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1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 1

Beta and Gamma Function


The name gamma function and its symbol were introduced by Adrien-marie Legendre in 1811.
It is found that some specific definite integrals can be conveniently used as Beta and Gamma
function. The gamma and beta functions have wide applications in the area of quantum physics,
Fluid dynamics, Engineering and statistics.

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

𝐢. 𝐞. 𝛃(𝐦, 𝐧) = ∫ 𝐱 𝐦−𝟏 (𝟏 − 𝐱)𝐧−𝟏 𝐝𝐱


𝟎

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

 Reduction formula for Gamma Function ⌈(n + 1) = n⌈n ; where n > 0.


 If n is a positive integer, then ⌈(n + 1) = n!
∞ 2 1
 Second Form of Gamma Function ∫0 e−x x 2m−1 dx = 2 ⌈m
⌈m⌈n
 Relation Between Beta and Gamma Function, B(m, n) = ⌈(m+n)
π p+1 q+1
1 ⌈( 2 )⌈( 2 )
 ∫02 sinp θ cosq θdθ = 2 p+q+2
⌈( )
2

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 2

3. Error Function and Complementary Error Function


2 x 2
The error function of x is defined by the integral ∫ e−t dt, where x may be real or complex
√π 0

variable and is denoted by erf(x).


x
2 2
i. e. erf(x) = ∫ e−t dt
√π
0

The complementary error function is denoted by erfc (x) and defined as



2 2
erfc (x) = ∫ e−t dt
√π
x

Properties

 erf(0) = 0
 erf(∞) = 1
 erf(x) + erfc (x) = 1
 erf(−x) = −erf(x)

4. Unit Step Function


The Unit Step Function is defined by u(x-a)
1, for x ≥ a
u(x − a) = { , where a ≥ 0.
0, for x < a

x
0 a

5. Pulse of unit Height


1, for 0 ≤ x ≤ T
The pulse of unit height of duration T is defined by f(x) = { .
0, for T < x

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 3

6. Sinusoidal Pulse Function f(x)

The sinusoidal pulse function is defined by


π
sin ax , for 0 ≤ x ≤ a
f(x) = { π .
0, for x > 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

of co-domain. Gate function is also a rectangle function.


x
0 -a a

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 4

f(x)

10. Signum Function


The Signum function is defined by 1
1, for x > 0
f(x) = { .
−1, for x < 0

−1

11. Periodic Function


A function f is said to be periodic, if f(x + p) = f(x) for all x, If smallest positive number of
set of all such p exists, then that number is called the Fundamental period of f(x).

Note

 Constant function is periodic without Fundamental period.


 Sine and Cosine are Periodic functions with Fundamental period 2π.

f(x)

12. Square Wave Function 1

A square wave function f(x) of period 2a is defined by


a 3a
1, for 0 < x < a
f(x) = { .
−1, for a < x < 2a -a 0 2a
−1

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 5

14. Triangular Wave Function


A Triangular wave function f(x) having period 2a f(x)
is defined by

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

16. Half Rectified Sine Wave Function


A half wave rectified sinusoidal function with period 2π is defined as
sin x , for 0 ≤ x < π
f(x) = { .
0, for π ≤ x < 2π

f(x)

` ` `

−2π −π 0 π 2π 3π 4π

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 6

17. Bessel’s Function


A Bessel’s function of order n is defined by

xn x2 x4 (−1)k x n+2k
Jn (x) = n [1 − + −⋯] = ∑ ( )
2 ⌈(n + 1) 2(n + 2) 2 ∙ 4(2n + 2)(2n + 4) k! ⌈(n + k + 1) 2
k=0

Properties

 J−n (x) = (−1)n Jn (x),If n is a positive integer.


2n
 Jn+1 (x) = Jn (x) − Jn−1 (x)
x
d
 (x n Jn (x)) = x n Jn−1 (x)
dx

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 1

Fourier Series in the interval (𝐜, 𝐜 + 𝟐𝐥)

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

Where the constants a0 , an and bn are given by

𝟏 𝐜+𝟐𝐥 𝟏 𝐜+𝟐𝐥 𝐧𝛑𝐱 𝟏 𝐜+𝟐𝐥 𝐧𝛑𝐱


 𝐚𝟎 = 𝐥 ∫𝐜 𝐟(𝐱) 𝐝𝐱  𝐚𝐧 = 𝐥 ∫𝐜 𝐟(𝐱) 𝐜𝐨𝐬 ( ) 𝐝𝐱  𝐛𝐧 = 𝐥 ∫𝐜 𝐟(𝐱) 𝐬𝐢𝐧 ( ) 𝐝𝐱
𝐥 𝐥

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 + ⋯

Where, u′ , u′′ , … are successive derivatives of u and v1 , v2 , … are successive integrals of v.


Choice of u and v is as per LIATE order.

Where, A means Algebraic Function

L means Logarithmic Function T means Trigonometric Function

I means Invertible Function E means Exponential Function

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 2

Fourier series in the interval (𝟎, 𝟐𝐥)

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

Where the constants a0 , an and bn are given by

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

Fourier Series In Arbitrary Period [𝟎, 𝟐𝐥]


H 1. Find the Fourier series for f(x) = x 2 in (0,1).

Ans. f(x) = 1 + ∑ [ 1 cos(2nπx) − 1 sin(2nπx)]
3 n2 π2 nπ
n=1

C 2. Find the Fourier series to represent f(x) = 2x − x 2 in (0,3). May-12


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

T 4. Find the Fourier series of the periodic function f(x) = π sin πx


Dec-10
Where 0 < x < 1 , p = 2l = 1.

Ans. f(x) = 2 + ∑ 4
cos(nπx)
1 − 4n2
n=1
Develop f(x) in a Fourier series in the interval (0,2) if
H 5. x, 0 < x < 1 Dec-13
f(x) = {
0, 1 < x < 2.
n ∞ n+1
Ans. f(x) = 1 + ∑ [(−1) − 1 cos(nπx) + (−1) sin(nπx)]
4 2 2 n π nπ
n=1

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 3

Find the Fourier series for periodic function with period 2 of


C 6. π, 0≤x≤1 Jun-13
f(x) = {
π (2 − x), 1 ≤ x ≤ 2.
n ∞
Ans. f(x) = 3π + ∑ [(−1) − 1 cos(nπx) + 1 sin(nπx)]
4 2 πn n
n=1

Find the Fourier series for periodic function with period 2 of


T 7. πx, 0≤x≤1 Jun-15
f(x) = {
π (2 − x), 1 ≤ x ≤ 2.
n ∞
Ans. f(x) = π + ∑ 2[(−1) − 1] cos(nπx)
2 πn2
n=1

Fourier series in the interval (𝟎, 𝟐𝛑)


The Fourier series for the function f(x) in the interval (0,2π) is defined by

𝐚𝟎
𝐟(𝐱) = + ∑(𝐚𝐧 𝐜𝐨𝐬 𝐧𝐱 + 𝐛𝐧 𝐬𝐢𝐧 𝐧𝐱)
𝟐
𝐧=𝟏

Where the constants a0 , an and bn are given by

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

Fourier Series In [𝟎, 𝟐𝛑]


H 1. Find Fourier Series for f(x) = x 2 ; where 0 ≤ x ≤ 2π. Jan-13

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 4

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

Fourier series in the interval (−𝐥, 𝐥)

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

Where the constants a0 , an and bn are given by

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

Definition: Odd Function & Even Function

A function is said to be Odd Function if 𝐟(−𝐱) = −𝐟(𝐱).

A function is said to be Even Function if 𝐟(−𝐱) = 𝐟(𝐱).

Fourier Series For Odd & Even Function

Let, f(x) be a periodic function defined in (−𝐥, 𝐥)

 f(x) is even, bn = 0  f(x) is odd, an = 0; n = 0,1,2,3, …

∞ ∞
a0 nπx nπx
f(x) = + ∑ an cos ( ) f(x) = ∑ bn sin ( )
2 l l
n=1 n=1

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 5

Exercise-3

Fourier Series In Arbitrary Period [−𝐥, 𝐥]


H 1. Expand f(x) = x in – l < x < l the Fourier series.

2 l (−1)n+1 nπx
Ans. f(x) = ∑ sin ( )
nπ l
n=1

H 2. Find the Fourier series of the periodic function f(x) = 2x


Dec-09
Where−1 < x < 1 , p = 2l = 2.
∞ n+1
Ans. f(x) = ∑ 4(−1) sin(nπx)

n=1

T 3. Find the Fourier series for f(x) = x 2 in −2 < x < 2. Dec-11


∞ n
Ans. f(x) = 4 + ∑ 16(−1) cos (nπx)
3 2 2 n π 2
n=1
Find the Fourier series of
H 4. (i) f(x) = x; – π < x < π, f(x) = f(x + 2π). Jun-14
(ii) f(x) = x 2 ; – l < x < l.

2(−1)n+1
(i)f(x) = ∑ sin nx
n
Ans. n=1

2
l 4l2 (−1)n
(ii)f(x) = + ∑ cos nx
3 n2 π2
n=1

H 5. Expand f(x) = x 2 − 2 in – 2 < x < 2 the Fourier series. Jan-15


∞ n+1
Ans. f(x) = − 2 + 16 ∑ (−1) cos (
nπx
)
2
3 2π n 2
n=1
T 6. Find the Fourier series of f(x) = x 2 + x Where −2 < x < 2. Jan-13
∞ n n+1
Ans. f(x) = 4 + ∑ [16(−1) cos (nπx) + 4(−1) sin (
nπx
)]
3 2 2 n π l nπ l
n=1

H 7. Find the Fourier expansion for function f(x) = x − x 3 in −1 < x < 1.

∞ 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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 6

∞ 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

H 10. Find the Fourier series of f(x) = {x , −1 < x < 0. Jan-13


2, 0 < x < 1
∞ n n
Ans. f(x) = 3 + ∑ [1 − (−1) cos 𝑛𝑥 + 2 − 3(−1) sin nx]
42 2 n π nπ
n=1
Find the Fourier series for periodic function f(x) with period 2
C 11. −1, −1 < x < 0 Jan-13
Where f(x) = { .
1, 0 < x < 1
∞ n
Ans. f(x) = ∑ 2 − 2(−1) sin nx
πn
n=1

Fourier series in the interval (−𝛑, 𝛑)

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

Fourier Series In [−𝛑, 𝛑]


H 1. Dec-11
Find the Fourier series expansion of f(x) = x; – π < x < π . Jun-14

n+1
Ans. f(x) = ∑ 2(−1) sin nx
n
n=1

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 7

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

H 5. Find the Fourier series of f(x) = x 3 ; x ∈ (−π, π). Jun-13


∞ n+1
Ans. f(x) = ∑ 2(−1) [π2 −
6
] sin nx
n n2
n=1

C 6. Sketch the function f(x) = x + π ; – π < x < π.


Mar-10
Where f(x) = f(x + 2π) and Find the Fourier series.
∞ n+1
Ans. f(x) = π + ∑ 2(−1) sin nx
n
n=1
Find the Fourier series of f(x) = x − x 2 ; – π < x < π.
T 7. 1 1 1 1 π2 Jun-14
Deduce that: 2
− 2
+ 2
− 2
+⋯= .
1 2 3 4 12

2 n+1∞ n+1
Ans. f(x) = − π + ∑ [4(−1) cos nx + 2(−1) sin nx]
3 n2 n
n=1

H 8. Find the Fourier series of f(x) = x + x 2 ; – π < x < π. Jun-15

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

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 8

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

Obtain the Fourier Series for the function f(x) given by


H 14. 0 ; −π ≤ x ≤ 0 1 1 1 π2
f(x) = { 2 Hence prove 1 − 4 + 9 − 16 + ⋯ = 12.
x ; 0≤x≤π

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

Find the Fourier series expansion of the function


H 15. May-12
−π; −π ≤ x < 0 1 π2
f(x) = { Deduce that ∑∞n=1 (2n−1)2 = . Jun-14
x; 0 < x ≤ π 8

n∞ n
Ans. f(x) = − π + ∑ [(−1) − 1 cos nx + 1 − 2(−1) sin nx]
4 2 πn n
n=1

−k; if − π < x < 0


Find Fourier series for 2π periodic function f(x) = {
C 16. k; if 0 < x < π Jan-15
1 1 1 π
Hence deduce that 1 − 3 + 5 − 7 + ⋯ = 4 .

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 9

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

Find the Fourier Series for the function f(x) given by


H 18. −π , −π < x < 0
f(x) = { Jun-15
x−π, 0<x <π

n ∞ n+1
Ans. f(x) = − 3π + ∑ [(−1) − 1 cos nx + (−1) sin nx]
4 πn2 n
n=1

Find the Fourier Series for the function f(x) given by


2x May-11
C 19. 1 + π ; −π ≤ x ≤ 0 1 1 1 π2
f(x) = { 2x Hence prove + 32 + 52 + ⋯ = . Jan-15
12 8
1− π ; 0≤ x≤π

Ans. f(x) = ∑ 4 [1 − (−1)n ] cos nx
2 2 π n
n=1

Half Range Series

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.

Half Range Cosine Series In The Interval (𝟎, 𝐥)



a0 nπx
f(x) = + ∑ an cos ( )
2 l
n=1

𝟐 𝐥 𝟐 𝐥 𝐧𝛑𝐱
 𝐚𝟎 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐝𝐱  𝐚𝐧 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐜𝐨𝐬 ( ) 𝐝𝐱
𝐥

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 10

Exercise-5

Half Range Cosine Series


C 1. Find Fourier cosine series of the periodic function f(x) = x, Dec-10
(0 < x < L), p = 2L. also sketch f(x) and its periodic extension.
∞ n
Ans. f(x) = L + ∑ 2L[(−1) − 1] cos (nπx)
2 n2 π2 L
n=1

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

H 4. Find Half-range cosine series for f(x) = x 2 in 0 < x < π. Jun-15

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

H 7. Find Half-range cosine series for f(x) = ex in (0,1). May-12

∞ n
Ans. f(x) = (e − 1) + ∑ 2[e(−1) − 1] cos(nπx)
2 2 n π +1
n=1

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 11

H 8. Find Half-range cosine series for f(x) = ex in 0 < x < 2. Jun-14

2 2 n ∞
Ans. f(x) = e − 1 + ∑ 4[e (−1) − 1] cos (nπx)
2 n2 π2 + 4 2
n=1

H 9. Find Half-range cosine series for f(x) = ex in 0 < x < π. Jun-15

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

Half Range Sine Series In The Interval (𝟎, 𝐥)



nπx
f(x) = ∑ bn sin ( )
l
n=1

𝟐 𝐥 𝐧𝛑𝐱
 𝐛𝐧 = 𝐥 ∫𝟎 𝐟(𝐱) 𝐬𝐢𝐧 ( ) 𝐝𝐱
𝐥

Exercise-6

Half Range Sine Series


Express f(x) = x as a
H 1. Half range sine series in 0 < x < 2 Jun-14
Half range cosine series in 0 < x < 2.

4(−1)n+1 nπx
(i)f(x) = ∑ sin ( )
nπ 2
Ans. n=1

2 2 nπx
(ii)f(x) = 1 + ∑ ( ) [(−1)n − 1] cos ( )
nπ 2
n=1

H 2. Find the Half range sine series for f(x) = 2x, 0 < x < 1. Jun-15

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 12


4
Ans. f(x) = ∑ (−1)n+1 sin nπx

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

T 4. Find Half-range sine series for f(x) = ex in 0 < x < π. Jun-15



2n[eπ (−1)n+1 + 1]
Ans. f(x) = ∑ sin nx
π(1 + n2 )
n=1

C 5. Expand πx − x 2 in a half-range sine series in the interval (0, π) up to Jan-15


first three terms. Jun-15

Ans. f(x) = 8 (sin x + sin 3x + sin 5x + ⋯ )


π 3 3 3 5
π
x ;0 < x <
C 6. Find the sine series f(x) = { π
2
. May-11
π−x;2 < x < π

Ans. f(x) = ∑ 4 sin (nπ) sin nx
2 n π 2
n=1
π
mx ;0 < x <
2
If f(x) = { π then, show that
T 7. m(π − x) ; < x < π May-12
2
4m sin x sin 3x sin 5x
f(x) = { − − −⋯}
π 12 32 52

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 13

Some Useful Integrals And Formulae

 Consider m and n be positive integers or zero.


2π 2π

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

5. ∫ sin mx cos nx dx = 0, ∀m, n


0

 Let m, n ∈ ℤ.

1. sin nπ = 0 ; ∀n 2. cos nπ = (−1)n ; ∀n


π π
3. sin(2n + 1) = (−1)n 4. cos(2n + 1) =0
2 2
[f(x)]n [f(x)]n+1
5. ∫ ex [f(x) + f ′ (x)] dx = ex f(x) + c 6. ∫ dx = +c
f ′ (x) n+1
a
 If f(x) is an odd function defined in (−a, a), then ∫−a f(x) dx = 0.
a a
 If f(x) is a even function defined in (−a, a), then ∫−a f(x) dx = 2 ∫0 f(x) dx.

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 14

Fourier Integrals
Fourier Integral of f(x) is given by

f(x) = ∫ [A(ω) cos ωx + B(ω) sin ωx] dω


0
∞ ∞
1 1
Where, A(ω) = ∫ f(v) cos ωv dv & B(ω) = ∫ f(v) sin ωv dv
π π
−∞ −∞

Fourier Cosine Integral


∞ ∞
2
f(x) = ∫ A(ω) cos ωx dω ; Where, A(ω) = ∫ f(v) cos ωv dv
π
0 0

Fourier Sine Integral


∞ ∞
2
f(x) = ∫ B(ω) sin ωx dω ; Where, B(ω) = ∫ f(v) sin ωv dv
π
0 0

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

2 ; |x| < 2 Jan-13


T 3. Find the Fourier integral representation of f(x) = {
0 ; |x| > 2. Jun-14

4 sin 2ω cos ωx
Ans. f(x) = ∫ dω
πω
0

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2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 15

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

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 1

Definition: Differential Equation


An eqn which involves differential co-efficient is called Differential Equation.
d2 y dy
e.g. + x 2 dx + y = 0
dx2

Definition: Ordinary Differential Equation


An eqn which involves function of single variable and ordinary derivatives of that function then
it is called Ordinary Differential Equation.
dy
e.g. +y =0
dx

Definition: Partial Differential Equation


An eqn which involves function of two or more variable and partial derivatives of that function
then it is called Partial Differential Equation.
∂y ∂y
e.g. + ∂t = 0
∂x

Definition: Order Of Differential Equation


The order of highest derivative which appeared in differential equation is “Order of D.E”.
dy 2 dy
e.g. (dx) + dx + 5y = 0 Has order 1.

Definition: Degree Of Differential Equation


When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree of D.E.”.
dy 2 dy
e.g. (dx) + dx + 5y = 0 Has degree 2.

Exercise-1

Order And Degree Differential Equation


1
1. d2 y dy 2 4
C = [y + (dx) ] . [𝟐, 𝟒] May-11
dx2
1
dy 2
T 2. [dx + y] = sin x. [𝟏, 𝟏] May-11
dy x
y = x dx + dy . [𝟏, 𝟐]
C 3. dx

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

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 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]

Solution Of A Differential Equation


A solution or integral or primitive of a differential equation is a relation between the variables
which does not involve any derivative(s) and satisfies the given differential equation.
1. General Solution (G.S.)
A solution of a differential equation in which the number of arbitrary constants is equal to
the order of the differential equation, is called the General solution or complete integral
or complete primitive.
2. Particular Solution
The solution obtained from the general solution by giving a particular value to the
arbitrary constants is called a particular solution.
3. Singular solution
A solution which cannot be obtained from a general solution is called a singular solution.

Definition: Linear Differential Equation


A differential equation is called “LINEAR DIFFERENTIAL EQUATION” if
1. dependent variable and its all derivative are of first degree
2. dependent variable and its derivative are not multiplied together

If one of above condition is not satisfy, then it is called “NON-LINEAR DIFFERENTIAL


EQUATION”.
e.g.
d2 y dy
1. + x 2 dx + y = 0 Is linear.
dx2
d2 y dy
2. + y dx + y = 0 Is non-linear.
dx2
d2 y dy 2
3. + x 2 (dx) + y = 0 Is non-linear.
dx2

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

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 3

Type Of First Order Differential Equation


I. Variable Separable Equation
II. Homogeneous Differential Equation
III. Exact Differential Equation
IV. Linear(Leibnitz’s) Differential Equation
V. Bernoulli’s Equation

Variable Separable Equation


dy
If differential equation of type dx = f(x, y) can convert into M(x)dx = N(y)dy, then it is known
as Variable Separable Equation.
The general solution of Variable Separable Equation is

∫ 𝐌(𝐱)𝐝𝐱 = ∫ 𝐍(𝐲)𝐝𝐲 + 𝐜

Where, c is a arbitrary constant.

Homogeneous Differential Equation


A differential equation of the form 𝐌(𝐱, 𝐲)𝐝𝐱 + 𝐍(𝐱, 𝐲)𝐝𝐲 = 𝟎 is said to be Homogeneous
Differential Equation if M(x, y) & N(x, y) are homogeneous function of same degree.
Such differential equation is solved by the substitution 𝐲 = 𝐯𝐱.
Exercise-2

Separable method

C 1. 9yy ′ + 4x = 0. [𝟗𝐲 𝟐 + 𝟒𝐱 𝟐 = 𝐜] Dec-11

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

C 5. xy ′ + y = 0 ; y(2) = −2. [𝐱𝐲 = −𝟒] Dec-11


𝐑
dI
C 6. L + RI = 0, I(0) = I0 . [𝐈 = 𝐈𝟎 𝐞− 𝐋 𝐭 ] Dec-10
dt

H 7. (1 + x)ydx + (1 − y)xdy = 0. [𝐥𝐨𝐠(𝐱𝐲) + 𝐱 − 𝐲 = 𝐜]

T 8. ex tanydx + (1 − ex )sec 2ydy = 0. [(𝟏 − 𝐞𝐱 )−𝟏 𝐭𝐚𝐧 𝐲 = 𝐜] Jun-13


𝐲
C 9. xy ′ = y 2 + y. [𝐲+𝟏 = 𝐱𝐜] Dec-10

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 4

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

Leibnitz’s Linear Differential Equation


𝐝𝐲 𝐝𝐱
A differential equation of the form 𝐝𝐱 + 𝐏(𝐱)𝐲 = 𝐐(𝐱) “OR” + 𝐏(𝐲)𝐱 = 𝐐(𝐲) is known as
𝐝𝐲
Linear Differential Equation.
The general solution of Linear Differential Equation is
𝐲(𝐈. 𝐅. ) = ∫ 𝐐(𝐱)(𝐈. 𝐅. )𝐝𝐱 + 𝐜 “OR” 𝐱(𝐈. 𝐅. ) = ∫ 𝐐(𝐲)(𝐈. 𝐅. )𝐝𝐲 + 𝐜

Where, 𝐈. 𝐅. = 𝐞∫ 𝐩 𝐝𝐱 “OR” 𝐈. 𝐅. = 𝐞∫ 𝐩 𝐝𝐲
Exercise-3

Linear Differential Equation


dy
C 1. − y = e2x . [𝐲𝐞−𝐱 = 𝐞𝐱 + 𝐜] Dec-09
dx

dy 2. 𝟐
H 2. + 2xy = e−x [𝐲𝐞𝐱 = 𝐱 + 𝐜]
dx

C 3. y ′ + y sin x = ecos x . [𝐲𝐞− 𝐜𝐨𝐬 𝐱 = 𝐱 + 𝐜] Dec-11


1 −𝟏
dy 1 Jan-13
H 4. + x2 y = 6ex . [𝐲𝐞 𝐱 = 𝟔𝐱 + 𝐜]
dx Jun-15

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 5

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

T 15. ydx − xdy + (logx)dx = 0. [𝐲 + 𝐥𝐨𝐠 𝐱 + 𝟏 = 𝐜𝐱]

′ −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

Bernoulli’s Differential Equation


𝐝𝐲 𝐝𝐱
A differential equation of the form 𝐝𝐱 + 𝐏(𝐱)𝐲 = 𝐐(𝐱)𝐲 𝐧 OR𝐝𝐲 + 𝐏(𝐲)𝐱 = 𝐐(𝐲)𝐱 𝐧 is known as
Bernoulli’s Differential Equation. Where n is real number (except for n = 0 & 1)
Such differential equation can be converted into linear differential equation and accordingly
can be solved.

Equation Reducible To Linear Differential Equation Form


𝐝𝐲
 CASE 1 : A differential equation of the form + 𝐏(𝐱)𝐲 = 𝐐(𝐱)𝐲 𝐧 _____(1)
𝐝𝐱

Dividing both sides of equation (1) by 𝐲 𝐧 ,

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 6

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

Which is Linear Differential equation and accordingly can be solved.


𝐝𝐲
 CASE 2 : A differential of form 𝐝𝐱 + 𝐏(𝐱)𝐟(𝐲) = 𝐐(𝐱)𝐠(𝐲) ……(3)

Dividing both sides of equation (3) by "y" ,


𝟏 𝐝𝐲 𝐟(𝐲)
We get, 𝐠(𝐲) 𝐝𝐱 + 𝐏(𝐱) 𝐠(𝐲) = 𝐐(𝐱) ……(4)

𝐟(𝐲)
Let =𝐯
𝐠(𝐲)

Differentiate with respect to x both the side,


Equation (4) becomes Linear Differential equation and accordingly can be solved.
Exercise-4

Bernoulli’s Differential Equation


dy x 𝐞𝟐𝐱
C 1. + y = − y. [𝐲 𝟐 𝐞𝟐𝐱 = −𝐱𝐞𝟐𝐱 + + 𝐜] Dec-09
dx 𝟐

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

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3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 7

Exact Differential Equation


A differential equation of the form 𝐌(𝐱, 𝐲)𝐝𝐱 + 𝐍(𝐱, 𝐲)𝐝𝐲 = 𝟎 is said to be Exact Differential
Equation if it can be derived from its primitive by direct differential without any further
transformation such as elimination etc.
𝛛𝐌 𝛛𝐍
 The necessary and sufficient condition for differential equation to be exact i.e. = .
𝛛𝐲 𝛛𝐱

The general solution of Exact Differential Equation is

∫ 𝐌(𝐱)𝐝𝐱 + ∫(𝐭𝐞𝐫𝐦𝐬 𝐨𝐟 𝐍 𝐧𝐨𝐭 𝐜𝐨𝐧𝐭𝐚𝐢𝐧𝐢𝐧𝐠 𝐱)𝐝𝐲 = 𝐜


𝐲=𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭

Where, c is an arbitrary constant


Exercise-5

Exact Differential Equation


𝐱𝟒 𝟑𝐱 𝟐 𝐲 𝟐 𝐲𝟒
C 1. (x 3 + 3xy 2 )dx + (y 3 + 3x 2 y)dy = 0 [𝟒 + + = 𝐜] Jan-15
𝟐 𝟒

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

yex dx + (2y + ex )dy = 0; y(0) = −1. [𝐲𝐞𝐱 + 𝐲 𝟐 = 𝟎] Mar-10


T 4.
Jun-15

T 5. (ey + 1) cos x dx + ey sin x dy = 0. [(𝐞𝐲 + 𝟏) 𝐬𝐢𝐧 𝐱 = 𝐜]

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

Definition: Non-Exact Differential Equation


A differential equation which is not exact differential equation is known as Non-Exact
∂M ∂N
Differential Equation. i.e. if ∂y ≠ ∂x then given equation is Non-Exact Differential Equation.

Definition: Integrating Factor


A differential equation which is not exact be made by multiplying it by a suitable function of x
and y. Such a function is known as Integrating Factor.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 8

Some Standard Rules for Finding I.F.


1
1. If Mx + Ny ≠ 0 and the given equation is Homogeneous, then I. F. = Mx+Ny .
2. If Mx − Ny ≠ 0 and the given equation is of the form f(x, y) y dx + g(x, y) x dy = 0 (OR
1
Non-Homogeneous), then I. F. = Mx−Ny .
1 ∂M ∂N
3. If N ( ∂y − ∂x ) = f(x) (i. e. function of only x), then I. F. = e∫ f(x) dx
1 ∂N ∂M
4. If M ( ∂x − ) = g(y) (i. e. function of only y), then I. F. = e∫ f(y) dy
∂y
Then find, M ∗ = M(I. F. ) & N∗ = N(I. F. ) and solution is

∫ 𝐌∗ 𝐝𝐱 + ∫(𝐭𝐞𝐫𝐦𝐬 𝐨𝐟 𝐍 ∗ 𝐧𝐨𝐭 𝐜𝐨𝐧𝐭𝐚𝐢𝐧𝐢𝐧𝐠 𝐱)𝐝𝐲 = 𝐜;


𝐲=𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭

Where, c is an arbitrary constant.

Exercise-6

Non-Exact Differential Equation


State the necessary & sufficient condition to be exact differential equation.
And using it Solve x 2 y dx − (x 3 + xy 2 )dy = 0. Jan-13
C 1.
𝐱𝟐 Jan-15
[− 𝟐𝐲𝟐 + logy = 𝐜]
𝐱
C 2. (x 2 y − 2xy 2 )dx − (x 3 − 3x 2 y)dy = 0 [𝐲 − 𝟐 𝐥𝐨𝐠 𝐱 + 𝟑𝐥𝐨𝐠𝐲 = 𝐜] Jan-15
𝐱
H 3. (xy − 2y 2 )dx − (x 2 − 3xy)dy = 0. [ 𝐲 − 𝟐𝐥𝐨𝐠 𝐱 + 𝟑 𝐥𝐨𝐠 𝐲 = 𝐜]

𝐲𝟑
T 4. (x 3 +y 3 )dx − xy 2 dy = 0. [𝐥𝐨𝐠𝐱 − 𝟑𝐱𝟑 = 𝐜]

C 5. (x 2 +y 2 )dx − 2xydy = 0. [𝐱 𝟐 − 𝐲 𝟐 = 𝐜𝐱]

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

C 9. (x 2 +y 2 + x)dx + xydy = 0. [𝟑𝐱 𝟒 + 𝟔𝐱 𝟐 𝐲 𝟐 + 𝟒𝐱 𝟑 = 𝟏𝟐𝐜]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 9

Definition: Orthogonal Trajectory


A curve which cuts every member of a given family at right angles is a called an Orthogonal
Trajectory.

1. Methods of finding orthogonal trajectory of 𝐟(𝐱, 𝐲, 𝐜) = 𝟎


I. Differentiate f(x, y, c) = 0 … (1) w.r.t. x.
II. Eliminate c by using eqn …(1) and its derivative
dy dx
III. Replace dx by − dy. This will give you differential equation of the orthogonal trajectories.

IV. Solve the differential equation to get the equation of the orthogonal trajectories.

2. Methods of finding orthogonal trajectory of 𝐟(𝐫, 𝛉, 𝐜) = 𝟎


I. Differentiate f(r, θ, c) = 0 … (1) w.r.t. θ.
II. Eliminate c by using eqn …(1) and its derivative
dr dθ
III. Replace dθ by −r 2 dr . This will give you differential eqn 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

H 2. y 2 + (x − a)2 = a2 [(𝐲 − 𝐛)𝟐 + 𝐱 𝟐 = 𝐛𝟐 ]

T 3. x 2 = 4b(y + b). [𝐱 𝟐 = 𝟒𝐛(𝐲 + 𝐛)]

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3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 1

Higher Order Linear Differential Equation


A linear differential equation with more than one order is known as Higher Order Linear
Differential Equation.
A general linear differential equation of the nth order is of the form
dn y dn−1 y dn−2 y
P0 + P1 + P2 + ⋯ + Pn y = f(x) … … … (A)
dx n dx n−1 dx n−2
Where, P0 , P1 , P2 , … are functions of x.

Higher Order Linear Differential Equation with constant co-efficient


The nth order linear differential equation with constant co-efficient is
dn y dn−1 y dn−2 y
a0 + a 1 + a 2 + ⋯ + an y = f(x) … … … (B)
dx n dx n−1 dx n−2
Where, a0 , a1 , a2 , … are constants.

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

Complimentary Function (C.F.) i.e.(𝐲𝐜 )


A general solution of [g(D)]y = 0 is called complimentary function of [g(D)]y = f(x).

Particular Integral (P.I.) i.e. (𝐲𝐏 )


1
A particular integral of [g(D)]y = f(x) is y = g(D) f(x).

General Solution [𝐲 (𝐱)] Of Higher Order Linear Differential Equation


G. S. = P. I. + C. F. i.e. y(x) = yp + yc

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3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 2

Note
In case of higher order homogeneous differential equation, complimentary function is same as
general solution.

Method For Finding C.F. Of Higher Order Differential Equation


Consider,
a0 Dn y + a1 Dn−1 y + a2 Dn−2 y + ⋯ + an y = f(x)
The Auxiliary equation is
a0 mn y + a1 mn−1 y + a2 mn−2 y + ⋯ + an y = 0
Let, m1 , m2 , m3 , … be the roots of auxiliary equation.

Case Nature of the “n” roots L.I. solutions General Solutions

m1 ≠ m2 ≠ m3 ≠ m4 y = c1 em1 x + c2 em2 x + c3 em3 x


1. em1 x , em2 x , em3 x , …
≠⋯ +⋯

m1 = m2 = m y = (c1 + c2 x)emx + c3 em3 x


2. emx , xemx , em3 x , em4 x , …
m3 ≠ m4 ≠ ⋯ + c4 em4 x + ⋯

m1 = m2 = m3 = m emx , xemx , x 2 emx , y = (c1 + c2 x + c3 x 2 )emx


3. + c4 em4 x + c5 em5 x
m4 ≠ m5 , … em4 x , em5 x , … +⋯
m1 = p + iq y = epx (c1 cos qx + c2 sin qx)
epx cos qx , epx sin qx,
4. m2 = p − iq + c2 em3 x + c3 em4 x
em3 x , em4 x , … +⋯
m3 ≠ m4 , …

m1 = m2 = p + iq epx cos qx , xepx cos qx, y = epx [(c1 + c2 x) cos qx


5. m3 = m4 = p − iq epx sin qx , xepx sin qx, +(c3 + c4 x) sin qx]
m5 ≠ m6 , … em5 x , em6 x , … +c5 em5 x + c6 em6 x + ⋯

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3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 3

Exercise-1

Solution Of Homogeneous Differential Equation


y ′′ + y ′ − 2y = 0
C 1. Dec-09
[𝐜𝟏 𝐞−𝟐𝐱 + 𝐜𝟐 𝐞𝐱 ]
y ′′ + 7y ′ − 18y = 0
H 2. Jan-15
[𝐜𝟏 𝐞−𝟗𝐱 + 𝐜𝟐 𝐞𝟐𝐱 ]
y ′′ + y ′ − 2y = 0, y(0) = 4, y ′ (0) = −5. Dec-09
C 3.
[𝟑𝐞−𝟐𝐱 + 𝐞𝐱 ] Jan-15
y ′′ − 9y = 0 ; y(0) = 2, y ′ (0) = −1.
T 4. 𝟓 𝟕 Jan-15
[𝟔 𝐞𝟑𝐱 + 𝟔 𝐞−𝟑𝐱 ]
y ′′ − 5y ′ + 6y = 0; y(1) = e2 , y ′ (1) = 3e2
T 5. May-12
[𝐞𝟑𝐱−𝟏 ]
y ′′ − 2√2y ′ + 2y = 0.
H 6. Jan-15
[(𝐜𝟏 + 𝐜𝟐 𝐱)𝐞√𝟐𝐱 ]
y ′′ + 4y ′ + 4y = 0; y(0) = 1, y ′ (0) = 1 .
T 7. Dec-11
[(𝟏 + 𝟑𝐱)𝐞−𝟐𝐱 ]
y ′′ − 4y ′ + 4y = 0; y(0) = 3, y ′ (0) = 1
T 8. Jan-15
[(𝟑 − 𝟓𝐱)𝐞𝟐𝐱 ]
d4 y d2 y
C 9. − 18 dx2 + 81y = 0 . [(𝐜𝟏 + 𝐜𝟐 𝐱)𝐞𝟑𝐱 + (𝐜𝟑 + 𝐜𝟒 𝐱)𝐞−𝟑𝐱 ] May-12
dx4
(D2 + 1)y = 0 .
H 10. Dec-11
[(𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱)]
16y ′′ − 8y ′ + 5y = 0.
T 11. 𝐱
𝐱 𝐱 Dec-11
[𝐞𝟒 (𝐜𝟏 𝐜𝐨𝐬 𝟐 + 𝐜𝟐 𝐬𝐢𝐧 𝟐)]
(D4 − 1)y = 0.
C 12. Jun-14
[𝐜𝟏 𝐞−𝐱 + 𝐜𝟐 𝐞𝐱 + (𝐜𝟑 𝐜𝐨𝐬𝐱 + 𝐜𝟒 𝐬𝐢𝐧𝐱)]
y ′′′ − y = 0. Jun-13
H 13. 𝟏
√𝟑 √𝟑
[𝐜𝟏 𝐞𝐱 + 𝐞−𝟐𝐱 (𝐜𝟐 𝐜𝐨𝐬 𝟐 𝐱 + 𝐜𝟑 𝐬𝐢𝐧 𝟐 𝐱)] Jun-15
y ′′′ − y ′′ + 100y ′ − 100y = 0; y(0) = 4, y ′ (0) = 11, y ′′ (0) = −299
C 14. Dec-11
[𝐞𝐱 + 𝐬𝐢𝐧 𝟏𝟎𝐱 + 𝟑 𝐜𝐨𝐬 𝟏𝟎𝐱]

Method Of Finding The Particular Integral


1
There are many methods of finding the particular integral X, We shall discuss
f(D)
following four main methods,
A. General Methods
B. Short-cut Methods involving operators
C. Method of Undetermined Co-efficient
D. Method of Variation of parameters

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 4

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)

Particular Integral may be obtained by following two ways:

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

P. I. = A1 em1 x ∫ X e−m1 x dx + A2 em2 x ∫ X e−m2 x dx + ⋯ + An emn x ∫ X e−mn x dx

Out of these two methods, this method is generally preferred.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 5

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)

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 6

Exercise-2

Solution Of Non-Homogeneous Differential Equation


d2 y dy
+ dx − 12y = e6x
C 1. dx2 Jan-13
𝟏
[(𝐜𝟏 𝐞−𝟒𝐱 + 𝐜𝟐 𝐞𝟑𝐱 ) + 𝟑𝟎 𝐞𝟔𝐱 ]
(D2 + 5D + 6)y = ex
H 2. 𝐞𝐱 Jun-14
[𝐜𝟏 𝐞−𝟑𝐱 + 𝐜𝟐 𝐞−𝟐𝐱 + 𝟏𝟐]
y ′′ − 5y ′ + 6y = 3e−2x
H 3. 𝟑 Jan-15
[(𝐜𝟏 𝐞𝟐𝐱 + 𝐜𝟐 𝐞𝟑𝐱 ) + 𝟐𝟎 𝐞−𝟐𝐱 ]
d2 y dy
− 5 dx + 6y = e4x
dx2
H 4. 𝐞𝟒𝐱
Dec-13
[𝐜𝟏 𝐞𝟐𝐱 + 𝐜𝟐 𝐞𝟑𝐱 + ]
𝟐
y ′′ − 3y ′ + 2y = ex
H 5. Dec-11
[𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞𝟐𝐱 − 𝐱𝐞𝐱 ]
(D2 − 3D + 2)y = 2ex .
H 6. May-12
[𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞𝟐𝐱 − 𝟐𝐱𝐞𝐱 ]
(D3 − 7D + 6)y = e2x .
H 7. 𝐱 Jun-15
[𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞𝟐𝐱 + 𝐜𝟑 𝐞−𝟑𝐱 + 𝐞𝟐𝐱 ]
𝟓
(D2 − 2D + 1)y = 10ex .
C 8. Jun-15
[(𝐜𝟏 + 𝐜𝟐 𝐱)𝐞𝐱 + 𝟓𝐱 𝟐 𝐞𝐱 ]
y ′′′ − 3y ′′ + 3y ′ − y = 4et
T 9. 𝟐 Jan-15
[(𝐜𝟏 + 𝐜𝟐 𝐭 + 𝐜𝟑 𝐭 𝟐 )𝐞𝐭 + 𝟑 𝐭 𝟑 𝐞𝐭 ]
y ′′′ − 3y ′′ + 3y ′ − y = e−x
T 10. 𝟏
[(𝐜𝟏 + 𝐜𝟐 𝐱 + 𝐜𝟑 𝐱 𝟐 )𝐞𝐱 − 𝟖 𝐞−𝐱 ]
(D2 − 49)y = sinh 3x
H 11. 𝟏 Jun-15
[𝐜𝟏 𝐞−𝟕𝐱 + 𝐜𝟐 𝐞𝟕𝐱 − 𝟒𝟎 𝐬𝐢𝐧𝐡 𝟑𝐱]
y ′′ + 2y ′ + 2y = sinh x
C 12. 𝟏
[𝐞−𝐱 (𝐜𝟏 𝐜𝐨𝐬𝐱 + 𝐜𝟐 𝐬𝐢𝐧𝐱) + 𝟏𝟎 (𝐞𝐱 − 𝟓𝐞−𝐱 )]
(D2 − 25)y = cos 5x
C 13. 𝟏 Jun-14
[𝐜𝟏 𝐞−𝟓𝐱 + 𝐜𝟐 𝐞𝟓𝐱 − 𝟓𝟎 𝐜𝐨𝐬𝟓𝐱]
Find the steady state oscillation of the mass-spring system governed by the
T 14. equation: y ′′ + 3y ′ + 2y = 20 cos 2t . Dec-09
[𝟑𝐬𝐢𝐧𝟐𝐭 − 𝐜𝐨𝐬𝟐𝐭]
(D2 + 9)y = cos 2x + sin 2x
H 15. 𝟏 𝟏 Jun-15
[𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱 + 𝐜𝐨𝐬𝟐𝐱 + 𝐬𝐢𝐧𝟐𝐱]
𝟓 𝟓
(D2 − 4D + 3)y = sin 3x cos 2x.
T 16. 𝐬𝐢𝐧 𝐱+𝟐 𝐜𝐨𝐬 𝐱 𝟏𝟎 𝐜𝐨𝐬 𝟓𝐱−𝟏𝟏 𝐬𝐢𝐧 𝟓𝐱 Dec-13
[𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞𝟑𝐱 + − ]
𝟐𝟎 𝟖𝟖𝟒
(D4 + 2a2 D2 + a4 )y = cos ax.
T 17. 𝐱𝟐 May-11
[(𝐜𝟏 + 𝐜𝟐 𝐱) 𝐜𝐨𝐬 𝐚𝐱 + (𝐜𝟑 + 𝐜𝟒 𝐱) 𝐬𝐢𝐧 𝐚𝐱 − 𝐜𝐨𝐬 𝐚𝐱]
𝟖𝐚𝟐

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 7

(D2 + D − 6)y = e2x sin3x


T 18. 𝐞𝟐𝐱 Jan-13
[𝐜𝟏 𝐞−𝟑𝐱 + 𝐜𝟐 𝐞𝟐𝐱 − (𝟏𝟓 𝐜𝐨𝐬 𝟑𝐱 + 𝟗 𝐬𝐢𝐧 𝟑𝐱)]
𝟑𝟎𝟔
(D3 − D2 + 3D + 5)y = ex cos 3x.
C 19. 𝐞𝐱 May-12
[𝐜𝟏 𝐞−𝐱 + 𝐞𝐱 (𝐜𝟐 𝐜𝐨𝐬 𝟐𝐱 + 𝐜𝟑 𝐬𝐢𝐧 𝟐𝐱) − (𝟑 𝐬𝐢𝐧 𝟑𝐱 + 𝟐 𝐜𝐨𝐬 𝟑𝐱)]
𝟔𝟓
y ′′ + 2y ′ + 3y = 2x 2
T 20. 𝟐 𝟖 𝟐𝟖 Jan-15
[𝐞−𝐱 (𝐜𝟏 𝐜𝐨𝐬√𝟐𝐱 + 𝐜𝟐 𝐬𝐢𝐧√𝟐𝐱) + ( 𝟑 𝐱 𝟐 − 𝟗 𝐱 − 𝟐𝟕)]
y ′′ + 2y ′ + 10y = 25x 2 + 3
H 21. 𝟓 Dec-10
[𝐞−𝐱 (𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱) + (𝟐 𝐱 𝟐 − 𝐱)]
(D3 − D2 − 6D)y = x 2 + 1
C 22. 𝐱𝟑 𝐱𝟐 𝟐𝟓𝐱 Jan-13
[𝐜𝟏 + 𝐜𝟐 𝐞𝟑𝐱 − 𝟏𝟖 + 𝟑𝟔 − 𝟏𝟎𝟖]
d4 y d2 y
− 2 dt2 + y = cos t + e2t + et
dt4
T 23. 𝐜𝐨𝐬𝐭 𝐞𝟐𝐭 𝐭 𝟐 𝐞𝐭
May-12
[(𝐜𝟏 + 𝐜𝟐 𝐭)𝐞−𝐭 + (𝐜𝟑 + 𝐜𝟒 𝐭)𝐞𝐭 + ( + + )]
𝟒 𝟗 𝟖
′′ −2x ′ (0)
y − 4y = e − 2x, y(0) = 0, y =0
H 24. 𝟏 𝟏 𝟏
[− 𝐬𝐢𝐧𝐡 𝟐𝐱 + 𝐱 − 𝐱𝐞−𝟐𝐱 ]
𝟖 𝟐 𝟒
(D2 + 16)y = x 4 + e3x + cos3x
C 25. 𝟏 𝟒 𝟑 𝟐 𝟑 𝟏 𝟑𝐱 𝟏 Jan-15
[(𝐜𝟏 𝐜𝐨𝐬 𝟒𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟒𝐱) +
[𝐱 − 𝐱 + ] + 𝐞 + 𝐜𝐨𝐬 𝟑𝐱]
𝟏𝟔 𝟒 𝟑𝟐 𝟐𝟓 𝟕
′′ −2x 2 ′ (0)
y + 4y = 8e + 4x + 2; y(0) = 2, y = 2.
H 26. Mar-10
[𝐜𝐨𝐬𝟐𝐱 + 𝟐𝐬𝐢𝐧𝟐𝐱 + 𝐞−𝟐𝐱 + 𝐱 𝟐 ]

C. Method of Undetermined Co-efficient


This method determines P.I. of f(D)y = X. In this method we will assume a trial solution
containing unknown constants, which will be obtained by substitution in f(D)y = X. The trial
solution depends upon X (the RHS of the given equationf(D)y = X).
Let the given equation be f(D)y = X …... (A)
∴ The general solution of (A) is Y = YC + YP

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 8

Here we guess the form of YP depending on X as per the following table.

RHS of 𝐟(𝐃)𝐲 = 𝐗 Form of Trial Solution

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

Solution By Method Of Undetermined Co-Efficient


y ′′ + 4y = 2sin3x Mar-10
C 1. 𝟐
[𝐜𝟏 𝐜𝐨𝐬𝟐𝐱 + 𝐜𝟐 𝐬𝐢𝐧𝟐𝐱 − 𝟓 𝐬𝐢𝐧𝟑𝐱] Jun-14
Find particular Integral of Differential Equation y ′′ + 9y = cos 5x
H 2. 𝟏 Jun-15
[− 𝟏𝟔 𝐜𝐨𝐬𝟓𝐱]
y ′′ + 4y = 8x 2 .
T 3. Dec-09
[𝐜𝟏 𝐜𝐨𝐬 𝟐𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟐𝐱 + 𝟐𝐱 𝟐 − 𝟏]
d2 y dy
+ dx − 6y = 6x + 3x 2 − 6x 3 .
T 4. dx2 Jan-13
[𝐜𝟏 𝐞−𝟑𝐱 + 𝐜𝟐 𝐞𝟐𝐱 + 𝐱 𝟑 ]
y ′′ + 1.5y ′ − y = 12x 2 + 6x 3 − x 4 , y(0) = 4, y ′ (0) = −8
C 5.
[𝟒𝐞−𝟐𝐱 + 𝐱 𝟒 ]
′′′ ′′ ′ −x ′ (0) ′′ (0)
y + 3y + 3y + y = 30e ; y(0) = 3, y = −3, y = −47 .
T 6. May-11
[(𝟑 − 𝟐𝟓𝐱 𝟐 + 𝟓𝐱 𝟑 )𝐞−𝐱 ]
y ′′ + 1.2y ′ + 0.36y = 4e−0.6x , y(0) = 0, y ′ (0) = 1
H 7.
[(𝐱 + 𝟐𝐱 𝟐 )𝐞−𝟎.𝟔𝐱 ]
y ′′ − 2y ′ + y = ex + x
C 8. 𝐱𝟐 𝐞𝐱
[(𝐜𝟏 + 𝐱𝐜𝟐 )𝐞𝐱 + [ + (𝐱 + 𝟐)]]
𝟐

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 9

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

Theorem: Let y1 , y2 , … yn be differentiable functions defined on some interval I. Then


1. y1 , y2 , … yn Are linearly independent on I if and only if W(y1 , y2 , … yn ) ≠ 0 for
all x ∈ I.
2. y1 , y2 , … yn Are linearly dependent on I then W(y1 , y2 , … yn ) = 0 for all x ∈ I.

Exercise-4

Check Whether L.D. Or L.I.


x, log x , x(log x)2
T 1. May-11
[𝐋. 𝐈]
ex , e−x
C 2. Dec-09
[𝐋. 𝐈]

D. Method Of Variation Of Parameters


The process of replacing the parameters of an analytic expression by functions is called
variation of parameters.
Consider, y" + p(x)y′ + q(x)y = X. Where, q and X are the functions of x.
The general solution of second order differential equation by the method of variation of
parameters is
y(x) = yc + yp
X X
Where yc = c1 y1 + c2 y2 and yp (x) = −y1 ∫ y2 W dx + y2 ∫ y1 W dx
y1 y2
Where y1 and y2 are the solutions of y" + py′ + qy = 0, and W = |y′ y′2 | = y1 y′2 − y2 y′1 ≠ 0.
1

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.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 10

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

Solution By Variation OF Parameter


e2x
(D2 − 4D + 4)y =
C 1. x5 May-12
𝟏 𝐞𝟐𝐱
[(𝐜𝟏 + 𝐜𝟐 𝐱)𝐞𝟐𝐱 + 𝟏𝟐 ]
𝐱𝟑
e−2x
(D2 + 4D + 4)y =
T 2. x2 Mar-10
[(𝐜𝟏 + 𝐜𝟐 𝐱 − (𝟏 + 𝐥𝐨𝐠(𝐱)))𝐞−𝟐𝐱 ]
d2 y dy ex
− 2 + y =
H 3. dx 2 dx x2 Jan-13
[(𝐜𝟏 + 𝐜𝟐 𝐱)𝐞𝐱 − 𝐞𝐱 𝐥𝐨𝐠 𝐱 − 𝐞𝐱 ]
3
(D2 − 2D + 1)y = 3x 2 ex Dec-10
T 4. 𝟏𝟐 𝟕 𝐱
[(𝐜𝟏 + 𝐜𝟐 𝐱 + 𝐱𝟐) 𝐞 ] Jun-13
𝟑𝟓
y ′′ + 2y ′ + y = e−x cos x
T 5.
[(𝐜𝟏 + 𝐜𝟐 𝐱 − 𝐜𝐨𝐬 𝐱)𝐞−𝐱 ]
e2x
(D2 − 4D + 4)y =
T 6. 1 + x2 May-12
𝟐𝐱
𝟏
𝟐𝐱
[(𝐜𝟏 + 𝐜𝟐 𝐱)𝐞 −𝐞 𝐥𝐨𝐠(𝟏 + 𝐱 𝟐 ) + 𝐱𝐞𝟐𝐱 (𝐭𝐚𝐧−𝟏 𝐱) ]
𝟐
ex
(D2 − 3D + 2)y =
C 7. 1 + ex Jan-13
[𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞𝟐𝐱 + 𝐞𝐱 [(𝟏 + 𝐞𝐱 ) 𝐥𝐨𝐠(𝟏 + 𝐞−𝐱 ) − 𝟏]]

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)]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 11

(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

Cauchy – Euler Equation


An equation of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
𝑥𝑛 𝑛
+ 𝑎1 𝑥 𝑛−1
𝑛−2
+ 𝑎 2 𝑥 𝑛−2
𝑛−2
+ ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑦 = 𝑋
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

Where 𝑎1 , 𝑎2 , … , 𝑎𝑛 are constants and 𝑋 is a function of 𝑥, is called Cauchy’s homogeneous


linear equation.

Steps To Convert Cauchy-Euler Eq. To Linear Differential Eq.


To reduce the above Cauchy – Euler Equation into a linear equation with constant
coefficients, we use the transformation 𝑥 = 𝑒 𝑧 so that 𝑧 = 𝑙𝑜𝑔𝑥.
𝑑𝑧 1
𝑁𝑜𝑤, 𝑧 = 𝑙𝑜𝑔 𝑥 ⟹ =
𝑑𝑥 𝑥
𝑑𝑦 𝑑𝑦 𝑑𝑧 𝑑𝑦 1 𝑑𝑦
𝑁𝑜𝑤, = ⟹ =
𝑑𝑥 𝑑𝑧 𝑑𝑥 𝑑𝑥 𝑥 𝑑𝑧
𝑑𝑦 𝑑𝑦 𝑑
⟹𝑥 = = 𝐷𝑦, 𝑤ℎ𝑒𝑟𝑒 𝐷 =
𝑑𝑥 𝑑𝑧 𝑑𝑧
𝑑2𝑦 𝑑3𝑦
𝑆𝑖𝑚𝑖𝑙𝑎𝑟𝑙𝑦, 𝑥 2 = 𝐷(𝐷 − 1)𝑦 & 𝑥 3
= 𝐷(𝐷 − 1)(𝐷 − 2)𝑦
𝑑𝑥 2 𝑑𝑥 3
Using this transformation, the given equation reduces to
[𝐷(𝐷 − 1)(D − 2) … (𝐷 − 𝑛 + 1) + 𝑎1 𝐷(𝐷 − 1) … (𝐷 − 𝑛 + 2) + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 ]𝑦 = 𝑓(𝑒 𝑧 )
This is a linear equation with constant coefficients, which can be solved by the methods
discussed earlier.

Exercise-6

Cauchy – Euler Equation


( 𝑥 2 𝐷2 − 3𝑥𝐷 + 4)𝑦 = 0; 𝑦(1) = 0, 𝑦 ′ (1) = 3 Dec-11
H 1. 𝟐
[𝟑𝒙 𝒍𝒐𝒈 𝒙]

𝑥 2 𝑦 ′′ − 4𝑥𝑦 ′ + 6𝑦 = 21𝑥 −4 .
T 2. 𝟏 May-11
[𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙𝟑 + 𝟐 𝒙−𝟒 ]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 12

(𝑥 2 𝐷2 − 3𝑥𝐷 + 4)𝑦 = 𝑥 2 ; 𝑦(1) = 1, 𝑦 ′ (1) = 0


C 3. 𝟏 May-12
[(𝟏 − 𝟐 𝒍𝒐𝒈 𝒙)𝒙𝟐 + 𝒙𝟐 (𝒍𝒐𝒈 𝒙)𝟐 ]
𝟐
1 May-11
𝑥 3 𝑦 ′′ ′ + 2𝑥 2 𝑦 ′′ + 2𝑦 = 10 (𝑥 + 𝑥).
C 4. Jan-13
[𝒄𝟏 𝒙−𝟏 + 𝒙{𝒄𝟐 𝒄𝒐𝒔(𝒍𝒐𝒈 𝒙) + 𝒄𝟑 𝒔𝒊𝒏(𝒍𝒐𝒈 𝒙)} + 𝟓𝒙 + 𝟐𝒙−𝟏 𝒍𝒐𝒈 𝒙] Jun-14

(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)]

Solution Of Differential Equation By One Of Its Solution


𝑑2 𝑦 𝑑𝑦
Step-1 Convert given D.E. into 𝑑𝑥 2 + 𝑃(𝑥) 𝑑𝑥 + Q(𝑥)𝑦 = 0 and find 𝑃(𝑥) & 𝑄(𝑥).

Step-2 Find 𝑈.
1 − ∫ 𝑃 𝑑𝑥
𝑈= 𝑒
𝑦12

Step-3 Find 𝑉.

𝑉 = ∫ 𝑈 𝑑𝑥

Step-4 Second solution 𝑦2 = 𝑉 ∙ 𝑦1

Finally, General solution is 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2

Exercise-7

To Find Another Solution Of Differential Equation


𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0; 𝑦1 = 𝑥. Dec-10
C 1.
[𝒚𝟐 = 𝒙𝒍𝒐𝒈𝒙]
2 ′′ ′ 2
𝑥 𝑦 − 4𝑥𝑦 + 6𝑦 = 0 is 𝑦1 = 𝑥 ; 𝑥 > 0.
T 2. Jan-13
[𝒚𝟐 = 𝒙𝟑 ]
sin x
𝑥𝑦 ′′ + 2𝑦 ′ + 𝑥y = 0, y1 = .
H 3. x May-11
𝐜𝐨𝐬𝐱
[𝐲𝟐 = − ]
𝐱
y ′′ + 4y ′ + 4y = 0, y1 = e−2x .
H 4. Jun-15
[𝐲𝟐 = 𝐱𝐞−𝟐𝐱 ]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


4. SERIES SOLUTION OF DIFFERENTIAL EQUATIONS PAGE | 1

Definition: Power Series


An infinite series of the form

∑ ak (x − x0 )k = a0 + a1 (x − x0 ) + a2 (x − x0 )2 + ⋯
k=0

is called a power series in (x − x0 ).

Definition: Analytic Function


A function is said to be analytic at a point x0 if it can be expressed in a power series near x0 .

Definition: Ordinary and Singular Point


d2 y dy
Let P0 (x) dx2 + P1 (x) dx + P2 (x)y = 0 be the given differential equation with variable co-
efficient.
Dividing by P0 (x),
d2 y P1 (x) dy P2 (x)
+ + y=0
dx 2 P0 (x) dx P0 (x)
P (x) P (x)
Let, P(x) = P1 (x) & Q(x) = P2 (x)
0 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.

Definition: Regular Singular Point And Irregular Singular Point


A singular point is further classified into regular singular point and irregular singular
point as follows.
A singular point x0 is called regular singular point if both (x − x0 )P(x) and (x − x0 )2 Q(x)
are analytic at x0 otherwise it is called an irregular singular point.
Exercise - 1

Classify The Singularities Of Following Differential Equation


Define Ordinary Point of the differential equation Jun-14
C 1.
y ′′ + P(x)y ′ + Q(x)y = 0. Jun-15
C 2. y′′ + (x 2 + 1)y′ + (x 3 + 2x 2 + 3x)y = 0.
Ans. No Singular Points.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


4. SERIES SOLUTION OF DIFFERENTIAL EQUATIONS PAGE | 2

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.

Ans. x = 0 is Regular Singular Point.


C 9. x(x + 1)2 y ′′ + (2x − 1)y ′ + x 2 y = 0. Jun-15
Ans. x = 0 is Regular Singular Point & x = −1 is Irregular Singular Point.
T 10. Discuss singularities of x 3 (x − 1)y′′ − 3(x − 1)y′ + xy = 0. Jun-13
Ans. x = 1 is Regular Singular Point & x = 0 is Irregular Singular Point.

Power Series Solution at an Ordinary Point


d2 y dy
A power series solution of a differential equation P0 (x) dx2 + P1 (x) dx + P2 (x)y = 0

at an ordinary point x0 can be obtained using the following steps.


 STEP-1: Assume that y = ∑∞ k 2 3 4 5
k=0 a k (x − x0 ) = a 0 + a1 x + a 2 x + a 3 x + a 4 x + a 5 x + ⋯ is
the solution of the given differential equation.
Differentiating with respect to y we get,
𝑑𝑦
𝑦 ′ = 𝑑𝑥 = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + 5a5 x 4 +. . . ∞
𝑑𝑦
𝑦 ′′ = = 2a2 + 6a3 x + 12a4 x 2 + 20a5 x 3 +. . . ∞
𝑑𝑥

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.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


4. SERIES SOLUTION OF DIFFERENTIAL EQUATIONS PAGE | 3

Exercise - 2

Solution By Power Series Method


C 1. y ′ + 2xy = 0. Dec-11

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


4. SERIES SOLUTION OF DIFFERENTIAL EQUATIONS PAGE | 4

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

Differentiating with respect to x ,we get


dy ∞
m+k−1
d2 y ∞
= ∑ (m + k)ak (x − x0 ) & = ∑ (m + k)(m + k − 1)ak (x − x0 )m+k−2
dx k=1 dx 2 k=2

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 .

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


4. SERIES SOLUTION OF DIFFERENTIAL EQUATIONS PAGE | 5

CASE-II Equal roots


In this case, we will have only one series solution. i.e. y = y1 = ∑∞
k=0 a k (x − x0 )
m+k

dy
In terms of a0 and the variable m. The general solution is y = c1 (y1 )m + c2 ( dm1 )
m

CASE-III Distinct roots differing by an integer


When m1 − m2 ∈ Z, i.e. difference of m1 & m2 is a positive or negative integer.Let the
roots of the indicial equation be m1 & m2 with m1 < m2 . In this case, the solutions
corresponding to the values m1 & m2 may or may not be linearly independent.Smaller
root must be taken as m1 .
Here we have the following two possibilities.
1. One of the co-efficient of the series becomes indeterminate for the smaller root
m1 and hence the solution for m1 contains two arbitrary constants. In this case,
we will not find solution corresponding to m2 .
2. Some of the co-efficient of the series becomes infinite for the smaller root m1
,then it is required to modify the series by replacing a0 by a0 (m + m1 ). The two
linearly independent solutions are obtained by substituting m = m1 in the
dy
modified form of the series for y and in dm obtained from this modified form.

Exercise - 3

Solution By Frobenius Method


d2 y dy
C 1. 4x + 2 + y = 0. Jan-15
dx 2 dx
H 2. (x 2 − x)y ′′ − xy ′ + y = 0. Mar-10

C 3. xy ′′ + y ′ + xy = 0. May-11

H 4. xy ′′ + 2y ′ + xy = 0. Mar-10

C 5. x 2 y′′ + xy′ + (x 2 − 1)y = 0.

T 6. 2x(1 − x)y ′′ + (1 − x)y ′ + 3y = 0 Jun-13

C 7. 2x(x − 1)y ′′ + (1 + x)y ′ + y = 0 ;x = 0 Jun-15

T 8. xy ′′ + y ′ − y = 0. May-12

C 9. x(x − 1)y ′′ + (3x − 1)y′ + y = 0. Dec-11

T 10. x 2 y ′′ + x 3 y ′ + (x 2 − 2)y = 0. Dec- 10

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 1

Definition: Laplace Transform

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

provided the integral exist.

Properties of Laplace Transforms

1. ℒ{α ∙ f(t) + β ∙ g(t)} = α ∙ ℒ{f(t)} + β ∙ ℒ{g(t)}


Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt

Now, ℒ{α ∙ f(t) + β ∙ g(t)}



= ∫ e−st [α ∙ f(t) + β ∙ g(t)] dt
0

∞ ∞
= ∫ 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)}

Laplace Transform of some Standard Function


𝟏
1. 𝓛{𝐭 𝐧 } = 𝐬𝐧+𝟏 n  1 ; 𝐧 > −𝟏. Jun-13 ; Dec-13


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

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5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 2

1
= n+1
∫ e−x x n dx
s 0

1 ∞
= sn+1 n  1 ( By definition of Gamma function n = ∫0 e−x x n−1 dx )

If n is a positive integer, then n! = n  1

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

[When t ⟶ ∞ ⟹ e−(s−a)t ⟶ 0 (∵ s > a ⇒ s − a > 0)]

0−1
=[ ]
−(s − a)

1
⟹ ℒ{eat } =
s−a

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5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 3

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

[When t ⟶ ∞ ⟹ e−(s+a)t ⟶ 0(∵ s > −a ⟹ 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

[When t ⟶ ∞ ⟹ e−st ⟶ 0(∵ s > 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

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5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 4

ℒ{cos at} = ∫ e−st cos at dt
0


e−st
=[ 2 (−s cos at + a sin at)]
s + a2 0

[ When t ⟶ ∞ ⟹ e−st ⟶ 0 (∵ s > 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

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5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 5

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

Find the Laplace transform of t 5 + e−100t + cos 5t.


H 7. 𝟓! 𝟏 𝐬 Jun-14
[ + + ]
𝐬𝟔 𝐬 + 𝟏𝟎𝟎 𝐬𝟐 + 𝟐𝟓

Find the Laplace transform of 100t + 2t10 + sin 10t.


C 8. 𝟏 𝟐 ∙ 𝟏𝟎 ! 𝟏𝟎 Jun-15
[ + + ]
𝐬 − 𝐥𝐨𝐠 𝐞 𝟏𝟎𝟎 𝐬𝟏𝟏 𝐬𝟐 + 𝟏𝟎𝟎
Find ℒ{sin 2t cos 2t}.
Dec-09
C 9. 𝟐
[ 𝟐 ] Jan-15
𝐬 + 𝟏𝟔
Find ℒ{sin 2t sin 3t}.
T 10. 𝟏𝟐𝐬 Jun-14
[ ]
(𝐬𝟐 + 𝟐𝟓)(𝐬𝟐 + 𝟏)
Find the Laplace transform of cos2 2t.
H 11. 𝐬𝟐 + 𝟖 Dec-12
[ 𝟐 ]
𝐬(𝐬 + 𝟏𝟔)

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5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 6

Find Laplace transform of cos2 (at), where a is a constant.


H 12. 𝐬𝟐 + 𝟐𝐚𝟐 Dec-11
[ 𝟐 ]
𝐬(𝐬 + 𝟒𝐚𝟐 )
Find the Laplace transform of following functions:
(i) cos3 t. (ii) sin2 t.
C 13. Jun-14
𝐬(𝐬𝟐 + 𝟕) 𝟐
[(𝐢) 𝟐 𝟐
, (𝐢𝐢) 𝟐
]
(𝐬 + 𝟏)(𝐬 + 𝟗) 𝐬(𝐬 + 𝟒)
Find the Laplace transform of following functions:
(i) sin3 2t. (ii) sin2 2t.
H 14. 𝟒𝟖 𝟖
[(𝐢) 𝟐 , (𝐢𝐢) ]
(𝐬 + 𝟒)(𝐬𝟐 + 𝟑𝟔) 𝐬(𝐬𝟐 + 𝟏𝟔)
Find the Laplace transform of (i) cos3 2t (ii) sin2 3t.
T 15. 𝐬𝟑 + 𝟐𝟖𝐬 𝟏𝟖 Jan-15
[(𝐢) 𝟐 𝟐
, (𝐢𝐢) 𝟐
]
(𝐬 + 𝟒)(𝐬 + 𝟑𝟔) 𝐬(𝐬 + 𝟑𝟔)

Theorem. First Shifting Theorem


Statement: If ℒ{f(t)} = F(s), then show that ℒ{eat f(t)} = F(s − a).

Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt

Now, ℒ{eat f(t)} = ∫0 e−st eat f(t) dt

= ∫0 e−(s−a)t f(t) dt

Since, s and a are constants. s − a is also a constant.

Thus, ℒ{eat f(t)} = F(s − a)

Corollary: If 𝓛{𝐟(𝐭)} = 𝐅(𝐬), then show that 𝓛{𝐞−𝐚𝐭 𝐟(𝐭)} = 𝐅(𝐬 + 𝐚).

Exercise-2

First Shifting Theorem


By using first shifting theorem, obtain the value of L{(t + 1)2 et }.
H 1. 𝟐 𝟐 𝟏 Dec-09
[ 𝟑
+ 𝟐
+ ]
(𝐬 − 𝟏) (𝐬 − 𝟏) 𝐬−𝟏
Find Laplace transform of e−2t sin2 2t, where a is a constant.
T 2. 𝟖 Jun-13
[ ]
(𝐬 + 𝟐)[(𝐬 + 𝟐)𝟐 + 𝟏𝟔]
Find Laplace transform of e−2t (sin2 4t + t 2 ).
C 3. 𝟑𝟐 𝟐 Jan-15
[( + )]
(𝐬 + 𝟐)(𝐬𝟐 + 𝟒𝐬 + 𝟔𝟖) (𝐬 + 𝟐)𝟑
Find Laplace transform of e−3t (2 cos 5t − 3 sin 5t).
H 4. 𝟐𝐬 − 𝟗 Jun-14
[ ]
(𝐬 + 𝟑)𝟐 + 𝟐𝟓

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Find Laplace transform of e4t (sin 2t cos t).


T 5. 𝟏 𝟑 𝟏 Jun-15
[ 𝟐 + 𝟐 ]
𝟐 (𝐬 − 𝟖𝐬 + 𝟐𝟓) (𝐬 − 𝟖𝐬 + 𝟏𝟕)

Theorem. Differentiation of Laplace Transform


dn
Statement: If ℒ{f(t)} = F(s), then show that ℒ{t n f(t)} = (−1)n dsn F(s), n = 1,2,3, …

Proof: By definition, F(s) = ∫0 e−st f(t) dt

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

Continuing in this way, we have



= (−1)n ∫ e−st (t)n f(t) dt
0

= (−1)n ℒ{t n f(t)}


dn
Thus,ℒ{t n f(t)} = (−1)n dsn F(s), n = 1,2,3, …

Exercise-3

Differentiation Of Laplace Transform (Multiplication by tn )


Find the value of ℒ{t sin ωt}.
T 1. 𝟐𝛚𝐬 Dec-09
[ ]
(𝐬𝟐 + 𝛚𝟐 )𝟐
Find the value of ℒ{t sin t} & ℒ{t sin 2t}
H 2. 𝟐𝐬 𝟒𝐬 Jun-15
[ , ]
(𝐬𝟐 + 𝟏𝟐 )𝟐 (𝐬𝟐 + 𝟒)𝟐
Find the Laplace transform of t 2 sin πt & t 2 sin 2t. Dec-10
H 3. 𝟐𝛑(𝟑𝐬𝟐 − 𝛑𝟐 ) 𝟒(𝟑𝐬𝟐 − 𝟒) Jan-15
[ , 𝟐 ]
(𝛑𝟐 + 𝐬𝟐 )𝟑 (𝐬 + 𝟒)𝟑 Jun-13

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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

Theorem. Integration of Laplace Transform


f(t) f(t) ∞
Statement: If ℒ{f(t)} = F(s) and if Laplace transform of exists, then ℒ { } = ∫s F(s)ds.
t t

Proof: By definition, F(s) = ∫0 e−st f(t) dt

Integrating both sides with respect to "s" in the range s to ∞.


∞ ∞ ∞
∫ F(s)ds = ∫ e−st (∫ e−st ds) f(t) dt
s 0 s

∞ ∞∞
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

Integration of Laplace Transform (Division by t)


sin 2t
Find ℒ { }. Dec-12
t
H 1. 𝛑 𝐬
[ − 𝐭𝐚𝐧−𝟏 ( )] Jun-14
𝟐 𝟐

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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).

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Exercise-5

Laplace Transform of integration of a function


t
Find ℒ {∫0 e−x cos x dx}.
Jun-13
C 1. 𝐬+𝟏
[ ] May-12
𝐬[(𝐬 + 𝟏)𝟐 + 𝟏]
t t
Find ℒ {∫0 ∫0 sin au du du}.
C 2. 𝟏 𝐚 Jun-13
[ ]
𝐬𝟐 (𝐬𝟐 + 𝐚𝟐 )

Theorem. Laplace Transform of Periodic Function

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

Since f(u) is Periodic. i. e. f(u) = f(u + p)



= ∫ e−s(u+p) f(u) du
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

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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

Laplace Transform of Periodic Function


Find the Laplace transform of the half wave rectifier
π
sin ωt , 0 < t < ω 2π
f(t) = { π 2π and f(t) = f (t + ω ).
0, ω < t < ω Dec-12
T 1.
Mar-10
𝛚
[ −𝛑𝐬⁄
]
((𝐬𝟐 + 𝐰 𝟐 )(𝟏 − 𝐞 𝛚 ))

Find the Laplace transform of f(t) = |sin wt|, t ≥ 0.


−𝛑𝐬⁄
C 2. 𝛚(𝟏+𝐞 𝛚) May-11
[ −𝛑𝐬 ]
(𝐬 𝟐 +𝐰 𝟐 )(𝟏−𝐞 ⁄𝛚 )

Laplace Transform of Unit Step Function


𝐞−𝐚𝐬
Show that 𝓛{𝐮(𝐭 − 𝐚)} = 𝐬


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

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∞ ∞
−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.

Theorem. Second Shifting Theorem: Jun-13

Statement: If ℒ{f(t)} = F(s), then ℒ{f(t − a)u(t − a)} = e−as F(s)



Proof: By definition, ℒ{f(t)} = ∫0 e−st f(t) dt

Now, ℒ{f(t − a)u(t − a)}



= ∫ e−st f(t − a)u(t − a) dt
0

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

Let, 𝑡 − 𝑎 = 𝑢 ⟹ 𝑑𝑡 = 𝑑𝑢. When 𝑡 ⟶ 𝑎 ⟹ 𝑢 ⟶ 0 and 𝑡 ⟶ ∞ ⟹ 𝑢 ⟶ ∞.



= ∫ 𝑒 −𝑠(𝑎+𝑢) 𝑓(𝑢) 𝑑𝑢
0


= 𝑒 −𝑠𝑎 ∫ 𝑒 −𝑠𝑢 𝑓(𝑢) 𝑑𝑢 = 𝑒 −𝑎𝑠 𝐹(𝑠)
0

Hence, ℒ{𝑓(𝑡 − 𝑎) ∙ 𝑢(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝐹(𝑠)

NOTE: ℒ{𝑓(𝑡) ∙ 𝑢(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 ℒ{𝑓(𝑡 + 𝑎)}

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Exercise-7

Second Shifting Theorem


Find the Laplace transform of 𝑒 −3𝑡 𝑢(𝑡 − 2).
H 1. 𝒆−𝟐𝒔 𝒆−𝟔 May-12
[ ]
𝒔+𝟑
Find the Laplace transform of 𝑒 𝑡 𝑢(𝑡 − 2).
H 2. 𝒆−𝟐𝒔+𝟐 Dec-10
[ ]
𝒔−𝟏
Find the Laplace transform of 𝑡 2 𝑢(𝑡 − 2).
C 3. 𝟐! 𝟒 𝟒 Jan-15
[𝒆−𝟐𝒔 ( 𝟑 + 𝟐 + )]
𝒔 𝒔 𝒔
Find the Laplace transform of (𝑡 − 1)2 𝑢(𝑡 − 1).
T 4. 𝟐𝒆−𝒔 Jun-15
[ ]
𝒔𝟑
Find the Laplace transform of 𝑐𝑜𝑠𝑡 𝑢(𝑡 − 𝜋).
T 5. −𝒔𝒆−𝜋𝒔
[ ]
𝒔𝟐 + 𝟏

Use of partial fractions

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 3 : If the denominator has non-repeated quadratic factors (𝑠 2 + 𝑎𝑠 + 𝑏),(𝑠 2 + 𝑐𝑠 + 𝑑),


then
𝐴𝑠+𝐵 𝐶𝑠+𝐷
Partial fractions = (𝑠2 +𝑎𝑠+𝑏) + (𝑠2 +𝑐𝑠+𝑑)

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)

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Exercise-8

Inverse Laplace Transform


6𝑠
Find ℒ −1 {𝑠2 −16}.
H 1. Dec-12
[𝟔𝒄𝒐𝒔𝒉𝟒𝒕]
2
3(𝑠2 −1)
Find ℒ −1 { }.
2𝑠5
C 2. 𝟑 𝒕𝟒 Dec-13
[ [𝟏 − 𝒕𝟐 + ]]
𝟐 𝟒!
𝑠3 +2𝑠2 +2
Find ℒ −1 { 𝑠3 (𝑠2 +1) }. Mar-10
T 3.
[𝒕𝟐 + 𝒔𝒊𝒏𝒕] Jun-13
1
Find ℒ −1 {𝑠(𝑠+1)}.
T 4. Jan-15
[𝟏 − 𝒆−𝒕 ]
𝑠
Find ℒ −1 {𝑠2 −3𝑠+2}.
H 5. Jun-14
[𝟐𝒆𝟐𝒕 − 𝒆𝒕 ]
1
Find ℒ −1 {(𝑠+ }. Dec-10
√2)(𝑠−√3)
C 6. 𝒆√𝟑𝒕 − 𝒆−√𝟐𝒕 Dec-09
[ ] Jun-15
√𝟑 + √𝟐
1
Find ℒ −1 {(𝑠−2)(𝑠+3)}.
H 7. 𝟏 𝟐𝒕 Jun-15
[𝒆 − 𝒆−𝟑𝒕 ]
𝟓
5𝑠2 +3𝑠−16
Find ℒ −1 {(𝑠−1)(𝑠+3)(𝑠−2)}. Dec-12
C 8.
[𝟐𝒆𝒕 + 𝒆−𝟑𝒕 + 𝟐𝒆𝟐𝒕 ] Dec-11
3𝑠2 +2
Find ℒ −1 {(𝑠+1)(𝑠+2)(𝑠+3)}.
Jun-13
T 9. 𝟓 𝟐𝟗 −𝟑𝒕
[ 𝒆−𝒕 − 𝟏𝟒𝒆−𝟐𝒕 + 𝒆 ] Jan-15
𝟐 𝟐
𝑠3
Find ℒ −1 {𝑠4 −81}.
Dec-12
C 10. 𝒄𝒐𝒔𝟑𝒕 + 𝒄𝒐𝒔𝒉𝟑𝒕
[ ] Mar-10
𝟐
𝑠+10
Find ℒ −1 {− 𝑠2 −𝑠−2}.
H 11. Mar-10
[−𝟒𝒆𝟐𝒕 + 𝟑𝒆−𝒕 ]

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Exercise-9

First Shifting Theorem


−𝟏 {𝑭(𝒔)}
If 𝓛 = 𝒇(𝒕), then 𝓛−𝟏 {𝑭(𝒔 − 𝒂)} = 𝒆𝒂𝒕 𝒇(𝒕)
10
Find ℒ −1 {(𝑠−2)4 }.
H 1. 𝟓𝒆𝟐𝒕 𝒕𝟑 Dec-12
[ ]
𝟑
3
Evaluate ℒ −1 {𝑠2 +6𝑠+18}.
C 2. Dec-09
[𝒆−𝟑𝒕 𝒔𝒊𝒏𝟑𝒕]
6+𝑠
Find the inverse Laplace transform of , use shifting theorem.
𝑠2 +6𝑠+13
T 3. 𝟑 Dec-11
[𝒆−𝟑𝒕 𝒄𝒐𝒔𝟐𝒕 + 𝒆−𝟑𝒕 𝒔𝒊𝒏 𝟐𝒕]
𝟐
𝑠
Find ℒ −1 {𝑠4 +4𝑎4 }.
T 4. 𝟏 Dec-13
[ 𝟐 [𝒆𝒂𝒕 𝒔𝒊𝒏 𝒂𝒕 − 𝒆−𝒂𝒕 𝒔𝒊𝒏 𝒂𝒕]]
𝟒𝒂
5𝑠+3
Find the inverse Laplace transform of (𝑠2 +2𝑠+5)(𝑠−1). May-12
C 5. 𝟑 Jun-14
[−𝒆−𝒕 𝒄𝒐𝒔 𝟐𝒕 + 𝒆−𝒕 𝒔𝒊𝒏 𝟐𝒕 + 𝒆𝒕 ] Jan-15
𝟐

Exercise-10

Second Shifting Theorem


If 𝓛−𝟏 {𝑭(𝒔)} = 𝒇(𝒕), then 𝓛−𝟏 {𝒆−𝒂𝒔 𝑭(𝒔)} = 𝒇(𝒕 − 𝒂)𝑯(𝒕 − 𝒂)
𝑠𝑒 −2𝑠
Find the inverse Laplace transform of . Dec-10
T 1. 𝑠2 +𝜋 2
[𝒄𝒐𝒔 𝝅(𝒕 − 𝟐) ∙ 𝒖(𝒕 − 𝟐)] Dec-09
𝑒 −4𝑠 (𝑠+2)
Find the inverse Laplace transform of .
C 2. 𝑠2 +4𝑠+5 Jun-13
[𝒆−𝟐(𝒕−𝟒) 𝒄𝒐𝒔(𝒕 − 𝟒) ∙ 𝒖(𝒕 − 𝟒)]

Exercise-11

Inverse Laplace Transform Of Derivatives


If 𝓛−𝟏 {𝑭(𝒔)} = 𝒇(𝒕), then 𝓛−𝟏 {𝑭′(𝒔)} = −𝒕𝒇(𝒕)
𝑠+𝑎
Find ℒ −1 {𝑙𝑜𝑔 𝑠+𝑏}.
Jun-13
T 1. 𝒆−𝒃𝒕 − 𝒆−𝒂𝒕
[ ] Dec-10
𝒕
𝑠+1
Find ℒ −1 {𝑙𝑜𝑔 𝑠−1}.
H 2. 𝒆𝒕 − 𝒆−𝒕 Jun-13
[ ]
𝒕

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5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 16

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

Definition: Convolution Product

The convolution of 𝑓 and 𝑔 is denoted by 𝑓 ∗ 𝑔 and is defined as


𝑡
𝑓 ∗ 𝑔 = ∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢
0

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

Statement: If ℒ −1 {𝐹(𝑠)} = 𝑓(𝑡) and ℒ −1 {𝐺(𝑠)} = 𝑔(𝑡),

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

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Changing the order of integration, we have


∞ ∞
ℒ(𝐹(𝑡)) = ∫ ∫ 𝑒 −𝑠𝑡 𝑓(𝑢)𝑔(𝑡 − 𝑢) 𝑑𝑡 𝑑𝑢
0 𝑢

∞ ∞
= (∫ 𝑒 −𝑠𝑢 𝑓(𝑢)𝑑𝑢) (∫ 𝑒 −𝑠(𝑡−𝑢) 𝑔(𝑡 − 𝑢) 𝑑𝑡)
0 𝑢

Let, 𝑡 − 𝑢 = 𝑣 ⟹ 𝑑𝑡 = 𝑑𝑣. When 𝑡 ⟶ 𝑢 ⟹ 𝑣 ⟶ 0and𝑡 ⟶ ∞ ⟹ 𝑣 ⟶ ∞.

∞ ∞
= (∫ 𝑒 −𝑠𝑢 𝑓(u)𝑑𝑢) (∫ 𝑒 −𝑠𝑣 𝑔(𝑣) 𝑑𝑣)
0 0

= 𝐹(𝑠) ∙ 𝐺(𝑠)

Thus, ℒ(𝐹(𝑡)) = 𝐹(𝑠) ∙ 𝐺(𝑠) ⟹ 𝐹(𝑡) = ℒ −1 {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

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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

Theorem. Derivative Of Laplace Transform

Statement: If ℒ{𝑓(𝑡)} = 𝐹(𝑠), then ℒ{𝑓′(𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0)



Proof: By definition, ℒ{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡


⟹ 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

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Thus, ℒ{𝑓 ′ (𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0).


ℒ{𝑓 ′′ (𝑡)} = 𝑠 2 𝐹(𝑠) − s𝑓(0) − 𝑓 ′ (0)
In general, 𝓛{𝒇𝒏 (𝒕)} = 𝒔𝒏 𝑭(𝒔) − 𝒔𝒏−𝟏 𝒇(𝟎) − 𝒔𝒏−𝟐 𝒇′(𝟎) − 𝒔𝒏−𝟑 𝒇” (𝟎) − ⋯ − 𝒇𝒏−𝟏 (𝟎).
Exercise-14

Application to Laplace Transform


Solve by Laplace transform 𝑦 ′′ + 6𝑦 = 1, 𝑦(0) = 2, 𝑦 ′ (0) = 0.
Dec-12
H 1. 𝟏𝟏 𝟏
[ 𝒄𝒐𝒔 √𝟔𝒕 + ] Jun-15
𝟔 𝟔
Using Laplace transform solve the differential equation
𝑑2 𝑥 𝑑𝑥
+ 2 𝑑𝑡 + 5𝑥 = 𝑒 −𝑡 𝑠𝑖𝑛 𝑡 , 𝑤ℎ𝑒𝑟𝑒 𝑥(0) = 0, 𝑥 ′ (0) = 1.
T 2. 𝑑𝑡 2 May-12
𝒆−𝒕 (𝒔𝒊𝒏 𝒕 + 𝒔𝒊𝒏 𝟐𝒕)
[ ]
𝟑
𝑑2 𝑦
Solve the differential equation 𝑑𝑡 2 + 4𝑦 = 𝑓(𝑡), 𝑦(0) = 0, 𝑦 ′ (0) = 1 by
1,0 < 𝑡 < 1
Laplace transform where (i)𝑓(𝑡) = { , (ii)𝑓(𝑡) = 𝐻(𝑡 − 2).
0, 𝑡 > 1
C 3. May-12
𝒔𝒊𝒏 𝟐𝒕 𝟏 − 𝒄𝒐𝒔 𝟐𝒕 [𝟏 − 𝒄𝒐𝒔 𝟐(𝒕 − 𝟏)]𝑯(𝒕 − 𝟏)
(𝒊)𝒚 = + −
[ 𝟐 𝟒 𝟒 ]
𝒔𝒊𝒏 𝟐𝒕 𝑯(𝒕 − 𝟐) − 𝒄𝒐𝒔 𝟐(𝒕 − 𝟐) 𝑯(𝒕 − 𝟐)
(𝒊𝒊)𝒚 = +
𝟐 𝟒
Solve IVP using Laplace transform 𝑦 ′′ + 4𝑦 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 6.
C 4. Dec-11
[𝒄𝒐𝒔 𝟐𝒕 + 𝟑 𝒔𝒊𝒏 𝟐𝒕]

Using Laplace transform solve the IVP 𝑦 ′′ + 𝑦 = 𝑠𝑖𝑛 2𝑡 , 𝑦(0) = 2, 𝑦 ′ (0) = 1.


Dec-10
H 5. 𝟓 𝟏
[𝒚 = 𝒔𝒊𝒏 𝒕 − 𝒔𝒊𝒏 𝟐𝒕 + 𝟐 𝒄𝒐𝒔 𝒕] Jan-15
𝟑 𝟑

By Laplace transform solve, 𝑦 ′′ + 𝑎2 𝑦 = 𝐾 𝑠𝑖𝑛 𝑎𝑡.


Mar-10
C 6. 𝒌 𝑩 𝒌
[𝒚 = ( 𝟐 + ) 𝒔𝒊𝒏𝒂 𝒕 + (𝑨 − 𝒕 ) 𝒄𝒐𝒔 𝒂𝒕] Jun-14
𝟐𝒂 𝒂 𝟐𝒂

By using the method of Laplace transform solve the IVP :


𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑒 −𝑡 , 𝑦(0) = −1 𝑎𝑛𝑑 𝑦 ′ (0) = 1 .
C 7. Dec-09
𝒆−𝒕 𝒕𝟐
[ − 𝒆−𝒕 ]
𝟐!

By using the method of Laplace transform solve the IVP :


𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 𝑒 −𝑡 , 𝑦(0) = 0 𝑎𝑛𝑑 𝑦 ′ (0) = −1 .
H 8. Jun-14
𝟏 𝟑
[ 𝒆−𝒕 − 𝟐𝒆−𝟐𝒕 + 𝒆−𝟑𝒕 ]
𝟐 𝟐

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 20

By using the method of Laplace transform solve the IVP :


𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 𝑒 −𝑡 , 𝑦(0) = 1 𝑎𝑛𝑑 𝑦 ′ (0) = 1 .
T 9. Dec-13
𝒕 𝟕 𝟑
[( + ) 𝒆−𝒕 − 𝒆−𝟑𝒕 ]
𝟐 𝟒 𝟒

By using the method of Laplace transform solve the IVP :


𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 𝑒 𝑡 , 𝑦(0) = 1 𝑎𝑛𝑑 𝑦 ′ (0) = 0 .
H 10. Jun-15
𝟏 𝟑 𝟐
[ 𝒆𝒕 + 𝒆−𝒕 − 𝒆−𝟐𝒕 ]
𝟔 𝟐 𝟑

Solve using Laplace transforms, 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0; where, 𝑦(0) = 1,


𝑦 ′ (0) = 2, 𝑦 ′′ (0) = 2
H 11. Jan-15
𝟏
[ [𝟓𝒆𝒕 + 𝒆−𝟐𝒕 ] − 𝒆−𝒕 ]
𝟑

By using the method of Laplace transform solve the IVP :


T 12. 𝑦 ′′ − 4𝑦 ′ + 3𝑦 = 6𝑡 − 8, 𝑦(0) = 0 𝑎𝑛𝑑 𝑦 ′ (0) = 0 . Jun-15
[𝒚(𝒕) = 𝟐𝒕 + 𝒆𝒕 − 𝒆𝟑𝒕 ]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 21

Laplace Transform Of Some Standard Functions

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 1

Definition: Partial Differential Equation


An equation which involves function of two or more variable and partial derivatives of that
function then it is called Partial Differential Equation.
∂y ∂y
e.g. + ∂t = 0
∂x

Definition: Order Of Differential Equation


The order of highest derivative which appeared in differential equation is “Order of D.E”.
∂y 2 ∂y
e.g. (∂x) + ∂x + 5y = 0 has order 1.

Definition: Degree Of Differential Equation


When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree Of D.E.”.
∂y 2 ∂y
e.g. (∂x) + ∂x + 5y = 0 has degree 2.

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

Formation Of Partial Differential equation


1. By Eliminating Arbitrary Constants
Consider the function f(x, y, z, a, b) = 0. Where, a & b are independent arbitrary constants.
 Step 1: f(x, y, z, a, b) = 0. ……(1)
 Step 2: fx (x, y, z, a, b) = 0. ……(2) and fy (x, y, z, a, b) = 0. ……(3)
 Step 3: Eliminating a & b from eq. (1), eq. (2) & eq. (3).
We get partial differential equation of the form F(x, y, z, p, q) = 0
2. By Eliminating Arbitrary Functions

Type 1: Consider, the function 𝐟(𝐮, 𝐯) = 𝟎


 Step 1: Let, u = F(v).
 Step 2: Find ux & uy .
 Step 3: Eliminate the function 𝐅 from ux & uy .
Note: In such case, for elimination of function, substitution method is used.

Type 2: Consider, the function 𝐳 = 𝐟(𝐱, 𝐲)


 Step 1: Find zx & zy .
 Step 2: Eliminate the function 𝐟 from zx & zy .

Note: In such case, for elimination of function, division of 𝐳𝐱 & 𝐳𝐲 is used.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 2

Exercise-1

Formation Of Partial Differential Equation

Form the partial differential equation z = (x − 2)2 + (y − 3)2 . Jan-13


C 1.
[𝟒𝐳 = 𝐩𝟐 + 𝐪𝟐 ] Jun-14

Form the partial differential equation z = (x + a)(y + b).


C 2. Jun-15
[𝐳 = 𝐩𝐪]

Eliminate the function f from the relation f(xy + z 2 , x + y + z) = 0.


T 3. 𝐩 + 𝟏 𝐲 + 𝟐𝐳𝐩 Jun-13
[ = ]
𝐪 + 𝟏 𝐱 + 𝟐𝐳𝐪

Form the partial differential equation of f(x + y + z, x 2 +y 2 + z 2 ) = 0. Jan-13


C 4. 𝐩 + 𝟏 𝐱 + 𝐳𝐩 Jun-14
[ = ]
𝐪 + 𝟏 𝐲 + 𝐳𝐪 Jun-15

Form the partial differential equation f(x 2 − y 2 , xyz) = 0.


T 5. 𝐲𝐳 + 𝐱𝐲𝐩 𝐱 Jan-15
−[ =− ]
𝐱𝐳 + 𝐱𝐲𝐪 𝐲
Form partial differential equation by eliminating the arbitrary function from
xyz = Ф(x + y + z).
H 6. 𝐩 + 𝟏 𝐲𝐳 + 𝐱𝐲𝐩 Dec-13
[ = ]
𝐪 + 𝟏 𝐱𝐳 + 𝐱𝐲𝐪
Form the partial differential equation by eliminating the arbitrary function
from z = f(x 2 − y 2 ).
H 7. 𝐩 𝐱 Dec-13
[ =− ]
𝐪 𝐲
x
Form the partial differential equation of z = f (y).
C 8. 𝐩 𝐲 Jan-13
[ =− ]
𝐪 𝐱

Form the partial differential equation of z = xy + f(x 2 + y 2 ).


T 9. 𝐩−𝐲 𝐱 Jan-15
[ = ]
𝐪−𝐱 𝐲

Form the partial differential equation of y = f(x − at) + F(x + at).


C 10. 𝛛𝟐 𝐲 𝟐
𝛛𝟐 𝐲 Jun-15
=𝐚
𝛛𝐭 𝟐 𝛛𝐱 𝟐

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 3

Exercise-2

Solution Of Partial Differential Equation


∂2 u
Solve ∂x ∂y = x 3 +y 3 .
C 1. 𝐱 𝟒 𝐲 𝐱𝐲 𝟒 Jun-14
[𝐮(𝐱, 𝐲) = + + 𝐅(𝐲) + 𝐠(𝐱)]
𝟒 𝟒
∂2 u
Solve ∂x ∂t = e−t cosx.
C 2. Dec-13
[𝐮(𝐱, 𝐲) = −𝐞−𝐭 𝐬𝐢𝐧 𝐱 + 𝐅(𝐭) + 𝐠(𝐱)]
∂3 u
Solve ∂x2 ∂y = cos(2x + 3y).
H 3. 𝐬𝐢𝐧(𝟐𝐱 + 𝟑𝐲) Jan-15
[𝐮(𝐱, 𝐲) = − + 𝐱𝐅(𝐲) + 𝐆(𝐲) + 𝐡(𝐱)]
𝟏𝟐
∂2 z ∂z
Solve ∂x ∂y = sin x sin y, given that ∂y = −2 sin y,when x = 0 & z = 0,
T 4. π Jun-13
when y is an odd multiple of 2 .
[𝐳(𝐱, 𝐲) = 𝐜𝐨𝐬 𝐱 𝐜𝐨𝐬 𝐲 + 𝐜𝐨𝐬 𝐲]
∂2 z
Solve ∂x2 = z. Jan-13
C 5.
[𝐮(𝐱, 𝐲) = 𝐟(𝐲)𝐞𝐱 + 𝐠(𝐲)𝐞−𝐱 ] Jan-15

Lagrange’s Differential Equation


A partial differential equation of the form 𝐏𝐩 + 𝐐𝐪 = 𝐑 where P, Q and R are functions of
x, y, z, or constant is called lagrange linear equation of the first order.
1. Method obtaining general solution of 𝐏𝐩 + 𝐐𝐪 = 𝐑
dx dy dz
 Step-1: From the A.E. P = Q = R .
 Step-2: Solve this A.E. by the method of grouping or by the method of multiples or both
to get two independent solution u(x, y, z) = c1 and v(x, y, z) = c2.
 Step-3: The form F(u, v) = 0 or u = f(v) and v = f(u) is the general solution
𝐏𝐩 + 𝐐𝐪 = 𝐑 .
Following two methods will be used to solve Langrage’s linear Equation
2. Grouping Method
dx dy
This method is applicable only if the third variable z is absent in = or it is possible to
P Q
dx dy
eliminate z from = .
P Q

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.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 4

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

Solution Of Lagrange’s Differential Equation


Solve (z − y)p + (x − z)q = y − x.
C 1. Jun-15
[𝐅(𝐱 + 𝐲 + 𝐳, 𝐱 𝟐 +𝐲 𝟐 + 𝐳 𝟐 ) = 𝟎]

Solve x(y − z)p + y(z − x)q = z(x − y).


C 2. Jun-13
[𝐅(𝐱 + 𝐲 + 𝐳, 𝐱𝐲𝐳) = 𝟎]

Solve(x 2 − y 2 − z 2 )p + 2xyq = 2xz.


T 3. 𝐲 𝐱𝟐 + 𝐲𝟐 + 𝐳𝟐 Jun-14
[𝐅 ( , ) = 𝟎]
𝐳 𝐳
Solve (y + z)p + (x + z)q = x + y.
T 4. 𝐱−𝐲 Jan-15
[𝐅 ( , (𝐱 + 𝐲 + 𝐳)(𝐱 − 𝐲)𝟐 ) = 𝟎]
𝐲−𝐳

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 5

Non Linear Partial Differential Equation Of First Order


A partial differential equation in which p & q occur in more than one order is known as Non
Linear Partial Differential Equation.
Type 1: Equation Of the form 𝐟(𝐩, 𝐪) = 𝟎.
 Step 1: Substitute p = a & q = b.
 Step 2: Convert b = g(a).
 Step 3: Complete Solution : z = ax + by + c ⟹ z = ax + g(a) + c

Type 2: Equation Of the form 𝐟(𝐱, 𝐩) = 𝐠(𝐲, 𝐪).


 Step 1: f(x, p) = g(y, q) = a
 Step 2: Solving equations for p & q. Assume p = F(x) & q = G(y).
 Step 3: Complete Solution : z = ∫ F(x) dx + ∫ G(y) dy + b.

Type 3: Equation Of the form 𝐳 = 𝐩𝐱 + 𝐪𝐲 + 𝐟(𝐩, 𝐪)


 Step 1: Find value of p & q.
 Step 2: Complete Solution : z = ax + by + f(a, b).

Type 4: Equation Of the form 𝐟(𝐳, 𝐩, 𝐪) = 𝟎.


 Step 1: Assume q = ap
 Step 2: Solve the Equation in dz = p dx + q dy

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

Non Linear Equation Of First Order


Solve p + q2 = 1.
C 1. Jan-13
[𝐳 = 𝐚𝐱 ± (√𝟏 − 𝐚)𝐲 + 𝐜]
Solve √p + √q = 1
H 2. 𝟐 Jan-15
[𝐳 = 𝐚𝐱 + (𝟏 − √𝐚) 𝐲 + 𝐜]
Solve p2 +q2 = npq.
T 3. 𝐧𝐚 ± 𝐚√𝐧𝟐 − 𝟒 Jan-15
[𝐳 = 𝐚𝐱 + 𝐲 + 𝐜]
𝟐
Solve p2 + q2 = x + y.
C 4. 𝟐 𝟑 𝟐 𝟑 Jan-14
[𝐳 = (𝐚 + 𝐱)𝟐 + (𝐲 − 𝐚)𝟐 + 𝐛]
𝟑 𝟑

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 6

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 ]

Method Of Separation Of Variables


 Step 1: Let u(x, y) = X(x) ∙ Y(y)
∂u ∂u ∂2 u ∂2 u ∂2 u
 Step 2: Find ∂x , ∂y , ∂x2 , ∂x ∂y , ∂y2 as requirement and substitute in given Partial Differential
Eqn.
 Step 3: Convert it into Separable Variable equation and equate with constant say k
individually.
 Step 4: Solve each Ordinary Differential Equation.
 Step 5: Put value of X(x) & Y(y) in equation u(x, y) = X(x) ∙ Y(y).

Exercise-5

Method Of Separation Of Variables


∂u ∂u
Solve the equation by method of separation of variables = 4 ∂y ,
∂x
C 1. where u(0, y) = 8e−3y . Dec-13
[𝐮(𝐱, 𝐲) = 𝟖 𝐞 −𝟏𝟐𝐱−𝟑𝐲 ]

∂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 ]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 7

∂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

Using the method of separation variables, solve the partial differential


equation uxx = 16uy .
T 5. 𝐤𝐲
Dec-10
√𝐤𝐱 −√𝐤𝐱
[𝐮(𝐱, 𝐲) = (𝐜𝟏 𝐞 + 𝐜𝟐 𝐞 ) 𝐜𝟑 𝐞𝟏𝟔 ]

∂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 ]

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY


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