is defined as F ( p) has degree less than that of G( p) and G( p)
t
F*G= ∫0 F (x ) G(t − x ) dx has n distinct factors (zeros)
α r, r = 1, 2, 3, ... n
F × G is commutative, Associative and
i. e. G ( p) = ( p − α 1) ( p − α 2 ) ... ( p − α n)
distributive w.r.t. addition.
n F (α )
F ( p) α rt
8. If F (t) and G(t) be two functions of class A and then L−1 r
r= 1 G′ (α ) e
= Σ
G ( p)
let L−1{ f ( p)} = F (t) and L−1{ g ( p)} = G(t) then r
t This is called Heaviside’s Expansion theorem.
L−1{ f ( p) g ( p)} = ∫0 F (x ) G(t − x ) dx = F * G
EXERCISE
MULTIPLE CHOICE QUESTIONS 7. The value of L−1 {(2p + 3)−1/ 2} is :
1 1 e 3/ 2t
1. L−1 is equal to : (a) (b)
3 πt
p t
e2 . 2 πt
1 1 1
(a) (b) (c) πt (d) 3
t
t t πt e2 1
(c) (d)
2πt 3
−1 1 t
2. L is : e2 πt
2
p + 4
cos 2t cos h2t sin 2t sin h2t p t sin t 32p
(a) (b) (c) (d) 8. If L−1 = then L−1 is :
2 2 2 2 2 2 2 2 2
(p + 1) (16p + 1)
−1 4 t t t t
3. The value of L is : (a) sin (b) sin
(p − 2) 2 2 3 3
e 2t t
(a) e 2t (b) 4e 2t (c) 2e 2t (d) t t
sin
4 (c) sin (d) 2
4 4 t
−1
e p cos (2 t ) e− a / p 2
4. If L−1 = then L−1 for a > 0
p πt p e −3p
9. The inverse Laplace transform of is :
p3
is :
(a) (t − 3) H(t − 3) (b) tH(t − 3)
t k
cos 2 cos 2
k t (t − 3)2
(a) (b) (c) (t − 3)2 H(t − 3) (d) H (t − 3)
πt πt 2
cos 2 kt pe − ap
(c) (d) None of these 10. The value of L−1 is :
πt 2 2
p − w
e− p
5. L−1 is equal to : (a) (t − a) H(t − a) (b) cos w (t − a) H(t − a)
2
p (c) cos hw(t − a) H(t − a) (d) None of these
(a) (t − 1) e − t (b) (t + 1) e − t
1
(c) (t − 1) H(t − 1) (d) (t + 1) + (1) 11. L−1 is equal to :
p(p + 3)
1
6. L−1 is equal to : (a) 1 + e −3t (b) 1 − e −3t
2
p − 6p + 10
(a) e t cos t (b) e 3t sin t e −3t − 1 1 − e −3t
(c) (d)
(c) e 3t cos t (d) e t sin t 3 3
115
1 1
12. L−1 log 1 − is : 20. L−1 is :
n
p2 (p + a)
(a)
2 (1 − cos ht)
(b)
1 − sin ht e − at t n−1 e − at t n
(a) (b)
t t (n − 1)! n!
1 + cos ht
(c) (d) None of these e − at t n+1
t (c) (d) None of these
(n − 1)!
1
13. L−1 is : e − pπ
2 21. The inverse Laplace transform of is :
p (p + 1)
p2 + 1
−t −t
(a) t + e (b) t − 1 + e
−t
(a) (t − π) H (t − π) (b) t H (t − π)
(c) t + 1 + e (d) t − e − t
(c) − sin t H (t − π) (d) cos t H (t − π)
p + 2
14. L−1 log is : 1
p + 1 22. L−1 log 1 + is :
2
p
e t + e 2t e t + e −2t
(a) (b) 2 (1 − cos t) 1 − sin t
t t (a) (b)
t t
e − t − e −2t e − t + e −2t log (1 + t)
(c) (d) (c) (d) None of these
t t t
1 If L−1 {f (p)} = F (t) then L−1 {f (p − a)} is :
15. L−1 is equal to : 23.
(p − 1) (p + 3) (a) e − at F (t) (b) e at F (t)
t −2t t −2t
e −e e +e 1 t
(a) (b) (c) F (d) (−t)n F (t)
3 3 a a
e − t − e −2t
(c) (d) None of these f (p)
2 24. If L−1 {f (p)} = F (t) then L−1 is :
p
19p + 37 x F (x ) x
16. The value of L−1 is : (a) ∫ dx (b) ∫ F (x) dx
0 x 0
(p + 1) (p − 2)
(c) F ′(t) (d) (−1)n t nF (t)
(a) 3e 2t − 5e − t (b) 3e 2t + 5e − t
t
(c) 5e 2t + 3e − t (d) 5e 2t − 3e − t 25. The value of ∫ sin x cos (t − x) dx is equal to :
0
∞ −x 2 (a) sin t + cos t (b) t sin t − 1
17. ∫0 e dx is equal to :
t sin t
(c) t cos t + 1 (d)
π 2
(a) (b) π
2
26. By convolution, the value of |*||*|x| (n times) is :
π t tn t n−1
(c) π (d) (a) (b) t n (c) (d)
2 (n − 1)! n! (n − 1)!
2p + 1
18. The value of L−1 is : p
p (p + 1) 27. The value of L−1 is :
2
p + 36
sin 2 t
(a) sin t + 1 (b) cos t + 1 (c) e − t + 1 (d) (a) sin 6t (b) sin h 6 t
2 (c) cos 6t (d) cos h 6 t
3 1 1
19. L−1 − is equal to : 28. L−1 cos is :
2
9p − 16 p p
(a)
1
cos h
4t 1
(b) − sin h
4t t2 t2
(a) 1 − (b) 1 − + ...
4 3 4 3 (L )2 2+ ...
L2
1 4t 1 4t
(c) sin h (d) − cos h 1 + t2 1 + t2
4 3 4 3 (c) + ... (d) + ....
(L2)2 L2
116
1 e − ap
29. L−1 is equal to : 38. L−1 , a > 0 is :
3 2
(p − a) p
e at te at t 2e at t 3e at (a) at when t > a and 0 otherwise
(a) (b) (c) (d)
2 2 2 2 (b) (t − a) when t > a and 0 otherwise
−1 p+ 3 (c) (t + a) when t > a and 0 otherwise
30. The value of L log is :
p+ 2 (d) None of these
e −2t + e −3t e −2t − e −3t 3p + 7
(a) (b) 39. The value of L−1 is :
2 t 2
p + 2p − 3
e −2t + e −3t e −2t − e −3t
(c) (d) (a) 4e 3t − e − t (b) e 3t + e −2t
t 2
(c) 4e −3t − e t (d) 2e 3t − e − t
−1 p t sin t −1 1
31. If L = then L is :
2 2 2 2 2 1
( p + 1) ( p + 1) 40. The value of L−1 is :
sin t + t cos t p(p + 1)
(a) sin t + t cos t (b)
2 (a) e − t (b) e t (c) 1 + e − t (d) 1 − e − t
t sin t − cos t sin t − t cos t
(c) (d) 1 p
2 2 41. If L−1 {f (p)} = F (t) then L−1 F is :
2 2
−1 1
32. The value of L is : t 1 t
(p + 1) (p − 2) (a) F (b) F
2 2 2
e 2t − e − t et − e− t 1
(a) (b) (c) F (2t) (d) F (t)
3 3 2
e 2t + e − t et + e− t
(c) (d) 42. L−1 {pf (p) − F (0)} is equal to :
3 3
p + 5 (a) F (t) (b) F ′(t) (c) F ′′(t) (d) tF ′(t)
33. L−1 is equal to :
2
p + 1 43. L−1
1
2 is equal to :
(a) sin t − 2 cos t (b) 3 sin t − 2 cos t 9p + 6p + 1
(c) 3sin t + cos t (d) 2 sin t − 3 cos t te − t / 3 te t/ 3
(a) (b)
−1 −1 9 3
34. If L {f (p)} = F (t) then L {f (ap)} is :
1 t t te − t / 2
(a) F (b) a F (c) (d) None of these
a a a 9
1
(c) atF (t) (d) F (at) 1
a 44. The value of L−1 is :
2
e − πp 2(p − 1) + 32
35. L−1 is equal to :
2
p + 1 e 4 t sin t e t sin 8t
(a) (b)
(a) sin t H (t − π) (b) cos t H(t − π) 2 4
(c) t sin(t − π) (d) sin(t − π) H (t − π) e t cos 4t e t sin 4t
(c) (d)
8 8
36. If L−1 {f (p)} = F (t) and F(0) = 0 then L−1 {pf (p)} is :
F (t) 2p − 6
(a) (b) tF (t) 45. L−1 is equal to :
t 2
x p − 3p + 2
(c) ∫ F (x, dx) (d) F ′(t)
0 e 2t
(a) 4e t − 2e 2 t (b) 4e t −
−1 2
−1 e 2 cos 2 t e − ap
37. If L = then L−1 is : 4e t + e 2t 3e 2t
(c) (d)
p πt p 2 2
1
cos (2 at ) cos (2 πt ) 46. L−1 tan −1 is :
(a) (b) p
πt at
1 cos 2 t tan t cos t sect sin t
(c) (d) None of these (a) (b) (c) (d)
a πt t t t t
117
1 1
47. The value of L−1 is : 48. L−1 is :
2 2 2
p (p + 1) p(p + 1)
(a) sin t (b) t + sin t (c) t − sin t (d) t − sin t (a) e − t (t + 1) (b) 1 − e − t (t + 1)
(c) 1 + e − t (d) e t (t − 1)
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (d) 2. (c) 3. (b) 4. (a) 5. (c) 6. (b) 7. (a) 8. (c) 9. (d) 10. (c)
11. (d) 12. (a) 13. (b) 14. (c) 15. (a) 16. (d) 17. (d) 18. (c) 19. (b) 20. (a)
21. (c) 22. (a) 23. (b) 24. (b) 25. (d) 26. (d) 27. (c) 28. (a) 29. (c) 30. (b)
31. (d) 32. (a) 33. (b) 34. (a) 35. (d) 36. (d) 37. (a) 38. (b) 39. (a) 40. (d)
41. (c) 42. (b) 43. (a) 44. (d) 45. (a) 46. (d) 47. (d) 48. (b)
t
∴L−1 {f ′(p)} = e −2t − e − t 26. Since F * G = ∫0 F(x)G (t − x) dx
or = tL−1 {f (p)} = e −2t − e − t t
|*|= ∫0 11. dx = t
p + 2 1 − t
∴ L−1 {f (p)} = L−1 log −2t
= (e − e ) t t2
p + 1 t |*|*|= t * 1 =
∫0 x.1 dx = 2
19p + 37
16. Given L−1 t2 1x2 t3
|*|*|*|= * 1 = ∫0 1dx =
(p + 1) (p − 2) 2 2 3!
Here F (p) = 19p + 37
Proceeding similarly, we have
G (p) = (p + 1) (p − 2) = p 2 − p − 2
t n− 1
Here G (p) has 3 distinct zeroes, |*|*|....*| (n times) = , n = 1, 2, 3,...
(n − 1)!
α1 = −1, α 2 = 2
p t sin t
G′(p) = 2p − 1 31. Given L−1 = = F (t)
2 2 2
By Heaviside’s expansion formula, we have ( p + 1)
19p + 37 F (−1) − t 1 1 p
L−1 = e ∴ L−1 = L−1 .
(p + 1) (p − 2) G′(−1) 2 2 p 2 2
( p + 1) ( p + 1)
F (2) 2t
+ e = −3e − t + 5e 2t t 1 t sin t − t cos t
G′(2) = ∫0 F(x) dx = 2 ∫0 x sin x dx = 2
∞ − tx 2 dx
17. Let F (t) = ∫0 e 1
35. ∵ L−1 = sin t
∞ 2
L{ F (t)} =
2
L{ e − tx } dx p + 1
∫0
∞ e − pπ
∞ dx 1 x L−1 = sin (t − π)H (t − π)
= ∫0 = tan −1 2
p + x2 p p 0 (p + 1)
π = − sin t H (t − π)
=
2 p
−1
−1
π π 1 1 π p cos 2 t
−1 e
∴ F (t) = L = = 37. Since L =
2 p 2 πt 2 t 1/ 2 πt
p
∞ − tx 2 1 π
or ∫0 e . dx =
2 t −1 t
put t = 1 we get e pk 1 cos 2 k
−1
∴ L =
∞ −x 2 π 1/ 2
(pk) k πt
∫0 e dx =
2 k
1
21. Since L−1 = sin t −1 t
2
p + 1 pk cos 2 k
−1 e
or L =
1/ 2
e − pπ
−1 p πt
L = sin (t − π) H (t − π)
2
p + 1
= − sin t H(t − π) −a
1 e p cos 2 at
25. Let. F (t) =
t
Put k = we get L−1 =
∫0 sin x cos (t − x) dx a p πt
By convolution theorem we have
L {F (t)} = L{sin t} L{cos t} 1
38. L−1 = t
1 p p 2
= . = p
p 2 + 1 p 2 + 1 (p 2 + 1)2
e − ap t − a t > a
So, L−1 = (t − a)H (t − a) =
−1 t sin t
p 2
∴ F (t) = L
2 2
= p 0 t≤ a
( p + 1) 2
119
1 f ′(p) = − sin t
43. L−1
2
( 9p + 6pt) But L {f ′(p)} = − tL−1 {f (p)}
−1
∴ − tL−1 {f (p)} = − sin t
1 1 1
= L−1 = L−1
2 sin t
2
(3p + 1) 9 p + 1 L−1 {f (p)} =
t
3
1 sin t
1 − t / 3 −1 1 t or L−1 tan −1 =
= e L = = − e− t / 3 p t
9 2 9
p
1
1 1 47. L−1 = sin t
44. L−1 = e t L−1 2
(p + 1)
2 2 2 2
2( p − 1) + 3 2p + 3
1 t
e t −1 1 e t sin 4t e t sin 4t L−1 = ∫0 sin x dx = 1 − cos t
= L 2
2 = = p(p + 1)
2 p + 16 2 4 8
1 t
45. Here F (p) = 2p − 6 L−1 = ∫0(1 − cos x) dx = t − sin t
2 2
p (p + 1)
and G(p) = p 2 − 3p + 2
1 1
G(p) = (p − 1) (p − 2) 48. L−1 = L−1
2 2
p(p + 1) (p + 1 − 1) (p + 1)
∴ G′(p) = 2p − 3
1
By Heaviside expansion formula we have = e − t L−1
2
2p − 6 F (1) t F (2) 2t (p − 1) p
L−1 = e + e
2 1
p − 3p + 2 G′(1) G′(2) Now, L−1 t
=e
−4 t −2 2t p − 1
= e + e
−1 1 1 t x
∴ L−1 = ∫0 e dx = e t − 1
t
= 4e − 2e 2t p(p − 1)
1 1 t
46. Let f (p) = tan −1 = cot −1 p L−1 = ∫0(e
x
− 1) dx = e t − t − 1
p 2
p ( p − 1)
1 1
f ′(p) = − ∴ L−1 = e − t (e t − t − 1) = 1 − e − t (t + 1)
p2 + 1 2
p( p + 1)
1
So L−1 {f ′(p)} = tL−1 − mmm
2
p + 1
120
Unit-IV
C HAPTER
16 Applications of Laplace Transform
If y(x , t) is a function of x and t then
SOLUTION OF ORDINARY DIFFERENTIAL EQUATION
1. The Laplace transform is very useful in solving ∂y
(i) L = py(x , p) − y(x , 0)
ordinary linear differential equations with ∂t
constant coefficient. ∂ 2y
(ii) L = p2 y(x , p) − py (x , 0) − yt(x , 0)
Consider a linear differential equation with 2
∂t
constant coefficients.
∂y dy
d ny d n− 1y (iii) L =
+ A1 + ... ∂x dx
dt n dt n− 1
∂ 2y d 2y
dy (iv) L =
+ An− 1 + Any = F (t) ...(1) 2 2
dt ∂x dx
Where F (t) is a function of independent where, L { y(x , t)} = y(x , p)
variable t.
Let y(0) = C 0 , y(0) = C 1, ..., y n− 1(0) = C n− 1 SOLUTION OF INTEGRAL EQUATIONS
...(2) 1. Laplace transform is also useful in solving
be the given initial or boundary conditions. various integral equations such as
Where C 0 , C 1, C 2 , ..., C n− 1 are all constants. b
F (t) = y( f ) + ∫a k (u, t)F (u) dx
To solve equation (1) we take the Laplace
transform of both sides of equation (1) and where y(t) and k (u, t) are known a and b are
using contition (2) we obtain an algebraic either constants or functions of t. Here the
equation called subsidiary equation form function F (t) which appears under the integral
which
sign is to be determined.
y( p) = L{ y(t)} is determined. The required
solution can be obtained by finding the inverse t F (u) du
2. An equation of the form G(t) = ∫0 (t − u)n
Laplace transform of y( p).
2. The Laplace transform is very useful in solving is called Abel’s integral equation with r < n < 1.
the differential equations having the terms
t my n(t) is variable coefficients, where Laplace 3. An integral equation of the form
t
transform is F (t) = y(t) + ∫0 k (t − u) F (x ) dx or
dm
L{ t my n(t)} = (−1)m [L{ y n(t)}]
dp m F (t) = y(t) + k (t) * F (t) is called an integral
equation of convolution type.
3. The Laplace transform can also be used in
solving two or more simultaneous ordinary 4. An integral equation in which various
differential equations.
derivatives of the unknown function F (t) can
SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS also be present is called integer-differential
1. Laplace transform is also useful in solving equation such as
t
partial differential equations when the F ′ (t) = F (t) + y(t) + ∫0 k (t − u) F (u) du
boundary conditions are given
121
EXERCISE
MULTIPLE CHOICE QUESTIONS 10. The Laplace transform of 3
∂ 2y
=
∂y
with
∂y 2 ∂t
1. If y(x, t) is a functio.n of x and t then L is : dx
∂t y(x, 0) = 30 cos 5 x is :
(a) y(x, p) − y(x, 0) (b)
dy (a) (D 2 + 3) y = cos 5 x
dt p
(b) D 2 − y = −10 cos 5 x
(c) py(x, p) − y(x, 0) (d) p 2y(x, p) − py(x, 0) 3
2. The solution of (D + 1) y = 1, y = 2 when t = 0 is : 2 p
(c) D + y = 10 cos 5 x
3
(a) 1 + e t (b) 1 + e − t (c) 1 − e − t (d) 1 − e t
p
3. The solution of (D 2 + 1) y = 0, y(0) = 0, y′(0) = 1 is : (d) D 2 − y = cos 5 x
3
(a) cos t (b) e t + 1 (c) sin t (d) e − t t
11. The solution of F (t) = a sin t − 2∫ F (u) cos (t − 9)du is :
4. If we take Laplace transform of (D + 2)2 y = 4e −2t 0
with y(0) = −1, y′(0) = 4, L{y} is equal to : (a) e − t (b) te t (c) ate − t (d) at 2e t
2 2 t
4 − 2p − p 2p + 1 12. The solution of F (t) = 1 + 2∫ F (t − u) e −2u du is :
(a) (b) 0
(p + 2)3 (p + 2)3
(a) 2t (b) 1 + 2t (c) 1 − 2t (d) 2t + t
2p 2 − 2p + 1
(c) (d) None of these ∂y
(p + 2)3 13. L is equal to :
∂x
5. The solution of D 3y = 0 with (a)
dy
(b) py (x, p)
y(0) = y′(0) = 0, y ′′(0) = 1 is : dx
t2 t2 + 1 (c) py(x, p) − y (x) dy (d) y (x, p)
(a) t (b) t 2 (c) (d)
2 2 14. The solution of D 2y = t when y(0) = y′(0) = 0 is :
6. The solution of (D 2 + D) x = 2, x(0) = 3, x ′(0) = 1 is : t2 t3 t
(a) (b) (c) (d) Not exist
(a) 1 + 2t + e t
(b) 2 + t − e −t 3 6 6
(c) 1 + 2t + e − t (d) 2 + 2t + e − t 15. L−1 {py(x, p) − y (x, 0)} is :
∂y ∂y dy dy ∂y ∂y
7. The Laplace transform of = 2 + y, (a) (b) (c) (d)
∂x ∂t dt dx ∂x ∂t
y(x, 0) = 6e −3x is : d 2y
dy 16. L−1 is equal to :
(a) − (2p + 1) y = −12e −3x 2
dx dx
dy
(b) − py = 12e −3x d 2y d 2y ∂ 2y ∂ 2y
dx (a) (b) (c) (d)
dx 2 dx 2 ∂x 2 ∂x 2
dy
(c) + 2py = e −3x (d) None of these
dx 17. The solution of y ′′ + y = t with y′(0) = 1, y ( π) = 0 is :
2
8. The solution of (D + 1) y = 0 under the condition (a) t cos t + π (b) π sin t + t
dy (c) t sin t + π (d) π cos t + t
y = 1, = 0 when t = 0, is:
dt ∂y
(a) e t + 1 (b) cos t + 1 (c) sin t − 1 (d) cos t 18. L is equal to :
∂x
9. For (D 2 − D − 6) y = 2, t > 0 with y(0) = 1, y′(0) = 0 . (a) y(x, p) − y(x, 0) (b)
dy
L{y} is equal to : dx
(c) py(x, p) − y (x, 0) (d) y(x, p)
p2 − p + 2 p2 + 1
(a) (b)
2
p(p − p − 6) 2
(p − p − 6) ∂ 2y ∂y
19. The Laplace transform of = with
2 ∂t
1 p+1 ∂x
(c) (d) y(x, 0) = 3 sin 2 πx is :
p (p 2 + 1) p2 − p − 6
122
t
(a) (D 2 + p) y = 3 sin 2 πx 28. The solution of F ′(t) = sin t + ∫0 F(t − u) cos u du with
(b) (D + p) y = −3 sin 2πx F (0) = 0 is :
(c) (D − p) y = 3 sin 2πx
t t2
(d) (D 2 − p) y = −3 sin 2 πx (a) 0 (b) t (c) (d)
2 2
t t
20. The solution of F (t) = 4t − 3∫ F (u) sin(t − u) du is : 29. The solution of ∫ F (u)F (t − u)du = t is :
0 0
3 3
(a) t + sin 2t (b) t − cos 2t t2
2 4 (a) 0 (b) ± t (c) ± (d) ± 1
1 2
(c) t + sin 3t (d) t − sin 3t
2 t f (u) du
t 30. The solution of ∫ = t is :
21. The solution of y(t) = 1 + ∫0 y(u) (t − u) du : 0 (t − u)1/ 3
(a) sin t (b) cos t (c) sin ht (d) cos ht 3 t1/ 3 3 3 t1/ 2
(a) (b)
22. L−1 {p 2y(x, p) − py (x, 0) − y + (x, 0)} is : 2π π
d 2y ∂ 2y d 2y ∂ 2y 3 3 t1/ 3 3 t1/ 2
(a) (b) (c) (d) (c) (d)
dx 2 ∂x 2 dt 2 ∂t 2 2π 2π
31. The transformed differential equation after Laplace
∂ 2y ∂y
23. The solution of 2 = with y(x, 0) = 0, transform of y ′′t + y′− y = 0 if y(0) = 0, y′(0) = 1 is :
∂x 2 ∂t
dy 2 1 dy 1
y = L{y} is : (a) − p − y = − (b) − py =
dp p p dp p
(a) y = C1e px / 2 + C2e − px / 2
dy 1 dy 1
p p (c) − (p − 2) y = − (d) + py = −
x −x dp p dp p
(b) y = C1e 2 + C2e 2
32. After solving (D − 2) x − (D − 2) y = sin t and
(c) y = C1e px + C2e − px
(D 2 + 1) x + 2Dy = 0, x(0) = x ′(0) = y(0) = 0, L{x} is :
(d) None of these 2p 2p
(a) (b)
∂ y ∂ 2y (p 2 + 1) (p − 1) (p 2 + 1) (p 2 − 3p + 2)
24. Laplace transform of = , x > 0, t > 0,
∂t ∂x 2 2p
(c) (d) None of these
y − L{y}, y(x, 0) = 0 is : (p + 1) (p 3 − 3p − 2)
2
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (c) 2. (b) 3. (c) 4. (a) 5. (c) 6. (d) 7. (a) 8. (d) 9. (a) 10. (b)
11. (c) 12. (b) 13. (a) 14. (b) 15. (d) 16. (c) 17. (d) 18. (b) 19. (d) 20. (a)
21. (d) 22. (d) 23. (b) 24. (c) 25. (c) 26. (a) 27. (d) 28. (d) 29. (d) 30. (c)
31. (a) 32. (c) 33. (d) 34. (b) 35. (d) 36. (c) 37. (c) 38. (a) 39. (b) 40. (c)
1 F (t) = 1 + 2 t
L{y} =
p3 17. Taking Laplace transform of given equation we have
1 t2 t2
−1 L{y ′′} + L{y} = L{t}
⇒ y=L = =
3 1
p 2! 2 p 2L{y} − py(0) − y′(0) + L{y} =
∂y ∂y p2
7. Given equation is = 2 + y, taking the Laplace
∂x ∂t put y (0) = A
transform we have (p 2 + 1)
(p 2 + 1)L{y} = Ap +
∂y ∂y
L = 2L + L{y} p
∂x ∂t p 1
L{y} = A + − y = A cos t + t
dy p2 + 1 p2
or = 2 {py − y(x, 0)} + y
dx
But y( π) = 0
∵ y(x, 0) = 6e −3x
so 0 = Acos π + π
dy
or − (2p + 1) y = −12e −3x ⇒ A= π
dx
∴ y = π cos t + t
8. Taking the Laplace transform of
20. F (t) = 4t − 3F (t) * sin t
(D 2 − D − 6) y = 2 we get
Taking Laplace transform of this equation
L{y ′′} − L{y′} − 6L{y} = L[2]
2 L{F (t)} = 4L{t} − 3L{F (t) * sin t}
p 2L{y} − py(0) − y′(0) − [pL(y) − y (0)] − 6L{y} =
p = 3L{t} − 3L{F (t)}. L{sin t}
2
p 2L{y} − p − pL{y} + 1 − 6L{y} = =
4
− 3L{F (t)}
1
p
p2 p2 + 1
2 p2 − p + 2
(p 2 − p − 6)L{y} = + p −1 = 4(p 2 + 1)
p p ∴ L{F (t)} =
p 2(p 2 + 4)
p2 − p + 2
∴ L{y} =
p(p 2 − p − 6) 1 −1 1
F (t) = 4 L−1 +L 2 2
2
p − 4 p ( p + 4)
∂ 2y ∂y
10. Taking Laplace transform of 3 = we have sin 2t t sin 2t 3
∂x 2 ∂t F (t) = 4 + − = sin 2t + t
2 4 8 2
∂ 2y ∂y
3L = L
∂ x 2 ∂t ∂y ∂ 2y
23. Taking Laplace transform of =2
∂t ∂x 2
d 2y
3 = py (x, p) − y(x, 0) ∂y ∂ 2y d 2y
dx 2 L = 2L or py − y(x, 0) = 2 2
∂t 2
∂x dx
d 2y p
− y = −10 cos 5x
2 3 d 2y p 2
dx or − y =0
2 2
dx
12. Given equation is F (t) = 1 + 2F (t) * e −2t
∵ y(x, 0) = 0
Taking Laplace transform of both sides we get
1 so its general solution is
L{F (t)} = L{1} + 2L{F (t) * e −2t } =
p y = C1e x p/ 2
+ C2e − x p/ 2
−2t
+2 [L{F (t)}. Le ]
25. Given F (t) * t −1/ 2 = 1, taking Laplace transform
1 2
= + L{F (t)}
p p+ 2 L{F (t)}. L{t −1/ 2} = L{1}
p+ 2 π 1
or L{F (t)} = ⇒ L{F (t)} =
p2 p1/ 2 p
1 1 1 1
∴ F (t) = L−1 + 2L−1 L{F (t)} =
p 2
p π p1/ 2
125
1 −1 1 d
∴ F (t) = L or − {p 2y − py(0) − y′(0)} + 2{py
π 1/ 2 dp
p
1 dy dy
F (t) = − y(0)} − = 0 −(p 2 + 1) −1 = 0
π t dp dp
dy 1
28. Given equation is F ′(t) = sin t + F (t) * cos t or =−
Taking Laplace transform we have
dp p2 + 1
L{F ′(t)} = L{sin t} + L{F (t) * cos t} so y = A − tan −1 p
1
pL{F (t)} − F (0) = + L{F (t)}. L{cos t} 37. Taking Laplace transform of (D 2 + 1)y = 6 cos 2 t we
p2 + 1
have
1 p
pL{F (t)} = + L{F (t)}. L{y ′′} + L{y} = 6L{cos 2t}
p3 + 1 p2 + 1
2 6p
1 p L{y} − py(0) − y′(0) + L{y} =
L{F (t)} = p2 + 4
p3
1 t2 ∴ y(0) = y′(0) = 0 so
⇒ F (t) = L−1 = 6p
3 2
p 2 (p + 1) L{y} =
p2 + 4
31. Taking laplace transform of y ′′ + ty′− y = 0
6p
L{y ′′} + L{ty′} − L{y} = 0 ⇒ L{y} =
2 d (p 2 + 1) (p 2 + 4)
p y − py (0) − y′(0) − {L(y′)} − y = 0
dp 39. Taking Laplace transform of (D 2 + 9) y = 18t we
d
(p 2 − 1)y − 1 − {py − y (0)} = 0 have
dp L{y ′′} + 9L{y} = 18L{t}
∵ y′(0) = 1 2 18
p L{y} − py(0) − y′(0) + 9L{y} =
or 2
(p − 1) y − 1 − y + p
dy p2
=0
dp 18
(p 2 + 9)L{y} =
∵ y (0) = 0 p2
dy p 1 ∴ y(0) = y(0) = 0
or − p − y = −
dp 2 p 18
So, L{y} =
33. Taking Laplace transform of
∂u ∂u
− = 1 − e− t p 2(p 2 + 9)
∂x ∂t
40. Taking Laplace transform of given equation we have
∂u ∂u
we have L − L = L{1 − e − t } L{y ′′} − 4L{y} + 5L{y} = L{t 2}
∂x ∂t
du 1
− {pu − u (x, 0)} = −
1 p 2L{y} − py(0) − y′(0) − 4{pL(y)
dx p p+1 2
− y (0)} + 5L{y} =
∴ u (x, 0) = x p3
du 1 2
− pu + x = (p 2 − 4p + 5) L{y} =
dx p(p + 1) p3
du 1 ∴ y(0) = y′(0) = 0
− pu = −x
dx p(p + 1) 2
∴ L(y) =
35. Taking Laplace transform of ty ′′ + 2y′+ ty = 0 p 3(p 2 − 4p + 5)
L{ty ′′} + 2L{y′} + L{ty} = 0 mmm
d d
or − L {y ′′} + 2L {y′} − L {y} = 0
dp dp
126
Unit-V
C HAPTER
17 Fourier Transforms
FOURIER TRANSFORM 3. The infinite Fourier sine transform of f (x ),
1. Let f (x ) be a function defined on (– ∞, ∞) and r < x < ∞ is denoted by Fs { f (x )} or f$s ( p) and is
be piecewise continuous in each finite partial defined as
interval and absolutely integrable in (– ∞, ∞), 2 ∞
Fs { f (x )} = f$s ( p) = f (x ) sin px dx
then π ∫0
1 ∞ −ipx
F { f (x )} = ∫−∞ e f (x ) dx The function f (x ) is called the inverse Fourier
2π
sine transform of f$ ( p) i. e.
s
is called the Fourier transforms of f (x ) and
denoted by F { f (x )} or f$( p) f (x ) = Fs−1{ f$s ( p)}
(i) If f$( p) is the complex Fourier transform of convolution of f (x ) and g (x ) is the product of
their Fourier transforms i. e.,
f (x ), the complex Fourier transform of f (ax ) is
1 p F { f (x ) * g (x )} = F { f (x )}. F { g (x )}
f$ .
a a This is called convolution or Falting Theorem.
(ii) If f$s ( p) is the Fourier sine transform of f (x ),
FOURIER TRANSFORM OF THE DERIVATIVES
then the Fourier sine transform of f (ax ) is 1. The Fourier transform of f ′ (x ), the derivative
1 $ p of f (x ) is −ipf$( p), where f$( p) is the Fourier
fs
a a transform off (x ).
(iii) If f$c ( p) is the Fourier cosine transform of 2. The Fourier transform of f n(x ), the n th
f (x ), then the Fourier cosine transform of f (ax )
derivative of f (x ) is (−ip)n times the Fourier
1 p
is f$c . transform of f (x ) provided that the first (n − 1)
a a
derivatives of f (x ) Vanish as x → ± ∞.
3. Shifting Property
If f$( p) is the complex Fourier transform of f (x ),
then the complex Fourier transform of f (x − a)
is e −ipa f$( p).
128
EXERCISE
MULTIPLE CHOICE QUESTIONS (a)
2 ∞
f (x) sin px dp (b)
2 x
f (x) sin px dx
1. The infinite Fourier cosine transform of f (x) is $fc (p) π ∫0 π ∫0
2 ∞ 2 x
is : (c) f (x) sin px dx (d) f (x) sin px dp
π ∫0 π ∫0
2 x 2 ∞
(a) f (x) cos px dx (b) f (x) cos px dx
π ∫0 π ∫0 10. If Fc {f (x)} = $fc (p) then FC {f (ax)} is :
2 ∞ 1 $ p p
(c) cos px dx (d) None of these (a) fc (b) af$c
π ∫0 a a a
π
16. If $fs (p) = then f (x) is : a − p
2 $
24. If fc (p) = 2 , p < 2a then f (x) is :
(a)
π
x (b)
π 2π
2 2 0 , p ≥ 2a
(c)
π 2
x (d)
π1 sin 2 ax cos 2 ax
(a) (b)
2 2x π πx 2
2
17. If $fc (p) = e − p then f (x) is : cos ax sin 2 ax
(c) (d)
2 2 2 πx πx 2
(a) (x + 1) (b) x
π π e − ap
25. If $fs (p) = then f (x) is :
2 x 2 1 p
(c) (d)
π (x 2 + 1) π (x 2 + 1) π 2 x
(a) tan −1(x) (b) tan −1
18. If $fc (p) is the Fourier cosine transform of f (x) then 2 π a
f (x) is : 2 x 2 e − ax
(c) sin −1 (d)
2 ∞$ 2 ∞$ π a π x
(a) fc (p) cos px dx (b) fc (p) dp
π ∫0 π ∫0
26. If $fs (p) is the Fourier sine transform of f (x) then f (x)
2 ∞$
(c) fc (p) cos px dp (d) None of these
π ∫0 is :
2 ∞$ 2 ∞$
19. If Fs {f (x)} = $fs (p) then Fs {f (ax)} is : (a) fs (p) sin px dp (b) fs (p) sin px dp
π ∫0 π ∫0
p 1$
(a) af$s (b) fs (ap)
a a 2 ∞$ 2 ∞$
(c) fs (p) dp (d) fs (p) dx
1 $ p π ∫0 π ∫0
(c) fs (d) af$s (ap)
a a 27. If F {f (x)} = $f (p) then F {f (x) cos ax] is :
1, |x |< a (a) $f (p) cos ap (b) $f (p) sin ap
20. If F (x) = then for p = 0, $f (p) is :
0, |x |> a $f (p − a) + $f (p + a)
cos ap + sin ap
a 2a 2 2a (c) $f (p) (d)
(a) 2a (b) (c) (d) 2 2
2π 2π 2π
28. If F and G are two integrable functions over (− ∝, ∝)
21. Fc {e − x } is : then the convolution F * G is :
2 1 2 p 1 ∞
(a) (b) (a)
π 1 + p2 π p2 + 1 2π ∫0 F(u) G (x − u) du
2 1 2 p 1 ∞
(c) (d) (b) ∫−∞ F(u) G (u) du
π p2 − 1 π p2 − 1 2π
x, |x |≤ a 1 ∞
22. If f (x) = then Fourier transform of f (x) (c) ∫−∞ F(u) G (x − u) du
0, |x |> a 2π
is : 1 ∞
(d) ∫−∞ F(u) G (x + u) du
2 2 2π
(a) (cos ap − sin ap) (b) (p cos ap + sin ap)
π π
x 0< x < 1
i 2 29. If f (x) = 2 − x 1 < x < 2 then Fc {f (x)} is :
(c) − (ap cos ap − sin ap)
p2 π 0 x>2
(d) None of these
2 cos p 2 sin p
π (a) (b)
23 If f$c (p) = then f (x) is : π p2 π p2
2
π π π x 2 sin p 2
(a) 0 (b) x (c) (d) . (c) 2 (1 − cos p) (d) 2 sin p (1 − cos p)
2 2 2 2 π p2 π
130
30. If $fs (p) = e − ap then f (x) is : 38. If F {f (x)}s = $f (p) then F {f (x) cos ax} is :
2 x 2 2 $f (p − a + $f (p + a)
(a) (b) (a + x 2) 1$
π a + x2
2 π (a) (b) f (p − a)
2 2
2 a2 + x 2 $f (p − a) − $f (p + a)
(c) (d) None of these 1$
π x (c) f (p + a) (d)
2 2
1
31. If f$s (p) = then f (x) is :
p 39. FS[e −5x ] is equal to :
2 π
(a) p (b) p p2 + 1 p2 − 1
π 2 (a) (b)
5 25
π 1 2
(c) (d) p(p − 1) p
2 p π (c) (d)
5 2
p + 25
1 , |x |< a
32. If f (x) = then F {f (x)} is :
−2x
0 , |x |> a 40. Fc {e } is equal to :
2 p
(a) sin ap (b) sin ap
p 2 2 1 2 4
(a) (b)
2 p π p 2 + 4 π p 2 + 4
(c) cos ap (d) cos ap
p 2
2 2 4 2
33. If f (x) = e − x then lim fs {f (x)} is : (c) (d)
p→ ∞ π p 2 + 4 p2 − 4 π
1
(a) 0 (b) 1 (c) (d) 2
2 1
41. If f (x) = then Fs {f (x)} is :
x
34. The convolution of f (x) and g (x) is f (x) * g (x) then
F {f (x) * g(x)} is : π 1 π 1 π
(a) p (b) (c) (d)
(a) F {f (x)} + F {g(x)} (b) F {f (x)} − F {g(x)} 2 p 2 p 2
x 0< x < 1 d
(a) xf ′(x) (b) Fc {f (x)}
36. If f (x) = 2 − x 1 < x < 2 then find Fs {f (x)} : dp
0 x>2 d
(c) − xf ′(x) (d) Fs {f (x)}
dp
2 sin p 2 cos p
(a) 2 (1 − cos p) (b) 44. If Fs {f (x)} = (2 π p)1/ then f (x) is :
π p2 π p2
1 1
(a) (b)
2 2 sin p x x
(c) cos p (1 − cos p) (d) 2 (1 − sin p)
π π p2 1
(c) x x (d)
x x
37. If $fc (p) = e − ap then f (x) is :
∝
45. If ∫ f (x) cos px dx = e − p then f (x) is :
0
2 a2 + x 2 2 a
(a) (b) 1 2 1
π a π x 2 + a2 (a) (b)
1+ x2 π 1+ x2
2 π 2 1 21
(c) a (d) a (c) (d)
π 2 π 1+ x2 πx
131
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (d) 3. (b) 4. (c) 5. (d) 6. (d) 7. (b) 8. (c) 9. (c) 10. (a)
11. (c) 12. (c) 13. (b) 14. (b) 15. (b) 16. (d) 17. (d) 18. (c) 19. (c) 20. (d)
21. (a) 22. (c) 23. (a) 24. (d) 25. (b) 26. (a) 27. (d) 28. (c) 29. (c) 30. (a)
31. (c) 32. (a) 33. (a) 34. (d) 35. (d) 36. (a) 37. (d) 38. (a) 39. (d) 40. (c)
41. (d) 42. (a) 43. (d) 44. (d) 45. (b)
a
1 ∞ 1 e ipx e ipa − e − ipa sin pa
Since F {f (x)} = $f (p) = ∫−∞ e ipx f (x) dx = = =
2π 2a ip − a 2ipa pa
a
1 a 1 e ipx
= ∫− a e − ipx dx = 15. $f (p) = 2 ∞
f (x) sin px dx
2π 2 π ip − a π ∫0
s
1 e ipa e − ipa 2 a b ∞
= − = 0 sin px dx + ∫a x sin px dx + ∫b 0 sin px dx
2π ip ip π ∫0
2 i sin pa 2 sin pa 2 b
= = = x sin px dx
ip 2 π p 2π π ∫a
2 ∞ cos px π −p
6. Given that f$c (p) = dx = e 16. By Fourier sine inverse formula we have
π ∫0 1 + x 2 2 2 ∞$ 2 ∞π
f (x ) = ∫ fs (p) sin pxdp = sin px dp
Differentiating both sides w.r.t. p we get π 0 π ∫0 2
∞ x sin px π π ∞
−∫ dx = − e − p = sin px dx
0 1+ x2 2 2 ∫0
∞
2 ∞ x π −p ∞ − ipx e − ipx 1 i
∴ $fs (p) = sin px dx = e Since ∫0 e dx = = =−
π ∫0 1 + x 2 2 − ix 0 ix x
∞ i
πe − p i. e. ∫0 (cos px − i sin px ) dx =−
7. Here f$c (p) = , so by Fourier cosine inversion x
2 ∞ 1
formula we have
⇒ ∫0 sin px dx = x
π 1
2 ∞$ ∴ f (x ) =
f (x ) = f c ( p) cos px dp 2x
π ∫0
^ 1 ∞ 1 a ipx
2 ∞ πe − p 20. f (p) = ∫−∞ e
ipx
f (x)dx = ∫− ae dx
= cos px dp
π ∫0 2
2π 2π
∞ 1 a 2a
π e− p π 1 ∴ p = 0 so ^
f (D) = ∫− a dx =
= (− cos px + sin px) = . 2π 2π
2 1 + x 2 2 1+ x2
0
^ 2 ∞ 2 ∞ −x
21. f c (p) = f (x) cos px dx = e cos px dx
2π π ∫0 π ∫0
13. Here, f (x) = 2a |x |≤ a
∞
0 |x |> a 2 e− x 2 1
= (− cos px + p sin px) =
1 ∞ π 2 π 1 + p2
F {f (x)} = e ipx f (x) dx 1 + p 0
2π ∫−∞
132
∞
43. The Fourier sine transform of f (x) 45. Given ∫ f (x) cos px dx = e − p
0
2 ∞
Fs {f (x)} = f (x) sin px dx = $fS(p)
π ∫0
2 ∞ 2 −p
or f (x) cos px dx = e = FC {f (x)}
π ∫0 π
d 2
Differentiating w.r.t. p we get FS {f (x)} = 2 −p 2 2 ∞ −p
dp π ∴ f (x) = FC−1 e = . e cos px dp
∞ π π π ∫0
∫0 xf (x) cos px dx 2 ∞ −p
f (x ) = e cos px dp
or
d
FS {f (x)} = FC {xf (x)} π ∫0
dp ∞
2 e− p
= {− cos px + x sin px}
π 1 + x 2 0
2 1
=
π 1+ x2
mmm
134
Unit-V
C HAPTER
18 Finite Fourier Transform
FINITE FOURIER SINE TRANSFORM 1$ 2 ∞ $ πpx
f (x ) = f C (x ) + Σ f C ( p) cos
1. The finite fourier sine transform of f (x ) in the l l p =1 l
l
finite range (0, e) is defined as where f$C (0) = ∫0 f (x ) dx
l πpx
FS { f (x )} = f$S ( p) = ∫ f (x ) sin dx
0 l If the interval is (0, π) then it becomes
where p is an integer. 1 $ 2 α $
f (x ) = f C (0) + Σ f C ( p) cos px
In the finite range 0 < x < π it is defined as π π p =1
π
FS { f (x )} = f$S ( p) =
π
f (x ) sin px dx where f$C (0) = ∫0 f (x ) dx
∫0
2. The finite fourier cosine transform of f (x ) in 3. Let f (x , y) be a function of x , y defined in
(0, l ) is defined as 0 ≤ x ≤ π and 0 ≤ y ≤ π then
l πpx
FC { f (x )} = f$C ( p) =
π π
∫0 f (x ) cos dx f$S ( p, q) = ∫0 ∫0 f (x ,y) sin px sin qydx dy
l
If the range is (0, π) then Similarly,
π
FC { f (x )} = f$C ( p) = ∫0 f (x ) cos px dx f$C ( p, q) =
π π
∫0 ∫0 f (x , y) cos px cos qydx dy
INVERSE FORMULA FOR FINITE FOURIER PROPERTIES OF FINITE FOURIER TRANSFORM
TRANSFORM 1. If f (x ) is continuous and f ′ (x ) is sectionally
1. If f$S ( p) is the finite fourier sine transform of f (x ) continuous then
over (0, l ) then the inverse formula for sine
(i) FS { f ′ (x )} = − pFC { f (x )}, p = 1, 2, 3, ...
transform is
(ii) FC { f ′ (x )} = pFS { f (x )} − f (0)
2 α $ πpx
f (x ) = Σ f S ( p) sin
l p =1 l +(−1)p f (π), p = 0, 1, 2, ...
If interval is (0, π) then it becomes 2. If F (x ) and G(x ) be two functions on the interval
2 α $ (−2π, 2π) then
f (x ) = Σ f S ( p) sin px
π p =1 π
F (x ) * G(x ) = ∫−π F (x − y) G(y) dy is called the
2. If f$C ( p) is the finite fourier cosine transform of
convolution of F (x ) and G(x ).
f (x ) over (0, l ) then the inversion formula for
cosine transform is
135
EXERCISE
MULTIPLE CHOICE QUESTIONS 10. The finite fourier cosine transform of x when p = 0,
is :
1. The finite fourier sine transform of 1 is : π2
1 + (−1)p 1 − (−1)p (a) π (b) − π (c) π 2 (d)
(a) (b) 2
p p x
11. The finite fourier sin transform of is :
1 + p2 1 − p2 4π
(c) (d)
p p
(−1)p (−1)p −1
(a) (b)
2. The finite fourier cosine transform of x is : 4p 4p
1 + (−1)p 1 − (−1)p
(a) (b) (−1)p +1 (−1)p
p p2 (c) (d)
p 4p p
−1 − (−1) −1 + (−1)p
(c) (d)
p2 p2 π
cos 2p
3 and 0 < x < 1 then f (x) is :
x 12. If $fC (p) = −
3. The finite fourier sine transform of 1 − is : (2p + 1)2
π
1 πp p π
(a) p (b) (c) (d) cos 2p
p 1− p 1+ p α 3 cos pπx
(a) Σ
4. If $fS(p) is the finite fourier sine transform of f (x) is p =1 (2p + 1)2
1 − cos pπ π π π
16. If $fS(p) = , 0 < x < π then f (x) is : (a) (b) (c) (d) 0
p2 π2 2 4 6
x
The finite fourier sine transform of 1 − is :
α 1 − cos pπ
(a) Σ 24.
sin px π
p =1 p
1 1− p
α 1 − cos pπ (a) 0 (b) p (c) (d)
2 p p
(b) Σ sin px
π 3 p =1 p2
x; π
0≤ x <
α cos pπ 25.
If f (x) = 2 then F {f (x)} is :
(c) ∫ sin px dx π S
φ p π − x; <x< π
2
2 α 1+ cos pπ
(d) sin px pπ 2 pπ
π2 1
∫
p2
(a) 2 sin (b) sin
2 p 2
2 pπ 2 pπ
17. The finite fourier sine transform of x is : (c) cos (d) sin
p 2 2 2
p
(−1)p +1 (−1)p
(a) (b)
p p x
26. The finite fourier cosine transform of is :
π (−1) p
p (−1) p 4π
(c) (d) −1 − (−1)p −1 + (−1)p
p 4 πp 2 (a) (b)
2
4 πp p2
x
18. The finite fourier cosine transform of 1 − is : (−1)p
π (c) (d) None of these
4 πp 2
1 − (−1)p −1 − (−1)p
(a) (b)
πp 2 πp 2 27. If p = n then finite fourier cosine transform of sin nx
1 + (−1) p
−1 − (−1) p is :
(c) (d) 2n n
2
4 πp 4 πp 2 (a) (b)
n2 − p 2 n2 − p 2
1; π
0< x < (c) np 2 (d) 0
19. If f (x) = 2 then $f (p) is :
π C
− 1; < x < π 28. If p = 1, 2, 3,... then finite fourier cosine transform of
2
3x 2 is :
2 πp
(a) sin (b) p sin ( πp) (a)
2π
(−1)p (b)
3π
(−1)p
p 2 p 2
p
p πp
(c) sin (d) None of these 6π p 6π
2 2 (c) (−1) (d) (−1)p
p3 p2
20. If f (x) = sin nx , n is positive integer and p = n then
$f (p) is : 29. If p = 0 then finite fourier cosine transform of
S
π π x2 π
(a) π (b) (c) (d) 0 − is :
2 4 2π 6
2π 2π 3π
21. If f (x) = 2x, 0 < x < 4 then $f (0) is : (a) 0 (b) (c) (d)
C p p2 p3
(a) 0 (b) 1 (c) 4 (d) 16
30. The finite fourier sine transform of x( π − x) is :
22. If n − p is odd then fourier finite cosine transform of 1 − (−1)p 2[1 − (−1)p ]
(a) (b)
sin nx is : p 2
p3
n 2n
(a)
2 2
(b) 2 [1 + (−1)p ] 1 + (−1)p
n +p n − p2
2 (c)
3
(d)
p p3
2n
(c) (d) 0
n2 + p 2 π x2
31. The finite fourier cosine transform of − x +
3 2π
23. The finite fourier sine transform of sin nx for p ≠ n
is : is :
137
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (b) 2. (c) 3. (b) 4. (d) 5. (b) 6. (d) 7. (d) 8. (d) 9. (d) 10. (d)
11. (c) 12. (d) 13. (a) 14. (d) 15. (d) 16. (b) 17. (c) 18. (a) 19. (a) 20. (d)
21. (d) 22. (b) 23. (d) 24. (c) 25. (d) 26. (a) 27. (d) 28. (d) 29. (a) 30. (b)
31. (c) 32. (a) 33. (d) 34. (d) 35. (d) 36. (d) 37. (c) 38. (a) 39. (b) 40. (d)
41. (a) 42. (d)
π x p
3. $f (p) = cos 2 π
S ∫0 1 − π sin px dx = 1+ 2 Σ
3 cos πpx
π (2p + 1)2
x cos px π 1 cos px
= − 1 − − − − dx
π p 0 ∫0 π
4
p 2x cos pπx
π $f (p) = 4 pπx 4
1 1 sin px 1 14. S ∫0 2x sin dx = −
= − = 4 π
p
p π p2 0 p 4 0
π pπx
1, 0< x < 4 cos
2 4 4
6. Given f (x) = + 2∫ dx
π 0 pπ
−1, <x< π
2 4
π π
Then fC (0) = f (x) cos px dx = 4
∫0 ∫0 f (x) dx sin pπx
π/2 π 32 8 4 32
1 dx + =− cos pπ + =− cos pπ
= ∫0 ∫π / 2(−1) dx = 0 pπ pπ pπ
p π
7. When p = 0, cos px = 1 4 0
1 − cos πp
π π x
2
16. Given $fS(p) = , 0< x < π
∴ f$C (p) = ∫0 f (x) cos px dx =
∫0 1 − π dx p2 π2
π 2 α $ 2 α 1 − cos pπ
π 3 ∵ f (x ) = Σ fS(p) sin px = Σ sin px
x π π p =1 p 2 π 2
= − 1 − = π p =1
3 π 0 3
2 α 1 − cos pπ
= Σ sin px
8. When p = 0, cos px = 1, f (x) = x 2 π 3 p =1 p2
4 4 2 $f (p) = π x
πpx 18.
So, $fC (p) = ∫0 f (x) cos dx = ∫ x dx C ∫0 1 − π cos px dx
4 0
π
x sin px π 1 sin px
$f (p) = 64 = 1 − − ∫ − dx
C π p 0 0 π p
3
π
10. Given f (x) = x and p = 0 1 cos pπ 1
= − = [1 − (−1)p ]
$f (p) = π f (x) cos px dx 2
π p 0 πp 2
C ∫0
π 20. If p = n and f (x) = sin nx then
π x2 π2
= x dx = = $f (p) = π sin nx sin nx dx = π 2
∫0 2 0 2 S ∫ 0 ∫0 sin nx dx
π
$f (p) = π
=
π 1 − cos 2nx dx = 1 x − sin 2nx = π
11. S ∫0 f (x) sin px dx ∫0 2
2 2n 0 2
π x π
= ∫0 sin px dx 22. f$C (p) = ∫0 sin nx cos px dx
4π
1 π
π = [sin (n + p) x + sin (n − p)x] dx
1 cos px cos px 2 ∫0
π
= −x + ∫0 dx
4π p 0 p π
1 cos (n + p) x cos(n − p) x
= − − if p ≠ n
π 2 n+ p n− p
0
1 1 sin px (−1)p +1
=− cos pπ + 2 = 1 cos(n + p) π cos(n − p) π
4p 4π p 0 4p ∴ $fC (p) = − −
2 n+ p n− p
1$ 2 ∞ $ πpx
12. ∵ f (x ) = fC (0) + Σ fC (p) cos +
1
+
1
l l p =1 l n + p n − p
2 πp If n − p is odd then n + p is also odd so
cos
2 ∞ 3 cos πpx
= 1+ Σ $f (p) = 1 2 + 2 = 2n
1 p =1 (2p + 1)2 C
2 n + p n − p n2 − p 2
139
π 1 1 1
25. $f (p) = = − (sin px)π0 = ,p> 0
S ∫0 f (x) sin px dx p2 p3 π p2
π/2 π l l
x sin px dx + 33. When p = 0, $fC (p) = ∫0 Cx cos 0xdx = ∫0 Cx dx
= ∫0 ∫π / 2( π − x) sin px dx
π/2 Cl 2
x (− cos px) sin px =
= + 2
p p2 0 π π
35. $f (0) = 2 2
dx = π 3
cos px sin px
π C ∫0 3x cos 0x dx = ∫0 3x
+ ( π − x) − −
p p2 π / 2 38. Here f (x) = Cx, 0 < x < l
$f (p) = l f (x) sin πpx dx = l πpx
=
2
sin
πp
S ∫0 l ∫0 Cx sin l
dx
2 2
p l
πpx pnπ
π x2 π cos cos 2
29. If p = 0 then $fC (p) = ∫0 − dx = C − xl l l
l dx = l C (−1)p +1
2π 6 πp
+ ∫0l pπ πp
π 0
x3 π π2 π2
= − x = − =0 π
6π 6 0 6 6 39. FS {f ′(x)} = ∫0 f ′(x) sin px dx
$f (p) = π π x2 π
= {f (x) sin px}π0 − p ∫ f (x) cos px dx
31. C ∫0 3 − x + 2 π cos px dx 0
π
= − pFC {f (x)}, p = 1, 2, 3,...
π x 2 sin px 41. FC {f ′(x)} =
π
= − x + ∫0 f ′(x) cos px dx
3 2 π p
0 π
= [ f (x), cos px]π0 + p ∫ f (x) sin px dx
1 π x
− ∫ −1 + sin px dx 0
p 0 π = f (x) cos pπ − f (0) + pFS {f (x)}, p = 01
, 2,...
π
1 x cos px 1 π cos px = pFS {f (x)} − f (0) + (−1)p f ( π)
= − − −1 + − dx
p π p 0 p 2 ∫0 π
mmm
140
Unit-V
C HAPTER
19
Applications of Fourier Transforms in
Initial and Boundary Value Problems
APPLICATION OF INFINITE FOURIER TRANSFORMS APPLICATION OF FINITE FOURIER TRANSFORMS
1. The choice of sine or cosine transform is 1. If the range of one of the variables is finite, finite
decided by the form of boundary conditions at Fourier transforms are applied.
the lower limit of the variable selected for ∂ 2U
exclusion. For the exclusion of from a differential
∂x 2
∂ 2V equation, we require
For the exclusion of from a differential
2
∂x (i) U (0, t) and U (l, t) in finite sine transform.
equation we require (ii) U x (0, t) and U x (l , t) in finite cosine
(i) (V)x=0 in sine transform. transform.
∂V
(ii) in cosine transform.
∂x x =0
EXERCISE
MULTIPLE CHOICE QUESTIONS ∂V
(a) in sine transform
∂x x = 0
∂ 2V
1. For the exclusion of from a differential (b) (V)x = 0 in cosine transform
∂x 2
∂V
equation if (V)x = 0 is given then we take (c) in Laplace transform
∂x x = 0
(a) Fourier sine transform ∂V
(d) in cosine transform
(b) Fourier cosine transform ∂x x = 0
(c) Fourier transform ∂U ∂ 2U
4. The finite fourier sine transform of = ,
(d) Laplace transform ∂t ∂x 2
∂U ∂ 2U ∂U ∂ 2U
6. The fourier transform of = for x ≥ 0, 11. The finite fourier sine transform of = ,
∂x ∂y 2 ∂t ∂x 2
− ∞ < b < ∞ is :
0 < x < π, t > 0, U (0, t) = 1, U ( π, t) = 3 is :
(a) U$ = Ae px (b) U$ = Ae − px
2 2 (a) (D + p 2) U$ = p (1 + cos πp)
(c) U$ = Ae − p x (d) U$ = Ae p x
S
(b) (D + p) U$ S = p (1 + 3 sin pπ)
∂U ∂ 2U
7. The fourier finite cosine transform of = (c) (D + p)U$ = p (1 − 3 sin pπ)
∂t ∂x 2 S
2 2 2 2
(a) U$ = Ae − p π t
C (b) U$ = Ae − p π t / 16
C ∂U ∂ 2U
12. The fourier transform of =k , −α < x < α is :
p2π 2t
2 2 − ∂t ∂x 2
(c) U$ C = Ae − p π t / 32 (d) U$ C = Ae 36 (a) U$ = Ae − kpt (b) U$ = A cos hpt
2 2 2
∂U ∂ 2U ∂U ∂ 2U
9. The finite fourier sine transform of = = , x > 0, t > 0 with U (0, t) = 0,
∂t ∂x 2 ∂t ∂x 2
0 < x < 6, t > 0 and U (0, t) = U (6, t) = 0 is : 1 0 < x < 1
t
U = when t = 0 and U (x, t) is
−p2 0 x ≥ 1
(a) U$ S = Ae 36 (b) U$ S = Ae − pt
t bounded, is :
−p2π 2
(c) U$ S = Ae −6pt (d) U$ S = Ae 36 (a) U$ S = Ae − pt (b) U$ S = A cos hpt
2
(c) U$ S = A cos hp 2t (d) U$ S = Ae − p t
∂ 2U ∂ 2U
10. The finite fourier sine transform of =4 ,
∂t 2 ∂x 2 ∂ 2U ∂ 2U
15. Solve + =0 for U$ S when
2
0 < x < π, t > 0 and U (0, t) = U ( π, t) = 0 is : ∂x ∂y 2
(a) U$ S = Ae −2pt U (0, y) = 0 = V( π, y) :
t2
4p2 (a) Ae − ipy
(b) U$ S = Ae π
(b) Be − ipy
(c) U$ S = A cos 2pt + B sin 2pt (c) A cos hpy + B sin hpy (d) Ae ipy + Be − ipy
(d) U$ = A cos h2pt + B sin h2pt
S
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (a) 2. (b) 3. (d) 4. (a) 5. (c) 6. (c) 7. (d) 8. (c) 9. (d) 10. (c)
11. (d) 12. (c) 13. (b) 14. (d) 15. (c)
142
= t 2p
2
U (0, t) − 2p 2U$ S ∂ 2U$ S 9p 2 π 2 $ 9pπ
or =− US +
π dt 2 4 4
dU$ S 2
or + 2p 2U$ S = 2p U (0, t) = 0 [U (0, t) − U (2, t) cos pπ]
dt π2 d 2U$ S 9p 2 π 2 $
∴ U$ S = Ae −2p t + US = 0
dt 2 4
5. Taking finite fourier cosine transform of
3pπt 3pπt
So, the solution is U$ S = A cos + B sin .
∂U ∂ 2U 2 2
=k
∂t ∂x 2
∂ 2U ∂ 2U
2 10. Taking Laplace transform of =4
2
π ∂U
cos px dx = k ∫
∂U
π
cos px dx ∂t ∂x 2
∫0 ∂t 0 ∂x 2 π ∂U2 π 2
∂U
∫0 sin px dx = 4∫ sin px dx
dU$ C ∂t 2 0 ∂x 2
= k[− p 2U$ C − {U x (0, t) − U x ( π, t) cos πp}]
dt d 2U$ S
dU C = −4p 2U$ S + 4p {U (0, t) − U ( π, t) cos pπ}
or = −kk 2U$ C dt 2
dt
2 ∵ U (0, t) = U ( π, t) = 0, we get
Integrates it U$ = Ae − kp t
C
d 2U$ S
+ 4p 2U$ S = 0
6. Taking the fourier transform of both sides of dt 2
∂U ∂ 2U ⇒ (D 2 + 4p 2) U$ = 0
= we have S
∂x ∂y 2
So the required solution is
∞ ∂U ipy ∞ ∂ 2U
∫– ∞ ∂x e dy = ∫– ∞ ∂y2 e ipy dy U$ S = A cos 2pt + B sin 2pt
dU$ S ∞
= p 2U$ S + p (1 − 3 cos pπ) 2 d ∞
U sin px dx =
2 ∂U
sin px
π dt ∫0
dt
π ∂x 0
dU$ S
or + p 2U$ S = p (1 − 3 cos pπ) 2 ∞ ∂U
dt −p cos px dx
π ∫0 ∂x
∂U ∂ 2U
12. Taking the fourier transform of =k , we dU$ S 2 ∞ ∂U
∂t ∂x 2 =p cos px dx
dt π ∫0 ∂x
have
∂U
1 ∞ ∂U ipx k ∞ ∂ 2U ipx if → 0 as x → ∞
∫ e dx = ∫ e dx ∂x
2 π −∞ ∂t 2 π −∞ ∂x 2
2 2 2 ∞
d 1 ∞
Ue ipx dx = k (−ip)2U$ = −p [U (x, t) cos px]∞
0 −p U sin px dx
dt 2 π ∫−∞ π π ∫0
dU$ 2
pU (0, t) − p 2U$ S as U → 0 as x → ∞
= −kp 2U$ =
dt π
2
So U$ = Ae − kp t dU$ S 2
+ p 2U$ S = pU (0, t)
∂ 2U ∂ 2U dt π
13. Taking the fourier transform of = c2 , we
∂t 2
∂x 2 dU$ S
+ p 2U$ S = 0 ∵ U (0, t) = 0
have dt
2
1 ∞ ∂ 2U c2 ∞ ∂ 2U So, its solution is U$ = Ae − p t .
∫−∞ ∂t 2 e ipx dx = ∫−∞ ∂x 2 e
ipx
dx S
2π 2π
15. Taking finite fourier sine transform of
d2 1 ∞ ^
∫−∞ Ue ipx dx = c 2(−ip)2 U ∂U 2 2
∂U
dt 2 2π + = 0.
2
d 2U$ ∂x ∂y 2
= − c 2p 2U$
dt 2 π ∂ 2U π ∂ 2U
∫0 sin px dx + ∫0 sin px dx = 0
d 2U$ 2 2$ ∂x 2 ∂y 2
or +c p U =0
dt 2 π
∂U sin px − p π ∂U cos px dx
A.E. is m 2 + c 2p 2 = 0 ∂x 0 ∫0 ∂x
m = ± icp ∂2 π
where solution is U$ = A cos cpt + B sin cpt. + ∫ U sin px dx = 0
∂y 2 0
14. Since (U )x = 0 is given so taking the fourier sine π d 2U$ S
or − p[U cos px]π0 − p 2 ∫ U sin px dx + =0
∂U ∂ 2U
0 dy 2
transform of = , we have
∂t ∂x 2 d 2U S
or − p 2U$ S = 0
2 ∞ ∂U 2 ∞ ∂ 2U dy 2
sin px dx = sin px dx
π ∫0 ∂t π ∫0 ∂x 2 Since U (0, y) = U ( π, y) = 0
So, the solution is U$ S = A cos hpy + B sin hpy.
mmm
144
Unit-V
C HAPTER
20 Fourier Series
FOURIER SERIES EXPANSION IN THE INTERVAL a0 ∞ ∞
( 0, 2π) f (x ) = + Σ a n cos nx + Σ bn sin nx
2 n= 1 n= 1
1. The Fourier series is 1 x0 α +2π
∞ ∞ Where a 0 = ∫ f 1(x ) dx + ∫ f 2 (x )dx
a0 π α x 0
f (x ) = + Σ a n cos nx + Σ bn sin nx
2 n= 1 n= 1 1 x0
1 2π a n = ∫ f 1(x ) cos nxdx
where a 0 = ∫ f (x ) dx π α
π 0 α +2π
1 2π +∫ f 2 (x ) cos nx dx
a n = ∫ f (x ) cos nxdx , x0
π 0 1 x0
bn = f 1(x ) sin nx dx
π ∫α
1 2π
bn = ∫ f (x ) sin nxdx
π 0
α +2π
2. If the Fourier series is +∫ f 2 (x ) sin nx dx
x0
∞ ∞
f (x ) = a 0 + Σ a n cos nx + Σ bn sin nx At the point of discontinuity, x = α the Fourier
n= 1 n= 1
series gives f (x ) as
1 2π
Then a 0 = f (x ) dx 1
2π ∫0 f (x ) = [ f (α − 0) + f (α + 0)]
2
1 2π
a n = ∫ f (x ) cos nx dx
π 0 CHANGE OF PERIOD
1 2π
and bn = ∫ f (x ) sin nx dx Let the function f (x ) in (0, 2c)
π 0
∵ 2c is the interval for the variable = x
FOURIER SERIES EXPANSION IN ( −π, π) ∴ 2π is the interval for the variable =
x
. 2π
1. The Fourier series is 2c
∞ ∞ πx
a =
f (x ) = 0 + Σ a n cos nx + Σ bn sin nx c
2 n= 1 n= 1
1 π πx zc
where a 0 = ∫ f (x ) dx So, putting z = or x = , the function f (x )
π −π c π
1 π of period 2c is transformed for the function
a n = ∫ f (x ) cos nx dx
π −π cz
f of period 2π.
1 π π
and bn = ∫ f (x ) sin nx dx
π −π
FOURIER SERIES EXPANSION OF EVEN OR ODD
FOURIER SERIES FOR DISCONTINUOUS FUNCTIONS FUNCTION IN ( −π, π)
f (x ), α < x < x 0 1. Let the fourier series expansion of an even
1. Let f (x ) = 1
f 2 (x ), x 0 < x < α + 2π function in (−π, π) is
a ∞ ∞
in the interval (α, α + 2π) and x 0 is the point of f (x ) = 0 + Σ a n cos nx + Σ bn sin nx
discontinuity. Here the Fourier series is 2 n= 1 n= 1
145
1 π 2 π a0 ∞ nπx
Then, a 0 = f (x ) dx = ∫ f (x ) dx
π ∫− π π 0 f (x ) =
+ Σ a n cos
2 n= 1 T
1 π 2 π
a n = ∫ f (x ) cos nx dx = ∫ f (x ) dx 2 T
π − π π 0 where a 0 = ∫ f (x ) dx ,
T 0
1 π 2 π
2 T nπx
an = ∫−π f (x ) cos nx dx = π ∫0 f (x ) cos nx dx a n = ∫ f (x ) cos dx
π T 0 T
1 π
bn = ∫−π f (x ) sin nx dx = 0 2. The half range Fourier sine series in (0, T ) is
π
∞ nπx
2. Let the Fourier series expansion of odd f (x ) = Σ bn sin
n= 1 T
function [ f (− x ) = − f (x )] is
2 T nπx
a ∞ ∞ where bn = ∫0 f (x ) sin dx
f (x ) = 0 + T T
2 ∫n=1 an sin x + ∫n=1n sin nx
1 π PARSEVAL’S FORMULA
where a 0 = ∫−π f (x ) dx = 0
π 1. If the Fourier series for f (x ) converges
1 π uniformly in (−l , l ) then
an = ∫−π f (x ) cosnx dx = 0,
π l a 02 ∞
2
2 π ∫− l [ f (x )] dx = l + Σ (a n2 + bn2 )
bn = f (x ) sin nx dx 2 n= 1
π ∫0
2. If the Fourier series for f (x ) converges
HALF RANGE FOURIER COSINE AND SINE uniformly in (0, 2l ) then
SERIES IN ( 0, T)
2l a2 ∞
1. The half range Fourier cosine series in (0, T ) is ∫0 [ f (x )]2 dx = l 0 + Σ (a n2 + bn2 )
2 n= 1
EXERCISE
MULTIPLE CHOICE QUESTIONS 4. The coefficient bn in the Fourier series expansion of
1. If the Fourier series of f (x) has only cosine forms x 3 for − π < x < π is :
then f (x) must be : π 6
(a) 0 (b) (−1)n −
(a) Even (b) Odd n3 n
(c) May be even or odd (d) Does not exist π 6 π2
(c) (−1)n (d) 2 (−1)n −
−x 3 3 n
2. The coefficient a0 in the Fourier series for e in n n
0 < x < 2 π is : 5. The coefficient a0 in the expansion of f (x) = e x in
(1 − e −2π ) n
(a) (b) (1 − e −2π ) (0, 1) is :
n2 + 1 n2 + 1 (a) 2e (b) 2e − 1 (c) 2e − 2 (d) 2e − 3
1 − e −2π (1 − e −2π )
(c) (d) 6. The coefficeint bn in the expansion of f (x) = 1 in
2π 2 πn
r < x < π is :
3. The coefficient an in the Fourier series for x cos x in 4 if n is odd 4 if n is even
− π < x < π is : (a) nπ (b) nπ
(a) 0 (b)
2n 0 if n is even 0 if n is odd
n2 − 1 4 nπ
(c) (d)
−n nπ 4
(c) (d) None of thse
n2 − 1
146
ANSWERS
MULTIPLE CHOICE QUESTIONS
1. (a) 2. (c) 3. (a) 4. (d) 5. (c) 6. (a) 7. (c) 8. (c) 9. (a) 10. (c)
11. (c) 12. (d) 13. (d) 14. (d) 15. (d) 16. (c) 17. (a) 18. (d) 19. (d) 20. (b)
21. (b) 22. (d) 23. (a) 24. (a) 25. (c) 26. (d) 27. (d) 28. (a) 29. (a) 30. (d)
31. (d) 32. (b) 33. (b) 34. (b) 35. (d) 36. (d) 37. (c) 38. (b) 39. (d) 40. (d)