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VISIT
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1. Beta Function
1
If m > 0, n > 0, then Beta function is defined by the integral ∫0 x m−1 (1 − x)n−1 dx and is denoted
by β(m, n).
𝟏
Properties
Beta function is a symmetric function. i.e. B(m, n) = B(n, m), where m > 0, n > 0
π
B(m, n) = 2 ∫02 sin2m−1 θ cos2n−1 θdθ
π
1 p+1 q+1
∫02 sinp θ cosq θdθ = 2 B ( 2
, 2
)
2. Gamma Function
∞
If n > 0, then Gamma function is defined by the integral ∫0 e−x x n−1 dx and is denoted by ⌈n.
∞
𝐢. 𝐞. ⌈𝐧 = ∫ 𝐞−𝐱 𝐱 𝐧−𝟏 𝐝𝐱
𝟎
Properties
1
⌈ 2 = √π
n+1 (2n)!√π
⌈ = for n = 0,1,2,3, …
2 n!4n
Special cases
1 3 √π 5 3√π
For n = 0, ⌈2 = √π For n = 1, ⌈2 = For n = 2, ⌈2 =
2 4
Properties
erf(0) = 0
erf(∞) = 1
erf(x) + erfc (x) = 1
erf(−x) = −erf(x)
x
0 a
0 π
a
f(x)
7. Rectangle Function
A Rectangular function f(x) defined on ℝ as 1
1, for a ≤ x ≤ b
f(x) = { .
0, otherwise
x
a 0 b
f(x)
8. Gate Function
A Gate function fa (x) defined on ℝ as
1, for |x| ≤ a
fa (x) = { .
0, for |x| > a
1
Note that gate function is symmetric about axis
fε (x)
9. Dirac Delta Function
A Dirac delta Function fε (x) defined of ℝ as 1⁄
ε
1
fε (x) = { ε , for 0 ≤ x ≤ ε .
0, for x > ε
x
ε
f(x)
−1
Note
f(x)
f(x)
13. Saw Tooth Wave Function
A saw tooth wave function f(x) with period a is defined as
f(x) = x ; 0 ≤ x < a. 1
0 a 2a 3a
x ; 0≤x<a
f(x) = { . 1
2a − x ; a ≤ x < 2a
-2a -a 0 a 2a 3a 4a
f(x)
15. Full Rectified Sine Wave Function
A full rectified sine wave function with
period π is defined as
` ` `
f(t) = sin t ; 0 ≤ t < π and f(t + π) = f(t).
−π 0 π 2π
f(x)
` ` `
−2π −π 0 π 2π 3π 4π
Properties
The Fourier series for the function f(x) in the interval (0,2l) is defined by
∞
𝐚𝟎 𝐧𝛑𝐱 𝐧𝛑𝐱
𝐟(𝐱) = + ∑ [𝐚𝐧 𝐜𝐨𝐬 ( ) + 𝐛𝐧 𝐬𝐢𝐧 ( )]
𝟐 𝐥 𝐥
𝐧=𝟏
Note
At a point of discontinuity the sum of the series is equal to average of left and right hand limits
of f(x) at the point of discontinuity, say x0 .
f(x0 − 0) + f(x0 + 0)
i. e. f(x0 ) =
2
FORMULAE
1. Leibnitz’s Formula
∫ u v dx = u v1 − u′ v2 + u′′ v3 − u′′′ v4 + ⋯
𝐞𝐚𝐱
2. ∫ 𝐞𝐚𝐱 𝐬𝐢𝐧 𝐛𝐱 𝐝𝐱 = 𝐚𝟐+𝐛𝟐 [𝐚 𝐬𝐢𝐧 𝐛𝐱 − 𝐛 𝐜𝐨𝐬 𝐛𝐱] + 𝐜
𝐞𝐚𝐱
3. ∫ 𝐞𝐚𝐱 𝐜𝐨𝐬 𝐛𝐱 𝐝𝐱 = 𝐚𝟐+𝐛𝟐 [𝐚 𝐜𝐨𝐬 𝐛𝐱 + 𝐛 𝐬𝐢𝐧 𝐛𝐱] + 𝐜
The Fourier series for the function f(x) in the interval (0,2l) is defined by
∞
𝐚𝟎 𝐧𝛑𝐱 𝐧𝛑𝐱
𝐟(𝐱) = + ∑ (𝐚𝐧 𝐜𝐨𝐬 + 𝐛𝐧 𝐬𝐢𝐧 )
𝟐 𝐥 𝐥
𝐧=𝟏
𝟏 𝟐𝐥 𝟏 𝟐𝐥 𝐧𝛑𝐱 𝟏 𝟐𝐥 𝐧𝛑𝐱
𝐚𝟎 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐝𝐱 𝐚𝐧 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐜𝐨𝐬 ( ) 𝐝𝐱 𝐛𝐧 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐬𝐢𝐧 ( ) 𝐝𝐱
𝐥 𝐥
Exercise-1
∞
Ans. f(x) = ∑ [− 9 cos (2nπx) + 3 sin (2nπx)]
2 2 n π 3 nπ 3
n=1
T 3. Obtain the Fourier series for f(x) = e−x in the interval 0 < x < 2.
−2 −2 ∞ −2
Ans. f(x) = (1 − e ) + ∑ [(1 − e ) cos(nπx) + nπ(1 − e ) sin(nπx)]
2 2 2 n π +1 2 2 n π +1
n=1
𝟏 𝟐𝛑 𝟏 𝟐𝛑 𝟏 𝟐𝛑
𝐚𝟎 = 𝛑 ∫𝟎 𝐟(𝐱) 𝐝𝐱 𝐚𝐧 = 𝛑 ∫𝟎 𝐟(𝐱) 𝐜𝐨𝐬 𝐧𝐱 𝐝𝐱 𝐛𝐧 = 𝛑 ∫𝟎 𝐟(𝐱) 𝐬𝐢𝐧 𝐧𝐱 𝐝𝐱
Exercise-2
2 ∞
Ans. f(x) = 4π + ∑ [ 4 cos nx − 4π sin nx]
3 2 n n
n=1
π−x
T 2. Express f(x) = in a Fourier series in interval 0 < x < 2π. Dec-13
2
∞
Ans. f(x) = ∑ 1 sin nx
n
n=1
π sin 2nx
C 3. Show that, π − x = 2 + ∑∞
n=1 , when 0 < x < π .
n
π−x 2
Obtain the Fourier series for f(x) = ( ) in the interval 0 < x < 2π. Jan-15
C 4. 2
(−1)n+1 π2 Jun-15
Hence prove that ∑∞
n=1 = 12.
n2
2 ∞
Ans. f(x) = π + ∑ 1 cos nx
212 n
n=1
C 5. Find Fourier Series for f(x) = e−x where0 < x < 2π. Jun-14
−2π ∞
Ans. f(x) = 1 − e 1 − e−2π n(1 − e−2π )
+∑[ cos nx + sin nx]
2π π(n2 + 1) π(n2 + 1)
n=1
C 6. x2 ; 0 < x < π
Find the Fourier series of f(x) = { Jan-13
0 ; π < x < 2π.
2 n ∞ 2 n n
Ans. f(x) = π + ∑ [2(−1) cos nx + 1 {− π (−1) + 2(−1) − 2 } sin nx]
6 2 n 3 3 π n n n
n=1
The Fourier series for the function f(x) in the interval (−l, l) is defined by
∞
𝐚𝟎 𝐧𝛑𝐱 𝐧𝛑𝐱
𝐟(𝐱) = + ∑ (𝐚𝐧 𝐜𝐨𝐬 + 𝐛𝐧 𝐬𝐢𝐧 )
𝟐 𝐥 𝐥
𝐧=𝟏
𝟏 𝐥 𝟏 𝐥 𝐧𝛑𝐱 𝟏 𝐥 𝐧𝛑𝐱
𝐚𝟎 = 𝐥 ∫−𝐥 𝐟(𝐱) 𝐝𝐱 𝐚𝐧 = 𝐥 ∫−𝐥 𝐟(𝐱) 𝐜𝐨𝐬 ( ) 𝐝𝐱 𝐛𝐧 = 𝐥 ∫−𝐥 𝐟(𝐱) 𝐬𝐢𝐧 ( ) 𝐝𝐱
𝐥 𝐥
∞ ∞
a0 nπx nπx
f(x) = + ∑ an cos ( ) f(x) = ∑ bn sin ( )
2 l l
n=1 n=1
Exercise-3
∞ n+1
Ans. f(x) = ∑ 12(−1) sin nπx
3 3 n π
n=1
C 8. Find the Fourier expansion for function f(x) = x − x 2 in −1 < x < 1. Jun-15
∞ n+1
Ans. f(x) = − 1 + ∑ [4(−1) 2(−1)n+1
2 2
cos(nπx) + sin(nπx)]
3 n π nπ
n=1
Find the Fourier series for periodic function with period 2, which is
T 9. 0, −1 < x < 0 Jun-13
given below f(x) = { .
x, 0 < x < 1
n ∞ n+1
Ans. f(x) = 1 + ∑ [(−1) − 1 cos nx + (−1) sin nx]
2 2
4 n π nπ
n=1
The Fourier series for the function f(x) in the interval (−π, π) is defined by
∞
𝐚𝟎
𝐟(𝐱) = + ∑(𝐚𝐧 𝐜𝐨𝐬 𝐧𝐱 + 𝐛𝐧 𝐬𝐢𝐧 𝐧𝐱)
𝟐
𝐧=𝟏
𝟏 𝛑 𝟏 𝛑 𝟏 𝛑
𝐚𝟎 = 𝛑 ∫−𝛑 𝐟(𝐱) 𝐝𝐱 𝐚𝐧 = 𝛑 ∫−𝛑 𝐟(𝐱) 𝐜𝐨𝐬 𝐧𝐱 𝐝𝐱 𝐛𝐧 = 𝛑 ∫−𝛑 𝐟(𝐱) 𝐬𝐢𝐧 𝐧𝐱 𝐝𝐱
Exercise-4
T 2. Find the Fourier series expansion of f(x) = |x|; – π < x < π . Jun-15
n ∞
Ans. f(x) = π + ∑ 2 [(−1) − 1] cos nx
2 2 πn
n=1
Obtain the Fourier series for f(x) = x 2 in the interval – π < x < π and
hence deduce that Dec-09
C 3. ∞ ∞ ∞ Jan-15
1 π2 (−1)n+1 π2 1 π2
(i) ∑ 2 = . (ii) ∑ = . (iii) ∑ = .
n 6 n2 12 (2n − 1)2 8
n=1 n=1 n=1
2 ∞
n
Ans. f(x) = π + ∑ 4(−1) cos nx
3 n2
n=1
H 4. x2
Find the Fourier series of f(x) = ; – π < x < π. Mar-10
2
2 ∞
n
Ans. f(x) = π + ∑ 2(−1) cos nx
6 n2
n=1
2 n+1∞ n+1
Ans. f(x) = − π + ∑ [4(−1) cos nx + 2(−1) sin nx]
3 n2 n
n=1
2 ∞ n n+1
Ans. f(x) = π + ∑ [4(−1) cos nx + 2(−1) sin nx]
3 2 n n
n=1
Mar-10
T 9. Jun-13
Find the Fourier series of f(x) = x + |x|; – π < x < π.
Jan-15
Jan-15*
∞ n n+1
Ans. f(x) = π + ∑ [2[(−1) − 1] cos nx + 2(−1) sin nx]
2 2 πn n
n=1
T 10. Find the Fourier series to representation ex in the the interval(−π, π). Dec-13
∞
Ans. eπ − e−π [eπ − e−π ] (−1)n n [e−π − eπ ] (−1)n
f(x) = +∑[ cos nx + sin nx]
2𝜋 π(n2 + 1) π(n2 + 1)
n=1
C 11. Find the Fourier series for f(x) = |sin x| in– π < x < π. May-11
∞ n
Ans. f(x) = 2 + ∑ 2 [(−1) + 1] cos nx ; a1 = 0
π 2 π(1 − n )
n=2
T 12. Find the Fourier series expansion of f(x) = √1 − cos x in the interval,
(i)– π < x < π. (ii) 0 ≤ x ≤ 2π.
∞
Ans. f(x) = 2√2 + ∑ 4√2
cos nx (same answer in both intervals)
π π(1 − 4n2 )
n=1
Find the Fourier series of the periodic function f(x) with period 2π
H 13. 0; –π < x < 0 Jun-13
defined as follows f(x) = {
x ; 0 < x < π.
∞n n+1
Ans. f(x) = π + ∑ [(−1) − 1 cos nx + (−1) sin nx]
4 πn2 n
n=1
2 ∞ n 2 n n
Ans. f(x) = π + ∑ [2(−1) cos nx + 1 {− π (−1) + 2(−1) − 2 } sin nx]
6 2 n π 3n 3 n n
n=1
n∞ n
Ans. f(x) = − π + ∑ [(−1) − 1 cos nx + 1 − 2(−1) sin nx]
4 2 πn n
n=1
2k[1 − (−1)n ] 4k
Ans. f(x) = ∑ sin nx = ∑ sin nx
nπ nπ
n=1 n=odd
π + x , −π < x < 0
T 17. If f(x) = { Jan-13
π−x, 0<x<π
Jun-15
f(x) = f(x + 2π),for all x then expand f(x) in a Fourier series.
∞
Ans. f(x) = π + ∑ 2 [1 − (−1)n ] cos nx
2 πn2
n=1
n ∞ n+1
Ans. f(x) = − 3π + ∑ [(−1) − 1 cos nx + (−1) sin nx]
4 πn2 n
n=1
If a function f(x) is defined only on a half interval (0, π) instead of (0,2π), then it is possible to
obtain a Fourier cosine or Fourier sine series.
𝟐 𝐥 𝟐 𝐥 𝐧𝛑𝐱
𝐚𝟎 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐝𝐱 𝐚𝐧 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐜𝐨𝐬 ( ) 𝐝𝐱
𝐥
Exercise-5
H 2. Find the Half range cosine series for f(x) = x, 0 < x < 3. Jan-13
∞ n
Ans. f(x) = 3 + ∑ 6[(−1) − 1] cos (nπx)
2 n2 π2 3
n=1
H 3. Find Fourier cosine series for f(x) = x 2 ; 0 < x ≤ c . Also sketch f(x). Jun-13
2 2 ∞ n
Ans. f(x) = c + ∑ 4c (−1) cos (nπx)
3 2 2 n π c
n=1
2 ∞ n
Ans. f(x) = π + ∑ 4(−1) cos nx
3 2 n
n=1
T 5. Find Half-range cosine series for f(x) = (x − 1)2 in 0 < x < 1. Jun-15
∞
Ans. f(x) = 1 + ∑ 4 cos(nπx)
3 n2 π2
n=1
T 6. Mar-10
Find a cosine series for f(x) = ex in 0 < x < L.
Jan-15
L L ∞ n
Ans. f(x) = e − 1 + ∑ 2L[e (−1) − 1] cos (nπx)
𝐿 n2 π2 + L2 L
n=1
∞ n
Ans. f(x) = (e − 1) + ∑ 2[e(−1) − 1] cos(nπx)
2 2 n π +1
n=1
2 2 n ∞
Ans. f(x) = e − 1 + ∑ 4[e (−1) − 1] cos (nπx)
2 n2 π2 + 4 2
n=1
π π n ∞
Ans. f(x) = e − 1 + ∑ 2(e (−1) − 1) cos nx
π 2 π(1 + n )
n=1
Fine Half range cosine series for sin x in (0, π) and show that May-12
C 10. 1 1 π
1 − 3 + 5 − ⋯ = 4. Jan-15
∞
Ans. f(x) = 2 + ∑ − 4
cos nx , a1 = 0
π π(n2 − 1)
n=2
𝟐 𝐥 𝐧𝛑𝐱
𝐛𝐧 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐬𝐢𝐧 ( ) 𝐝𝐱
𝐥
Exercise-6
H 2. Find the Half range sine series for f(x) = 2x, 0 < x < 1. Jun-15
∞
4
Ans. f(x) = ∑ (−1)n+1 sin nπx
nπ
n=1
H 3. Find the Half range sine series for f(x) = π − x, 0 < x < π. Jan-13
∞
Ans. f(x) = ∑ 2 sin nx
n
n=1
1. ∫ sin nx dx = 0; n ≠ 0 2. ∫ cos nx dx = 0; n ≠ 0
0 0
2π 2π
0 ;m ≠ n 0 ;m ≠ n
3. ∫ cos mx cos nx dx = { 4. ∫ sin mx sin nx dx = {
π;m = n ≠ 0 π ;m = n ≠ 0
0 0
2π
Let m, n ∈ ℤ.
Fourier Integrals
Fourier Integral of f(x) is given by
∞
Exercise-6
FOURIER INTEGRAL
Using Fourier integral prove that
Dec-10
∞ 0 ;x < 0
C 1. cos ωx + ωsin ωx π Jan-15
∫ dω = { ⁄2 ; x = 0
0 1 + ω2 Jun-15
πe−x ; x > 0.
1 ; |x| < 1
Find the Fourier integral representation of f(x) = { .
0 ; |x| > 1 Dec-13
C 2. Hence calculate the followings. Jan-15
∞ ∞
sin λ cos λx sin ω Jun-15
a) ∫ dλ b) ∫ dω
0 λ 0 ω
∞ π
2sin ω ; |x| < 1 π
Ans. f(x) = ∫ cos ωx dω a) {2 b)
πω 0 ; |x| > 1 2
0
H 4. Find the Fourier cosine integral of f(x) = e−kx (x > 0, k > 0). Mar-10
∞
2k
Ans. f(x) = ∫ cos ωx dω
π(k 2 + ω2 )
0
x; 0<x<a
H 5. Find Fourier cosine integral of f(x) = { Jun-13
0 ; x > a.
∞
2 a sin ωa cos ωa 1
Ans. f(x) = ∫ [ + 2
− 2 ] cos ωx dω
π ω ω ω
0
Using Fourier integral prove that
∞ π
H 6. 1 − cos ωπ ;0 < x < π Mar-10
∫ sin ωx dω = { 2
0 ω 0 ; x > π.
0 ;0 ≤ x < 1
7. Find Fourier cosine and sine integral of f(x) = { −1 ; 1 < x < 2
0 ;2 < x < ∞
∞
2
a) f(x) = ∫ (sin ω − sin 2ω) cos ωx dω
πω
0
T Ans. ∞
2
b) f(x) = ∫ (cos 2ω − cos ω) sin ωx dω
πω
0
sin x ; 0 ≤ x ≤ π
T 8. Find Fourier cosine and sine integral of f(x) = {
0 ; x > π.
∞
2(1 + cos ωπ)
a) f(x) = ∫ cos ωx dω ; A(1) = 0
π (1 − ω2 )
0
Ans. ∞
2 sin ωπ
b) f(x) = ∫ sin ωx dω ; B(1) = 1
π (1 − ω2 )
0
Exercise-1
3 2
d2 y dy
C 4. (dx2 ) = [x + sin (dx)] . [𝟐, 𝐔𝐧𝐝𝐞𝐟𝐢𝐧𝐞𝐝]
𝑑2 𝑦 𝑑𝑦
H 5. = ln (𝑑𝑥 ) + 𝑦. [𝟐, 𝐔𝐧𝐝𝐞𝐟𝐢𝐧𝐞𝐝]
𝑑𝑥 2
Define order and degree of the differential equation. Find order and degree
T 6. d2 y d3 y Jan-15
of differential equation √x 2 dx2 + 2y = dx3 . [𝟑, 𝟐]
A Linear Differential Equation of first order is known as Leibnitz’s linear Differential Equation
dy dx
i.e. dx + P(x)y = Q(x) + c OR + P(y)x = Q(y) + c
dy
∫ 𝐌(𝐱)𝐝𝐱 = ∫ 𝐍(𝐲)𝐝𝐲 + 𝐜
Separable method
H 2. ex dx − ey dy = 0 [𝐞𝐱 = 𝐞𝐲 + 𝐜]
dy 𝐞−𝟑𝐲 𝐞𝟐𝐱
C 3. = e2x+3y [ −𝟑 = + 𝐜] Jun-14
dx 𝟐
𝐱𝟐
C 4. y ′ = ex−y + xe−y [𝐞𝐲 = 𝐞𝐱 + + 𝐜] Jun-15
𝟐
dy
H 10. xy = 1 + x + y + xy. [𝐲 − 𝐥𝐨𝐠(𝟏 + 𝐲) = 𝐥𝐨𝐠 𝐱 + 𝐱 + 𝐜] May-12
dx
dy
C 11. tany dx = sin(x + y) + sin(x − y). [𝐬𝐞𝐜 𝐲 = −𝟐 𝐜𝐨𝐬 𝐱 + 𝐜]
dy
C 12. 1 + dx = ex+y . [−(𝐞−𝐱−𝐲 ) = 𝐱 + 𝐜]
dy 𝐱+𝐲
H 13. = cosx cosy − sinx siny. [𝐭𝐚𝐧 ( ) = 𝐱 + 𝐜] Jan- 13
dx 𝟐
dy 𝐱+𝐲
T 14. (x + y)2 dx = a2 . [𝐲 − 𝐚 𝐭𝐚𝐧−𝟏 = 𝐜]
𝐚
y 𝐲
dy
C 15. x dx = y + xe x . [− (𝐞−𝐱 ) = 𝐥𝐨𝐠 𝐱 + 𝐜]
dy y y 𝐲
T 16. = x + tan x. [𝐬𝐢𝐧 𝐱 = 𝐱𝐜] Jan-15
dx
𝐲
H 17. (x + y)dx + (y − x)dy = 0. [𝐥𝐨𝐠(𝐱 𝟐 + 𝐲 𝟐 ) = 𝟐𝐭𝐚𝐧−𝟏 (𝐱) + 𝐜] Jun-15
x x 𝐱
x
C 18. [1 + ey ] dx + ey [1 − y] dy = 0. [𝐱 + 𝐲𝐞𝐲 = 𝐜] Jun-15
dy dy 𝟏
C 19. (x + y)2 [x + y] = xy [1 + dx]. [𝐥𝐨𝐠 𝐱𝐲 = − 𝐱+𝐲 + 𝐜] May-12
dx
Where, 𝐈. 𝐅. = 𝐞∫ 𝐩 𝐝𝐱 “OR” 𝐈. 𝐅. = 𝐞∫ 𝐩 𝐝𝐲
Exercise-3
dy 2. 𝟐
H 2. + 2xy = e−x [𝐲𝐞𝐱 = 𝐱 + 𝐜]
dx
3
e−2x 𝟑 𝟏 May-10
T 5. y ′ + 6x 2 y = , y(1) = 0. [𝐲𝐞𝟐𝐱 = (𝟏 − )]
x2 𝐱 Mar-10
dy 𝐲 𝐞𝟑𝐱
C 6. (x + 1) − y = (x + 1)2 e3x . [𝐱+𝟏 = + 𝐜] Jun-14
dx 𝟑
dy 2y
C 7. + = sin x. [𝐲𝐱 𝟐 = −𝐱 𝟐 𝐜𝐨𝐬 𝐱 + 𝟐𝐱 𝐬𝐢𝐧 𝐱 + 𝟐 𝐜𝐨𝐬 𝐱 + 𝐜]
dx x
dy
H 8. + y = x. [𝐲𝐞𝐱 = 𝐞𝐱 𝐱 − 𝐞𝐱 + 𝐜] Dec-09
dx
dy
T 9. x dx + (1 + x)y = x 3 . [𝐱𝐲ex = 𝐱 𝟑 ex − 𝟑𝐱 𝟐 ex + 𝟔𝐱ex − 𝟔ex + 𝐜] Jun-13
dy
C 10. + (tan x)y = cos x ; y(0) = 2. [𝐲 𝐬𝐞𝐜 𝐱 = 𝐱 + 𝟐] Jan-15
dx
dy
H 11. + 2 y tanx = sinx. [𝐲 𝐬𝐞𝐜 𝟐 𝐱 = 𝐬𝐞𝐜 𝐱 + 𝐜] Jan-15
dx
dy 𝐜𝐨𝐬 𝟐𝐱
C 12. + y cot x = 2 cos x. [𝐲𝐬𝐢𝐧 𝐱 = − + 𝐜]
dx 𝟐
dy 4x 1
C 13. + x2 +1 y = (x2 +1)3. [𝐲(𝐱 𝟐 + 𝟏)𝟐 = 𝐭𝐚𝐧−𝟏 𝐱 + 𝐜] Dec-13
dx
dx −𝟏 𝐲 −𝟏 𝐲
C 14. (1 + y 2 ) dy = tan−1 y − x. [𝐱𝐞𝐭𝐚𝐧 = 𝐞𝐭𝐚𝐧 (𝐭𝐚𝐧−𝟏 𝐲 − 𝟏) + 𝐜] Jun-13
′ −1 [𝐲 = −𝐱 + 𝐱 𝟑 𝐞𝐱 ]
T 16. y − (1 + 3x )y = x + 2, y(1) = e − 1. Dec-10
1 1
y ′ + 3 y = 3 (1 − 2x)x 4 .
H 17. 𝐱 𝟏 𝐱 Dec-10
[𝐲𝐞𝟑 = 𝐞𝟑 {−𝟔𝐱𝟓 + 𝟗𝟑𝐱 𝟒 − 𝟏𝟏𝟏𝟔𝐱 𝟑 + 𝟏𝟎𝟎𝟒𝟒𝐱 𝟐 − 𝟔𝟎𝟐𝟔𝟒𝐱 + 𝟏𝟖𝟎𝟕𝟗𝟐 + 𝐜}]
𝟑
𝐝𝐲
We get, 𝐲 −𝐧 𝐝𝐱 + 𝐏(𝐱)𝐲 𝟏−𝐧 = 𝐐(𝐱)____(2)
Let 𝐲 𝟏−𝐧 = 𝐯
𝐝𝐲 𝐝𝐯 𝐝𝐲 𝟏 𝐝𝐯
(𝟏 − 𝐧)𝐲 −𝐧 𝐝𝐱 = 𝐝𝐱 ⟹ 𝐲 −𝐧 𝐝𝐱 = (𝟏−𝐧) 𝐝𝐱
𝟏 𝐝𝐯 𝐝𝐯
Equation (2) becomes (𝟏−𝐧) + 𝐏(𝐱)𝐯 = 𝐐(𝐱) ⟹ 𝐝𝐱 + 𝐏(𝐱)(𝟏 − 𝐧)𝐯 = 𝐐(𝐱)(𝟏 − 𝐧)
𝐝𝐱
𝐟(𝐲)
Let =𝐯
𝐠(𝐲)
dy y 𝟓
C 2. + x = x2 y6 [𝐲 −𝟓 𝐱 −𝟓 = 𝟐 𝐱 −𝟐 + 𝐜]
dx
dy 1 ey 𝐞−𝐲 𝟏 May-11
H 3. + x = x2 . [ = 𝟐𝐱𝟐 + 𝐜]
dx 𝐱
Jun-15
dy
H 4. x dx + ylogy = x y ex . [𝐱 𝐥𝐨𝐠𝐲 = 𝐞𝐱 𝐱 − 𝐞𝐱 + 𝐜]
dy tan y 𝐬𝐢𝐧 𝐲
C 5. − = (1 + x)ex sec y. [ 𝟏+𝐱 = 𝐞𝐱 + 𝐜]
dx 1+x
𝟐
dy 𝟐 (𝐱 𝟐 −𝟏)𝐞 𝐱
T 6. + xsin2y = x 3 cos 2 y [𝐞𝐱 𝐭𝐚𝐧 𝐲 = + 𝐜] Jan-15
dx 𝟐
dy 𝐬𝐞𝐱 𝟐 𝐱 𝐭𝐚𝐧𝟑 𝐱
C 7. − 2y tan x = y 2 tan2 x [ =− + 𝐜]
dx 𝐲 𝟑
𝐱𝟐
𝐱𝟐
𝐞𝟐
C 8. (x 3 2y + xy)dx = dy. [ = (𝟐 − 𝐱 𝟐 )𝐞 𝟐
+ 𝐜]
𝐲
𝐱𝟑
H 2. (x 2 + y 2 )dx + 2xydy = 0. [ 𝟑 + 𝐲 𝟐 𝐱 = 𝐜]
H 3. 2xydx + x 2 dy = 0. [𝐱 𝟐 𝐲 = 𝐜] Dec-09
Test for exactness and solve :[(x + 1)ex − ey ]dx − xey dy = 0, y(1) = 0.
Jun-14
C 6.
[𝐱(𝐞𝐱 − 𝐞𝐲 ) = 𝐞 − 𝟏] Dec -11
dy ycosx+siny+y
C 7. + = 0. [𝐲 𝐬𝐢𝐧 𝐱 + 𝐱 𝐬𝐢𝐧 𝐲 + 𝐱𝐲 = 𝐜] Jun-13
dx sinx+xcosy+x
Exercise-6
𝐲𝟑
T 4. (x 3 +y 3 )dx − xy 2 dy = 0. [𝐥𝐨𝐠𝐱 − 𝟑𝐱𝟑 = 𝐜]
𝐱 𝟏
(x 2 y 2 + 2)ydx + (2 − x 2 y 2 )xdy = 0. [𝐥𝐨𝐠 𝐲 − 𝐱𝟐 𝐲𝟐 = 𝐜] May-12
C 6.
Jan-15
𝟏 𝟏
C 7. y(1 + xy)dx + x(1 + xy + x 2 y 2 )dy = 0. [𝟐𝐱𝟐 𝐲𝟐 + 𝐱𝐲 − 𝐥𝐨𝐠𝐲 = 𝐜]
𝟏 𝐱𝟐
H 8. y(xy + 2x 2 y 2 )dx + x(xy − x 2 y 2 )xdy = 0 [− 𝐱𝐲 + 𝐥𝐨𝐠 = 𝐜]
𝐲
IV. Solve the differential equation to get the equation of the orthogonal trajectories.
IV. Solve the differential equation to get the equation of the orthogonal trajectories.
Exercise-7
Orthogonal Trajectory
𝟏 𝐜
C 1. y = x 2 + c. [𝐲 = − 𝟐 𝐥𝐨𝐠 𝐱 + 𝟐] Dec-10
Notations
Eq. (B) can be written in operator form as below,
a0 Dn y + a1 Dn−1 y + a2 Dn−2 y + ⋯ + an y = f(x) … … … (C)
OR
[g(D)]y = f(x) … … … (D)
Note
A nth order linear differential equation has n linear independent solution.
Auxiliary Equation
The auxiliary equation for nth order linear differential equation
a0 Dn y + a1 Dn−1 y + a2 Dn−2 y + ⋯ + an y = f(x)
is derived by replacing D by m and equating with 0.
i. e. a0 mn y + a1 mn−1 y + a2 mn−2 y + ⋯ + an y = 0
Note
In case of higher order homogeneous differential equation, complimentary function is same as
general solution.
Exercise-1
A. General Methods
Consider the differential equation
a0 Dn y + a1 Dn−1 y + a2 Dn−2 y + ⋯ + an y = X
It may be written as f(D)y = X
1
∴ Particular Integral = X
f(D)
1. Method Of Factors
1
The operator f(D) X may be factorized into n linear factors; then the particular
integral will be
1 1
P. I. = X= X
f(D) (D − m1 )(D − m2 ) … … … … . (D − mn )
Now, we know that,
1
X = emn x ∫ X e−mnx dx
D − mn
On opening with the first symbolic factor, beginning at the right, the particular
integral will have form
1
P. I. = emn x ∫ X e−mn x dx
(D − m1 )(D − m2 ) … … … … . (D − mn−1 )
Then, on operating with the second and remaining factors in succession, taking
them from right to left, one can find the desired particular integral.
2. Method of Partial Fractions
1
The operator f(D) X may be factorized into n linear factors; then the particular
integral will be
1 A1 A2 An
P. I. = X=( + + ⋯+ )X
f(D) D − m1 D − m2 D − mn
1 1 1
= A1 D−m X + A2 D−m X + ⋯ + An D−m X
1 2 n
1
Using X = emn x ∫ X e−mn x dx , we get
D − mn
B. Shortcut Method
1. F(x) = eax
1 ax 1 ax
P. I. = e = e , if f(a) ≠ 0
f(D) f(a)
If f(a) = 0 ,
1 ax x ax
P. I. = e = e , if f ′ (a) ≠ 0
f(D) f′(a)
In general, If f n−1 (a) = 0 ,
1 ax x n ax
P. I. = e = n e , if f n (a) ≠ 0
f(D) f (a)
2. F(x) = sin(ax + b)
1 1
P. I. = 2
sin(ax + b) = sin(ax + b) , if f(−a2 ) ≠ 0
f(D ) f(−a2 )
If f(−a2 ) = 0 ,
1 x
P. I. = 2
sin(ax + b) = 2
sin(ax + b) , if f′(−a2 ) ≠ 0
f(D ) f′(−a )
If f ′ (−a2 ) = 0 ,
1 x2
P. I. = sin(ax + b) = sin(ax + b) , if f"(−a2 ) ≠ 0 and so on …
f(D2 ) f"(−a2 )
3. F(x) = cos(ax + b)
1 1
P. I. = 2
cos(ax + b) = cos(ax + b) , if f(−a2 ) ≠ 0
f(D ) f(−a2 )
If f(−a2 ) = 0 ,
1 x
P. I. = 2
cos(ax + b) = cos(ax + b) , if f′(−a2 ) ≠ 0
f(D ) f′(−a2 )
If f ′ (−a2 ) = 0 ,
1 x2
P. I. = cos(ax + b) = cos(ax + b) , if f"(−a2 ) ≠ 0 and so on …
f(D2 ) f"(−a2 )
4. F(x) = x m ; m > 0
In this case convert f (D) in the form of 1 + ϕ(D) or 1 − ϕ(D) form so that we get
1 m 1
P. I. = x = x m = {1 − ϕ(D) + [ϕ(D)]2 − . . . } x m
f(D) 1 + ϕ(D)
(Using Binomial Theorem)
ax
5. F(x) = e V(X) ,Where V(X) is a function of x.
1 ax 1
P. I. = e V(x) = eax V(x)
f(D) f(D + a)
Exercise-2
1. X = eax YP = Aeax
X = sin ax
2. YP = A sin ax + B cos ax
X = cos ax
X = a + bx + cx 2 + dx 3 YP = A + Bx + Cx 2 + Dx 3
X = ax 2 + bx YP = A + Bx + Cx 2
3.
X = ax + b YP = A + Bx
X=c YP =A
X = eax sin bx
4. ax
YP = eax (A sin bx + B cos bx)
X = e cos bx
X = xeax YP = eax (A + Bx)
5.
X = x 2 eax YP = eax (A + Bx + Cx 2 )
X = x sin ax YP = sin ax (A + Bx) + cos ax (C + Dx)
6.
X = x 2 cos ax YP = sin ax (A + Bx + Cx 2 ) + cos ax (D + Ex + Fx 2 )
X = e2x YP = Ae2x
7.
X = e2x − 3e−x YP = Ae2x + Be−x
X = cos 3x YP = A sin 3x + B cos 3x
8.
X = 2 sin(4x − 5) YP = A sin(4x − 5) + B cos(4x − 5)
Exercise-3
Definition: Wronskian
Wronskian of the n function y1 ,y2 , …,yn is defined and denoted by the determinant
𝐲𝟏 𝐲𝟐 𝐲𝐧
𝐲𝟏′ 𝐲𝟐′ ⋯ 𝐲′𝐧
W(𝐲𝟏 , 𝐲𝟐 , … 𝐲𝐧 ) = | ⋮ ⋮ ⋱ ⋮ |
(𝒏−𝟏) (𝒏−𝟏) (𝒏−𝟏)
𝐲𝟏 𝐲𝟐 ⋯ 𝐲𝐧
Exercise-4
The general solution of third order differential equation by the method of variation of
parameters is
y(x) = yc + yp
Where,yc = c1 y1 + c2 y2 + c3 y3 and yp = P(X)y1 + Q(X)y2 + R(X)y3.
Where,
X X X
P(X) = ∫(y2 y3′ − y3 y2′ ) dx Q(X) = ∫(y3 y1′ − y1 y3′ ) dx R(X) = ∫(y1 y2′ − y2 y1′ ) dx
w w w
y1 y2 y3
′
Where, w = | y1 y2′ y3′ | ≠ 0.
y1′′ y2′′ y3′′
Exercise-5
y ′′ + y = sec x .
H 8. Dec-09
[𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱 + 𝐱 𝐬𝐢𝐧 𝐱 + 𝐜𝐨𝐬 𝐱 𝐥𝐨𝐠(𝐜𝐨𝐬 𝐱)]
y ′′ + 9y = sec 3x. Mar-10
H 9. 𝟏 𝟏 Jan-15
[𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱 + 𝐱 𝐬𝐢𝐧 𝟑𝐱 + 𝐜𝐨𝐬 𝟑𝐱 𝐥𝐨𝐠 𝐜𝐨𝐬 𝟑𝐱]
𝟑 𝟗 Jun-15
′′
y + 4y = tan 2x.
C 10. 𝟏 Jun-14
[𝐜𝟏 𝐜𝐨𝐬 𝟐𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟐𝐱 − 𝟒 𝐜𝐨𝐬 𝟐𝐱 𝐥𝐨𝐠(𝐬𝐞𝐜 𝟐𝐱 + 𝐭𝐚𝐧 𝟐𝐱) ]
y ′′ + y = cotx .
H 11. Jun-15
[𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱 + 𝐬𝐢𝐧 𝐱 𝐥𝐨𝐠(𝐜𝐨𝐬𝐞𝐜𝐱 − 𝐜𝐨𝐭𝐱)]
(D2 + a2 )y = cosec ax
H 12. −𝐱 𝐜𝐨𝐬 𝐚𝐱 𝟏 May-11
[𝐜𝟏 𝐜𝐨𝐬𝐚𝐱 + 𝐜𝟐 𝐬𝐢𝐧𝐚𝐱 + ( + 𝐚𝟐 𝐬𝐢𝐧 𝐚𝐱 𝐥𝐨𝐠|𝐬𝐢𝐧 𝐱|)]
𝐚
d3 y dy
+ dx = cosecx Jan-13
C 13. dx3
𝐲 = [𝐥𝐨𝐠(𝐜𝐨𝐬𝐞𝐜 𝐱 − 𝐜𝐨𝐭 𝐱) + 𝐜𝐨𝐬 𝐱 (− 𝐥𝐨𝐠 𝐬𝐢𝐧 𝐱) − 𝐱 𝐬𝐢𝐧 𝐱] May-12
Exercise-6
𝑥 2 𝑦 ′′ − 4𝑥𝑦 ′ + 6𝑦 = 21𝑥 −4 .
T 2. 𝟏 May-11
[𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙𝟑 + 𝟐 𝒙−𝟒 ]
(𝑥 2 𝐷2 − 3𝑥𝐷 + 3)𝑦 = 3 𝑙𝑛 𝑥 − 4
H 5. Mar-10
[𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝟑 + 𝒍𝒏 𝒙]
𝑥 2 𝐷2 𝑦 − 3𝑥𝐷𝑦 + 5𝑦 = 𝑥 2 𝑠𝑖𝑛(𝑙𝑜𝑔𝑥)
T 6. Jun-15
[𝒙𝟐 {𝒄𝟏 𝒄𝒐𝒔(𝒍𝒐𝒈 𝒙) + 𝒄𝟐 𝒔𝒊𝒏(𝒍𝒐𝒈 𝒙)} − 𝒙𝟐 𝒍𝒐𝒈𝒙𝒄𝒐𝒔(𝒍𝒐𝒈𝒙)]
Step-2 Find 𝑈.
1 − ∫ 𝑃 𝑑𝑥
𝑈= 𝑒
𝑦12
Step-3 Find 𝑉.
𝑉 = ∫ 𝑈 𝑑𝑥
Exercise-7
∑ ak (x − x0 )k = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + ⋯
k=0
d2 y dy
∴ 2
+ P(x) + Q(x)y = 0
dx dx
A point x0 is called an ordinary point of the differential equation if the functions P(x) and
Q(x) both are analytic at x0 .
If at least one of the functions P(x) or Q(x) is not analytic at x0 then x0 is called a singular
point.
H 3. y ′′ + ex y ′ + sin(x 2 )y = 0.
Ans. No Singular Points.
T 4. x 3 y ′′ + 5xy ′ + 3y = 0 Jan-15
Ans. x = 0 is Irregular Singular Point.
T 5. (1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0. Dec-11
Ans. x = 1 & − 1 are Regular Singular Point.
C 6. (x 2 + 1)y ′′ + xy ′ − xy = 0.
Ans. x = i , −i are Regular Singular Point.
H 7. 2x(x − 2)2 y ′′ + 3xy ′ + (x − 2)y = 0. May-12
Ans. x = 0 is Regular Singular Point & x = 2 is Irregular Singular Point.
d2 y dy Dec-12
H 8. 2x 2 dx2 + 6x dx + (x + 3)y = 0.
dy d2 y
STEP-2: Substitute the expressions of y, dx , and in the given differential equation.
dx2
STEP-3: Equate to zero the co-efficient of various powers of x and find a2 , a3 , a4 … etc. in
terms of a0 and a1 .
STEP-4: Substitute the expressions of a2 , a3 , a4 , … in
y = a0 + a1 x + a2 + a3 x 3 + a4 x 4 + a5 x 5 +. .. which will be the required solution.
Exercise - 2
Ans. 1 1
y = a0 − a0 x 2 + a0 x 4 − a0 x 6 + ⋯
2 6
May-11
H 2. y ′ = 2xy.
Jun-15
Ans. 1 1
y = a0 + a0 x 2 + a0 x 4 + a0 x 6 + ⋯
2 6
Dec
09,11,12,13
T 3. y′′ + y = 0.
Jan-13
Jun-14,15
Ans. 1 1 1 1
y = a 0 + a1 x − a 0 x 2 − a1 x 3 + a0 x 4 + a x5 + ⋯
2 6 24 120 1
y ′′ + xy = 0 in powers of x. Jun-14
C 4.
May-13
Ans. 1 1 1
y = a 0 + a1 x − a 0 x 3 − a1 x 4 + a x6 + ⋯
6 12 180 0
Dec-13
H 5. y′′ + x 2 y = 0.
Jan-15
Ans. 1 1 1 1
y = a 0 + a1 x − a 0 x 4 − a1 x 5 + a0 x 8 + a x9 + ⋯
12 20 672 1440 1
H 6. y′′ = y′. Mar-10
Ans. 1 1 1 1
y = a 0 + a1 x + a1 x 2 + a1 x 3 + a1 x 4 + a x5 + ⋯
2 6 24 120 1
H 7. y ′′ = 2y ′ in powers of x. Jan-13
Ans. 2 1 2
y = a 0 + a1 x + a1 x 2 + a1 x 3 + a1 x 4 + a1 x 5 + ⋯
3 3 15
C 8. y′′ − 2xy′ + 2py = 0.
Ans. (1 − p) p (2 − p) (1 − p) (3 − p)
y = a 0 + a1 x − p a 0 x 2 + a1 x 3 − a0 x 4 + a1 x 5 + ⋯
3 6 30
Jun-13
C 9. (1 − x 2 )y ′′ − 2xy ′ + 2y = 0. Dec-13
Jan-15
1 1
Ans. y = a 0 + a1 x − a 0 x 2 − a 0 x 4 − a 0 x 6 + ⋯
3 5
d2 y dy
T 10. (1 − x 2 ) − x + py = 0. May-11
dx 2 dx
p (1 − p) p(4 − p) (9 − p)(1 − p)
Ans. y = a 0 + a1 x − a0 x 2 + a1 x 3 − a0 x 4 + a1 x 5 + ⋯
2 6 24 120
May-12
H 11. (1 + x 2 )y ′′ + xy ′ − 9y = 0.
Jun-15
9 4 15 7
Ans. y = a 0 + a1 x + a 0 x 2 + a1 x 3 + a 0 x 4 − a 0 x 6 + ⋯
2 3 8 16
May-11,13
Dec-12
C 12. (x 2 + 1)y ′′ + xy ′ − xy = 0 near x = 0.
Jan-13
Jun-13
x3 x3 a1 3
Ans. y = a 0 + a1 x + a 0 − a1 + ( ) x 4 − ( ) a0 x 5 +..
6 6 12 40
Frobenius Method
Frobenius Method is used to find a series solution of a differential equation near regular
singular point.
The following steps are useful.
STEP-1: If x0 is a regular singular point, we assume that the solution is
∞
y=∑ ak (x − x0 )m+k
k=0
dy d2 y
STEP-2: Substitute the expressions of y , dx , and in the given differential equation.
dx2
STEP-3: Equate to zero the co-efficient of least power term in (x − x0 ) , which gives a
quadratic equation in m, called Indicial equation.
The format of the series solution depends on the type of roots of the indicial equation.
Here we have the following three cases:
CASE-I Distinct roots not differing by an integer.
When m1 − m2 ∉ Z, i.e. difference of m1 and m2 is not a positive or negative integer.In
this case, the series solution is obtained corresponding to both values of m. Let the
solutions be y = y_1and y = y2 , then the general solution is y = c1 y1 + c2 y2 .
dy
In terms of a0 and the variable m. The general solution is y = c1 (y1 )m + c2 ( dm1 )
m
Exercise - 3
C 3. xy ′′ + y ′ + xy = 0. May-11
H 4. xy ′′ + 2y ′ + xy = 0. Mar-10
T 8. xy ′′ + y ′ − y = 0. May-12
Let f(t) be a given function defined for all t ≥ 0, then the Laplace transform of f(t) is denoted
by ℒ{f(t)} or f(̅ s) or F(S), and is defined as
∞
𝓛{𝐟(𝐭)} = ∫ 𝐞−𝐬𝐭 𝐟(𝐭)𝐝𝐭
𝟎
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞ ∞
= ∫ e−st ∙ α ∙ f(t) dt + ∫ e−st ∙ β ∙ g(t) dt
0 0
∞ ∞
−st
=α∙∫ e f(t) dt + β ∙ ∫ e−st g(t) dt
0 0
= α ∙ ℒ{f(t)} + β ∙ ℒ{g(t)}
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞
n}
ℒ{t = ∫ e−st t n dt
0
Let, st = x ⟹ sdt = dx
When t ⟶ 0 ⇒ x → 0 and t ⟶ ∞ ⇒ x → ∞
∞
n} −x
x n dx
⟹ ℒ{t =∫ e
0 sn s
1 ∞
= sn+1 n 1 ( By definition of Gamma function n = ∫0 e−x x n−1 dx )
n!
⟹ ℒ{t n } =
s n+1
𝟏
2. 𝓛{𝟏} = 𝐬 . Dec-12 ; Jun-14 ; Jan-15
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞
ℒ{1} = ∫ e−st dt
0
∞
e−st
=[ ]
−s 0
0−1 1
= =
−s s
𝟏
2. 𝓛{𝐞𝐚𝐭 } = 𝐬−𝐚 , 𝐬 > 𝐚 Jun-15
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞
ℒ{eat } = ∫ e−st eat dt
0
∞
= ∫ e−(s−a)t dt
0
∞
e−(s−a)t
=[ ]
−(s − a) 0
0−1
=[ ]
−(s − a)
1
⟹ ℒ{eat } =
s−a
𝟏
3. 𝓛{𝐞−𝐚𝐭 } = 𝐬+𝐚 , 𝐬 > −𝐚 Jun-13
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞
ℒ{e−at } = ∫ e−st e−at dt
0
∞
= ∫ e−(s+a)t dt
0
∞
e−(s+a)t
=[ ]
−(s + a) 0
0−1 1
=[ ]=
−(s + a) s+a
1
⟹ ℒ{e−at } =
s+a
𝐚
4. 𝓛{𝐬𝐢𝐧 𝐚𝐭} = 𝐬𝟐 +𝐚𝟐 , 𝐬 > 0 and 𝐚 is a constant.
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞
ℒ{sin at} = ∫ e−st sin at dt
0
∞
e−st
=[ 2 (−s sin at − a cos at)]
s + a2 0
1
=0− (−a)
s2 + a2
a
⟹ ℒ{sin at} =
s2 + a2
𝐬
5. 𝓛{𝐜𝐨𝐬 𝐚𝐭} = 𝐬𝟐 +𝐚𝟐 , 𝐬 > 0 and 𝐚 is a constant.
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
∞
e−st
=[ 2 (−s cos at + a sin at)]
s + a2 0
1
=0− (−s)
s 2 + a2
s
⟹ ℒ{cos at} =
s 2 + a2
𝐚
6. 𝓛{𝐬𝐢𝐧𝐡 𝐚𝐭} = 𝐬𝟐 −𝐚𝟐 , 𝐬𝟐 > 𝐚𝟐 (𝐬 > |𝐚|) Dec-11;Dec-12 ; Jun-14 ; Jan-15 ; Jun-15
eat − e−at
Proof: ℒ{sinh at} = ℒ { }
2
1
= [ℒ{eat } − ℒ{e−at }]
2
1 1 1
= [ − ]
2 s−a s+a
1 s+a−s+a
= [ ]
2 s 2 − a2
a
⟹ ℒ{sinh at} =
s 2 − a2
𝐬
7. 𝓛{𝐜𝐨𝐬𝐡 𝐚𝐭} = 𝐬𝟐 −𝐚𝟐 , 𝐬𝟐 > 𝐚𝟐 (𝐬 > |𝐚|) Dec-13
eat + e−at
Proof: ℒ{cosh at} = ℒ { }
2
1
= [ℒ{eat } + ℒ{e−at }]
2
1 1 1
= [ + ]
2 s−a s+a
1 s+a+s−a
= [ ]
2 s 2 − a2
s
⟹ ℒ{cosh at} =
s2 − a2
Exercise-1
Laplace Transform
0,0 < t < π
Find the Laplace transform of f(t) = { .
sin t , t > π May-12
C 1. −𝐞 −𝛑𝐬
Jun-15
[ ]
𝐬𝟐 + 𝟏
0, 0 ≤ t < 2
Find the Laplace transform of (t) = { .
3, when t ≥ 2
H 2. 𝟑𝐞−𝟐𝐬 Dec-11
[ ]
𝐬
0, 0 ≤ t < 3
Find the Laplace transform of (t) = { .
4, when t ≥ 3
H 3. 𝟒𝐞−𝟑𝐬 Jan-15
[ ]
𝐬
t + 1,0 ≤ t ≤ 2
Given that f(t) = { . Find ℒ{f(t)}.
3, t ≥ 2
T 4. −𝐞−𝟐𝐬 𝟏 𝟏 Dec-13
[ 𝟐 + + 𝟐]
𝐬 𝐬 𝐬
1
Find the Laplace transform of t 3 + e−3t + t 2 .
T 5. 𝟑! 𝟏 √𝛑 Jun-13
[𝐬𝟒 + 𝐬+𝟑 + 𝟑 ]
𝟐𝐬 ⁄𝟐
4
Find the Laplace transform of 2t 3 + e−2t + t 3 .
C 6. 𝟏𝟐 𝟏 𝟒 1/ 3 Dec-13
[ 𝟒+ + ]
𝐬 𝐬 + 𝟐 𝟗𝐬𝟕⁄𝟑
Corollary: If 𝓛{𝐟(𝐭)} = 𝐅(𝐬), then show that 𝓛{𝐞−𝐚𝐭 𝐟(𝐭)} = 𝐅(𝐬 + 𝐚).
Exercise-2
dn dn ∞ −st
⟹ F(s) = ∫ e f(t) dt
dsn ds n 0
∞
∂n −st
=∫ [ e ] f(t) dt
0 ∂s n
∞
∂n−1 −st
= ∫ (−1)(t) n−1 e f(t) dt
0 ∂s
∞
∂n−2 −st
= ∫ (−1)2 (t)2 e f(t) dt
0 ∂s n−2
Exercise-3
d
If ℒ{f(t)} = F(s), then show that ℒ{tf(t)} = − ds F(s) use this result to
H 4. obtained ℒ{eat t sin at}. Dec-13
𝟐𝐚(𝐬 − 𝐚)
[ ]
[(𝐬 − 𝐚)𝟐 + 𝐚𝟐 ]𝟐
Find the value of ℒ{t cosh t}.
C 5. 𝟏 + 𝐬𝟐 Jun-14
[ 𝟐 ]
(𝐬 − 𝟏)𝟐
Find the Laplace transform of f(t) = t 2 sinh at.
C 6. 𝟏 𝟏 May-12
[ 𝟑
− ]
(𝐬 − 𝐚) (𝐬 + 𝐚)𝟑
Find the Laplace transform of f(t) = t 2 cos h πt & f(t) = t 2 cos h 3t
Jan-15
H 7. 𝟏 𝟏 𝟏 𝟏
[ + , + ] Jun-15
(𝐬 − 𝛑)𝟑 (𝐬 + 𝛑)𝟑 (𝐬 − 𝟑)𝟑 (𝐬 + 𝟑)𝟑
Find the Laplace transform of t 3 cosh 2t.
H 8. 𝟑 𝟑 Dec-12
[ 𝟒
+ ]
(𝐬 − 𝟐) (𝐬 + 𝟐)𝟒
∞ ∞∞
e−st 0 − e−st
=∫ ( ) f(t) dt = ∫ ( ) f(t) dt
0 −t s 0 −t
∞
f(t) f(t)
= ∫ e−st [ ] dt = ℒ { }
0 t t
f(t) ∞
Thus, ℒ { } = ∫s F(s)ds.
t
Exercise-4
1−et
Find ℒ { }
t
C 2. 𝐬−𝟏 Dec-13
[𝐥𝐨𝐠 ( )]
𝐬
1−cos t
Find the Laplace transform of .
t
T 3. √𝐬𝟐 + 𝟏 May-12
[𝐥𝐨𝐠 ( )]
𝐬
sin wt
Find the Laplace transform of [ ].
t
H 4. 𝛑 𝐬 May-11
[ − 𝐭𝐚𝐧−𝟏 ( )]
𝟐 𝛚
Theorem. Laplace Transform of integration of a function
t F(s)
Statement: If ℒ{f(t)} = F(s), then ℒ {∫0 f(t) dt} = .
s
t ∞ t
Proof: By definition ℒ (∫0 f(u) du) = ∫0 e−st {∫0 f(u) du} dt,
t
Suppose that, U = ∫0 f(u) du
∞ ∞
−st
e−st dU e−st
=∫e U dt = [U ∙ ( ) − ∫{ ∙ ( )} dt]
−s dt −s 0
0
By Integration by parts,
∞ ∞
e−st dU e−st
= [U ( )] − ∫ { ( )} dt
−s 0 dt −s
0
In first step,
t
When t → 0 ⟹ U = ∫0 f(u) du → 0 & t → ∞ , ⟹ e−st → 0.
In second step,
dU d t
By Fundamental theorem of calculus, = dt {∫0 f(u) du} = f(t).
dt
t
1 ∞ −st
⟹ ℒ {∫ f(t) dt} = ∫ e f(t) dt
s 0
0
t 1
Thus, ℒ {∫0 f(t) dt} = s F(s).
Exercise-5
Statement: The Laplace transform of a piecewise continuous periodic function f(t) having
1 p
period "p" is F(s) = ℒ{f(t)} = 1−e−ps ∫0 e−st f(t)dt , where s > 0.
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt1
p ∞
−st
=∫ e f(t) dt + ∫ e−st f(t) dt … (A)
0 p
∞
Now, ∫p e−st f(t) dt
Let, t = u + p ⟹ dt = du
When t ⟶ p ⟹ u ⟶ 0 and t ⟶ ∞ ⟹ u ⟶ ∞.
∞ ∞
−st
⟹∫ e f(t) dt = ∫ e−s(u+p) f(u + p) du
p 0
∞
−sp
=e ∫ e−su f(u) du = e−sp F(s)
0
By eqn. …(A)
p ∞
ℒ{f(t)} = ∫ e−st f(t) dt + ∫ e−st f(t) dt
0 p
p
⟹ F(s) = ∫ e−st f(t) dt + e−sp F(s)
0
p
−sp )F(s)
⟹ (1 − e = ∫ e−st f(t) dt
0
p
1
⟹ F(s) = ∫ e−st f(t) dt
1 − e−sp 0
1 p
Thus, ℒ{f(t)} = 1−e−sp ∫0 e−st f(t)dt, where s > 0 is a Laplace Transform of periodic function f(t)
of period p.
Exercise-6
∞
Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt
Now,
∞
ℒ{u(t − a)} = ∫ e−st u(t − a) dt
0
a ∞
= ∫ e−st u(t − a) dt + ∫ e−st u(t − a) dt
0 a
0, 0 < x < a
We know that, u(t − a) = {
1, x ≥ a
∞ ∞
−st
e−st
=∫ e dt = [− ]
a s a
0 − e−sa e−sa
= [− ]=
s s
e−sa
Thus, ℒ{u(t − a)} = s
Note: Instead of 𝒖(𝐭 − 𝐚) , we can also write 𝐇(𝐭 − 𝐚),which will be Heaviside’s unit step
function.
a ∞
= ∫ e−st f(t − a)u(t − a) dt + ∫ e−st f(t − a)u(t − a) dt
0 a
0, 0 < 𝑥 < 𝑎
We know that, 𝑢(𝑡 − 𝑎) = {
1, 𝑥 ≥ 𝑎
∞
= ∫ 𝑒 −𝑠𝑡 𝑓(𝑡 − 𝑎) 𝑑𝑡
𝑎
∞
= 𝑒 −𝑠𝑎 ∫ 𝑒 −𝑠𝑢 𝑓(𝑢) 𝑑𝑢 = 𝑒 −𝑎𝑠 𝐹(𝑠)
0
Exercise-7
Case 1 : If the denominator has non-repeated linear factors (𝑠 − 𝑎), (𝑠 − 𝑏), (𝑠 − 𝑐), then
𝐴 𝐵 𝐶
Partial fractions = (𝑠−𝑎) + (𝑠−𝑏) + (𝑠−𝑐)
Case 2 : If the denominator has repeated linear factors (𝑠 − 𝑎), (n times), then
𝐴1 𝐴
2 𝐴
3 𝐴𝑛
Partial fractions = (𝑠−𝑎) + (𝑠−𝑎)2 + (𝑠−𝑎)3 + ⋯ + (𝑠−𝑎)𝑛
Case 4 : If the denominator has repeated quadratic factors (𝑠 2 + 𝑎𝑠 + 𝑏), (n times), then
𝐴𝑠+𝐵 𝐶𝑠+𝐷
Partial fractions = (𝑠2 +𝑎𝑠+𝑏) + (𝑠2 +𝑎𝑠+𝑏)2 + ⋯(n times)
Exercise-8
Exercise-9
Exercise-10
Exercise-11
1
Obtain ℒ −1 {𝑙𝑜𝑔 𝑠 }.
H 3. 𝟏 May-11
[ ]
𝒕
𝑤2
Find the inverse transform of the function 𝑙𝑛 (1 + ).
𝑠2 Mar-10
C 4. 𝟐
[ (𝟏 − 𝒄𝒐𝒔 𝒘𝒕)] Jun-14
𝒕
Exercise-12
Convolution Product
Find the value of 1 ∗ 1. Where " ∗ " denote convolution product. Dec-09
T 1.
[𝒕] Jun-15
Find the convolution of 𝑡 and 𝑒 𝑡 . Dec-10
C 2.
[𝒆𝒕 − 𝒕 − 𝟏] Jun-15
Theorem. Convolution Theorem
t
Then ℒ −1 {𝐹(𝑠) ∙ 𝐺(𝑠)} = ∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢 = 𝑓 ∗ 𝑔
𝑡
Proof: Let us suppose 𝐹(𝑡) = ∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢
∞ 𝑡 ∞ 𝑡
Now, ℒ(𝐹(𝑡)) = ∫0 𝑒 −𝑠𝑡 (∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢) 𝑑𝑡 = ∫0 ∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢) 𝑒 −𝑠𝑡 𝑑𝑢 𝑑𝑡
𝑡=𝑢
Here, region of integration is
entire area lying between the lines 𝑢 =
𝑡⟶∞
0 and 𝑢 = 𝑡 which is part of the first
quadrant .
𝑢=0
𝑡
∞ ∞
= (∫ 𝑒 −𝑠𝑢 𝑓(𝑢)𝑑𝑢) (∫ 𝑒 −𝑠(𝑡−𝑢) 𝑔(𝑡 − 𝑢) 𝑑𝑡)
0 𝑢
∞ ∞
= (∫ 𝑒 −𝑠𝑢 𝑓(u)𝑑𝑢) (∫ 𝑒 −𝑠𝑣 𝑔(𝑣) 𝑑𝑣)
0 0
= 𝐹(𝑠) ∙ 𝐺(𝑠)
𝑡
⟹ ℒ −1 {𝐹(𝑠) ∙ 𝐺(𝑠)} = ∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢
0
𝑡
Hence, 𝑓 ∗ 𝑔 = ℒ −1 {𝐹(𝑠) ∙ 𝐺(𝑠)} = ∫0 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢 is convolution product of function 𝑓 & 𝑔.
Exercise-13
Convolution Theorem
1
Using convolution theorem, find the inverse Laplace transform of (𝑠2 +𝑎2 )2
.
May-11
H 1. 𝟏 𝒔𝒊𝒏 𝒂𝒕
[ 𝟐( − 𝒕 𝒄𝒐𝒔 𝒂𝒕)] Dec-10
𝟐𝒂 𝒂
𝑠
ℒ −1 { }
(𝑠 2 + 1)2
T 2. 𝟏 Jan-15
[ 𝒕 𝒔𝒊𝒏 𝒕]
𝟐
𝑠
ℒ −1 { }
(𝑠 + 1) (𝑠 − 1)2
T 3. Jan-15
𝟏 𝒕 𝒆𝒕 𝒆−𝒕
[ 𝒕𝒆 + − ]
𝟐 𝟒 𝟒
1
State convolution theorem and using it find ℒ −1 {(𝑠+1)(𝑠+3)} .
H 4. 𝒆−𝒕 − 𝒆−𝟑𝒕 Dec-13
[ ]
𝟐
𝑠2
State convolution theorem and using it find ℒ −1 {(𝑠2 }.
+4)(𝑠2 +9)
H 5. 𝟏 Jun-14
[ (𝟑 𝒔𝒊𝒏 𝟑𝒕 − 𝟐 𝒔𝒊𝒏 𝟐𝒕)]
𝟓
𝑠2
State convolution theorem and using it find ℒ −1 {(𝑠2 +𝑎2 )(𝑠2 +𝑏2 )} .
C 6. 𝟏 Jun-15
[ 𝟐 (𝒂 𝒔𝒊𝒏 𝒂𝒕 − 𝒃 𝒔𝒊𝒏 𝒃𝒕)]
(𝒂 − 𝒃𝟐 )
𝑠+2
Find ℒ −1 {(𝑠2 +4𝑠+5)2 }.
T 7. 𝒆−𝟐𝒕 𝒕 𝒔𝒊𝒏 𝒕 Jun-13
[ ]
𝟐
State the convolution theorem on Laplace transform and using it Dec-12
−1 1
find ℒ { }. Dec-09
H 8. 𝑠(𝑠2 +4)
𝟏 − 𝒄𝒐𝒔 𝟐𝒕 Jan-15
[ ] Jun-15
𝟒
𝑠
Apply convolution theorem to Evaluate ℒ −1 {(𝑠2 +𝑎2 )2 } .
Jun-14
H 9. 𝒕 𝒔𝒊𝒏 𝒂𝒕
[ ] Jan-15
𝟐𝒂
1
Find ℒ −1 {𝑠(𝑠+𝑎)3 } .
T 10. 𝟏 𝒕𝟐 𝒆−𝒂𝒕 𝟐𝒕𝒆−𝒂𝒕 𝟐𝒆−𝒂𝒕 𝟐 Dec-13
[ [− − − + 𝟑 ]]
𝟐 𝒂 𝒂𝟐 𝒂𝟑 𝒂
𝑎
State convolution theorem and use to evaluate Laplace inverse of 𝑠2 (𝑠2 +𝑎2 )
C 11. 𝒂𝒕 − 𝒔𝒊𝒏 𝒂𝒕 Mar-10
[ ]
𝒂𝟐
∞
⟹ ℒ{𝑓 ′ (𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓′(𝑡) 𝑑𝑡
0
∞
−𝑠𝑡 ′ (𝑡)𝑑𝑡
𝑑 −𝑠𝑡 ′ (𝑡)𝑑𝑡}
= [𝑒 ∫𝑓 − ∫ {( 𝑒 ) ∙ ∫ 𝑓 𝑑𝑡]
𝑑𝑡 0
∞
−𝑠𝑡 −𝑠𝑡
= [𝑒 𝑓(𝑡) − ∫(−𝑠)𝑒 𝑓(𝑡)𝑑𝑡]
0
∞
= 0 − 𝑓(0) + 𝑠 ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡 = s𝐹(𝑠) − 𝑓(0)
0
1 1
1. ℒ{1} = 1. ℒ −1 { } = 1
𝑠 𝑠
−1
1 𝑡 𝑛−1 𝑡 𝑛−1
1 𝑛! 2. ℒ { 𝑛} = 𝑶𝑹
2. ℒ{𝑡 𝑛 } = n 1 𝑶𝑹 𝑠 n (𝑛 − 1)!
𝑠 𝑛+1 𝑠 𝑛+1
1 1
3. ℒ{𝑒 𝑎𝑡 } = 3. ℒ −1 { } = 𝑒 𝑎𝑡
𝑠−𝑎 𝑠−𝑎
1 1
4. ℒ{𝑒 −𝑎𝑡 } = 4. ℒ −1 { } = 𝑒 −𝑎𝑡
𝑠+𝑎 𝑠+𝑎
𝑎 1 1
5. ℒ{𝑠𝑖𝑛 𝑎𝑡} = 5. ℒ −1 { } = 𝑠𝑖𝑛 𝑎𝑡
𝑠2 + 𝑎2 𝑠2 +𝑎 2 𝑎
𝑠 𝑠
6. ℒ{𝑐𝑜𝑠 𝑎𝑡} = 6. ℒ −1 { 2 } = 𝑐𝑜𝑠 𝑎𝑡
𝑠 2 + 𝑎2 𝑠 + 𝑎2
𝑎 1 1
7. ℒ{𝑠𝑖𝑛ℎ 𝑎𝑡} = 7. ℒ −1 { } = 𝑠𝑖𝑛ℎ 𝑎𝑡
𝑠2 − 𝑎2 𝑠2 −𝑎 2 𝑎
𝑠 𝑠
8. ℒ{𝑐𝑜𝑠ℎ 𝑎𝑡} = 8. ℒ −1 { 2 } = 𝑐𝑜𝑠ℎ 𝑎𝑡
𝑠 2 − 𝑎2 𝑠 − 𝑎2
n 1 −1
1 𝑒 𝑎𝑡 𝑡 𝑛−1 𝑒 𝑎𝑡 𝑡 𝑛−1
9. 𝑛! 9. ℒ { }= 𝑶𝑹
ℒ{𝑒 𝑎𝑡 𝑡 𝑛 } = 𝑶𝑹 (𝑠 − 𝑎)𝑛 n (n − 1)!
(𝑠 − 𝑎)𝑛+1 (𝑠 − 𝑎)𝑛+1
b 1 1 at
10. ℒ{eat sin bt} = 10. ℒ −1 { } = e sin bt
(s − a)2 + b 2 (s − a)2 + b 2 a
s−a s−a
11. ℒ{eat cos bt} = 11. ℒ −1 { } = eat cos bt
(s − a)2 + b 2 (s − a)2 + b 2
b 1 1 at
12. ℒ{eat sinh bt} = 12. ℒ −1 { } = e sinh bt
(s − a)2 − b 2 (s − a)2 − b 2 b
s−a s−a
13. ℒ{eat cosh bt} = 13. ℒ −1 { } = eat cosh bt
(s − a)2 − a2 (s − a)2 − b 2
s 1 1 1
14. ℒ −1 { } = t sin at 14. ℒ −1 { } = (sin at − at cos at)
(s2 + a2 )2 2a (s2 + a2 )2 2a3
Notation
∂z ∂z ∂2 z ∂2 z ∂2 z
Suppose z = f(x, y). For that , we shall use ∂x = p , =q, = r, = s, = t.
∂y ∂x2 ∂x ∂y ∂y2
Exercise-1
Exercise-2
Similarly, if the variable x is absent in last two fractions or it is possible to eliminate x from last
dx dy
two fractions Q = R , then we can apply grouping method.
3. Multipliers Method
In this method, we require two sets of multiplier l, m, n and l′ , m′ , n′ .
By appropriate selection multiplier l, m, n (either constants or functions of x, y, z) we may write
dx dy dz ldx + mdy + ndz
= = =
P Q R lP + mQ + nR
Such that, lP + mQ + nR = 0.
This implies ldx + mdy + ndz = 0
Solving it we get u(x, y, z) = c1 … (1)
Again we may find another set of multipliers l′ , m′ , n′
So that, l′ P + m′ Q + n′ R = 0
This gives, l′ dx + m′ dy + n′ dz = 0
Solving it we get v(x, y, z) = c2 … (2)
From (1) and (2), we get the general solution as F(u, v) = 0.
Exercise-3
Charpit’s Method
Consider f(x, y, z, p, q) = 0
Step 1: Find value of p & q by using the relation
dx dy dz dp dq
= = = = ( lagrange − Charpit eqn )
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
− − −p − q +p +q
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z
Step 2: Find value of p & q.
Step 3: Complete Solution : z = ∫ p dx + ∫ q dy + c.
Exercise-4
Solve p2 − q2 = x − y.
H 5. 𝟐 𝟑 𝟐 𝟑 Jan-15
[𝐳 = (𝐚 + 𝐱)𝟐 + (𝐚 + 𝐲)𝟐 + 𝐛]
𝟑 𝟑
Solve p − x 2 = q + y 2 .
T 6. 𝐱𝟑 𝐲𝟑 Jun-15
[𝐳 = 𝐚𝐱 + + 𝐚𝐲 − + 𝐛]
𝟑 𝟑
Solve z = px + qy + p2 q2 .
T 7. Jun-13
[𝐳 = 𝐚𝐱 + 𝐛𝐲 + 𝐚𝟐 𝐛𝟐 ]
Solve z = px + qy − 2√pq.
C 8. Dec-13
[𝐳 = 𝐚𝐱 + 𝐛𝐲 − 𝟐√𝐚𝐛]
Solve qz = p(1 + q).
H 9. Jun-14
[𝐛𝐳 − 𝟏 = 𝐜 𝐞𝐱+𝐚𝐲 ]
Solve pq = 4z.
C 10. Jun-15
[𝟒𝐛𝐳 = (𝟐𝐱 + 𝟐𝐛𝐲 + 𝐛)𝟐 ]
Exercise-5
∂u ∂u
Solve 2 ∂x = + u subject to the condition u(x, 0) = 4e−3x
C 2. ∂t Jan-13
[𝐮(𝐱, 𝐭) = 𝟒 𝐞−𝟑𝐱−𝟕𝐭 ]
∂u ∂u
Solve ∂x = 2 ∂t + u subject to the condition u(x, 0) = 6e−3x
H 3. Jun-15
[𝐮(𝐱, 𝐭) = 𝟔 𝐞−𝟑𝐱−𝟐𝐭 ]
∂u ∂u
Using method of separation of variables solve ∂x + ∂y = 2(x + y)u. Jan-15
C 4.
[𝐮(𝐱, 𝐲) = 𝐞 𝐱 𝟐 +𝐲 𝟐 +𝐤𝐱−𝐤𝐲+𝐜
] Jun-15
∂2 u ∂u
Using method of separation of variables solve = ∂y + 2u.
∂x2
H 6. Jun-13
[𝐮(𝐱, 𝐲) = (𝐜𝟏 𝐞√𝐤𝐱 + 𝐜𝟐 𝐞−√𝐤𝐱 ) 𝐜𝟑 𝐞(𝐤−𝟐)𝐲 ]
∂2 z ∂z ∂z
Solve ∂x2 − 2 ∂x + ∂y = 0 by the method of separation variables. May-12
C 7.
[𝐳(𝐱, 𝐲) = (𝐜𝟏 𝐞 (𝟏+√𝟏+𝐤)𝐱
+ 𝐜𝟐 𝐞 (𝟏−√𝟏+𝐤)𝐱
) 𝐜𝟑 𝐞 −𝐤𝐲
] Jun-14
∂2 u ∂2 u
Solve two dimensional Laplace’s equation ∂x2 + ∂y2 = 0,using the method
Jan-13
C 8. separation of variables. Dec-09
[𝐮(𝐱, 𝐲) = (𝐜𝟏 𝐞√𝐤𝐱 + 𝐜𝟐 𝐞−√𝐤𝐱 ) (𝐜𝟑 𝐜𝐨𝐬 √𝐤𝐲 + 𝐜𝟒 𝐬𝐢𝐧 √𝐤𝐲)]
Using the method of separation of variables, solve the partial differential
∂2 u ∂2 u
equation ∂x2 = 16 ∂y2 .
T 9. Jan-15
√𝐤 √𝐤
[𝐮(𝐱, 𝐲) = (𝐜𝟏 𝐞√𝐤𝐱 + 𝐜𝟐 𝐞−√𝐤𝐱 ) (𝐜𝟑 𝐞 𝟒 𝐲 + 𝐜𝟒 𝐞 − 𝐲
𝟒 )]
∂u ∂u
Solve x ∂x − 2y ∂y = 0 using method of separation variables.
C 10. 𝐤 Jun-13
[𝐮(𝐱, 𝐲) = 𝐜𝟏 𝐜𝟐 𝐱 𝐤 𝐲 𝟐 ]