Bharti Patyal

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 Anytime you wish to find out how something changes with time
(and sometimes space)
1.Newton’s Law of Cooling: dT = κ (T − Ts )
dt
where dT is rate of cooling of the liquid,
dt
T − Ts is temperature difference between the liquid ‘T’
and its surrounding Ts.
dy
2. Growth and Decay: =κ y
dt
y is the quantity present at any time.
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 d 2s
3. Free falling stone:
2
= −g
dt
where s is the distance or height and g is the acceleration due to gravity.

d2y
4. Spring vertical displacement: m 2
= − ky
dt
where y the is displacement, m is mass and k is spring constant.

d 2q dq 1
5. LRC – circuit, Kirchoff ’s Second Law: L 2 + R + q=E
dt dt c
q is charge on capacitor,
L is inductance,
c is capacitance.
Bharti Patyal
R is resistance and
A.P.(Mathematics) E is voltage 3
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Examples of fields using differential equations in their
analysis include:

Solid mechanics & motion.

heat transfer & energy balances.

vibrational dynamics & seismology.

aerodynamics & fluid dynamics.

electronics & circuit design.

population dynamics & biological systems.

climatology and environmental analysis.

options trading & economics.
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 Bharti Patyal
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 Topics

Definition.

Order of Differential Equation.

Degree of Differential Equation.

Simple Differential Equations.

Exact Differential Equation.

Equation Reduciable to Exact Equation.
1. I.F. For a Homogeneous Equation.
2. I.F. For an Equation of the form yf1(xy)dx+xf2(xy)dy=0
3. I.F. For Mdx+Ndy=0
4. I.F. For an Equation of the form.
xayb(mydx+nxdy)+xcyd(pydx+qxdy)=0
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 Definition:
A differential equation is an equation containing an unknown function
and its derivatives.
dy
Examples:. 1. = 2x + 3
dx
d 2 y dy
2. + 3 + ay = 0
dx 2 dx
4
d y  dy 
3
3.
3
+   + 6y = 3
dx  dx 

y is dependent variable and x is independent variable,

and these are ordinary differential equations
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 The order of the differential equation is the order of the highest
derivative in the differential equation.

Differential Equation ORDER

dy
= 2x + 3 1
dx
d2y dy
2
+ 3 + 9y = 0 2
dx dx
4
d 3 y  dy  3
3
+   + 6y = 3
dx  dx 
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 The degree of a differential equation is power of the highest
order derivative term in the differential equation.

Differential Equation Degree

d2y dy
2
+ 3 + ay = 0 1
dx dx
4
d 3 y  dy 
3
+   + 6y = 3 1
dx  dx 

3 5
 d 2 y   dy 
 2  +   + 3 = 0 3
 dx   dx 
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 A simple differential equation has the
form d y = f ( x )
dx

Its general solution is: y = ∫ f ( x )d x

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 Example 1:

dy

Find the general solution to = 2x 2
− 4x3
dx
dy
Solution: = 2x − 4x
2 3
dx
⇒ dy = (2 x 2 − 4 x 3 ) dx

⇒ y = ∫ (2 x − 4 x 3 ) dx
2

2 3
⇒ y = x − x4 + C
3
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 THEOREM : The necessary and sufficient condition for the
differential equation Mdx+Ndy=0 to be exact is

Solution: the solution of Mdx+Ndy=0 is

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 Example 2:

Solve: (secx tanx tany - ex)dx+ (secx sec2y)dy =0 …………(1)

Solution: Compare it with Mdx+Ndy=0

M= secx tanx tany – ex N=secx sec2y
∂M ∂N
= secx tanx sec2y = secx tanx sec2y
∂y ∂x
∂M ∂N
⇒ =
∂y ∂x
Equation (1) is Exact
&
its solution is

Bharti Patyal
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 Cont’d…

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 A differential equations which are not exact can sometimes be
made exact after multiplying by a suitable factor(a function of
x or y or both) called the Integrating Factor .

I.F. For a Homogeneous Equation

If Mdx+Ndy=0 is a homogeneous equation in x and y , then

1 is an I.F. provided Mx + Ny ≠ 0.
Mx + Ny

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 Example 3:

Solve: ( x 2
y − 2xy2
)dx − ( x3
− 3x 2
y)dy = 0 ……….(1)

Solution: The given equation is homogeneous in x and y where,

M = x 2 y − 2 xy 2 & N = x3 − 3x 2 y

Now, Mx+Ny =x2y2 ≠0

1 1
=
I.F.= Mx + Ny x2 y2

Multiply (1), by I.F. ,the given equation becomes,

1 2  x 3
=  −  dx −  2 −  dy = 0
  
 y x y y
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 Cont’d…

Which is Exact.

The Solution is:

1 2 3
⇒ ∫  −  dx +
 y x
∫ y
dy = c

x
⇒ − 2 log x + 3 log y = c
y

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I.F. For an Equation of the form yf1(xy)dx+xf2(xy)dy=0

If Mdx +Ndy=0 is of the form yf1(xy)dx+xf2(xy)dy=0 ,

then 1 is an I.F. provided Mx - Ny ≠ 0.

Mx − Ny

Example 4:

Solve: y ( xy + 2 x y ) dx + x ( xy − x y ) dy = 0 ………(1)
2 2 2 2

Solution: Comparing the given equation with

yf1(xy)dx+xf2(xy)dy=0

M= xy
2
+ 2x2y 3
N= x 2
y − x 3
y 2

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 Cont’d…
1 1
I.F.= =
Mx − Ny 3x3y 3

Multiply (1) by I.F.

 1 2   1 1 
=  2 +  dx +  2
−  dy = 0
 3x y 3x   3 xy 3y 

Which is exact.
The solution is
 1 2   1 
= ∫  2 +
y − const 
∫
 dx +  −
3x y 3x 
 dy = c
 3y 
−1 2 1
= + log x − log y = c
3 xy 3 3
−1
= + 2 log x − log y = C , whereC = 3c
xy

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For the Equation Mdx+Ndy=0
∂M ∂N
(1) If −
∂y ∂x
= f (x ) ⇒ function of x only ,
N

f ( x )dx
then integrating factor is e ∫

∂N ∂M
(2) If −
∂x ∂y
= g ( y ) ⇒ function of y only
M
∫ g ( y )dy
then integrating factor is e

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 Example 5:

Solve: (x 2
+ y 2 + x )dx + xydy = 0 …………(1)

Solution: Compare given equation with Mdx+Ndy=0

M= (x 2
+ y 2
+ x ) ; N= xy

∂ M ∂ N
= 2 y , = y
∂ y ∂ x
∂ M ∂ N
⇒ ≠
∂ y ∂ x
∴ Given Equation is not Exact,

Bharti Patyal
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 Cont’d…
∴
∂ M ∂ N
−
∂ y ∂ x
=
N
2 y − y
=
xy
1 Which is a function of x only
= ,
x
∴I.F. of given Equation is
1
∫
= e = =
dx log x
x
e x

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 Cont’d…

Multiply (1) by I.F.

We have, (x 3
+ y 2 x + x 2 )dx + x 2 ydy = 0
Which is Exact.
The solution is,

= ∫ (x + y 2 x + x 2 )dx + 0 dy = c
∫
3

y −const

x4 x 2
x 3

= + y2 + =c
4 2 3
= 3 x 4 + 6 y 2 x 2 + 4 x 3 = C , WhereC = 12 c

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 Example 6:

Solve: (xy 3
+ y )dx + 2 ( x 2 y 2
+ x + y 4 ) dy = 0 ……….(1)

Solution: M= (xy 3
+ y ) ; N= ( 2 x 2 y 2
+ 2x + 2 y4)
∂M ∂N
≠
∂y ∂x
∴ The given equation is not exact,

∴ applying
∂N ∂M
−
∂x ∂y
=
M
4 xy 2 + 2 − 3 xy 2
−1
=
xy 3 + y
Bharti Patyal
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 Cont’d…

xy 2 + 1
=
y ( xy 2 + 1)
1
= , Which is a function of y only.
y
1
= .I .F . = e∫ =e =y
dy log y
y

Multiplt (1), by .I.F.

We have,
(xy 4
+ y 2 )dx + 2 ( x 2 y 3 + xy + y 5 ) dy = 0
Which is Exact.

∫ (xy + y 2 )dx +
The Solution is
= ∫ 2 y 5 dy = c
4

y − const

x2y4 y6
= + xy 2
+ = c
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I.F. For an Equation of the form
xayb(mydx+nxdy)+xcyd(pydx+qxdy)=0.
If Mdx +Ndy=0 is of the form xayb(mydx+nxdy)+xcyd(pydx+qxdy)=0,
then xhyk is an I.F.

Example 7:

Solve: ( xy
2
+ 2 x 2 y 3 ) dx + ( x 2 y − x 3 y 2 ) dy = 0 ……(1)

Solution: The Equation can be written as:

( xy 2 dx + x 2 ydy ) + ( 2 x 2 y 3 dx − x 3 y 2 ) dy = 0
Comparing with
xayb(mydx+nxdy)+xcyd(pydx+qxdy)=0.
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 Cont’d…

⇒ xy ( ydx + xdy ) + x 2 y 2 ( 2 ydx − xdy ) = 0

a = 1, b = 1 c = 2, d = 2
m = 1, n = 1 p = 2, q = − 1
a + h +1 b + k +1 c + h +1 d + k +1
= ; =
m n p q
1+ h +1 1+ k +1 2 + h +1 2 + k +1
= ; =
1 1 2 −1
⇒ h = k ........( 2 )
&
h + 2 k = − 9 ........( 3 )
put ( 2 ) in ( 3 )
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 Cont’d…

⇒ h + 2h = −9
⇒ h = −3
⇒ k = − 3 by ( 2 )
∴ .I .F is xh yk
⇒ .I .F . = x −3 y −3
Multiply (1) by .I .F , We have ,
x −3 y −3 ( xy 2 + 2 x 2 y 3 ) dx + x −3 y −3 ( x 2 y − x 3 y 2 ) dy = 0
( x − 2 y −1 + 2 x −1 ) dx + ( x −1 y − 2 − y −1 ) dy = 0

Which is Exact
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 Cont’d…

The Solution is :

∫ (x ∫
y + 2 x ) dx + ( − y ) dy = c
−2 −1 −1 −1

y − const

−1
 
x  + (− log y ) = c
x
 y + 2 log
−1

 −1 
 1 
 + 2 log x − log y  = c
 xy 

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Definition.

Leibnitz;s linear differential equation.

Bernoulli’s linear differential equation.

Methods of finding;
(1) Complementary Function. (C.F)
(2) Particular Integral. (P.I)
(3) Complete Solution. (C.S)
C.S=C.F+P.I

Linear differential equation with variable coefficient,
(1) Cauchy’s Homogeneous linear equation.
(2) Legender’s linear equation.

Simultaneous Linear Equation with Constant Coefficient.
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 A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent
variable.

Example: d2y dy
1. 2
+ 3 + 9 y = 0.
dx dx
is linear.

Example: 2. 4
d 3 y  dy 
3
+   + 6y = 3
dx  dx 
is non - linear because in 2nd term is not of degree one.

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 Cont’d…

Example: 3.
d2y dy
x2
+ y = x 3

dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4. = sin y
dx
y3
is non - linear because sin y = y − +− is non – linear
3!

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 A differential equation is said to be Leibnitz’s Linear or simple linear if
the dependent variable and its derivative occur in the first degree and are
not multiplied together.

The standard form of a Linear Differential Equation of first order and

dy
first degree is + Py = Q where P and Q are the functions of x, or
dx
constants.

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Rule for Solving
dy
+ Py = Q
dx
Where P & Q are functionsof ' x' only or may be const.

Here I .F . = ∫ Pdx

e
The Solutionis : y( I .F ) = [Q.( I .F )]dx + C
∫

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 Example 8:
dy
Solve : + 2 y = 6e x
dx
dy
Solution : The given differential equation is + 2y = 6ex .
dx
It is a linear equation of the form: dy
+Py = Q
dx
Here P = 2 and Q = 6ex

I.F. = e∫ = e∫
Pdx 2dx
= e2x

∫
The solution is given by: y ( I.F.) = Q ( I.F.) dx + C

( ) ∫
∴ y e2x = 6ex × e2x dx + C



Note :
d
dx
(ye2x
= )
e2x  dy
 dx

+2y




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 Cont’d…

∫
⇒ ye2x = 6e3x dx + C

⇒ ye2x
∫
3x
=6 e dx + C

2x e3x
⇒ ye = 6× +C
3
⇒ ye2x = 2e3x + C
2 e3x + C
⇒ y =
e2x

⇒ y = 2ex + C ×e-2x is the required solution.

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 Example 9:

dy
: (1 + x ) + y = e tan
−1
2 x
Solve
dx
Solution: The given differential equation is

-1 tan-1x
dy dy 1 e
(1+ x2 ) + y = etan x ⇒ + .y =
dx dx 1+ x2 1+ x2

dy
It is a linear differential equation of the form: + Py = Q
dx
tan-1x
1 e
Here, P = and Q =
1+ x2 1+ x2

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 Cont’d…

1
∫ dx
tan-1x
I.F = e∫
Pdx 2
= e 1+x =e
The solution is given by

y × I.F. = ∫ Q × I.F. dx + C

-1 -1 tan-1x
e
⇒ y×etan x = ∫ etan x × dx + C
2
1+ x
-1 2tan-1x
e
⇒ yetan x = +C
2

tan-1x 2tan-1x
⇒ 2ye =e + C is the required solution.

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 Linear Differential Equations
type – 2
Rule for Solving
dx
+ Px = Q
dy
Where P & Q are functions of ' y ' only or may be const .

Here I .F . = ∫ Pdy

e
The Solution is : x ( I .F ) = [Q.( I .F )]dy + C
∫
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 Example 10:

dy
Solve : ( 2 x − 10 y 3 ) + y = 0
dx
Solution: The given differential equation is

( 2x - 10y3 ) dy
dx
+y=0 ⇒
dx 2
+ x = 10y2
dy y
dx
It is a linear differential equation of the form + Px = Q
dy

2
Here, P = and Q = 10y 2
y

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 Cont’d…

2
∫ dy loge y 2
I.F = e ∫ Pdy
=e y =e
2loge y
=e = y2

The solution is given by:

x × I.F. = ∫ Q × I.F. dy + C

⇒ x× y2 = ∫ 10y2 × y2 dy + C ⇒ xy2 = 10∫ y4 dy + C

⇒ xy 2 = 2y5 + C

⇒ x = 2y 3 + Cy -2 is the required solution.

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 Jacob Bernoulli (1654-1705)
Swiss Mathematician

Bharti Patyal
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 dy
An Equation of the form + Py = Qy n
dx
Where P & Q are function of ' x ' only or const .
is known as BERNOULLI ' S EQUATION
They are non linear and have exact solution.
If n = 0 or n = 1, the equation is linear.
It is non linear for other valu es of n
It is widely applied in fluid dynamics.
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 Example 11:

dy
Solve : − (tan x ) y = − y 2 sec 2 x
dx
dy
Solution : − (tan x ) y = − y 2 sec 2 x
dx
Divide by y 2 ; on both sides
1 dy 1
2
− (tan x ) = − sec 2
x
y dx y
1 1 dy dz
put , = z ∴ − 2 =
y y dx dx
in the above equation .

Bharti Patyal
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 Cont’d…

dz
∴ − (tan x ) z = − sec 2 x
dx
dz
+ (tan x ) z = sec 2 x
dx
Which is a linear differenti al equation in z

I .F . = e ∫ tan x dx
=e
− log cos x
=e
log sec x
= sec x
∴ its solution is ,
z sec x = ∫ sec 2 x. sec x dx + c = ∫ sec 3 xdx + c........( 1)

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 Cont’d…

∫ ∫
I = sec3 x dx = sec x . sec2 xdx , int egrating by parts

∫
= (sec x)(tan x) − sec x . tan x . tan x dx

= (sec x)(tan x) − ∫ sec x(sec x − 1)dx

2

= (sec x)(tan x) − ∫ sec x − sec x)dx

3

= (sec x)(tan x) − I + ∫ sec xdx

2I = sec x . tan x + log(sec x + tan x)

I = [sec x . tan x + log(sec x + tan x)]

1
Bharti Patyal 2
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 Cont’d…

putting in (1)

z (sec x) = [sec x . tan x + log(sec x + tan x)] + c

1
2
putting the value of z

sec x = [sec x . tan x + log(sec x + tan x)] + c

1 1
y 2

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 A linear differential equation of nth order is that in which the dependent variable
and its derivative occur only in the first degree and are not multiplied
together.The general linear differential equation of nth order is of the form:

d ny d n −1 y d n−2 y dy
n
+ P1 n −1
+ P 2 n−2
+ ......... + P n −1 + Pn y = X
dx dx dx dx
where P1 , P 2 ,....., P n − 1 P n and X are function of x only .

A linear differential equation with constant coefficient is of the form

d ny d n −1 y d n−2 y dy
n
+ a1 n −1
+ a2 n−2
+ ......... + a n − 1 + an y = X
dx dx dx dx
where a 1 , a 2 ,....., a n − 1 a n and X are function of x only .

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 AUXILIARY EQUATION

Definition:
The Equation obtained by equating to ZERO the symbolic coefficient of y is
called the auxiliary equation :

Example:
(D n
+ a1D n −1
+ a 2
D n − 2
+ .......... + a n
) y = 0
∴ the Auxiliary Equation is
D n
+ a1D n −1
+ a 2
D n − 2
+ .......... + a n
= 0

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 Consider the equation ,
(D n
+ a1 D n −1
+ a2D n−2
+ .......... + a n ) y = 0
∴ the Auxiliary Equation is
D n
+ a1 D n −1
+ a2D n−2
+ .......... + a n = 0
its roots are ,
D = m 1 , m 2 , m 3 ,...... m n .
Then the following cases arises ,

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 CASE1. If all the roots of the A.E. are real &distinct
i.e D=m1,m2,m3,….,mn
Then, C.F.= y = c1em1x+c2em2x+c3em3x+……..+cnemnx.

Example 12: d 2 y dy
− 3 − 4 y = 0
dx 2 dx
d
for symbolic form put = D
dx
⇒ (D 2
− 3 D − 4 ) y = 0
A . E . is
⇒ D 2
− 3 D − 4 = 0
⇒ D 2 − 4 D + D − 4 = 0
⇒ D (D − 4 ) + (D − 4 ) = 0
⇒ ( D + 1 )( D − 4 ) = 0
⇒ D = − 1,4
Bharti Patyal
A.P.(Mathematics)
C .F . = y = c1e − x
+ c 2e 4 x
51
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 CASE2. If two roots of the A.E. are equal.
i.e D=(m1=m2)=m ,m3,….,mn
Then, C.F.= y = (c1+xc2 )emx+c3em3x+……..+cnemnx.
Example 13: d 2 y dy
+ 6 + 9 y = 0
dx 2 dx
d
for symbolic form put = D
dx
⇒ (D 2
+ 6 D + 9 ) y = 0
A . E . is
⇒ D 2
+ 6 D + 9 = 0
⇒ D 2 + 3 D + 3 D + 9 = 0
⇒ D (D + 3) + 3(D + 3) = 0
⇒ ( D + 3 )( D + 3 ) = 0
⇒ D = − 3 ,− 3
Bharti Patyal
A.P.(Mathematics)
C .F . = y = (c 1 + xc 2 )e − 3 x
52
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 CASE2 (a). If three roots of the A.E. are equal.
i.e D=(m1 =m2 =m3 )=m ,m4,….,mn
Then, C.F.= y = (c1+xc2 +x2 c3)emx+c4em4x+……..+cnemnx.
Example 14:
d 3y d 2y dy
3
− 3 2
+ 3 − y = 0
dx dx dx
d
for symbolic form put = D
dx
⇒ ( D 3 − 3 D 2 + 3 D − 1) y = 0
A . E . is
⇒ D 3 − 3D 2 + 3D − 1 = 0
⇒ ( D − 1 )( D − 1 )( D − 1 ) = 0
⇒ D = 1 ,1 ,1
C . F . = y = ( c 1 + xc + x 2c 3 )e
Bharti Patyal x
A.P.(Mathematics) 2
53
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 CASE 3. If two roots of the A.E. are imaginary.
i.e D =m1 =α+iβ,m2 =α-iβ,m3,….,mn
Then, C.F.= y =eαx(c1 cosβx+c2 sinβx) +c3em3x+……..+cnemnx.

Example 15: d 2 y dy
− 6 + 13 y = 0
dx 2 dx
d
for symbolic form put = D
dx
⇒ (D 2
− 6 D + 13 ) y = 0
A . E . is
⇒ D 2
− 6 D + 13 = 0
6 ± 36 − 12
⇒ D =
2
⇒ D = 3 ± 2i
C .F . = y = e 3 x
(c 1 cos 2 x + c 2 sin 2 x )
Bharti Patyal
A.P.(Mathematics) 54
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CASE 3(a). If two pairs of imaginary roots be equal.
i.e D =(m1 =m2 )= α+iβ,&(m3 =m4 ) =α-iβ
Then, C.F.= y =eαx [(c1 x+c2 )cosβx+(c3 x+c4 )sinβx) ]
4 2
d y d y
Example 16:
4
+ 8 2
+ 16 y = 0
dx dx
d
for symbolic form put = D
dx
⇒ ( D 4 + 8 D 2 + 16 ) y = 0
A . E . is D 4
+ 8D 2
+ 16 = 0 , put D 2
= t
⇒ t 2
+ 8 t + 16 = 0
− 8 ±
64 − 64
⇒ t =
2
⇒ t = − 4 ,− 4 ⇒ D 2 = − 4 ,− 4 ⇒ D = ± 2 i,± 2 i
C . F . = y = [( c 1 + xc 2
) cos 2 x + ( c 3 + xc 4
) sin 2 x ]
Bharti Patyal
A.P.(Mathematics) 55
CU,Gharuan
 Consider the equation ,
(D n
+ a1D n −1
+ a2D n−2
+ .......... + an)y = X
it can be written as f (D ) y = X
1
P .I . = X
f (D )
Then the following cases arises ;

Bharti Patyal
A.P.(Mathematics) 56
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 CASE 1:

X = e ax

e ax , {provided f ' ( a ) ≠ 0}
1 1
P .I . = e = x.
ax

f (D) f ' (a )
Case of failure ;
if f ' ( a ) = 0 , then

e ax , {provided f ' ' ( a ) ≠ 0}

1 1
e = x .
ax 2

f (D) f ' ' (a )

Bharti Patyal
A.P.(Mathematics) 57
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 Example 17:

Find the P . I . of ( D 3
− 3D 2
+ 4) y = e 2 x

1
Sol : P .I . = e 2 x
, put D = 2
D 3
− 3D 2
+ 4
Case of failure :
1
= x. e 2 x
, put D = 2
3D 2
− 6D
Case of failure :
1
= x .2
e 2 x
, put D = 2
6D − 6
1 x2
= x .
2
e 2 x
= e 2 x

6(2) − 6 6
Bharti Patyal
A.P.(Mathematics) 58
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 CASE 2:
X = sin(ax + b) or cos(ax + b)

P.I . =
1
2
[sin(ax + b)or cos(ax + b)] =
f (D )

= x.
1
[sin(ax + b)or cos(ax + b ) ], {provided f ' ( −a 2
) ≠ 0}
f ' (−a )
2

Caseof failure;
if f ' (−a 2 ) = 0 , then

⇒
1
2
[sin(ax + b)or cos(ax + b)] =
f (D )

=x .2 1
[sin(ax + b)or cos(ax + b) ], {provided f ' ' ( −a 2
) ≠ 0}
f ' ' (−a )
2

Bharti Patyal
A.P.(Mathematics) 59
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 Example 18:

Find the P . I . of ( D 3
− D 2
+ 4 D − 4 ) y = sin 3 x
1
Sol : P . I . = sin 3 x , put D 2
= −9
D − D + 4D − 4
3 2

1
= sin 3 x
− 9D + 9 + 4D − 4
1 1
= sin 3 x = sin 3 x
− 5D + 5 5 (1 − D )
1+ D 1+ D
= sin 3 x = sin 3 x , put D 2
= −9
5 (1 − D )2
5 (1 + 9 )
1
= [sin 3 x + D (sin 3 x )]
50
1
= [sin 3 x + 3 cos 3 x ]
Bharti Patyal 50 60
A.P.(Mathematics)
CU,Gharuan
 CASE 3:

X = x m , m being positiveint eger

1
P.I . = xm
f ( D)
1) Takeout the lowest deg ree termto makethe first termunity.
2) Re maining factor will be of the form[1 + φ ( D)]or [1 − φ ( D)].
3) Take this factor to the numerator e.g [1 + φ ( D)] or [1 − φ ( D)]
−1 −1

4) Expand u sin g BinomialTheoremas far as the termscontainingD m

5) Operate on x m termby term

Bharti Patyal
A.P.(Mathematics) 61
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 Example 19:

Find the P . I . of ( D − 2 ) 2 y = 8 x 2
1
Sol : P . I . = 8 x 2

(D − 2)2
−2
1 8  D 
= 8 2
x2 = 1 −  x2
 D  4  2 
41 − 
 2 
  − D  ( − 2 )( − 3 )  D 
2
 2
= 2 1 − 2  +   .........  x
  2  2  2  
 3  2  2 3 
= 2 1 + D + D + ......  x
2
= 2 x + 2 x + 
 4   2 
= 2x2 + 4x + 3
Bharti Patyal
A.P.(Mathematics) 62
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 CASE 4:
X = e ax V
1
P .I . = e ax V
f (D )
ax 1
e which is on the right of may be taken out to the
f (D )
left provided ' D ' is replace by ( D + a )
1
= e ax
V
f (D + a)
1 ) If V = e ax apply CASE 1
2 ) If V = sin( ax + b ) or cos( ax + b ) apply CASE 2
3 ) If V = x m apply CASE 3
Bharti Patyal
A.P.(Mathematics) 63
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 Example 20:
Find the P . I . of ( D 2 − 4 D + 3 ) y = e x sin 2 x
1
Sol : P . I . = e x sin 2 x
D − 4D + 3
2

1
= ex sin 2 x
( D + 1) − 4 ( D + 1) + 3
2

1
= ex sin 2 x , put D 2
= − 2 2

D 2 − 2D
1
= e x
sin 2 x
− 22 − 2D
−1 x 1 −1 x 2− D
= e sin 2 x = e sin 2
2 2+ D 2 ( 2 + D )( 2 − D )
−1 x 2 − D −1 x 2 − D
= e sin 2 x = e sin 2 x
2 4− D 2
2 4 − (−2 )2

−1 x
= e [ 2 sin 2 x − D (sin 2 x )]
16
−1 x −1 x
Bharti Patyal
= e [ 2 sin 2 x − 2 cos 2 x ] = e [sin 2 x − cos 2 x ]
A.P.(Mathematics)
16 8 64
CU,Gharuan
 CASE 5: 1
X = e mx ∫
− mx
Xe dx
D − m

When Xis any other function of x .

Re solve f ( D ) int o linear factors .
Let f ( D ) = ( D − m 1 )( D − m 2 ).......( D − m n ) X
1
P .I . = X
f (D )
1
= X
( D − m 1 )( D − m 2 ).......( D − m n )
 A1 A2 An 
=  + + ........ + X
 ( D − m1 ) ( D − m 2 ) (D − mn ) 
 1 1 1 
=  A1 X + A2 X + ........ + A n X
 (D − m1 ) (D − m2 ) (D − mn ) 
= A1 e m x ∫ Xe
1 − m1 x
dx + A 2 e m 2 x
∫ Xe −m2x
dx + ........ + A n e m n x
∫ Xe − mn x
dx
Bharti Patyal
A.P.(Mathematics) 65
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 Example 21:
Find the P . I . of ( D 2 + 1 ) y = sec x .
1
Sol : P . I . = sec x
D +12

1
= sec x
( D + i )( D − i )
 1 1 
 2i 
 sec x , {by partial }
=  − 2 i fraction
D − i D + i
 
1  1 1 
=  −  sec x ......( 1 )
2i  D − i D + i
1 1
D − i
sec x = e ix ∫ e − ix sec x dx = e ix ∫ (cos x − i sin x )
cos x
dx

= e ix ∫ (1 − i tan x ) dx = e ix [x + i log cos x ]

sec x = e ix [x + i log cos x ]..........

1
(2)
Bharti Patyal D − i 66
A.P.(Mathematics)
CU,Gharuan
 Cont’d…

Change i → − i in ( 2 )

sec x = e − ix [x − i log cos x ]........( 3 )

1
D+i
putting ( 2 ) & ( 3 ) in (1)

P .I . = [e [x + i log cos x ] − e −ix [x − i log cos x ]]

1 ix
2i
=
1
[x ( e ix − e −ix ) + i log cos x ( e ix + e −ix ) ]
2i
=
1
[x.2 i. sin x + i log cos x.2 cos x ]
2i
= x sin x + cos x log cos x
Bharti Patyal
A.P.(Mathematics) 67
CU,Gharuan
 Example 22:

Solve : (D 2
+ D + 1 ) y = ( 1 + sin x)2
Sol : (D 2
+ D + 1 ) y = ( 1 + sin x)2
A . E . is
D 2
+ D + 1 = 0
− 1 ± 1 − 4 − 1 3
⇒ D = = ± i
2 2 2
C . F . is
− x  3 3 
y = e 2
 c 1 cos x + c 2 sin x
 2 2 

Bharti Patyal
A.P.(Mathematics) 68
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 Cont’d…

P . I . is

y =
1
(1 + sin x )2

D + D +1
2

=
1
(1 + 2 sin x + sin 2
x)
D + D +1
2

1  1 − cos 2 x 
=  1 + 2 sin x + 
D + D +1
2
2 
1 3 1 
=  + 2 sin x − cos x 
D + D +1 2
2
2 

Bharti Patyal
A.P.(Mathematics) 69
CU,Gharuan
 Cont’d…
3 1 1 1 1
= .e + 2 2
0. x
sin x − cos 2 x
2 D2 + D +1 D + D +1 2 D 2
+ D +1
= I 1 + I 2 + I 3 .......... .......... .......... .( 1 )
3 1
I1 = . e 0. x
( put D = 0 )
2 D + D +1
2

3
= . 1 .......... .......... .......... .......... ...( 2 )
2
1
I2 = 2 2 sin x ( put D 2 = − 1 )
D + D +1
1  1 
= 2.
D
sin x D

= ∫ dx 

= 2 ( − cos x ) .......... .......... .......... ..( 3 )
1 1
I3 = cos 2 x ( put D 2
= −4)
2 D + D +1
2

1 1
= cos 2 x
2 D −3
Bharti Patyal
A.P.(Mathematics) 70
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 Cont’d…
1 D+3 1 D+3
= cos 2 x ( put D = −4) =
2
cos 2 x
2 D −9
2
2 − 13
 d
= [− 2 sin 2 x + 3 cos 2 x]  D = 
1
26  dx 
−1 3
= sin 2 x + cos 2 x .............................(4)
13 26
Putting (2), (3), (4) in (1) Simple Differential Equations
3 1 3
= − 2 cos x − sin 2 x + cos 2 x
2 13 26
C.S. = C.F . + P.I .
−x
3 3  3 1 3
= e c1 cos
2
x + c2 sin x + − 2 cos x − sin 2 x + cos 2 x
 2 2  2 13 26
Bharti Patyal
A.P.(Mathematics) 71
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 Bharti Patyal
A.P.(Mathematics) 72
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 AUGUSTIN L CAUCHY
1789-1857 (FRANCE)

Bharti Patyal
A.P.(Mathematics) 73
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An Equation of the type
n n −1
d y d y dy
x n
n
+ a1 x n −1
n −1
+ ..... + a n−1 x + an y = X
dx dx dx
where a i ' s are cons tan ts and X is a function of x , is called Cauchy ' s
hom ogeneous linear equation of the n th order .
Sol : Putx = e z , z = log x
dy dy  d 
x = = Dy  Put = D
dx dz  dz 
2 2
d y d y
x 2
2
= 2
= D ( D − 1) y
dx dz
Bharti Patyal & so on.......... .
A.P.(Mathematics) 74
CU,Gharuan
 Example 23:

Solve the differenti al equation

d 3y 2 d
2
y dy
x 3
+ 6 x + 4 x − 4 y = (log x ) 2

dx 3 dx 2 dx
3 2
3 d y 2 d y dy
Sol : x 3
+ 6x 2
+ 4x − 4 y = (log x)2
dx dx dx
which is cauchy ' s hom ogeneous linear equation
Put x = e z ; z = log x
2
dy d y
x = Dy ;x2 2
= D ( D − 1) y ;
dx dx
3
3 d y
x 3
= D ( D − 1 )( D − 2 ) y
dx
⇒ [D ( D − 1 )( D − 2 ) + 6 D ( D − 1 ) + 4 D − 4 ]y = z 2

⇒ [D 3
+ 3D 2
− 4 ]y = z 2

Bharti Patyal
A.P.(Mathematics) 75
CU,Gharuan
 Cont’d…
A . E . is
[D 3
+ 3D 2
− 4 ]= 0 ⇒ ( D − 1 )( D + 2 ) 2
= 0
⇒ D = 1,− 2 ,− 2
∴ C . F . is
y = c1e z
+ (c 2
+ c 3 z )e −2 z

P . I . is
1 − 1
y = z 2
= z 2

D 3
+ 3D 2
− 4  D 3 + 3D 2

4 1 − 
 4 
−1
− 1  3D + 2
D 
3
− 1  3D 2
+ D 3

=  1 −  z =2
 1 +  z 2

4  4  4  4 
− 1  2 3  − 1  2 3 
=  z + (2)  = z +
4  4  4  2 
Bharti Patyal
A.P.(Mathematics) 76
CU,Gharuan
 LEGENDRE
18 September 1752 – 10 January1833)
French Mathematician. Work on number theory,
abstract algebra and mathematical analysis

Bharti Patyal
A.P.(Mathematics) 77
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An Equation of the type
n n −1
d y d y dy
( a + bx ) n
n
+ a1 ( a + bx ) n −1
n −1
+ ..... + a n−1 ( a + bx ) + an y = X
dx dx dx
where a i ' s are cons tan ts and X is a function of x, is called legendre ' s
hom ogeneous linear equation of the n th order .
Sol : Put ( a + bx ) = e z , z = log( a + bx )
dy dy  d 
( a + bx ) =b = bDy  Put = D
dx dz  dz 
2 2
d y d y
( a + bx ) 2
2
= b 2
2
= b 2
D ( D − 1) y
dx dz
Bharti Patyal & so on.......... .
A.P.(Mathematics) 78
CU,Gharuan
 Example 24:

Solve the differenti al equation

2

+ y = sin [2 log( 1 + x ) ]
d y dy
(1 + x ) 2
2
+ (1 + x )
dx dx
2

+ y = sin [2 log( 1 + x ) ]
d y dy
Sol : (1 + x ) 2
2
+ (1 + x )
dx dx
which is legender ' s hom ogeneous linear equation
Put (1 + x ) = e z ; z = log( 1 + x )
d 
2
dy d y
(1 + x ) = Dy ; (1 + x ) 2
2
= D ( D − 1) y ;  dz = D 
dx dx  
⇒ [D ( D − 1) + D + 1]y = sin( 2 z )
⇒ [D 2 + 1]y = sin( 2 z )
Bharti Patyal
A.P.(Mathematics) 79
CU,Gharuan
 Cont’d…

A . E . is
[D 2
+ 1 ]= 0 ⇒ D 2
= − 1
⇒ D = ± i
∴ C . F . is
y = c 1
cos z + c 2
sin z
P . I . is

y =
1
sin( 2 z ) [D 2
= − 4 ]
D + 1
2

− 1
= sin( 2 z )
3

Bharti Patyal
A.P.(Mathematics) 80
CU,Gharuan
 Cont’d…

C.S. = C.F. + P.I.

1
y = c1 cosz + c2 sin z − sin(2z)
3
y = c1 cos[log(1+ x)] + c2 sin[log(1+ x)] − sin[2 log(1+ x)]
1
3

Bharti Patyal
A.P.(Mathematics) 81
CU,Gharuan
 Cont’d…

C .S . = C .F . + P.I .
1  2 3
C .S . = c1 e + ( c 2 + c 3 z ) e
z −2 z
− z + 
4 2
1 3
y = c1 x + ( c 2 + c 3 log x ) x −2
−  (log x ) + 
2

4 2

Bharti Patyal
A.P.(Mathematics) 82
CU,Gharuan
Let x&y be the two dependent variables and t be the independent variable.
Consider the simultaneous equations.
f1(D)x+f2(D)y=T1…………..(1)
Z1(D)x+z2(D)y=T2…………(2)
Where D=d/dt and T1,T2 are functions of t

It can be further solved by two ways:

(1) Eliminate x to get linear equation in y & t

or
(2)Eliminate y to get linear equation in x & t

Bharti Patyal
A.P.(Mathematics) 83
CU,Gharuan
 Example 25:

Solve the following simul tan eous equation

dx dy
+ 2 y = et, − 2 x = e −t
dt dt
dx
Sol : + 2 y = e t .......... ...( 1 )
dt
dy
− 2 x = e − t .......... ...( 2 )
dt
Differenti ating equation ( 1 ) w . r .t ' t ' , we get
d 2x dy
+ 2 = et
dt 2 dt
d 2x
2
+ 4x + 2e −t
= e t , [by equation (2)]
dt
d 2x
2
+ 4x = et − 2e −t
.......... (3 )
dt
which is linear differenti al equation with cons tan t coefficien t
Bharti Patyal
A.P.(Mathematics) 84
CU,Gharuan
 Cont’d…

in symbolic form ( 3 ) can be written as :

(D 2
+ 4 )x = e t
− 2 e − t
, Put

 D =
d 

 dt 
A . E . is
D 2
+ 4 = 0
⇒ D = ± 2 i
C . F . is
x = c 1
cos 2 t + c 2
sin 2 t
P . I . is

x =
1
(e t
− 2 e − t
)
D 2
+ 4
1 1
= e t
− 2 e − t

D 2 + 4 D 2 + 4
= I 1 + I 2 .......... .......... .......( 4 )
Bharti Patyal
A.P.(Mathematics) 85
CU,Gharuan
 Cont’d…

1
I = e t
, ( put D = 1)
+ 4
1 2
D
1
= e t .......... .......... .......... ..( 5 )
5
1
I 2 = 2 e − t
( put D = − 1)
D 2
+ 4
1
= 2 e −t
5
2
= e − t .......... .......... .......... (6 )
5
putting ( 5 ) & ( 6 ) in ( 4 )
1 2
P .I = e t
− e − t

5 5
Bharti Patyal
A.P.(Mathematics) 86
CU,Gharuan
 Cont’d…

C .S . = C .F . + P .I .
1 t 2 −t
x = c 1 cos 2 t + c 2 sin 2 t + e − e
5 5
dx 1 t 2 −t
= − 2 c 1 sin 2 t + 2 c 2 cos 2 t + e + e
dt 5 5
u sin g Equation (1 ), we have ,
1 t 2 −t
2 y = 2 c 1 sin 2 t − 2 c 2 cos 2 t − e − e + et
5 5
2 t 1 −t
y = c 1 sin 2 t − c 2 cos 2 t + e − e
5 5

Bharti Patyal
A.P.(Mathematics) 87
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 Bharti Patyal
A.P.(Mathematics) 88
CU,Gharuan