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Advanced Eng Maths

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Advanced

Engineering Mathematics
Fourth Edition
Gujarat Technological University 2018
About the Authors

Ravish R Singh is presently Academic Advisor at Thakur Educational


Trust, Mumbai. He obtained a BE degree from University of Mumbai
in 1991, an MTech degree from IIT Bombay in 2001, and a PhD
degree from Faculty of Technology, University of Mumbai, in 2013.
He has published several books with McGraw Hill Education (India)
on varied subjects like Engineering Mathematics, Applied
Mathematics, Electrical Networks, Network Analysis and Synthesis,
Basic, Electrical Engineering, Basic Electrical and Electronics
Engineering, etc., for all-India curricula as well as regional curricula of some universities
like Gujarat Technological University, Mumbai University, Pune University, Jawaharlal
Nehru Technological University, Anna University, Uttarakhand Technical University,
and Dr A P J Abdul Kalam Technical University. Dr Singh is a member of IEEE, ISTE,
and IETE, and has published research papers in national and international journals. His
fields of interest include Circuits, Signals and Systems, and Engineering Mathematics.

Mukul Bhatt is presently Assistant Professor, Department of


Humanities and Sciences, at Thakur College of Engineering and
Technology, Mumbai. She obtained her MSc (Mathematics) degree
from H N B Garhwal University in 1992, and a PhD degree from
Faculty of Science, PAHER University, Udaipur, Rajasthan in 2017.
She has published several books with McGraw Hill Education (India)
Private Limited on Engineering Mathematics and Applied Mathematics
for all-India curricula as well as regional curricula of some universities like Gujarat
Technological University, Mumbai University, Pune University, Jawaharlal Nehru
Technological University, Anna University, Uttarakhand Technical University, and
Uttar Pradesh Technical University. Dr. Bhatt has twenty six years of teaching
experience at various levels in engineering colleges and her fields of interest include
Integral Calculus, Complex Analysis, and Operation Research. She is a member of
ISTE.
Advanced
Engineering Mathematics
Fourth Edition
Gujarat Technological University 2018

Ravish R Singh
Academic Advisor
Thakur Educational Trust
Mumbai, Maharashtra

Mukul Bhatt
Assistant Professor
Department of Humanities and Sciences
Thakur College of Engineering and Technology
Mumbai, Maharashtra

McGraw Hill Education (India) Private Limited


Chennai

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Dedicated
to
Aman and Aditri
Ravish R Singh

Soumya and Siddharth


Mukul Bhatt
Contents
Preface xi
Roadmap to the Syllabus xv
1. Introduction to Some Special Functions 1.1–1.10
1.1 Introduction 1.1
1.2 Gamma Function 1.2
1.3 Beta Function 1.2
1.4 Bessel Function 1.3
1.5 Error Function and Complementary Error Function 1.3
1.6 Heaviside’s Unit Step Function 1.4
1.7 Pulse of Unit Height and Duration Function 1.5
1.8 Sinusoidal Pulse Function 1.5
1.9 Rectangle Function 1.5
1.10 Gate Function 1.6
1.11 Dirac’s Delta Function 1.6
1.12 Signum Function 1.7
1.13 Sawtooth Wave Function 1.7
1.14 Triangular Wave Function 1.7
1.15 Half-Wave Rectified Sinusoidal Function 1.7
1.16 Full-Wave Rectified Sinusoidal Function 1.8
1.17 Square-Wave Function 1.8
Multiple Choice Questions 1.8
2. Fourier Series and Fourier Integral 2.1–2.136
2.1 Introduction 2.1
2.2 Periodic Functions 2.1
2.3 Fourier Series 2.2
2.4 Trigonometric Fourier Series 2.2
2.5 Fourier Series of Functions of Any Period 2.3
2.6 Fourier Series of Even and Odd Functions 2.62
2.7 Half-Range Fourier Series 2.89
2.8 Fourier Integral 2.116
Points to Remember 2.130
Multiple Choice Questions 2.133
viii Contents

3. Ordinary Differential Equations and Applications 3.1–3.266


3.1 Introduction 3.1
3.2 Differential Equations 3.2
3.3 Ordinary Differential Equations of First Order and First Degree 3.5
3.4 Applications of First-Order Differential Equations 3.92
3.5 Homogeneous Linear Differential Equations of Higher Order with
Constant Coefficients 3.103
3.6 Homogeneous Linear Differential Equations: Method of
Reduction of Order 3.111
3.7 Nonhomogeneous Linear Differential Equations of
Higher Order with Constant Coefficients 3.118
3.8 Method of Variation of Parameters 3.180
3.9 Cauchy’s Linear Equations 3.206
3.10 Legendre’s Linear Equations 3.226
3.11 Method of Undetermined Coefficients 3.234
3.12 Applications of Higher Order Linear Differential Equations 3.247
Points to Remember 3.260
Multiple Choice Questions 3.263
4. Series Solution of Differential Equations 4.1–4.63
4.1 Introduction 4.1
4.2 Power-Series Method 4.1
4.3 Series Solution about an Ordinary Point 4.6
4.4 Frobenius Method 4.25
Points to Remember 4.62
Multiple Choice Questions 4.63
5. Laplace Transforms and Applications 5.1–5.223
5.1 Introduction 5.1
5.2 Laplace Transform 5.2
5.3 Laplace Transform of Elementary Functions 5.2
5.4 Basic Properties of Laplace Transform 5.13
5.5 Differentiation of Laplace Transforms (Multiplication by t) 5.35
5.6 Integration of Laplace Transforms (Division by t) 5.52
5.7 Laplace Transforms of Derivatives 5.63
5.8 Laplace Transforms of Integrals 5.66
5.9 Evaluation of Integrals using Laplace Transform 5.76
5.10 Unit Step Function 5.83
5.11 Dirac’s Delta Function 5.90
5.12 Laplace Transforms of Periodic Functions 5.94
5.13 Inverse Laplace Transform 5.102
5.14 Convolution Theorem 5.173
5.15 Solution of Linear Ordinary Differential Equations 5.194
Points to Remember 5.219
Multiple Choice Questions 5.222
Contents ix

6. Partial Differential Equations and Applications 6.1–6.143


6.1 Introduction 6.1
6.2 Partial Differential Equations 6.2
6.3 Formation of Partial Differential Equations 6.2
6.4 Solution of Partial Differential Equations 6.15
6.5 Linear Partial Differential Equations of First Order 6.19
6.6 Nonlinear Partial Differential Equations of First Order 6.35
6.7 Charpit’s Method 6.53
6.8 Homogeneous Linear Partial Differential Equations with
Constant Coefficients 6.59
6.9 Nonhomogeneous Linear Partial Differential Equations with
Constant Coefficients 6.74
6.10 Classification of Second Order Linear Partial Differential
Equations 6.77
6.11 Applications of Partial Differential Equations 6.78
6.12 Method of Separation of Variables 6.78
6.13 One-Dimensional Wave Equation 6.88
6.14 D’ Alembert’s Solution of the Wave Equation 6.104
6.15 One-Dimensional Heat-Flow Equation 6.106
6.16 Two-Dimensional Heat-Flow Equation 6.126
Points to Remember 6.138
Multiple Choice Questions 6.140

Index I.1–I.3
Preface
Mathematics is a key area of study in any engineering course. A sound knowledge
of this subject will help engineering students develop analytical skills, and thus
enable them to solve numerical problems encountered in real life, as well as apply
mathematical principles to physical problems, particularly in the field of engineering.

Users
This book is designed for the 2nd year GTU engineering students pursuing the
course Advanced Engineering Mathematics, SUBJECT CODE: 2130002 in their
3rd Semester. It covers the complete GTU syllabus for the course on Advanced
Engineering Mathematics, which is common to all the engineering branches.

Objective
The crisp and complete explanation of topics will help students easily understand the
basic concepts. The tutorial approach (i.e., teach by example) followed in the text will
enable students develop a logical perspective to solving problems.

Features
Each topic has been explained from the examination point of view, wherein the theory
is presented in an easy-to-understand student-friendly style. Full coverage of concepts
is supported by numerous solved examples with varied complexity levels, which is
aligned to the latest GTU syllabus. Fundamental and sequential explanation of topics
are well aided by examples and exercises. The solutions of examples are set follow-
ing a ‘tutorial’ approach, which will make it easy for students from any background
to easily grasp the concepts. Exercises with answers immediately follow the solved
examples enforcing a practice-based approach. We hope that the students will gain
logical understanding from solved problems and then reiterate it through solving simi-
lar exercise problems themselves. The unique blend of theory and application caters to
the requirements of both the students and the faculty. Solutions of GTU examination
questions are incorporated within the text appropriately.
xii Preface

Highlights
∑ Crisp content strictly as per the latest GTU syllabus of Advanced Engineering
Mathematics (Regulation 2014)
∑ Comprehensive coverage with lucid presentation style
∑ Each section concludes with an exercise to test understanding of topics
∑ Solutions of GTU examination questions from 2012 to 2018 present appropriately
within the chapters and on companion web link
∑ Rich exam-oriented pedagogy:
 Solved examples within chapters: 475
 Solved GTU questions within chapters: 247
 Unsolved exercises: 571
 MCQs at the end of chapters: 121
 MCQs on web link: 50

Chapter Organization
The content spans the following six chapters which wholly and sequentially cover
each module of the syllabus.
 Chapter 1 introduces Some Special Functions.
 Chapter 2 discusses Fourier Series and Fourier Integral.
 Chapter 3 presents Ordinary Differential Equations and Applications.
 Chapter 4 covers Series Solution of Differential Equations.
 Chapter 5 deals with Laplace Transforms and Applications.
 Chapter 6 presents Partial Differential Equations and Applications.

Acknowledgements
We are grateful to the following reviewers who reviewed various chapters of the script
or previous editions of the book and generously shared their valuable comments:
Mukesh Shimpi BVM Engineering College, Anand, Gujarat
Manokamna Agrawal Silver Oak College of Engineering and Technology,
Ahmedabad, Gujarat
Som Sahni ITM Universe Vadodara
Vijay Solanki GEC Bharuch
Foram Rajdev Marwadi Education Foundation Group of
Institutions, Rajkot
Vishal Bhatt Marwadi Education Foundation Group of
Institutions, Rajkot
Usha Bag Shree L R Tiwari College of Engineering,
Thane, Maharashtra
Preface xiii

We would also like to thank all the staff at McGraw Hill Education (India), especially
Vibha Mahajan, Shalini Jha, Hemant K Jha, Tushar Mishra, Satinder Singh Baveja,
Taranpreet Kaur and Anuj Shriwastava for coordinating with us during the editorial,
copyediting, and production stages of this book.
Our acknowledgements would be incomplete without a mention of the contribution of
all our family members. We extend a heartfelt thanks to them for always motivating
and supporting us throughout the project.
Constructive suggestions for the improvement of the book will always be welcome.
Ravish R Singh
Mukul Bhatt

Publisher’s Note
Remember to write to us. We look forward to receiving your feedback,
comments and ideas to enhance the quality of this book. You can reach us at
info.india@mheducation.com. Please mention the title and authors’ name as the
subject. In case you spot piracy of this book, please do let us know.
RoAdmAP to the SyllAbuS
This text is useful for
SUBjECT CodE: 2130002 – Advanced Engineering Mathematics

Module 1: Introduction to Some Special Functions


Gamma function; Beta function; Bessel function; Error function and
complementary error function; Heaviside’s function; Pulse unit height and
duration function; Sinusoidal pulse function; Rectangle function; Gate function;
Dirac’s Delta function; Signum function; Sawtooth wave function; Triangular
wave function; Half-wave rectified sinusoidal function; Full rectified sine
wave; Square wave function.

GO TO
CHAPTER 1: Introduction to Some Special Functions

Module 2: Fourier Series and Fourier Integral


Periodic function; Trigonometric series; Fourier series; Functions of any period;
Even and odd functions; Half-range expansion; Forced oscillations; Fourier
integral.

GO TO
CHAPTER 2: Fourier Series and Fourier Integral

Module 3: Ordinary Differential Equations and Applications


First order differential equations: basic concepts; Geometric meaning of
y ’ = f (x, y) Direction fields; Exact differential equations; Integrating factor;
Linear differential equations; Bernoulli equations; Modeling: Orthogonal
trajectories of curves; Linear differential equations of second and higher
order: Homogeneous linear differential equations of second order; Modeling:
Free oscillations; Euler-Cauchy Equations; Wronskian; Nonhomogeneous
equations; Solution by undetermined coefficients; Solution by variation of
parameters; Modeling: Free Oscillations, Resonance and electric circuits; Higher
order linear differential equations; Higher order homogeneous equations with
constant coefficient; Higher order nonhomogeneous equations. Solution by
[1/f(D)] r(x) method for finding particular integral.

GO TO
CHAPTER 3: Ordinary Differential Equations and Applications
xvi Roadmap to the Syllabus

Module 4: Series Solution of Differential Equations


Power series method; Theory of power series methods; Frobenius method.

GO TO
CHAPTER 4: Series Solution of Differential Equations

Module 5: Laplace Transforms and Applications


Definition of the Laplace transform; Inverse Laplace transform; Linearity;
Shifting theorem; Transforms of derivatives and integrals; Differential
equations; Unit step function; Second shifting theorem; Dirac’s delta function;
Differentiation and integration of transforms; Convolution and integral
equations; Partial fraction differential equations; Systems of differential
equations.

GO TO
CHAPTER 5: Laplace Transforms and Applications

Module 6: Partial Differential Equations and Applications


Formation of PDEs; Solution of partial differential equations f(x, y, z, p, q) = 0;
Nonlinear PDEs of first order; Some standard forms of nonlinear PDEs; Linear
PDEs with constant coefficients; Equations reducible to homogeneous linear
form; Classification of second-order linear PDEs; Separation of variables; Use
of Fourier series; D’Alembert’s solution of the wave equation; Heat equation:
Solution by Fourier series and Fourier integral.

GO TO
CHAPTER 6: Partial Differential Equations and Applications
CHAPTER
1
Introduction to Some
Special Functions

chapter outline
1.1 Introduction
1.2 Gamma Function
1.3 Beta Function
1.4 Bessel Function
1.5 Error Function and Complementary Error Function
1.6 Heaviside’s Unit Step Function
1.7 Pulse of Unit Height and Duration Function
1.8 Sinusoidal Pulse Function
1.9 Rectangle Function
1.10 Gate Function
1.11 Dirac’s Delta Function
1.12 Signum Function
1.13 Sawtooth Wave Function
1.14 Triangular Wave Function
1.15 Half-Wave Rectified Sinusoidal Function
1.16 Full-Wave Rectified Sinusoidal Function
1.17 Square-Wave Function

1.1 IntroductIon

There are some special functions which have importance in mathematical analysis,
functional analysis, physics, or other applications. In this chapter, we will study
different special functions such as gamma, beta, Bessel, error, unit step, Dirac delta
functions, etc. The study of these functions will help in solving many mathematical
problems encountered in advanced engineering mathematics.
1.2 Chapter 1 Introduction to Some Special Functions

1.2 Gamma FunctIon


[Winter 2013]
The gamma function is an extension of the factorial function to real and complex
numbers and is also known as Euler integral of the second kind. The gamma function
is a component in various probability-distribution functions. It also appears in various
areas such as asymptotic series, definite integration, number theory, etc.
• - x n -1
The gamma function is defined by the improper integral Ú0 e x dx, n > 0 and is

denoted by n .

Hence, n = Ú e - x x n -1 dx , n > 0
0

The gamma function can also be expressed as


• 2
n = 2 Ú e - x x 2 n -1 dx
0

Properties of the Gamma Function


(i) n +1 = n n
This is known as recurrence formula or reduction formula for the gamma
function.
(ii) n + 1 = n ! if n is a positive integer
n +1
(iii) n= if n is a negative fraction
n
p
(iv) n 1- n =
sin np

(v) 1
= p
2

1.3 Beta FunctIon


[Winter 2016, 2015, 2014; Summer 2016, 2014, 2013]
The beta function B(m, n) is defined by
1
B(m, n) = Ú x m -1 (1 - x )n -1 dx, m > 0, n > 0
0

B(m, n) is also known as Euler’s integral of the first kind. The beta function can also
be defined by
p
B(m, n) = 2Ú 2 sin 2 m -1 x cos2 n -1 x dx
0
1.5 Error Function and Complementary Error Function 1.3

Properties of the Beta Function


(i) The beta function is a symmetric function, i.e., B(m, n) = B(n, m).
m n
(ii) B(m, n) =
m+n
1 p 2m
(iii) m m+ = 2 m -1
2 2
This is known as duplication formula.
• x m -1
(iv) B(m, n) = Ú dx
0 (1 + x )m + n
This is called improper integral form of the beta function.

1.4 Bessel FunctIon

The Bessel function (Fig. 1.1) is a special function that occurs in problems of wave
propagation, static potentials, and signal processing. A Bessel function of order n is
defined by
• n+2k
( -1)kÊ xˆ
J n ( x) =  k ! n + k + 1 ÁË 2 ˜¯
k =0

xnÈ x2 x4 ˘
= Í1 - + - L˙
2 n + 1 Î 2(n + 2) 2 ◊ 4(2 n + 2)(2 n + 4)
n
˚
Properties of Bessel Functions
J0(x)
x2 x4
(i) J 0 ( x ) = 1 -+ -L 1
22 22 ◊ 42 0.8
0.6
(ii) J–n(x) = (–1)n Jn(x) if n is a positive 0.4
integer 0.2
x
0 5 10 15 20
–0.2
(iii) 2 n J n ( x ) = J n +1 ( x ) + J n -1 ( x ) –0.4
x
d È n Fig. 1.1 Bessel function
(iv) x J n ( x )˘˚ = x n J n -1 ( x )
dx Î
(v) d È x - n J n ( x )˘ = - x - n J n +1 ( x )
dx Î ˚

1.5 error FunctIon and comPlementary


error FunctIon
[Winter 2012]
The error function (Fig. 1.2) is a special function that occurs in probability, statistics,
and partial differential equations.
1.4 Chapter 1 Introduction to Some Special Functions

The error function of x is defined by


erf(x)
2 x -t2
erf ( x ) =
p
Ú
0
e dt
0.75
1

where x may be a real or complex variable. 0.5

The complementary error function of x is 0.25

defined by x
–3 –2 –1 0 1 2 3
–0.25
2 • -t2
erfc( x ) = Ú e dt
p x
–0.5
–0.75
where x may be a real or complex variable. –1
Relation between error function and the com- Fig. 1.2 Error function
plementary error function is given by
2 • -t2
erfc( x ) = Ú e dt
p x
2 • -t2 2 x -t2
= Ú e
p 0
dt - Ú e
p 0
dt

2 Ê pˆ
= Á ˜ - erf ( x )
p Ë 2 ¯
= 1 - erf ( x )

Properties of the error Function


(i) erf (0) = 0
(ii) erf ( •) = 1
(iii) erf (–x) = –erf (x)
(iv) erf ( z ) = erf ( z ), where z is any complex number and z is the complex
conjugate of z.

1.6 HeavIsIde’s unIt steP FunctIon


[Winter 2016, 2014]
Heaviside’s unit step function u(t) (Fig. 1.3) is defined by
u(t)
u(t ) = 0 t<0
1
=1 t>0
t
The displaced or delayed unit step function 0
Fig 1.3 Unit step function
u(t – a) (Fig. 1.4) represents the function u(t) which
is displaced by a distance a to the right. It is defined
by
u(t - a ) = 0 t<a
=1 t>a Fig. 1.4 Delayed unit step
function
1.9 Rectangle Function 1.5

Properties of the unit step Function


(i) f (t ) u(t ) = 0 t<0
= f (t ) t>0
(ii) f (t ) u(t - a ) = 0 t<a
= f (t ) t>a
(iii) f (t - a ) u(t - b) = 0 t<b
= f (t - a ) t>b
(iv) f (t ) [u(t - a ) - u(t - b)] = 0 t<a
= f (t ) a<t<b
=0 t>b

1.7 Pulse oF unIt HeIGHt and duratIon FunctIon


The pulse of unit height and duration function
(Fig. 1.5) is defined by
f (t ) = 1 0<t <T
=0 t >T Fig. 1.5 Pulse of unit height
and duration function

1.8 sInusoIdal Pulse FunctIon

[Winter 2012; Summer 2014]


The sinusoidal pulse function (Fig. 1.6) is defined by
p
f (t ) = a sin at 0<t<
a
p
=0 t>
a
Fig. 1.6 Sinusoidal pulse
function
1.9 rectanGle FunctIon
[Winter 2017; Summer 2013]
The rectangle function (Fig. 1.7) is defined by
f (t ) = 1 a<t<b
=0 otherwise
Fig. 1.7 Rectangle function
In terms of unit step function, the rectangle function
can be expressed as
f(t) = u(t – a) – u(t – b)
1.6 Chapter 1 Introduction to Some Special Functions

If a = 0, the rectangle function reduces to a pulse of unit height and duration b


function.

1.10 Gate FunctIon

The gate function (Fig. 1.8) is defined by


f (t ) = 1 |t | < a
=0 |t | > a
Fig. 1.8 Gate function

1.11 dIrac’s delta FunctIon


[Winter 2014, 2013]
Consider the function f(t) (Fig. 1.9) over a time interval 0 < t < Œ, defined by
f (t ) = 0 -• < t < 0
1
= 0<t<Œ
Œ
=0 Œ< t < •
Fig. 1.9 any function
The area enclosed by the function f(t) and the t-axis is f(t)
given by
• 0 Œ •
Ú-• f (t ) dt = Ú-• f (t ) dt + Ú0 f ( t ) dt + Ú f ( t ) d t
Œ
Œ1
= 0+Ú dt + 0
0 Œ
1 Œ
= t
Œ 0
1
= Œ
Œ
=1
As Œ Æ 0, the height of the rectangle increases indefinitely in such a way that its area
is always equal to 1. This function is known as Dirac’s delta function or unit impulse
function and is denoted by d (t).
\ d (t ) = lim f (t )
ή0
The displaced (delayed) delta or displaced impulse
function d (t – a) (Fig. 1.10) represents the function
d (t) displaced by a distance a to the right.
Ï0 -• < t < a Fig. 1.10 Delayed function
Ô1
Ô
d (t - a ) = lim f (t ) = lim Ì a<t<a+Œ
ŒÆ 0 ŒÆ 0 Œ
Ô
ÔÓ0 a + Œ< t < •
1.15  Half-Wave Rectified Sinusoidal Function        1.7

Properties of dirac’s delta Function


(i) d (t) = 0 tπ0

(ii) Ú-• d (t ) dt = 1

(iii)
Ú-• f (t ) d (t ) dt = f (0)

(iv) Ú-• f (t ) d (t - a) dt = f (a)
1.12 sIGnum FunctIon

The signum function (Fig. 1.11) is defined by f(t)


f (t ) = 1 t>0 1
= -1 t<0 0 t

In terms of unit step function, the signum function can –1


be expressed as Fig. 1.11 Signum function
f(t) = u(t) – u(–t) = 2u(t) – 1

1.13 sawtootH wave FunctIon


[Winter 2017]
The sawtooth wave function with period a (Fig. 1.12)
is defined by
f (t ) = t 0<t<a
=0 t<0
Fig. 1.12 Sawtooth wave
function
1.14 trIanGular wave FunctIon
The triangular wave function with period 2a (Fig. 1.13)
is defined by
f (t ) = t 0<t<a
Fig. 1.13 Triangular
= 2a - t a < t < 2a
wave function

1.15 HalF-wave rectIFIed sInusoIdal FunctIon


The half-wave rectified sinusoidal function with
period 2p (Fig. 1.14) is defined by
f (t ) = a sin t 0<t <p
=0 p < t < 2p Fig. 1.14 Half-wave rectified
sinusoidal function
1.8 Chapter 1 Introduction to Some Special Functions

1.16 Full-wave rectIFIed sInusoIdal FunctIon


The full-wave rectified sinusoidal function with
period p (Fig. 1.15) is defined by
f (t) = a sin t 0<t<p
Fig. 1.15 Full-wave rectified
sinusoidal function
1.17 square-wave FunctIon

The square-wave function with period 2a (Fig. 1.16)


is defined by
f (t ) = a 0<t<a
= -a a < t < 2a
Fig. 1.16 Square-wave
function

multiple choice questions


Select the most appropriate response out of the various alternatives given in each
of the following questions:

Ê 13 ˆ
1. The value of Á ˜ is [Winter 2015]
Ë 2¯
10395 10395
(a) p (b) p
64 64
10395 1 10395 1
(c) (d)
64 p 64 p
2. The relationship between beta and gamma functions is
[Winter 2016, 2015; Summer 2017]
m n m n
(a) B(m, n) = (b) B(m, n) =
m+n m+n

mn m+n
(c) B(m, n) = (d) B(m, n)
m+n mn
3. Duplication formula is [Summer 2016]
1 p 2m
(a) m m- = (b) m m + 1 = p 2 m
2 2m - 1 2 22 m - 1
1 p 1 2m
(c) m m+ = 2m - 1 (d) m m + = 2m - 1
2 2 2 2
Multiple Choice Questions 1.9

Ê 9 7ˆ
4. The value of B Á , ˜ is [Summer 2016]
Ë 2 2¯

p 5p p 5p
(a) (d) (c) (d)
1024 1024 2048 2048

5. The value of ÊÁ 1 ˆ˜ is [Winter 2016]


Ë 2¯
1 1
(a) p (b) p (c) (d)
2 p
Ê 1ˆ Ê 3ˆ
6. The value of Á ˜ Á ˜ is
Ë 4¯ Ë 4¯

(a) 2 p (b) 2 p (c) 2p (d) 2p

Ê 1 1ˆ
7. The value of B Á , ˜ is
Ë 2 2¯
p
(a) p (b) p (c) (d) 2p
2

8. The value of Ú f (t ) d (t ) dt is
-•
(a) f(•) (b) f(0) (c) 0 (d) 1
9. The signum function can be expressed as
(a) u(t) – u(–t) (b) u(t) + u(–t)
(c) 2u(t) (d) 2u(t) + 1
10. The value of J n + 1 ( x ) + J n - 1 ( x ) is

2 2n 1 n
(a) J ( x) (b) J ( x) (c) J ( x) (d) J ( x)
x n x n x n x n
11. The value of erf (•) is
(a) 0 (b) –1 (c) 1 (d) 2
12. Heaviside’s unit function, u(t) is defined by
(a) u(t ) = 0 t<0 (b) u(t ) = 1 t<0
=1 t>0 =0 t>0

(c) u(t ) = - 1 t < 0 (d) u(t ) = 0 t<0


=1 t>0 = -1 t > 0
1.10 Chapter 1 Introduction to Some Special Functions

7
13. The value of is [Summer 2017]
2

15 p 5 p 15 p 15 p
(a) (b) (c) (d)
8 8 2 4

answers
1. (b) 2. (a) 3. (b) 4. (d) 5. (a) 6. (c) 7. (a) 8. (b)
9. (a) 10. (b) 11. (c) 12. (a) 13. (a)
CHAPTER
2
Fourier Series and
Fourier Integral

chapter outline
2.1 Introduction
2.2 Periodic Functions
2.3 Fourier Series
2.4 Trigonometric Fourier Series
2.5 Fourier Series of Functions of any Period
2.6 Fourier Series of Even and Odd Functions
2.7 Half-Range Fourier Series
2.8 Fourier Integral

2.1 IntroductIon
Fourier series is used in the analysis of periodic functions. Many of the phenomena
studied in engineering and sciences are periodic in nature, e.g., current and voltage
in an ac circuit. These periodic functions can be analyzed into their constituent
components by a Fourier analysis. The Fourier series makes use of orthogonality
relationships of the sine and cosine functions. It decomposes a periodic function into a
sum of sine-cosine functions. The computation and study of Fourier series is known
as harmonic analysis. It has many applications in electrical engineering, vibration
analysis, acoustics, optics, signal processing, image processing, etc.

2.2 PerIodIc FunctIons


A function f(x) is said to be periodic with period T > 0, if f (x) = f (x + T) for all real x.
The function f(x) repeats itself after each interval of T. If f (x) = f (x + T) = f (x + 2T)
= f (x + 3T) = ... then T is called the period of the function f (x).
e.g. sin x is a periodic function with period 2p. Hence, sin x = sin(x + 2p).
2.2 Chapter 2 Fourier Series and Fourier Integral

2.3 FourIer serIes


Representation of a function over a certain interval by a linear combination of mutually
orthogonal functions is called Fourier series representation.

convergence of the Fourier series (dirichlet’s conditions)


A function f (x) can be represented by a complete set of orthogonal functions within the
interval (c, c + 2l). The Fourier series of the function f (x) exists only if the following
conditions are satisfied:
(i) f (x) is periodic, i.e., f (x) = f (x + 2l), where 2l is the period of the function
f (x).
(ii) f (x) and its integrals are finite and single-valued.
(iii) f (x) has a finite number of discontinuities, i.e., f (x) is piecewise continuous in
the interval (c, c + 2l).
(iv) f (x) has a finite number of maxima and minima.
These conditions are known as Dirichlet’s conditions.

2.4 trIgonometrIc FourIer serIes


np x np x
We know that the set of functions sin and cos are orthogonal in the interval
l l
(c, c + 2l) for any value of c, where n = 1, 2, 3, ….
c + 2l mp x np x
i.e., Úc sin
l
sin
l
dx = 0 mπn

=l m=n
c + 2l mp x np x
Úc cos
l
cos
l
dx = 0 mπn

=l m=n
c + 2l mp x np x
Úc sin
l
cos
l
dx = 0 for all m, n

Hence, any function f (x) can be represented in terms of these orthogonal functions in
the interval (c, c + 2l) for any value of c.

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l

This series is known as a trigonometric Fourier series or simply, a Fourier series. For
example, a square function can be constructed by adding orthogonal sine components
(Fig. 2.1).
2.5 Fourier Series of Functions of Any Period 2.3

f (x)

x One sine component


O

f (x)

x Addition of two sine


O components
f (x)

x Addition of three sine


O components
..
..
f (x) ..
.
Addition of many sine
x
O components
..
f (x)

x Square function
O

Fig. 2.1 Representation of a function in terms of sine components

2.5 FourIer serIes oF FunctIons oF Any PerIod


Let f (x) be a periodic function with period 2l in the interval (c, c + 2l). Then the Fourier
series of f (x) is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin …(2.1)
n =1 l n =1 l

determination of a0
Integrating both the sides of Eq. (2.1) w.r.t. x in the interval (c, c + 2l),
c + 2l c + 2l c + 2l Ê • np x ˆ c + 2l Ê • np x ˆ
Úc f ( x )dx = a0 Ú dx + Ú Á Â an cos l ˜ dx + Úc Á Â bn sin l ˜ dx
c c Ë n =1 ¯ Ë n =1 ¯
= a0(c + 2l – c) + 0 + 0
= 2la0
1 c + 2l
2l Úc
Hence, a0 = f ( x )dx …(2.2)
2.4 Chapter 2 Fourier Series and Fourier Integral

determination of an
np x
Multiplying both the sides of Eq. (2.1) by cos and integrating w.r.t. x in the
l
interval (c, c + 2l),
c + 2l np x c + 2l np x c + 2l Ê • np x ˆ np x
Úc f ( x ) cos
l
dx = a0 Ú
c
cos
l
dx + Ú
c Á Â
Ë n =1
an cos
l ¯ ˜ cos
l
dx

c + 2l Ê • np x ˆ np x
+Ú Á Â bn sin l ˜ cos l dx
c Ë n =1 ¯
= 0 + lan + 0
= l an
1 c + 2l np x
l Úc
Hence, an = f ( x ) cos dx …(2.3)
l

determination of bn
np x
Multiplying both the sides of Eq. (2.1) by sin and integrating w.r.t. x in the
interval (c, c + 2l ), l

c + 2l np x c + 2l np x c + 2l Ê • np x ˆ np x
Úc f ( x )sin
l
dx = a0 Ú
c
sin
l
dx + Ú
c Á Â
Ë n =1
an cos
l ¯ ˜ sin
l
dx

c + 2l Ê • np x ˆ np x
+Ú Á Â bn sin l ˜ sin l dx
c Ë n =1 ¯
= 0 + 0 + lbn
= l bn
1 c + 2l np x
Hence, bn =
l Úc
f ( x )sin
l
dx …(2.4)

The formulae (2.2), (2.3), and (2.4) are known as Euler’s formulae which give the values
of coefficients a0, an, and bn. These coefficients are known as Fourier coefficients.
Corollary 1 When c = 0 and 2l = 2p
∞ ∞
f ( x) = a0 + ∑ an cos nx + ∑ bn sin nx
n =1 n =1

1 2p

2p Ú0
where a0 = f ( x ) dx

1 2p
an = Ú f ( x ) cos nx dx
p 0
1 2p
bn = Ú f ( x )sin nx dx
p 0
2.5 Fourier Series of Functions of Any Period 2.5

Corollary 2 When c = –p and 2l = 2p


• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
where a0 =
2p Ú-p f ( x) dx
1 p
an =
p Ú-p f ( x) cos nx dx
1 p
bn =
p Ú-p f ( x)sin nx dx
Corollary 3 When c = 0

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
1 2l
where a0 = Ú f ( x ) dx
2l 0
1 2l np x
an = Ú f ( x ) cos dx
l 0 l
1 2l np x
bn = Ú f ( x )sin dx
l 0 l

Corollary 4 When c = – l

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
1 l
2l Ú - l
where a0 = f ( x )dx

1 l np x
an = Ú f ( x ) cos dx
l - l l
1 l np x
bn = Ú f ( x )sin dx
l - l l

Fourier series expansion with Period 2p

example 1
Find the Fourier series of f (x) = x in the interval (0, 2p).
2.6 Chapter 2 Fourier Series and Fourier Integral

Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 2p
a0 =
2p Ú0 f ( x )dx

1 2p
=
2p Ú0 x dx

2p
1 x2
=
2p 2
0

1 Ê 4p 2 ˆ
= Á ˜
2p Ë 2 ¯
=p
1 2p
an =
p Ú0 f ( x ) cos nx dx

1 2p
=
p Ú0 x cos nx dx
2p
1 Ê sin nx ˆ Ê cos nx ˆ
= xÁ ˜ - (1) Á - 2 ˜
p Ë n ¯ Ë n ¯ 0
1 Ê cos 2 np cos 0 ˆ
=
p ÁË n2
- 2 ˜ [Q sin 2np = sin 0 = 0]
n ¯
=0 [Q cos 2np = cos 0 = 1]
1 2p
p Ú0
bn = f ( x )sin nx dx

1 2p
= Ú x sin nx dx
p 0
2p
1 Ê cos nx ˆ Ê sin nx ˆ
= xÁ- ˜ - (1) Á - 2 ˜
p Ë n ¯ Ë n ¯ 0

1È Ê cos 2 np ˆ ˘
= Í -2p Á
pÎ Ë n ˜¯ ˚
˙ [Q sin 2np = sin 0 = 0]
2
=-
n
[Q cos 2np = 1]

1
Hence, f ( x ) = p - 2Â sin nx
n =1 n
2.5 Fourier Series of Functions of Any Period 2.7

Ê 1 1 ˆ
x = p - 2 Á sin x + sin 2 x + sin 3 x + L˜
Ë 2 3 ¯

example 2
Find the Fourier series of f (x) = x2 in the interval (0, 2p) and, hence,
p2 1 1 1
deduce that = 2 - 2 + 2 -L
12 1 2 3
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 2p
a0 =
2p Ú0 f ( x )dx

1 2p
=
2p Ú0 x 2 dx
2p
1 x3
=
2p 3
0

1 Ê 8p 3 ˆ
= Á ˜
2p Ë 3 ¯
4p 2
=
3
1 2p
p Ú0
an = f ( x ) cos nx dx

1 2p
= Ú x 2 cos nx dx
p 0
2p
1 2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= x Á - 2x Á - 2 ˜ + 2 Á - 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ 0

1 È Ê cos 2 np ˆ ˘
= Í 4p
p Î ÁË n2 ˜¯ ˚
˙ [Q sin 2np = sin 0 = 0]
1 Ê 4p ˆ
= Á 2˜
pËn ¯
[Q cos 2np = 1]
4
= 2
n
2.8 Chapter 2 Fourier Series and Fourier Integral

1 2p
bn =
p Ú0 f ( x )sin nx dx

1 2p
=
p Ú0 x 2 sin nx dx
2p
1 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= x2 Á - ˜ - 2x Á - 2 ˜ + 2 Á 3 ˜
p Ë n ¯ Ë n ¯ Ë n ¯ 0

1È 2 Ê cos 2 np ˆ Ê cos 2 np ˆ Ê cos 0 ˆ ˘


= Í4p ÁË - ˜¯ + 2 Á ˜ - 2Á 3 ˜˙
pÎ n Ë n 3 ¯ Ë n ¯˚
1 Ê 4p 2 ˆ
= Á-
pË n ¯
˜ [Q cos 2np = cos 0 = 1]
4p
=-
n
• •
4p 2 1 1
Hence, f ( x) = + 4  2 cos nx - 4p  sin nx
3 n =1 n n =1 n

4p 2 Ê1 1 1 ˆ
x2 = + 4 Á 2 cos x + 2 cos 2 x + 2 cos3 x + L˜
3 Ë 1 2 3 ¯
Ê1 1 1 ˆ
- 4p Á sin x + sin x + sin 3 x + L˜ ... (1)
Ë1 2 3 ¯
Putting x = p in Eq. (1),
4p 2 Ê1 1 1 ˆ
p2 = + 4 Á 2 cos p + 2 cos 2p + 2 cos 3p + L˜ + 0
3 Ë1 2 3 ¯
4p 2 Ê 1 1 1 ˆ
= + 4 Á - 2 + 2 - 2 + K˜
3 Ë 1 2 3 ¯
p2 1 1 1
= - + -K
12 12 22 32

example 3
1
(p - x ) in the interval (0, 2p).
Find the Fourier series of f ( x ) =
2
p 1 1 1
Hence, deduce that = 1 - + - +K [Winter 2013]
4 3 5 7
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1
2.5 Fourier Series of Functions of Any Period 2.9

1 2p
a0 =
2p Ú0 f ( x )dx

1 2p 1
=
2p Ú0 2
(p - x )dx
2p
1 x2
= px-
4p 2
0
1
= (2p 2 - 2p 2 )
4p
=0
1 2p
an =
p Ú0 f ( x ) cos nx dx

1 2p 1
=
p Ú0 2
(p - x ) cos nx dx
2p
1 Ê sin nx ˆ Ê cos nx ˆ
= (p - x ) Á ˜ - (-1) Á - 2 ˜
2p Ë n ¯ Ë n ¯ 0
1È cos 2 np cos 0 ˘
= Í- + 2 ˙
2pÎ n2 n ˚
= 0 [Q cos 2 np = cos 0 = 1]

1 2p 1
bn =
p Ú0 2
(p - x )sin nx dx
2p
1 Ê cos nx ˆ Ê sin nx ˆ
= (p - x ) Á - - (-1) Á - 2 ˜
2p Ë n ˜¯ Ë n ¯ 0

1 È Ê cos 2 np ˆ Ê cos 0 ˆ ˘
= Í(-p ) ÁË - ˜¯ - p ÁË - ˜ ˙ [Q sin 2 np = sin 0 = 0 ]
2p Î n n ¯˚
1 Êp pˆ
= Á + ˜
2p Ë n n ¯
[Q cos 2np = cos 0 = 1]
1
=
n

1
Hence, f ( x ) = Â sin nx
n =1 n
1 1 1 1 1
(p - x ) = sin x + sin 2 x + sin 3 x + sin 4 x + sin 5 x
2 2 3 4 5
1 1
+ sin 6 x + sin 7 x +L ...(1)
6 7
2.10 Chapter 2 Fourier Series and Fourier Integral

p
Putting x = in Eq. (1),
2
1Êpˆ p 1 1 3p 1 1 5p
Á ˜ = sin + sin p + sin + sin 2p + sin
Ë
2 2¯ 2 2 3 2 4 5 2
1 1 7p
+ sin 3p + sin +L
6 7 2
p 1 1 1
= 1 - + - +º
4 3 5 7

example 4 2
Ê p - xˆ
Obtain the Fourier series of f ( x ) = ÁË ˜ in the interval 0 £ x £ 2p.
2 ¯
p2 1 1 1
Hence, deduce that = - + -L [Winter 2014]
12 12 22 32

Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 2p
a0 =
2p Ú0 f ( x ) dx
2
1 2p Ê p - xˆ
=
2p Ú0 ÁË
2 ¯
˜ dx
2p
1 (p - x )3
=
8p -3 0
1
=- (-p 3 - p 3 )
24 p
p2
=
12
1 2p
an = Ú f ( x ) cos nx dx
p 0
2
1 2p Ê p - xˆ
=
p Ú0 ÁË
2 ¯
˜ cos nx dx
2p
1 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= (p - x )2 Á ˜ - 2(p - x )(-1) Á - 2 ˜ + 2(-1)(-1) Á - 3 ˜
4p Ë n ¯ Ë n ¯ Ë n ¯ 0
2.5 Fourier Series of Functions of Any Period 2.11

1È Ê cos 2 np ˆ Ï Ê cos 0 ˆ ¸˘
= Í2p Á ˜ - Ì-2p Á 2 ˜ ˝˙ [Q sin 2 np = sin 0 = 0 ]
ÍÎ Ë n ¯ Ó Ë n ¯ ˛˙˚
4p 2

1 Ê 2p 2p ˆ
= +
4p ÁË n2 n2 ˜¯
[Q cos 2np = cos 0 = 1]
1
=
n2
1 2p
bn = Ú f ( x ) sin nx dx
p 0
2
1 2p Ê p - xˆ
=
p Ú0 ÁË
2 ¯
˜ sin nx dx
2p
1 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= (p - x )2 Á - - 2(p - x )(-1) Á - 2 ˜ + 2(-1)(-1) Á 3 ˜
4p Ë n ˜¯ Ë n ¯ Ë n ¯ 0

1 ÈÏ 2 Ê cos 2np ˆ 2 cos 2np ¸ Ï 2 Ê cos 0 ˆ Ê cos 0 ˆ ¸˘


= ÍÌp Á - ˜ + ˝ - Ìp Á - ˜ + 2 Á 3 ˜ ˝˙
ÍÎÓ Ë n ¯ ˛ Ó Ë n ¯ Ë n ¯ ˛˙˚
4p 3
n
[Q sin 2 np = sin 0 = 0]
1 Ê p2 2 p2 2ˆ
= Á - + 3 + - 3˜ [Q cos 2 np = cos 0 = 1]
4p Ë n n n n ¯
=0

p2 1
Hence, f ( x ) = + Â 2 cos nx
12 n = 1 n
2
Ê p - xˆ p2 1 1 1
ÁË 2 ˜¯ = 12 + 2 cos x + 2 cos 2 x + 2 cos 3 x + L ....(1)
1 2 3
Putting x = p in Eq. (1),
p2 1 1 1
0= - 2 + 2 - 2 +L
12 1 2 3
p2 1 1 1
= - + -L
12 12 22 32

example 5
Find the Fourier series for f(x) = eax in (0, 2p), a > 0. [Summer 2018]
Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1
2.12 Chapter 2 Fourier Series and Fourier Integral

1 2p
a0 =
2p Ú0 f ( x )dx

1 2p ax
=
2p Ú0 e dx
2p
1 e ax
=
2p a
0
1
= (e2 ap - 1)
2 ap
1 2p
an =
p Ú0 f ( x ) cos nx dx

1 2p ax
=
p Ú0 e cos nx dx
2p
1 e ax
= (a cos nx + n sin nx )
p a 2 + n2
0

1 È e2 ap a ˘ ÈQ sin 2 np = sin 0 = 0 ˘
= Í 2 (a cos 2 np ) - 2 ˙ Í ˙
Î cos 0 = 1
2
p ÍÎ a + n a + n2 ˙˚ ˚
a
= 2 2
(e2 ap - 1) [Q cos 2np = 1]
p (a + n )
1 2p
bn =
p Ú0 f ( x )sin nx dx

1 2p
=
p Ú0 a ax sin nx dx
2p
1 e ax
= (a sin nx - n cos nx )
p a 2 + n2
0

1È e2 ap n ˘ ÈQ sin 2 np = sin 0 = 0 ˘
= Í 2 (- n cos 2 np ) + 2 ˙ Í ˙
pÍÎ a + n
2
a + n2 ˙˚ Î cos 0 = 1 ˚
n
= 2 2
(1 - e2 ap ) [Q cos 2np = 1]
p (a + n )

1 a(e2 ap - 1) • 1
Hence, f ( x) = (e2 ap - 1) + Â a2 + n2 cos nx
2 ap p n =1

1 - e2 ap n
+
p
 a2 + n2 sin nx
n =1
2.5 Fourier Series of Functions of Any Period 2.13

example 6
3 x 2 - 6 xp + 2p 2
Find the Fourier series of f ( x ) = in the interval (0, 2p)
12
p2 1 1
Hence, deduce that = 1 + 2 + 2 +K
6 2 3
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 2p
a0 =
2p Ú0 f ( x )dx

1 2p 3 x 2 - 6 xp + 2p 2
=
2p Ú0 12
dx
2p
1 Ê x3 ˆ Ê x2 ˆ
= 3 Á ˜ - 6p Á ˜ + 2p 2 x
24p Ë 3 ¯ Ë 2¯ 0

1 È Ê 8p 3 ˆ Ê 4p 2 ˆ ˘
= Í3 Á ˜ - 6p Á ˜ + 4p 3 ˙
24p Î Ë 3 ¯ Ë 2 ¯ ˚
=0
1 2p
an =
p Ú0 f ( x ) cos nx dx

1 2p Ê 3 x 2 - 6 xp + 2p 2 ˆ
=
p Ú0 Á
Ë 12 ˜ cos nx dx
¯
2p
1 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= (3 x 2 - 6 xp + 2p 2 ) Á - (6 x - 6p ) Á - 2 ˜ + 6 Á - 3 ˜
12p Ë n ˜¯ Ë n ¯ Ë n ¯ 0

1 È Ê cos 2np ˆ Ê cos 0 ˆ ˘


= Í(6p ) ÁË ˜ - (-6p ) Á 2 ˜ ˙ [Q sin 2 np = sin 0 = 0 ]
12p Î n 2 ¯ Ë n ¯˚
1 Ê 6p 6p ˆ
= +
12p ÁË n2 n2 ˜¯
[Q cos 2np = cos 0 = 1]
1
=
n2
1 2p
bn = Ú f ( x )sin nx dx
p 0
2.14 Chapter 2 Fourier Series and Fourier Integral

1 2p Ê 3 x 2 - 6 xp + 2p 2 ˆ
p Ú0 ÁË
= ˜ sin nx dx
12 ¯
2p
1 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= (3 x 2 - 6 xp + 2p 2 ) Á - ˜ - (6 x - 6p ) Á - 2 ˜ + 6 Á 3 ˜
12p Ë n ¯ Ë n ¯ Ë n ¯ 0

1 È 2 2 2 Ê cos 2 np ˆ Ê cos 2 np ˆ 2 Ê cos 0 ˆ


= Í(12p - 12p + 2p ) ÁË - ˜¯ + 6 Á
Ë 3 ˜¯ - (2p ) ÁË - n ˜¯
12p Î n n
Ê cos 0 ˆ ˘
- 6 Á 3 ˜ ˙ [Q sin 2 np = sin 0 = 0 ]
Ë n ¯˚
=0 [Q cos 2np = cos 0 = 1]

1
Hence, f ( x) = ∑ 2
cos nx
n =1 n
3 x 2 - 6 xp + 2p 2 1 1
= cos x + 2 cos 2 x + 2 cos 3 x + L … (1)
12 2 3
Putting x = 0 in Eq. (1),
p2 1 1
= cos 0 + 2 cos 0 + 2 cos 0 + L
6 2 3
1 1
= 1+ 2 + 2 + L
2 3

example 7
Find the Fourier series of f(x) = e–x in the interval (0, 2p).
p 1 • ( -1)n
Hence, deduce that = Â 2 . [Summer 2014]
2 sinh p n = 2 n + 1
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 2p

2p Ú0
a0 = f ( x )dx

1 2p - x
2p Ú0
= e dx

1 2p
= -e- x
2p 0
2.5 Fourier Series of Functions of Any Period 2.15

-e -2p + e0
=
2p
1 - e -2p
=
2p
1 2p
an = Ú f ( x ) cos nx dx
p 0
1 2p
= Ú e - x cos nx dx
p 0
2p
1 e- x
= (- cos nx + n sin nx )
p n2 + 1
0

1 È e -2p 1 ˘
= Í 2
p Î n +1
(- cos 2 np ) - 2 (- cos 0)˙ [Q sin 2np = sin 0 = 0]
n +1 ˚
1
= (1 - e -2p ) [Q cos 2 np = cos 0 = 1]
p (n + 1)
2

1 2p
bn =
p Ú0 f ( x )sin nx dx

1 2p - x
=
p Ú0 e sin nx dx
2p
1 e- x
= (- sin nx - n cos nx )
p n2 + 1
0

Èe
1 -2p
1 ˘
= Í 2 (- n cos 2 np ) - 2 (- n cos 0)˙ [Q sin 2 np = sin 0 = 0 ]
ÍÎ n + 1
p n +1 ˙˚
n
= 2
(1 - e -2p ) [Q cos 2 np = cos 0 = 1]
p (n + 1)
1 - e -2p 1 - e -2p •
1 1 - e -2p •
n
Hence, f ( x ) =
2p
+
p
 n2 + 1 cos nx + p
 n2 + 1 sin nx … (1)
n =1 n =1

Putting x = p in Eq. (1),


1 - e -2p 1 - e -2p •
( -1)n
f (p ) =
2p
+
p
 n2 + 1 ÈÎQ cos np = ( -1)n , sin np = 0 ˘˚
n =1

1- e -2p
1- e -2p È 1 • ( -1)n ˘
e -p = + Í- + Â 2 ˙
2p p ÍÎ 2 n = 2 n + 1 ˙˚
1 - e -2p •
( -1)n
=
p
 n2 + 1
n=2
2.16 Chapter 2 Fourier Series and Fourier Integral


p (-1)n
p
e (1 - e -2p
)
= Â n2 + 1
n=2

p (-1)n
e -ep -p
= Â n2 + 1
n=2

p 1 (-1)n
Hence, =Â 2
2 sinh p n = 2 n + 1

example 8
Find the Fourier series of f ( x ) = 1 - cos x in the interval (0, 2p). Hence,
1 • 1
deduce that = Â 2
.
2 n= 1 4 n -1
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

x
f ( x ) = 1 - cos x = 2 sin
2
1 2p
a0 =
2p Ú0 f ( x )dx

1 2p x
=
2p Ú0 2 sin dx
2
2p
2 x
= -2 cos
2p 2 0

2
= ( -2 cos p + 2 cos 0)
2p
2 2
= [Q cos p = -1, cos 0 = 1]
p
1 2p
an =
p Ú0 f ( x ) cos nx dx

1 2p x
=
p Ú0
2 sin cos nx dx
2
2 2p È Ê 2 n + 1 ˆ Ê 2n - 1ˆ ˘
2p Ú0 Î ÁË 2 ˜¯
= Ísin x - sin Á
Ë 2 ˜¯ ˙˚
x dx
2.5 Fourier Series of Functions of Any Period 2.17

2p
2 2 Ê 2n + 1ˆ 2 Ê 2n - 1ˆ
= - cos Á ˜ x+ cos Á
Ë 2 ˜¯ 0
x
2p 2 n + 1 Ë 2 ¯ 2n - 1
2 È 2 2 cos 0 2 2 cos 0 ˘
= Í - 2n + 1 cos(2 np + p ) + 2 n + 1 + 2 n - 1 cos(2 np - p ) - 2 n - 1 ˙
2p Î ˚
2È 4 4 ˘
= Í -
2p Î 2 n + 1 2 n - 1 ˙˚
[Q cos(2n + 1)p = cos(2n - 1)p = -1,cos 0 = 1]
4 2 1
=-
p 4n - 1
2

1 2p
bn =
p Ú0 f ( x )sin nx dx

1 2p x
=
p Ú02 sin sin nx dx
2
2 2p È Ê 2 n - 1 ˆ Ê 2n + 1ˆ ˘
2p Ú0 Î ÁË 2 ˜¯
= Ícos x - cos Á
Ë 2 ˜¯ ˙˚
x dx

2p
2 2 Ê 2n - 1ˆ 2 Ê 2n + 1ˆ
= sin x- sin x
2p 2 n - 1 ÁË 2 ˜¯ 2 n + 1 ÁË 2 ˜¯ 0
= 0 [Q sin(2 n - 1)p = sin(2 n + 1)p = sin 0 = 0 ]

2 2 4 2 1
Hence, f ( x) =
p
-
p
 4n2 - 1 cos nx … (1)
n =1

Putting x = 0 in Eq. (1),



2 2 4 2 1
f (0 ) = 0 =
p
-
p
 4n2 - 1
n =1

1 • 1
=Â 2
2 n =1 4 n - 1

example 9
Find the Fourier series of f ( x ) = -1 0< x<p
=2 p < x < 2p
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1
2.18 Chapter 2 Fourier Series and Fourier Integral

1 2p
2p Ú0
a0 = f ( x )dx

1 È p
(-1)dx + Ú 2dx ˘˙
2p

2p ÎÍ Ú0
=
p ˚
1 È p
- x 0 + 2 x p ˘˙
2p
=
2p ÎÍ ˚
1
=
2p
[(-p ) + (4p - 2p )]
1
=
2
1 2p
p Ú0
an = f ( x ) cos nx dx

= ÈÍ Ú (-1) cos nx dx + Ú 2 cos nx dx ˘˙


1 p 2p

pÎ 0 p ˚
1 È sin nx
p
sin nx
2p ˘
= Í- +2 ˙
pÍ n 0 n p ˙
Î ˚
= 0 [Q sin 2 np = sin np = sin 0 = 0 ]
1 2p
p Ú0
bn = f ( x )sin nx dx

= ÈÍ Ú ( -1)sin nx dx + Ú 2 sin nx dx ˘˙
1 p 2p

pÎ 0 p ˚
1 È cos nx 2 cos nx ˘
p 2p
= Í +- ˙
pÍ n 0 n p ˙
Î ˚
1 È cos np cos 0 2 cos 2 np 2 cos np ˘
= Í - - +
pÎ n n n n ˙˚
3 ÈÎQ cos 2 np = cos 0 = 1, cos np = ( -1)n ˘˚
= [( -1)n - 1]
np

• È ˘
Hence, f ( x ) = 1 + 3 Â Í (-1) - 1 ˙ sin nx
n

2 p n =1 ÍÎ n ˙˚
1 3Ê 2 2 ˆ
= + Á -2 sin x - sin 3 x - sin 5 x - L˜
2 pË 3 5 ¯
1 6Ê 1 1 ˆ
= - Á sin x + sin 3 x + sin 5 x + L˜
2 p Ë 3 5 ¯
2.5 Fourier Series of Functions of Any Period 2.19

example 10
2
Find the Fourier series of f ( x ) = x 0< x<p [Winter 2012]
=0 p < x < 2p
Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 2p
2p Ú0
a0 = f ( x ) dx

1 È p 2
0 ◊ dx ˘˙
2p

2p ÍÎ Ú0 Úp
= x dx +
˚
p
1 x3
=
2p 3 0

1 Êp 3ˆ
=
2p ÁË 3 ˜¯
p2
=
6
1 2p
an = Ú f ( x ) cos nx dx
p 0
= ÈÍ Ú x 2 cos nx dx + Ú 0 ◊ cos nx dx ˘˙
1 p 2p

pÎ 0 p ˚
p
1 2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= x Á - 2x Á - 2 ˜ + 2 Á - 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ 0
1 Ê cos np ˆ
= 2p ˜ [Q sin np = sin 0 = 0]
p ÁË n2 ¯
2 ÈÎQ cos np = (-1)n ˘˚
= 2 (-1)n
n
1 2p
bn = Ú f ( x )sin nx dx
p 0
= ÈÍ Ú x 2 sin nx dx + Ú 0 ◊ sin nx dx ˘˙
1 p 2p

pÎ 0 p ˚
p
1 2 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= x Á- ˜ - 2x Á - 2 ˜ + 2 Á 3 ˜
p Ë n ¯ Ë n ¯ Ë n ¯ 0

1 È 2 Ê cos np ˆ Ê cos np ˆ 2 cos 0 ˘


= Í-p ÁË ˜ + 2 ÁË ˜- ˙ [Q sin np = sin 0 = 0]
pÎ n ¯ n3 ¯ n3 ˚
2.20 Chapter 2 Fourier Series and Fourier Integral

1 È 2 (-1)n (-1)n 2 ˘ ÈÎQ cos np = (-1)n , cos 0 = 1˘˚


= Í-p +2 3 - 3 ˙
pÎ n n n ˚

p2 •
(-1)n 1 • È -p 2 (-1)n 2(-1)n 2 ˘
Hence, f ( x ) = + 2 Â 2 cos nx + Â ÍÎ n + n3 - n3 ˙˚ sin nx
6 n =1 n p n =1

example 11
Expand f(x) in Fourier series in the interval (0, 2p) if
Ï -p 0< x<p
f ( x) = Ì
Óx - p p < x < 2p
• 1 p2
and hence, show that  = . [Winter 2016; Summer 2018]
n = 0 (2 n + 1)2 8
Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 +  an cos nx  bn sin nx
n =1 n =1
2p
1
a0 =
2p Ú f ( x ) dx
0

1 Èp 2p ˘
= Í Ú (- p )dx + Ú ( x - p ) dx ˙
2p ÍÎ 0 p ˙˚
È 2 p˘
1 Í p x2 ˙
= (- p ) x 0 + - px
2p ÍÎ 2 p ˙ ˚
1 È 2 p2 ˘
= Í-p + 2p - 2p -
2 2
+ p2˙
2p Î 2 ˚
p
=-
4
2p
1
an =
p Ú f ( x ) cos nx dx
0

1 Èp 2p ˘
p ÎÍ Ú0 Ú ( x - p ) cos nx dx ˙˙
= Í (-p ) cos nx dx +
p ˚
1 È sin nx
p
Ê sin nx ˆ Ê cos nx ˆ
2p ˘
= Í(-p ) + (x - p ) Á - (1) Á - 2 ˜ ˙
p ÍÎ n 0
Ë n ˜¯ Ë n ¯ p ˙˚
2.5 Fourier Series of Functions of Any Period 2.21

È cos nx ˆ ˘
2p
Í0 + ( x - p ) ÁÊ sin nx ˜ˆ + ÁÊ
1
= ˙ [Q sin np = sin 0 = 0]
ÍÎ
p Ë n ¯ Ë n2 ˜¯ ˙
p ˚

1 È 1 (-1)n ˘ [Q sin 2np = sin np = 0]


= Í 2 - 2 ˙
p În n ˚ [cos 2 np = 1, cos np = (-1)n ]
1 È 1 - (-1)n ˘
= Í ˙
p Î n2 ˚
2p
1
bn =
p Ú f ( x ) sin nx dx
0

1 È ˘
p 2p
= Í Ú (-p ) sin nx dx + Ú ( x - p )sin nx dx ˙
p ÎÍ 0 p ˚˙

1È cos nx
p
Ê cos nx ˆ Ê sin nx ˆ ˘˙
2p
= Í(-p ) - + (x - p ) Á - ˜ - (1) Á - 2 ˜
pÍ n Ë n ¯ Ë n ¯ p ˙˚
Î 0

1 È ÏÔ (-1)n 1 ¸Ô
2p ˘
Ê cos nx ˆ Ê sin nx ˆ ˙
= Íp Ì - ˝ + -( x - p ) Á + [Q cos np = (-1)n ]
p Í ÓÔ n n ˛Ô Ë n ˜¯ ÁË n2 ˜¯ ˙
Î p ˚

(-1)n 1 1
= - - [Q cos 2 np = 1, cos np = ( -1)n , sin 2 np = sin np = 0]
n n n
(-1)n 2
= -
n n
1
= [(-1)n - 2]
n
• •
p 1 È 1 - (-1)n ˘ 1
Hence, f ( x) = - +
4 p
ÂÍ 2 ˙ cos nx + Â [(-1)n - 2] sin nx
n =1Î n ˚ n =1 n

p 2È1 1 1 ˘
=- + cos x + 2 cos3 x + 2 cos 5 x + L˙
4 p ÍÎ 12 3 5 ˚
1
- 3sin x - sin 2 x - sin 3 x - L
2
• •
cos(2 n + 1) x È ˘
Â Í 2 - (n-1)
p 2 n
=- + Â (2 n + 1) 2
- ˙ sin nx ...(1)
4 p n=0 n =1Î ˚
Putting x = p in Eq. (1),

p 2 (-1)
f (p ) = - +
4 p
 (2 n + 1)2
-0
n=0
2.22 Chapter 2 Fourier Series and Fourier Integral


1 p 2 1
È lim f ( x ) + lim f ( x )˘ = - -
2 ÎÍ x Æ p -
 (2n + 1)2
xÆp +
˚˙ 4 p n=0

1 2 1
 (2n + 1)2
p
[ -p + 0] + = -
2 4 p n=0


2 1 p
p
 (2 n + 1) 2
=
4
n=0

1 p2
 (2 n + 1)2
=
8
n=0

example 12
Find the Fourier series of f (x) = x + x2 in the interval (–p, p), and
hence, deduce that
p2 1 1 1
(i) = 2 - 2 + 2 -L
12 1 2 3
p2 1 1 1
(ii) = 2 + 2 + 2 +L [Winter 2017, 2012]
6 1 2 3
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
a0 =
2p Ú-p f ( x)dx
1 p
Ú- p ( x + x
2
= )dx
2p
p
1 x2 x3
= +
2p 2 3
-p

1 Êp p p2 p3 ˆ
2 3
= ÁË + - + ˜
2p 2 3 2 3¯
1 Ê 2p 3 ˆ
= Á ˜
2p Ë 3 ¯
p2
=
3
2.5 Fourier Series of Functions of Any Period 2.23

1 p
an =
p Ú-p f ( x) cos nx dx
1 p
Ú- p ( x + x
2
= ) cos nx dx
p
p
1 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= ( x + x2 ) Á - (1 + 2 x ) Á - 2 ˜ + 2 Á - 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ -p

1È Ê cos np ˆ Ï cos( - np ) ¸˘
= Í(1 + 2p ) ÁË 2 ˜
- (1 - 2p ) Ì ˝˙
pÎ n ¯ Ó n
2
˛˚
1 È Ê cos np ˆ ˘
= Í4p Á
p Î Ë n2 ˜¯ ˚
˙ [Q cos(- np ) = cos(np )]
4(-1)n ÈÎQ cos np = (-1)n ˘˚
=
n2
1 p
bn =
p Ú-p f ( x)sin nx dx
1 p
= Ú- p ( x + x
2
)sin nx dx
p
p
1 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= ( x + x2 ) Á - - (1 + 2 x ) Á - 2 ˜ + 2 Á 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ -p

1È 2 Ê cos np ˆ Ê cos np ˆ Ï cos( - np ) ¸ Ï cos(- np ) ¸˘


= Í(p + p ) ÁË - ˜¯ + 2 Á ˜ +(-p + p 2 ) Ì ˝-2Ì ˝˙
pÎ n Ë n ¯3
Ó n ˛ Ó n
3
˛˚
1 È 2p ˘
= Í- cos np ˙ [Q cos(- np ) = cos np ]
pÎ n ˚
-2(-1)n ÈÎQ cos np = (-1)n ˘˚
=
n
• •
p2 ( -1)n ( -1)n
Hence, f ( x) = + 4Â 2 cos nx - 2Â sin nx
3 n =1 n n =1 n

p2 Ê 1 1 1 ˆ
x + x2 = + 4 Á - 2 cos x + 2 cos 2 x - 2 cos3 x + L˜
3 Ë 1 2 3 ¯
Ê 1 1 1 ˆ
- 2 Á - sin x + sin 2 x - sin 3 x + L˜ ...(1)
Ë 1 2 3 ¯
(i) Putting x = 0 in Eq. (1),
p2 Ê 1 1 1 ˆ
0= + 4 Á - 2 cos 0 + 2 cos 0 - 2 cos 0 + L˜
3 Ë 1 2 3 ¯
2
p 1 1 1
= 2 - 2 + 2 -K
12 1 2 3
2.24 Chapter 2 Fourier Series and Fourier Integral

(ii) Putting x = p in Eq. (1),


p2 È 1 1 1 ˘
p +p2 = + 4 Í- 2 cos p + 2 cos 2p - 2 cos 3p + L˙
3 Î 1 2 3 ˚
p2 Ê1 1 1 ˆ
= + 4 Á 2 + 2 + 2 + K˜ … (2)
3 Ë1 2 3 ¯
Putting x = –p in Eq. (1),
p2 È 1 1 1 ˘
-p + p 2 = + 4 Í- 2 cos( -p ) + 2 cos(-2p ) - 2 cos( -3p ) + L˙
3 Î 1 2 3 ˚
p2 Ê1 1 1 ˆ
= + 4 Á 2 + 2 + 2 + K˜ … (3)
3 Ë 1 2 3 ¯
Adding Eqs (2) and (3),
p2 1 1 1
= 2 + 2 + 2 +K
6 1 2 3

example 13
Find the Fourier series expansion of the periodic function f(x) = x – x2
in the interval –p £ x £ p and show that
1 1 1 p2
- + -L=
12 22 32 12 [Summer 2017]
Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1
p
1
a0 =
2p Ú f ( x ) dx
-p
p
1
Ú (x - x
2
= ) dx
2p -p
p
1 x2 x3
= -
2p 2 3 -p

1 Èp 2 p 3 p 2 p 3 ˘
= Í - - - ˙
2p Î 2 3 2 3 ˚
1 Ê 2p 3 ˆ
= Á- ˜
2p Ë 3 ¯
p2
=-
3
2.5 Fourier Series of Functions of Any Period 2.25

p
1
an =
p Ú f ( x ) cos nx dx
-p
p
1
Ú (x - x
2
= ) cos nx dx
p -p
p
1 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= ( x - x2 ) Á ˜¯ - (1 - 2 x ) Á - 2 ˜ + (-2) Á - 3 ˜
p Ë n Ë n ¯ Ë n ¯ -p
p
1 Ê sin nx ˆ Ê cos nx ˆ 2 sin nx
= ( x - x2 ) Á + (1 - 2 x ) Á 2 ˜ +
p Ë n ˜¯ Ë n ¯ n3 -p

1È (-1)n (-1)n ˘ Èsin np = sin(- np ) = 0 ˘


= Í(1 - 2p ) 2 - (1 + 2p ) 2 ˙ Í ˙
pÎ n n ˚ Îcos np = 0 ˚
1 È (-1)n 2p (-1)n (-1)n 2p (-1)n ˘
= Í 2 - - 2 - ˙
p Î n n2 n n2 ˚
1 È 4p (-1)n ˘
= Í- ˙
p Î n2 ˚
4(-1)n
=-
n2
p
1
bn =
p Ú f ( x ) sin nx dx
-p
p
1
Ú (x - x
2
= ) sin nx dx
p -p
p
1 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= ( x - x2 ) Á - ˜ - (1 - 2 x ) Á - 2 ˜ + (-2) Á 3 ˜
p Ë n ¯ Ë n ¯ Ë n ¯ -p
p
1 Ê cos nx ˆ Ê sin x ˆ Ê cos nx ˆ
= - ( x - x2 ) Á ˜¯ + (1 - 2 x ) ÁË 2 ˜¯ - 2 ÁË 3 ˜¯
p Ë n n n -p

1 È 2 (-1) (-1) n
(-1)
n
(-1)n ˘ n
= Í(p - p ) - 2 3 + (-p - p 2 ) +2 3 ˙
p Î n n n n ˚
[Q cos np = (-1)n , sin np = sin( - np ) = 0]
1 È p 2 (-1)n p (-1)n p (-1)n p 2 (-1)n ˘
= Í - - - ˙
p Î n n n n ˚
1 È 2p (-1)n ˘
= Í- ˙
p Î n ˚
2.26 Chapter 2 Fourier Series and Fourier Integral

2(-1)n
=-
n
• •
p2 (-1)n (-1)n
Hence, f ( x) = - - 4 Â 2 cos nx - 2 Â sin nx
3 n =1 n n =1 n

p2 Ê 1 1 1 ˆ
x - x2 = - - 4 Á - 2 cos x + 2 cos 2 x - 2 cos 3 x + L˜
3 Ë 1 2 3 ¯
Ê 1 1 1 ˆ
-2 Á - sin nx + sin 2 x - sin 3 x + L˜ ...(1)
Ë 1 2 3 ¯
Putting x = 0 in Eq. (1),
p2 Ê 1 1 1 ˆ
0=- - 4 Á - 2 + 2 - 2 + L˜
3 Ë 1 2 3 ¯
p2 Ê1 1 1 ˆ
= 4 Á 2 - 2 + 2 - L˜
3 Ë1 2 3 ¯

1 1 1 p2
- + -L=
12 22 32 12

example 14
Find the Fourier series of f (x) = x + |x| in the interval –p < x < p.
[Winter 2015, 2014]
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
2p Ú-p
a0 = f ( x ) dx

1 p
2p Ú-p
= ( x + | x |) dx

1 È p
| x | dx ˘˙
p
= Ú
2p ÎÍ -p
x d x + Ú -p ˚
ÈQ a f ( x ) dx = 2 a f ( x ) dx, if f ( x ) is even function ˘
1 È ˘ Í Ú- a Ú0 ˙
p
= 0 + 2 Ú | x | dx ˙
2p ÎÍ 0 ˚ Í = 0, if f ( x ) is odd function ˙˚
Î
1 p
= Ú x dx
p 0
2.5 Fourier Series of Functions of Any Period 2.27

p
1 x2
=
p 2 0

1 Ê p2 ˆ
= Á ˜
pË 2 ¯
p
=
2
1 p
an =
p Ú-p f ( x) cos nx dx
1 p
=
p Ú-p ( x + | x |) cos nx dx
1 È p x cos nx dx + p | x | cos nx dx ˘
ÎÍ Ú-p Ú- p
=
p ˚˙
1 È0 + 2 p | x | cos nx dx ˘ ÈQ x cos nx is odd function ˘
=
p ÎÍ Ú0 ˚˙ Í ˙
Î and | x | cos nx is even function ˚
2 p
=
p Ú0 x cos nx dx
p
2 sin nx Ê cos nx ˆ
= x - (1) Á - 2 ˜
p n Ë n ¯ 0
2 È cos np cos 0 ˘
= - 2 ˙ [Q sin np = sin 0 = 0]
p ÍÎ n2 n ˚
2 È
= Î(-1) - 1˚˘ ÈÎQ cos np = (-1)n , cos 0 = 1˚˘
n
p n2
1 p
p Ú- p
bn = f ( x ) sin nx dx

1 p
= Ú ( x + | x |)sin nx dx
p -p
= ÈÍ Ú x sin nx dx + Ú | x | sin nx dx ˘˙
1 p p

p Î -p -p ˚
1È p ÈQ x sin nx is an even function ˘
2 x sin nx dx + 0 ˘˙
p ÎÍ Ú0
= Í| x | sin x is an odd function ˙
˚ Î ˚
p
2 Ê cos nx ˆ Ê sin nx ˆ
= xÁ- ˜ - (1) Á - 2 ˜
p Ë n ¯ Ë n ¯ 0

È p cos np ˘
2
= ÍÎ - ˙˚ [Q sin np = sin 0 = 0]
p n
2
= - ( -1)n ÈÎQ cos np = ( -1)n ˘˚
n
2.28 Chapter 2 Fourier Series and Fourier Integral

p 2 •È (-1)n - 1 ˘ •
(-1)n
Hence, f ( x ) = +
2 p
 ÍÎ n2 ˚
˙ cos nx - 2 Â sin nx
n =1 n =1 n

p 2 È 2 2 2 ˘
x + |x| = + Í - 2 cos x - 2 cos3 x - 2 cos 5 x - L˙
2 p Î 1 3 5 ˚
È 1 1 1 ˘
- 2 Í - sin x + sin 2 x - sin 3 x + L˙
Î 1 2 3 ˚

p 4Ê 1 1 1 ˆ
= - Á 2 cos x + 2 cos3 x + 2 cos 5 x + L˜
Ë
2 p 1 3 5 ¯
Ê 1 1 ˆ
+ 2 Á sin x - sin 2 x + sin 3 x - L˜
Ë 2 3 ¯

example 15
Find the Fourier series of f(x) = eax in the interval (–p, p).
[Winter 2013]
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
a0 =
2p Ú-p f ( x) dx
1 p
= Ú- p e
ax
dx
2p
p
1 e ax
=
2p a
-p
1
= (e ap - e - ap )
2p a
sinh ap
=
pa
1 p
an = Ú f ( x ) cos nx dx
p -p
1 p
= Ú e ax cos nx dx
p -p
2.5 Fourier Series of Functions of Any Period 2.29

p
1 e ax
= (a cos nx + n sin nx )
p a 2 + n2
-p

1 È e ap e - ap ˘
= Í 2 2
( a cos np ) - 2 2
{a cos(- np )}˙ [Q sin np = sin(- np ) = 0 ]
p Îa + n a +n ˚
a cos np
= (e ap - e - ap ) [Q cos(- np ) = cos np ]
p (a 2 + n2 )
(-1)n 2 a sinh ap ÈÎQ cos np = (-1)n ˘˚
=
p (a 2 + n2 )
1 p
p Ú- p
bn = f ( x )sin nx dx

1 p
= Ú e ax sin nx dx
p -p
p
1 e ax
= (a sin nx - n cos nx )
p a 2 + n2
-p

1È e ap
e - ap ˘
= Í 2 2
( - n cos np ) + 2 2
{n cos( - np )}˙
p Îa + n a +n ˚
n cos np
=- 2 2
(e ap - e - ap ) [Q cos( - np ) = cos np ]
p (a + n )
2 n( -1)n sinh ap ÈÎQ cos np = ( -1)n ˘˚
=- 2 2
p (a + n )

sinh ap 2 a sinh ap (-1)n 2 sinh ap • n(-1)n
Hence, f ( x) =
ap
+
p
 a 2 + n2 cos nx -
p
 a2 + n2 sin nx
n =1 n =1

sinh ap 2 sinh ap (-1)n
=
ap
+
p
 a2 + n2 (a cos nx - n sin nx)
n =1

example 16
Find the Fourier series of f ( x ) = 0 -p < x < 0
=x 0< x<p [Summer 2013]

Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1
2.30 Chapter 2 Fourier Series and Fourier Integral

1 p
2p Ú-p
a0 = f ( x ) dx

1 È 0
0 dx + Ú x dx ˘˙
p
=
2p Í
Î Ú - p 0 ˚
p
1 x2
=
2p 2 0

1 Êp ˆ2
= ÁË - 0˜
2p 2 ¯
p
=
4
1 p
an = Ú f ( x ) cos nx dx
p -p
1 p
= Ú x cos nx dx
p 0
p
1 sin nx Ê cos nx ˆ
= x - (1) Á - 2 ˜
p n Ë n ¯ 0
1 È cos np cos 0 ˘
= Í 2 - 2 ˙ [Q sin np = sin 0 = 0]
pÎ n n ˚
1 È ( -1)n 1 ˘ ÈÎQ cos np = ( -1)n , cos 0 = 1˘˚
= Í - 2˙
p Î n2 n ˚
1 p
p Ú- p
bn = f ( x )sin nx dx

1 p
= Ú x sin nx dx
p 0
p
1 Ê cos nx ˆ Ê sin nx ˆ
= xÁ- ˜¯ - (1) Á - 2 ˜
p Ë n Ë n ¯ 0
1 È p cos np ˘
= ÍÎ - ˙˚ [Q sin np = sin 0 = 0]
p n
1 È ( -1)n ˘ ÈÎQ cos np = ( -1)n ˘˚
= Í -p ˙
pÎ n ˚
( -1)n
=-
n
• È (-1)n 1 ˘ •
(-1)n
Hence, f ( x ) = p + 1 Â Î n2 n2 ˚
Í - ˙ cos nx - Â n sin nx
4 p n =1 n =1
2.5 Fourier Series of Functions of Any Period 2.31

p 1Ê 2 2 2 ˆ
= + - cos x - 2 cos3 x - 2 cos 5 x - L˜
4 p ÁË 12 3 5 ¯
Ê 1 1 1 ˆ
- Á - sin x + sin 2 x - sin 3 x + L˜
Ë 1 2 3 ¯
p 2Ê 1 1 1 ˆ
= - cos x + 2 cos3 x + 2 cos 5 x + L˜
4 p ÁË 12 3 5 ¯
Ê 1 1 ˆ
+ Á sin x - sin 2 x + sin 3 x - L˜
Ë 2 3 ¯

example 17
Find the Fourier series of f ( x ) = -p -p < x < 0
=x 0< x<p

p2 1 1 1
Hence, deduce that = + + +º . [Summer 2016, 2014]
8 12 32 52
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
2p Ú-p
a0 = f ( x )dx

1 È 0
(-p )dx + Ú x dx ˘˙
p
= Í
2p Î Ú - p 0 ˚
È p˘
1 Í 0 x2 ˙
= -p x -p +
2p Í 2 ˙
Î 0˚

1 È 2 p2 ˘
= Í-p + ˙
2p Î 2 ˚
p
=-
4
1 p
p Ú- p
an = f ( x ) cos nx dx

= ÈÍ Ú (-p ) cos nx dx + Ú x cos nx dx ˘˙


1 0 p

p Î -p 0 ˚
2.32 Chapter 2 Fourier Series and Fourier Integral

1 È sin nx
0
Ê sin nx ˆ Ê cos nx ˆ ˘
p
= Í -p + xÁ - - 2 ˜ ˙
p Í n -p Ë n ˜¯ ÁË n ¯ 0˙
Î ˚
1 È cos np cos 0 ˘
= Í 2 - 2 ˙ [Q sin np = sin 0 = 0 ]
pÎ n n ˚
1 È
= 2 Î
( -1)n - 1˘˚ ÈÎQ cos np = ( -1)n , cos 0 = 1˚˘
pn
1 p
p Ú- p
bn = f ( x )sin nx dx

= ÈÍ Ú ( -p )sin nx dx + Ú x sin nx dx ˘˙
1 0 p

pÎ - p 0 ˚
1È Ê cos nx ˆ Ê sin nx ˆ ˘
0 p
cos nx
= Í -p - + xÁ- - - ˜ ˙
pÍ n -p Ë n ˜¯ ÁË n2 ¯ 0 ˙
Î ˚
1 È Ï cos 0 cos( - np ) ¸ Ê cos np ˆ ˘
= Íp Ì - ˝ + p ÁË - ˜ ˙ [Q sin np = sin 0 = 0 ]
pÎ Ó n n ˛ n ¯˚
1
= [1 - 2 cos np ] [Q cos 0 = 1, cos( - np ) = cos np ]
n
1
= [1 - 2( -1)n ] ÈÎQ cos np = ( -1)n ˘˚
n
p 1 • È (-1)n - 1 ˘ • È
1 - 2(-1)n ˘
Hence, f ( x) = - + ÂÍ 2 ˙ cos nx + Â Í ˙ sin nx ... (1)
4 p n =1 Í
Î n ˙˚ n =1 Í
Î n ˙˚
At x = 0,
1 -p + 0 p
f (0 ) = È lim f ( x ) + lim f ( x )˘ = =-
2 ÎÍ x Æ 0 -
xÆ0 +
˚˙ 2 2

Putting x = 0 in Eq. (1),


p 1 • È ( -1)n - 1 ˘
 ÍÍ n2 ˙˙
p
f (0 ) = - =- +
2 4 p n =1 Î ˚
p2 1 1 1
= + + +K
8 12 32 52

example 18
Find the Fourier series of f ( x ) = - x - p -p < x < 0
= x +p 0< x<p
2.5 Fourier Series of Functions of Any Period 2.33

Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
2p Ú-p
a0 = f ( x ) dx

1 È 0
(- x - p )dx + Ú ( x + p ) dx ˘˙
p

2p ÍÎ Ú-p
=
0 ˚
È 0 p˘
1 Í x2 x2
= - -px + +px ˙
2p Í 2 2 ˙
Î -p 0˚

1 ÈÊ p 2 ˆ Ê p2 ˆ˘
= ÍÁ -p2˜ +Á +p2˜˙
2p ÎË 2 ¯ Ë 2 ¯˚
p
=
2
1 p
p Ú- p
an = f ( x ) cos nx dx

= ÍÈ Ú (- x - p ) cos nx dx + Ú ( x + p ) cos nx dx ˘˙
1 0 p

pÎ - p 0 ˚

0
Í (- x - p ) ÊÁ
sin nx ˆ Ê cos nx ˆ
= - (-1) Á - 2 ˜
pÍ Ë n ˜¯ Ë n ¯
Î -p

Ê sin nx ˆ Ê cos nx ˆ

+ (x + p )Á ˜ - (1) Á - 2 ˜ ˙
Ë n ¯ Ë n ¯ ˙

ÈÏ cos 0 cos(- np ) ¸ Ê cos np cos 0 ˆ ˘ ÈQ sin np = sin(- np )˘


1
= ÍÌ- 2 + ˝+Á - 2 ˜˙ Í ˙
n2 ˛ Ë n n ¯˚ Î = sin 0 = 0 ˚
2
ÎÓ n
p
2
= 2
[(-1)n - 1] ÈÎQ cos( - np ) = cos np = (-1)n , cos 0 = 1˘˚
pn
1 p
p Ú- p
bn = f ( x )sin nx dx

= ÍÈ Ú (- x - p )sin nx dx + Ú ( x + p )sin nx dx ˘˙
1 0 p

pÎ - p 0 ˚
2.34 Chapter 2 Fourier Series and Fourier Integral


0
Í (- x - p ) ÊÁ -
cos nx ˆ Ê sin nx ˆ
= - (-1) Á - 2 ˜
pÍ Ë n ˜¯ Ë n ¯
Î -p

Ê cos nx ˆ Ê sin nx ˆ
p ˘
+ (x + p )Á - - (1) Á - 2 ˜ ˙
Ë n ˜¯ Ë n ¯ ˙
0 ˚
1 ÈÏ Ê cos 0 ˆ ¸ Ï Ê cos np ˆ Ê cos 0 ˆ ¸˘
= ÍÌ(-p ) ÁË - ˜¯ ˝ + Ì(2p ) ÁË - ˜¯ + p ÁË ˜ ˝˙
p ÍÎÓ n ˛ Ó n n ¯ ˛˙˚
ÈQ sin np = sin(- np )˘
Í ˙
Î = sin 0 = 0 ˚
2 ÈÎQ cos 0 = 1,cos( np ) = (-1)n ˘˚
= [1 - (-1)n ]
n

p 2 È (-1)n - 1 ˘
• • È
1 - (-1)n ˘
Hence, f ( x ) = + ÂÍ ˙ cos nx + 2 Â Í ˙ sin nx
˚
n =1 Î
2
n =1 Í
2 p Î n ˙˚ n
p 4Ê 1 1 1 ˆ
= - Á 2 cos x + 2 cos 3 x + 2 cos 5 x + L˜
2 p Ë1 3 5 ¯
Ê1 1 1 ˆ
+ 4 Á sin x + sin 3 x + sin 5 x + L˜
Ë1 3 5 ¯

example 19
Find the Fourier series of f ( x ) = 0 -p < x < 0
= sin x 0< x<p
1 1 1 1
Hence, deduce that = + + +K
2 1◊ 3 3 ◊ 5 5 ◊ 7
Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

1 p
a0 =
2p Ú - p f ( x ) dx
1 È 0 0 dx + p sin x dx ˘
=
2p ÍÎ Ú-p Ú0 ˙˚
1 p
= - cos x 0
2p
2.5 Fourier Series of Functions of Any Period 2.35

1
= ( - cos p + cos 0)
2p
1
= [Q cos p = -1, cos 0 = 1]
p
1 p
p Ú- p
an = f ( x ) cos nxdx

= ÈÍ Ú 0 ◊ cos nx dx + Ú sin x cos nx dx ˘˙


1 0 p

pÎ - p 0 ˚
1 p
2p Ú0
= [sin(n + 1) x - sin(n - 1) x ]dx
p
1 cos(n + 1) x cos(n - 1) x
= - + , n π1
2p n +1 n -1 0
1È cos(n + 1)p cos 0 cos(n - 1)p cos 0 ˘
= ÍÎ - + + -
2p n +1 n +1 n -1 n - 1 ˙˚
ÈQ cos(n + 1)p = ( -1)n +1 ˘
1 È ( -1) n +1
1 ( -1) n -1
1 ˘ Í n -1
˙
= Í- + + - ˙ , n π 1 Í cos(n - 1)p = ( -1) ˙
2p ÎÍ n + 1 n +1 n -1 n - 1 ˚˙ Í ˙
Î cos 0 = 1 ˚
1
=- [1 + ( -1)n ], n π 1
p (n2 - 1)
For n = 1,
1 p
p Ú0
a1 = sin x cos x dx

1 p
2p Ú0
= sin 2 x dx
p
1 cos 2 x
= -
2p 2 0
1 È cos 2p cos 0 ˘
= ÍÎ- 2 + 2 ˙˚
2p
=0 [Q cos 2p = cos 0 = 1]
1 p
p Ú- p
bn = f ( x )sin nx dx

= ÈÍ Ú 0 ◊ sin nx dx + Ú sin x sin nx dx ˘˙


1 0 p

p Î -p 0 ˚
1 p
2p Ú0
= [cos(n - 1) x - cos( n + 1) x ] dx
2.36 Chapter 2 Fourier Series and Fourier Integral

p
1 sin(n - 1) x sin(n + 1) x
= - , n π1
2p n -1 n +1 0
= 0, n π 1 [Q sin(n - 1)p = sin(n + 1)p = sin 0 = 0 ]
For n = 1,
1 p
p Ú0
b1 = sin x sin x dx

1 p
2p Ú0
= (1 - cos 2 x ) dx
p
1 sin 2 x
= x-
2p 2 0
1
= (p ) [Q sin 2p = sin 0 = 0]
2p
1
=
2

1 1 • È 1 + (-1)n ˘ 1
Hence, f ( x) = - ÂÍ 2 ˙ cos nx + sin x
p p Í n - 1 ˚˙
n=2 Î 2
1 2 Ê1 1 1 ˆ 1
= - Á cos 2 x + cos 4 x + cos6 x + L˜ + sin x ... (1)
p p Ë3 15 35 ¯ 2
At x = 0,
1È ˘
f (0 ) = Í lim- f ( x ) + lim+ f ( x )˙ = 0
2 ÎxÆ0 xÆ0 ˚
Putting x = 0 in Eq. (1),
1 2 Ê1 1 1 ˆ
f (0 ) = 0 = - + + + K˜
p p ÁË 3 15 35 ¯
1 1 1 1
= + + +K
2 1◊ 3 3 ◊ 5 5 ◊ 7

example 20
Ï-p -p < x < 0
Find the Fourier series of f ( x ) = Ì
Óx - p 0< x<p
[Summer 2015]
Solution
The Fourier series of f(x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1
2.5 Fourier Series of Functions of Any Period 2.37

1 p
a0 =
2p Ú-p f ( x) dx
1 È 0
( -p ) dx + Ú ( x - p ) dx ˘˙
p
=
2p Í
Î Ú - p 0 ˚

È p˘
1 Í x2
-px ˙
0
= ( -p ) x -p +
2p Í 2 ˙
Î 0˚

1 È Ê p2 ˆ˘
= Í( -p )[ -( -p )] + Á -p2˜˙
2p Î Ë 2 ¯˚

È 2 p2 ˘
1
= Í -p - ˙
Î
2p 2 ˚
1 Ê 3p 2 ˆ
= Á- ˜
2p Ë 2 ¯
3p
=-
4
1 p
an =
p Ú-p f ( x) cos nx dx
1È 0
(-p ) cos nx dx + Ú ( x - p ) cos nx dx ˘˙
p

p ÎÍ Ú-p
=
0 ˚

1 È sin nx
0
Ê sin nx ˆ Ê cos nx ˆ ˘
p
= Í( -p ) + (x - p ) Á - - ˜ ˙
Ë n ˜¯
(1) ÁË
p ÍÎ n -p n2 ¯ 0 ˙˚

È p˘
Í(-p )(0) + ( x - p ) ÊÁ
1 sin nx ˆ cos nx
= ˜+ ˙ [Q sin(- np ) = sin 0 = 0]
ÍÎ Ë n ¯ n2 0˙
p ˚

1 È cos np 1 ˘
= - 2˙ [Q sin np = sin 0 = 0, cos 0 = 1]
p ÍÎ n2 n ˚

1 È ( -1)n 1 ˘
= Í - 2˙ [Q cos np = (-1)n ]
p Î n2 n ˚

1
= [( -1)n - 1]
n2p
2.38 Chapter 2 Fourier Series and Fourier Integral

1 p
bn =
p Ú-p f ( x)sin nx dx
1È 0
( -p )sin nx dx + Ú ( x - p ) sin nx dx ˘˙
p
=
p Í
Î Ú - p 0 ˚

1 È cos nx
0
Ê cos nx ˆ Ê sin nx ˆ ˘
p
= Í( -p ) - + (x - p ) Á - ˜ - (1) ÁË - ˜ ˙
p ÍÎ n -p
Ë n ¯ n2 ¯ 0 ˙˚

1 È Ï 1 cos np ¸ Ê cos nx ˆ sin nx ˘˙


p
= Íp Ì - ˝ + - ( x - p ) ÁË ˜ + [∵ cos 0 = 1]
p ÎÍ Ó n n ˛ n ¯ n2 0 ˙˚

1 È Ê 1 cos np ˆ Ê 1ˆ˘ ÈQ sin np = sin 0 = 0 ˘


= Íp ÁË - ˜¯ + (-p ) ÁË ˜¯ ˙
p Î n n n ˚ ÎÍ cos 0 = 1 ˚˙

1 È p p (-1)n p ˘
= Í - - ˙ [Q cos np = (-1)n ]
p În n n˚

1 È (-1)n ˘
= Í-p ˙
pÎ n ˚
(-1)n
=-
n
(-1)n +1
=
n

3p 1 •
1 •
(-1)n +1
Hence, f ( x ) = - + Ân 2
[(-1)n - 1] cos nx + Â sin nx
4 p n =1 n =1 n

3p 2 Ê 1 1 ˆ Ê1 1 1 ˆ
=- - Á 2 cos x + 2 cos3 x + L˜ + Á sin x - sin 2 x + sin 3 x - L˜
4 p Ë1 3 ¯ Ë 1 2 3 ¯

example 21
p p
Find the Fourier series of f ( x ) = x - <x<
2 2
p 3p
=p -x <x<
2 2
2.5 Fourier Series of Functions of Any Period 2.39

Solution
The Fourier series of f (x) with period 2p is given by
• •
f ( x ) = a0 + Â an cos nx + Â bn sin nx
n =1 n =1

3p
1
a0 =
2p Ú -
2
p f ( x )dx
2

1 È 2 ˘
p 3p
= Í Ú p x dx + Ú p2 (p - x )dx ˙
2p Í - ˙˚
Î 2 2

È p 3p ˘
1 Í x2 2 x2 2 ˙
= + px -
2p ÍÍ 2 p 2 p ˙˙
-
Î 2 2 ˚

1 ÈÊ p 2 p 2 ˆ Ê 3p 2 9p 2 ˆ Ê p 2 p 2 ˆ ˘
= ÍÁ - ˜ +Á - ˜ -Á - ˜˙
2p ÎË 8 8 ¯ Ë 2 8 ¯ Ë 2 8 ¯˚
=0
3p
1 2
p Ú- p
an = f ( x ) cos nx dx
2

1È 2 ˘
p 3p
= Í Ú p x cos nx dx + Ú p2 (p - x ) cos nx dx ˙
pÍ - ˙˚
Î 2 2

È p 3p ˘
1 Í Ê sin nx ˆ Ê cos nx ˆ 2 Ê sin nx ˆ Ê cos nx ˆ 2 ˙
= Í xÁ - (1) Á - 2 ˜ + (p - x ) Á - ( -1) Á - 2 ˜
p Ë n ˜¯ Ë n ¯ p Ë n ˜¯ Ë n ¯ p ˙
ÍÎ -
2 2
˙˚
È p Ê
1 3np np ˆ 1 Ê 3np np ˆ ˘
= Í - ÁË sin + sin ˜ - 2 Á cos - cos ˜ ˙
Î 2n
p 2 2 ¯ n Ë 2 2 ¯˚
1È p np 2 np ˘
= Í - sin np cos + 2 sin np sin
pÎ n 2 n 2 ˙˚
È A+ B A-B ˘
ÍQ sin A + sin B = 2 sin 2 cos 2 ˙
Í ˙
Í cos A - cos B = 2 sin A + B sin B - A ˙
ÍÎ 2 2 ˙˚
=0 [Q sin np = 0]
2.40 Chapter 2 Fourier Series and Fourier Integral

3p
1
bn =
p Ú -
2
p f ( x )sin nx dx
2

1È 2 ˘
p 3p
= Í Ú p x sin nx dx + Ú p2 (p - x )sin nx dx ˙
pÍ - ˙˚
Î 2 2

È p 3p ˘
1 Í Ê cos nx ˆ Ê sin nx ˆ 2 Ê coos nx ˆ Ê sin nx ˆ 2 ˙
= Í xÁ- ˜ - (1) Á - 2 ˜ + (p - x ) Á - ˜ - (-1) Á - 2 ˜ ˙
p Ë n ¯ Ë n ¯ -p Ë n ¯ Ë n ¯ p
Í ˙
Î 2 2 ˚
1È p np 3 np p 3np 1 3np ˘
= Í- cos + 2 sin + cos - 2 sin
p Î 2n 2 n 2 2n 2 n 2 ˙˚
1Èp Ê 3np np ˆ 3 np 1 3np ˘
= Í ÁË cos - cos ˜ + 2 sin - 2 sin ˙
p Î 2n 2 2 ¯ n 2 n 2 ˚
1È p np 3 np 1 3np ˘
= Í- sin np sin + 2 siin - 2 sin
pÎ n 2 n 2 n 2 ˙˚
1 È np 3np ˘
= 2 Í
3 sin - sin
2 ˙˚
[Q sin np = 0]
pn Î 2

1 1 È np 3np ˘
Hence, f ( x ) =
p
 n2 ÍÎ3 sin 2
- sin
2 ˙˚
sin nx
n =1

Fourier series expansion with Period 2l

example 22
Find the Fourier series of f (x) = x2 in the interval (0, 4). Hence, deduce
p2 1 1 1
that = 2 + 2 + 2 +K
6 1 2 3
Solution
The Fourier series of f (x) with period 2l = 4 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l

np x • np x
= a0 + Â an cos + Â bn sin
n =1 2 n =1 2
2.5 Fourier Series of Functions of Any Period 2.41

1 2l
2l Ú0
a0 = f ( x )dx

1 4
= Ú x 2 dx
4 0
4
1 x3
=
4 3
0
1 Ê 64 ˆ
= Á ˜
4Ë 3 ¯
16
=
3
1 2l np x
l Ú0
an = f ( x ) cos dx
l
1 4 np x
= Ú x 2 cos dx
2 0 2
4
1 2Ê 2 np x ˆ Ê 4 np x ˆ Ê 8 np x ˆ
= x Á sin - (2 x ) Á - 2 2 cos + 2 Á - 3 3 sin
2 Ë np 2 ˜¯ Ë n p 2 ˜¯ Ë np 2 ˜¯ 0

1È Ê 4 ˆ˘
= Í8 ÁË 2 2 cos 2 np ˜¯ ˙
2Î n p
[Q sin 2np = sin 0 = 0]
˚
1 È Ê 4 ˆ˘
= Í8 ˙ [Q cos 2 np = 1]
2 Î ÁË n2p 2 ˜¯ ˚
16
=
n2p 2
1 2l np x
bn = Ú
l 0
f ( x )sin
l
dx

1 4 np x
= Ú x 2 sin dx
2 0 2
4
1 2Ê 2 np x ˆ Ê 4 np x ˆ Ê 8 np x ˆ
= x Á- cos ˜ - 2 x Á - 2 2 sin ˜ + 2 Á 3 3 cos
2 Ë np 2 ¯ Ë n p 2 ¯ Ën p 2 ˜¯ 0

1È Ê 2 ˆ Ê 8 ˆ Ê 8 ˆ˘
= Í16 ÁË - coos 2 np ˜ + 2 Á 3 3 cos 2 np ˜ - 2 Á 3 3 cos 0˜ ˙
2Î np ¯ Ë np ¯ Ë np ¯˚
1 Ê 32 ˆ
= Á - ˜ [Q cos 2 np = cos 0 = 1]
2 Ë np ¯
16
=-
np
2.42 Chapter 2 Fourier Series and Fourier Integral


16 16 1 np x 16 • 1 np x
Hence, f ( x) = +
3 p2
 n2 cos 2
- Â sin
p n =1 n 2
n =1

16 16 Ê 1 px 1 1 3p x ˆ
x2 = + 2 Á 2 cos + 2 cos p x + 2 cos + L˜
3 p Ë1 2 2 3 2 ¯
16 Ê 1 px 1 1 3p x ˆ
- Á sin + sin p x + sin + L˜ ...(1)
p Ë1 2 2 3 2 ¯
Putting x = 0 in Eq. (1),
16 16 Ê 1 1 1 ˆ
0= + 2 Á 2 + 2 + 2 + K˜
3 p Ë1 2 3 ¯
1 1 Ê1 1 1 ˆ
- = 2 Á 2 + 2 + 2 + K˜ … (2)
3 p Ë1 2 3 ¯

Putting x = 4 in Eq. (1),


Ê1
16 16 1 1 ˆ
16 = + ÁË 2 + 2 + 2 + K˜¯
3 p2 1 2 3
2 1 Ê1 1 1 ˆ
= + + + K˜
3 p 2 ÁË 12 22 32
… (3)
¯

Adding Eqs (2) and (3),


1 2 Ê1 1 1 ˆ
= 2 Á 2 + 2 + 2 + K˜
3 p Ë1 2 3 ¯
p2 1 1 1
= 2 + 2 + 2 +K
6 1 2 3

example 23
Find the Fourier series of f (x) = 4 – x2 in the interval (0, 2). Hence,
p2 1 1 1
deduce that = 2 + 2 + 2 +K
6 1 2 3
Solution
The Fourier series of f (x) with period 2l = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1
2.5 Fourier Series of Functions of Any Period 2.43

1 2l
2l Ú0
a0 = f ( x )dx

1 2
= Ú (4 - x 2 )dx
2 0
2
1 x3
= 4x -
2 3
0
1Ê 8ˆ
= 8- ˜
2 ÁË 3¯
8
=
3
1 2l np x
an = Ú
l 0
f ( x ) cos
l
dx
2
= Ú (4 - x 2 ) cos np x dx
0
2
Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ
= (4 - x 2 ) Á - (-2 x ) Á - 2 2 ˜ + (-2) Á - 3 3 ˜
Ë np ˜¯ Ë n p ¯ Ë np ¯ 0

Ê cos 2 np ˆ
= -4 Á 2 2 ˜ [Q sin np = sin 0 = 0]
Ë n p ¯
4
=- [Q cos 2 np = 1]
n p2
2

1 2l np x
bn = Ú
l 0
f ( x )sin
l
dx
2
= Ú (4 - x 2 )sin np x dx
0
2
Ê cos np x ˆ Ê sin np x ˆ Ê cos np x ˆ
= (4 - x 2 ) Á - - (-2 x ) Á - 2 2 ˜ + (-2) Á 3 3 ˜
Ë np ˜¯ Ë n p ¯ Ë np ¯ 0

Ê cos 2 np ˆ Ê cos 0 ˆ Ê cos 0 ˆ


= -2 Á 3 3 ˜ + 4 Á + 2Á 3 3 ˜ [Q sin np = sin 0 = 0]
Ë np ¯ Ë np ˜¯ Ën p ¯
4
= [Q cos 2 np = cos 0 = 1]
np
• •
8 4 1 4 1
Hence, f ( x) = -
3 p2
 n2 cos np x + p  n sin np x
n =1 n =1
8 4 Ê1 1 1 ˆ
4 - x2 = - 2 ÁË 2 cos p x + 2 cos 2p x + 2 cos3p x + L˜¯
3 p 1 2 3
4 Ê1 1 1 ˆ
+ Á sin p x + sin 2p x + sin 2p x + L˜¯ ...(1)
p Ë1 2 3
2.44 Chapter 2 Fourier Series and Fourier Integral

Putting x = 0 in Eq. (1),


8 4 Ê1 1 1 ˆ
4= - 2 Á 2 + 2 + 2 + K˜
3 p Ë1 2 3 ¯
1 1 Ê1 1 1 ˆ
= - 2 Á 2 + 2 + 2 + K˜ … (2)
3 p 1Ë 2 3 ¯
Putting x = 2 in Eq. (1),
Ê1
8 4 1 1 ˆ
0= -
ÁË 2 + 2 + 2 + K˜¯
3 p2
1 2 3
2 1 Ê1 1 1 ˆ
- = - 2 Á 2 + 2 + 2 + K˜ … (3)
3 p Ë1 2 3 ¯
Adding Eqs (2) and (3),
1 2 Ê1 1 1 ˆ
- = - 2 Á 2 + 2 + 2 + K˜
3 p Ë1 2 3 ¯
p2 1 1 1
= 2 + 2 + 2 +K
6 1 2 3

example 24
Find the Fourier series of f (x) = 2x – x2 in the interval (0, 3). Hence,
p2 1 1 1
deduce that = 2 + 2 + 2 +º [Summer 2016]
6 1 2 3
Solution
The Fourier series of f (x) with period 2l = 3 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l

2 np x • 2 np x
= a0 + Â an cos + Â bn sin
n =1 3 n =1 3
1 2l
2l Ú0
a0 = f ( x )dx

1 3
= Ú (2 x - x 2 )dx
3 0
3
1 x3
= x2 -
3 3
0
1Ê 27 ˆ
= Á9 - ˜
3Ë 3¯
=0
2.5 Fourier Series of Functions of Any Period 2.45

1 2l np x
l Ú0
an = f ( x ) cos dx
l
2 3 2 np x
= Ú (2 x - x 2 ) cos dx
3 0 3
2 Ê 3 2 np x ˆ Ê 9 2 np x ˆ
= (2 x - x 2 ) Á sin ˜ - (2 - 2 x ) Á - 2 2 cos
3 Ë 2 np 3 ¯ Ë 4n p 3 ˜¯
3
Ê 27 2 np x ˆ
+ (-2) Á - 3 3 sin
Ë 8n p 3 ˜¯ 0

2È Ê 9 ˆ Ê 9 ˆ˘
= Í4 ÁË - 2 2 cos 2 np ˜¯ + 2 ÁË - 2 2 cos 0˜¯ ˙ [Q sin 2 np = sin 0 = 0]
3Î 4n p 4n p ˚
2È 9 ˘
= (-4 - 2)˙ [Q cos 2 np = cos 0 = 1]
3 ÍÎ 4 n2p 2 ˚
9
=-
n p2
2

1 2l np x
bn = Ú
l 0
f ( x )sin
l
dx

2 3 2 np x
= Ú (2 x - x 2 )sin dx
3 0 3
2 Ê 3 2 np x ˆ Ê 9 2 np x ˆ
= (2 x - x 2 ) Á - cos - (2 - 2 x ) Á - 2 2 sin
3 Ë 2 np 3 ˜¯ Ë 4n p 3 ˜¯
3
Ê 27 2 np x ˆ
+(-2) Á 3 3 cos
Ë 8n p 3 ˜¯ 0

2È Ê 3 ˆ Ê 27 ˆ
= Í(-3) ÁË - cos 2 np ˜ - (2) Á 3 3 cos 2 np ˜
3Î 2 np ¯ Ë 8n p ¯
Ê 27 ˆ˘
+ 2 Á 3 3 cos 0˜ ˙
Ë 8n p ¯˚
[Q sin 2np = sin 0 = 0]
2Ê 9 ˆ
= Á ˜ [Q cos 2 np = cos 0 = 1]
3 Ë 2 np ¯
3
=
np

9 1 2 np x 3 • 1 2 np x
Hence, f ( x) = -
p2
 n2 cos
3
+ Â sin
p n =1 n 3
n =1
2.46 Chapter 2 Fourier Series and Fourier Integral

9 Ê1 2p x 1 4p x 1 6p x ˆ
2 x - x2 = - 2 Á
cos + 2 cos + 2 cos + L˜
p Ë1 2 3 2 3 3 3 ¯
3 Ê1 2p x 1 4p x 1 6p x ˆ
+ Á sin + sin + sin + L˜ … (1)
p Ë1 3 2 3 3 3 ¯
Putting x = 0 in Eq. (1),
9 Ê1 1 1 ˆ
0=- 2 Á
+ 2 + 2 + K˜
p 1 Ë 2
2 3 ¯
1 1 1
0 = 2 + 2 + 2 +K … (2)
1 2 3
Putting x = 3 in Eq. (1),
9 Ê1 1 1 ˆ
-3 = - 2 Á
+ 2 + 2 + K˜
p 1 Ë 2
2 3 ¯
p2 1 1 1
= 2 + 2 + 2 +K … (3)
3 1 2 3
Adding Eqs (2) and (3),
p2 Ê1 1 1 ˆ
= 2 Á 2 + 2 + 2 + K˜
3 Ë 1 2 3 ¯
p2 1 1 1
= + + +K
6 12 22 32

example 25
Ï x 0£ x£2
For the function f(x) = Ì , find its Fourier series.
Ó4 - x 2 £ x £ 4
1 1 1 p2
Hence, show that + + +L = . [Winter 2015]
12 32 52 8

Solution
The Fourier series of f(x) with period 2l = 4 is given by

np x • np x
f(x) = a0 + Â an cos + Â bn sin
n =1 l n =1 l

np x • np x
= a0 + Â an cos + Â bn sin
n =1 2 n =1 2
c + 2l
1
a0 =
2l Ú f ( x ) dx
c
2.5 Fourier Series of Functions of Any Period 2.47

4
1
4 Ú0
= f ( x ) dx

1È ˘
2 4
= Í Ú x dx + Ú (- x + 4) dx ˙
4 ÍÎ 0 2 ˙˚

È 2 4˘
1 Í x2 - x2
= + + 4x ˙
4Í 2 2 ˙
Î 0 2˚

1
= È(2 - 0) + {( -8 + 16) - ( -2 + 8)}˘˚

1
=
4
[2 + (8 - 6)]
=1
c + 2l
1 np x
an =
l Ú f ( x ) cos
l
dx
c
4
1 np x
2 Ú0
= f ( x ) cos dx
2

1È np x ˘
2 4
np x
= Í Ú x cos dx + Ú (4 - x ) cos dx ˙
2 ÍÎ 0 2 2
2 ˙˚

È Ê
2
Í Ê sin np x ˆ np x ˆ
Á cos
1Í Á ˜
2 - (1) - 2 ˜
= Í ( x) Á ˜ Á ˜
2
Í ÁË
np
˜ Á n p2 ˜
2

2 ¯ ÁË ˜
ÍÎ 4 ¯ 0


Ê np x ˆ Ê np x ˆ ˙
sin cos
Á 2 ˜ Á ˜ ˙
+ (4 - x ) Á - (-1) Á - 2 22 ˜
np ˜ ˙
Á ˜ Á n p ˜ ˙
Ë 2 ¯ Ë 4 ¯ 2˙
˚

1 È 2x
2
Ê np x ˆ 4 Ê np x ˆ
= Í sin Á + cos Á
2 Í np Ë 2 ˜¯ n2p 2 Ë 2 ˜¯
Î 0


2(4 - x ) Ê np x ˆ 4 Ê np x ˆ
+ sin Á - cos Á ˙
np Ë 2 ˜¯ n2p 2 Ë 2 ˜¯ 2˙
˚
2.48 Chapter 2 Fourier Series and Fourier Integral

1È 4 4 4 4 ˘
= cos( np ) - 2 2 - 2 2 cos(2 np ) + 2 2 cos( np )˙
2 ÍÎ n2p 2 n p n p n p ˚
1È 8 8 ˘
= Í 2 2
cos np - 2 2 ˙ [Q cos 2 np = 1]
2 În p n p ˚
4 È
= (-1)n - 1˘˚ [Q cos np = (-1)n ]
n2p 2 Î
c + 2l
1 np x
bn =
l Ú f ( x ) sin
l
dx
c
4
1 np x
=
20Ú f ( x ) sin
2
dx

1È np x ˘
2 4
np x
= Í Ú x sin dx + Ú (4 - x )sin dx ˙
2 ÍÎ 0 2 2
2 ˙˚
È Ê
2
Í Ê cos np x ˆ np x ˆ
Á sin
1Í Á
= Í ( x) Á -
˜
2 - (1) - 2 ˜
˜ Á 2 2 ˜
2 np Á n p ˜
Í ÁË ˜
¯ ÁË ˜
ÍÎ 2 4 ¯ 0


Ê np x ˆ Ê np x ˆ ˙
cos Á sin
Á
+ (4 - x ) Á -
˜
2 - (-1) - 2 ˜ ˙
˜ Á 2 2 ˜ ˙
Á
np
˜ Á n p ˜ ˙
Ë ¯ ÁË ˜
2 4 ¯ 2˙
˚

1 È -2 x
2
Í Ê np x ˆ 4 Ê np x ˆ
cos Á +
Ë 2 ˜¯ n2p 2
sin Á
Ë 2 ˜¯
=
2 Í np
Î 0


-2(4 - x ) Ê np x ˆ 4 Ê np x ˆ
+ cos Á - ˙
Ë 2 ˜¯ n2p 2
sin Á
np Ë 2 ˜¯ 2˙
˚
1È 4 4 ˘
= Í - cos np + cos np ˙
2 Î np np ˚
=0

4 {
È (-1)n - 1
• } ˘˙ cos np x
Hence, f(x) = 1 + Â Í n2
p 2 n =1 Í ˙ 2
Î ˚
2.5 Fourier Series of Functions of Any Period 2.49

8 È1 px 1 3p x 1 5p x ˘
= 1- cos + 2 cos + 2 cos + L˙
2 Í 2
p Î1 2 3 2 5 2 ˚

8 1 (2 n + 1)p x
= 1-
p2
 (2 n + 1) 2
cos
2
...(1)
n=0

Putting x = 2 in Eq. (1),


• È ˘
8 1
2 = 1- 2 Â Í (2n + 1)2 ˙ cos (2n + 1)p
p n=0 Î ˚

8 1
2 = 1+
p 2 Â (2n + 1)2
n=0


8 1
1=
p2
 (2n + 1)2
n=0


p2 1
8
= Â (2n + 1)2
n=0

1 1 1 p2
+ + +L =
12 32 52 8

example 26
Find the Fourier series of f ( x ) = p x 0 < x <1
=0 1< x < 2
Solution
The Fourier series of f (x) with period 2l = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1

1 2l
2l Ú0
a0 = f ( x ) dx

1 1
( 2
= Ú p x dx + Ú 0 ◊ dx
2 0 1
)
2.50 Chapter 2 Fourier Series and Fourier Integral

1
1 p x2
=
2 2
0
1Êpˆ
=
2 ÁË 2 ˜¯
p
=
4
1 2l np x
l Ú0
an = f ( x ) cos dx
l
1 2
= Ú p x cos np x dx + Ú 0 ◊ cos np x dx
0 1
1
Ê sin np x ˆ Ê cos np x ˆ
= pxÁ -p Á- 2 2 ˜
Ë np ˜¯ Ë n p ¯ 0

È Ê cos np ˆ Ê cos 0 ˆ ˘
= Íp Á 2 2 ˜ - p Á 2 2 ˜ ˙ [Q sin np = sin 0 = 0]
Î Ë n p ¯ Ë n p ¯˚
1 ÈÎQ cos np = (-1)n , cos 0 = 1˘˚
= 2 [(-1)n - 1]
n p
1 2l np x
bn = Ú f ( x )sin dx
l 0 l
1 2
= Ú p x sin np x dx + Ú 0 ◊ sin np x dx
0 1
1
Ê cos np x ˆ Ê sin np x ˆ
= pxÁ- ˜ -p Á- 2 2 ˜
Ë np ¯ Ë n p ¯ 0
p cos np
=- [Q sin np = sin 0 = 0]
np
(-1)n ÈÎQ cos np = (-1)n ˘˚
=-
n

p 1 • È (-1)n - 1 ˘ •
(-1)n
Hence, f ( x) = + Â n2 Í ˙ cos np x - Â n sin np x
4 p Í
n =1 Î ˚˙ n =1

p 1Ê 2 2 ˆ
= + - cos p x - 2 cos3p x - L˜
4 p ÁË 12 3 ¯
Ê 1 1 1 ˆ
- Á - sin p x + sin 2p x - sin 3p x + L˜
Ë 1 2 3 ¯
2.5 Fourier Series of Functions of Any Period 2.51

example 27
Find the Fourier series of the periodic function with a period 2 of
f ( x) = p 0 £ x £1
= p (2 - x ) 1£ x £ 2 [Summer 2013]
Solution
The Fourier series of f(x) with period 2l = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1

1 2l
2l Ú0
a0 = f ( x ) dx

= ÈÍ Ú p dx + Ú p (2 - x ) dx ˘˙
1 1 2

2 Î 0 1 ˚
È 2 ˘
x2 ˙
= Í| x |10 + 2 x -
p
2 ÍÎ 2 1 ˙˚
pÈ Ê 1ˆ ˘
= Í(1) + ÁË 4 - 2 - 2 + ˜¯ ˙
2Î 2 ˚
3p
=
4
1 2l
an = Ú f ( x ) cos np x dx
l 0
1 2
= Ú p cos np x dx + Ú p (2 - x ) cos np x dx
0 1
1 2
Ê sin np x ˆ Ê sin np x ˆ Ê cos np x ˆ
= pÁ + p (2 - x ) Á - (-p ) Á - 2 2 ˜
Ë np ˜¯ 0 Ë np ˜¯ Ë n p ¯ 1

Ê cos 2 np cos np ˆ
= Á- + 2 ˜ [Q sin np = sin 0 = 0]
Ë n2p n p ¯
1
= 2 ÈÎ(-1)n - 1˘˚ ÈÎQ cos np = (-1)n , cos 2 np = 1˘˚
n p
1 2l
bn = Ú f ( x ) sin np x dx
l 0
1 2
= Ú p sin np x dx + Ú p (2 - x )sin np x dx
0 1
2.52 Chapter 2 Fourier Series and Fourier Integral

1 2
Ê cos np x ˆ Ê cos np x ˆ Ê sin np x ˆ
= p Á- ˜ + p (2 - x ) Á - ˜ - (-p ) Á - 2 2 ˜
Ë np ¯ 0 Ë np ¯ Ë n p ¯ 1

È Ê cos np ˆ Ê cos 0 ˆ Ê cos np ˆ ˘


= Íp Á - ˜¯ + p ÁË ˜¯ + p ÁË - ˜˙ [Q sin np = sin 0 = 0]
Î Ë np np np ¯ ˚
Ê 2 cos np ˆ Ê cos 0 ˆ
= Á- ˜ +Á ˜
Ë n ¯ Ë n ¯
1 - 2(-1)n ÈÎQ cos np = (-1)n , cos 0 = 1˘˚
=
n
3p 1 • È ( -1)n - 1 ˘ • È
1 - 2( -1)n ˘
Hence, f ( x ) = + ÂÍ ˙ cos np x + Â Í ˙ sin np x
4 p n =1 ÎÍ n2 ˚˙ Í
n =1 Î n ˚˙
3p 2 Ê cos p x cos3p x cos 5p x ˆ
= - Á 2 + + + L˜
4 pË 1 32
5 2 ¯
Ê3 1 3 ˆ
+ Á sin p x - sin 2p x + sin 3p x - L˜
Ë1 2 3 ¯

example 28
Find the Fourier series of f ( x ) = p x 0 £ x <1
=0 x =1
= p ( x - 2) 1< x £ 2
p 1 1 1
Hence, deduce that = - + -K
4 1 3 5
Solution
The Fourier series of f (x) with period 2l = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1

1 2l
2l Ú0
a0 = f ( x ) dx

= ÈÍ Ú p x dx + Ú p ( x - 2) dx ˘˙
1 1 2

2Î 0 1 ˚
2.5 Fourier Series of Functions of Any Period 2.53

È 1 2˘
1 Í x2 x2
= p +p - 2x ˙
2Í 2 2 ˙
Î 0 1˚

=0
1 2l np x
an = Ú
l 0
f ( x ) cos
l
dx
1 2
= Ú p x cos np x dx + Ú p ( x - 2) cos np x dx
0 1

È Ê sin np x ˆ Ê cos np x ˆ
1
Ê sin np x ˆ Ê cos np x ˆ ˘˙
2
Í
= p xÁ ˜ - (1) ÁË - 2 2 ˜¯ + ( x - 2) ÁË np ˜¯ - (1) ÁË - 2 2 ˜¯
Í Ë np ¯ n p n p ˙
Î 0 1˚

È cos np cos 0 cos 2 np cos np ˘


= p Í 2 2 - 2 2 + 2 2 - 2 2 ˙ [Q sin np = sin 0 = 0]
În p n p n p n p ˚
= 0 [Q cos 0 = cos 2 np = 1]
1 2l np x
l Ú0
bn = f ( x )sin dx
l
1 2
= Ú p x sin np x dx + Ú p ( x - 2)sin np x dx
0 1

È Ê cos np x ˆ Ê sin np x ˆ
1
Ê cos np x ˆ Ê sin np x ˆ ˘
2
= p Í xÁ- - (1) - + ( x - 2) - - (1) - ˜ ˙
Í Ë np ˜¯ ÁË ˜
n2p 2 ¯ 0
ÁË np ˜¯ ÁË
n2p 2 ¯ 1 ˙
Î ˚
È cos np cos np ˘
= p Í- - [Q sin 2 np = sin np = sin 0 = 0]
Î np np ˙˚
2(-1)n ÈÎQ cos np = (-1)n ˘˚
=-
n
• È
( -1)n ˘
Hence, f ( x ) = 2Â Í - ˙ sin np x
n =1 Í
Î n ˙˚
Ê1 1 1 1 1 ˆ
= 2 Á sin p x - sin 2p x + sin 3p x - sin 4p x + sin 5p x - L˜ … (1)
Ë1 2 3 4 5 ¯
1
Putting x = in Eq. (1),
2
Ê 1ˆ Ê1 p 1 1 3p ˆ
f Á ˜ = 2 Á sin - sin p + sin - L˜
Ë 2¯ Ë1 2 2 3 2 ¯
p Ê1 1 1 ˆ
= 2 Á - + - K˜
2 Ë 1 3 5 ¯
p 1 1 1
= - + -K
4 1 3 5
2.54 Chapter 2 Fourier Series and Fourier Integral

example 29
Find the Fourier series of f ( x ) = x -1 < x < 0
=2 0 < x <1 [Winter 2012]
Solution
The Fourier series of f(x) with period 2l = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1

l
1
2l -Úl
a0 = f ( x ) dx

1Ê ˆ
0 1
= Á Ú x dx + Ú 2 dx ˜
2 Ë -1 0 ¯
È ˘0
1 x2
= Í + 2x 0 ˙
1
2 ÍÎ 2-1 ˙˚
1È 1 ˘
= Í- + 2 ˙
2Î 2 ˚
3
=
4
1 l np x
l Ú- l
an = f ( x ) cos dx
l
= ÈÍ Ú x cos np x dx + Ú 2 cos np x dx ˘˙
1 0 1

1 Î -1 0 ˚
0 1
Ê sin np x ˆ Ê cos np x ˆ sin np x
= xÁ - (1) Á - 2 2 ˜ +2
Ë np ˜¯ Ë n p ¯ np 0
-1

cos 0 cos np
= 2 2
- [Q sin np = sin 0 = 0]
n p n2p 2
1
= 2 2 ÈÎ1 - (-1)n ˘˚ ÈÎQ cos 0 = 1, cos np = (-1)n ˘˚
n p
2.5 Fourier Series of Functions of Any Period 2.55

1 l np x
bn =
l Ú - l
f ( x )sin
l
dx

1È 0 ˘
1
= Í Ú x sin np x dx + Ú 2 sin np x dx ˙
1 ÍÎ -1 0 ˙˚
0 1
Ê cos np x ˆ Ê sin np x ˆ cos np x
= xÁ- ˜¯ - (1) Á - 2 2 ˜ +2 -
Ë np Ë n p ¯ np 0
-1
cos np 2 cos np 2 cos 0
=- - + [Q sin np = sin 0 = 0]
np np np
1 È
Î -3( -1) + 2 ˘˚ ÈÎQ cos np = ( -1) , cos 0 = 1˘˚
n n
=
np
1 È
Î2 - 3( -1) ˘˚
n
=
np
3 1 È 1 - ( -1)n ˘

1 • È 2 - 3( -1)n ˘
Hence, f ( x) = +
4 p2
 ÍÍn2 ˙˚
˙ cos np x + Â Í n ˙˙ sin np x
p n =1 ÍÎ
n =1 Î ˚
3 1 Ê2 2 2 ˆ
= + 2 Á 2 cos p x + 2 cos 3p x + 2 cos 5p x + L˜
4 p 1Ë 3 5 ¯
1Ê5 1 5 1 ˆ
+ Á sin p x - sin 2p x + sin 3p x - sin 4p x + L˜
p Ë1 2 3 4 ¯
3 2 Ê1 1 1 ˆ
= + ÁË 2 cos p x + 2 cos 3p x + 2 cos 5nx + L˜¯
4 p2 1 3 5
5Ê 1 ˆ 1Ê1 1 ˆ
+ Á sin p x + sin 3p x + L˜¯ - ÁË sin 2p x + sin 4p x + L˜¯
pË 3 p 2 4

example 30
Find the Fourier series of f ( x ) = 4 - x 3< x< 4
= x-4 4< x<5
Solution
The Fourier series of f (x) with period 2l = 5 – 3 = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1
2.56 Chapter 2 Fourier Series and Fourier Integral

1 c + 2l
2l Úc
a0 = f ( x )dx

1 5
= Ú f ( x )dx
2 3
= ÈÍ Ú (4 - x )dx + Ú ( x - 4)dx ˘˙
1 4 5

2Î 3 4 ˚
È 4 5 ˘
1 x2 x2
= Í 4x - + - 4x ˙
2Í 2 2 ˙
Î 3 4˚

1 ÈÏÊ 16 ˆ Ê 9 ˆ ¸ ÏÊ 25 ˆ Ê 16 ˆ ¸˘
= ÍÌÁË 16 - ˜¯ - ÁË 12 - ˜¯ ˝ + ÌÁË - 20˜¯ - ÁË - 16˜¯ ˝˙
2 ÎÍÓ 2 2 ˛ Ó 2 2 ˛˚˙
1
=
2
1 c + 2l np x
an = Ú f ( x ) cos dx
l c l
4 5
= Ú (4 - x ) cos np x dx + Ú ( x - 4) cos np x dx
3 4
4 5
Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ Ê cos np x ˆ
= (4 - x ) Á - ( -1) Á - 2 2 ˜ + ( x - 4) Á - (1) Á - 2 2 ˜
Ë np ˜¯ Ë n p ¯3 Ë np ˜¯ Ë n p ¯ 4
1 1
=- (cos 4 np - cos3np ) + (cos 5np - cos 4 np ) [Q sin 3np = sin 5np = 0]
n2p 2 n2p 2
1
=- [( -1)4 n - ( -1)3n - ( -1)5n + ( -1)4 n ]
n2p 2
2
= 2 2 [( -1)n - 1]
n p
1 c + 2l np x
bn = Ú f ( x )sin dx
l c l
4 5
= Ú (4 - x )sin np x dx + Ú ( x - 4)sin np x dx
3 4
4
Ê cos np x ˆ Ê sin np x ˆ
= (4 - x ) Á - - ( -1) Á - 2 2 ˜
Ë np ˜¯ Ë n p ¯ 3
5
Ê cos np x ˆ Ê sin np x ˆ
+ ( x - 4) Á - ˜ - ( -1) Á - 2 2 ˜
Ë np ¯ Ë n p ¯ 4
1 1
= cos 3np - cos 5np [Q sin 4 np = sin 3np = sin 5np = 0]
np np
= 0 ÈÎQ cos 3np = cos 5np = ( -1)n ˘˚
2.5 Fourier Series of Functions of Any Period 2.57

1 2 • È (-1)n - 1 ˘
Hence, f ( x ) = +
2 p2
 ÍÎ n2 ˙˚ cos np x
n =1

1 2 Ê 2 2 2 ˆ
= + ÁË - 2 cos p x - 2 cos 3p x - 2 cos 5p x - L˜¯
2 p2 1 3 5
1 4 Ê1 1 1 ˆ
= - 2 Á 2 cos p x + 2 cos 3p x + 2 cos 5p x + L˜
2 p Ë1 3 5 ¯

example 31
Find the Fourier series of f ( x ) = 0 -5< x < 0
=3 0< x<5
Solution
The Fourier series of f (x) with period 2l = 10 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l

np x • np x
= a0 + Â an cos + Â bn sin
n =1 5 n =1 5
1 l
2l Ú - l
a0 = f ( x )dx

=
1 0
10 -5
(
Ú
5
0 dx + Ú 3dx
0
)
1 5
= 3x 0
10
1
= (15)
10
3
=
2
1 l np x
an = Ú f ( x ) cos dx
l -l l
1Ê 0 np x 5 np x ˆ
= Á Ú 0 ◊ cos dx + Ú 3cos dx ˜
5 Ë -5 5 0 5 ¯
5
3 5 np x
= sin
5 np 5 0
=0 [Q sin np = sin 0 = 0]
2.58 Chapter 2 Fourier Series and Fourier Integral

1 l np x
bn =
l Ú - l
f ( x )sin
l
dx

1Ê 0 np x 5 np x ˆ
= Á Ú 0 ◊ sin dx + Ú 3 sin dx ˜
5 Ë -5 5 0 5 ¯
5
3 5 Ê np x ˆ
= - cos
5 np ÁË 5 ˜¯ 0
3
= [ - cos np + cos 0]
np
3
= [1 - (-1)n ] ÈÎQ cos np = (-1)n ,cos 0 = 1˘˚
np
3 3 • È 1 - (-1)n ˘ np x
Hence, f ( x) = + ÂÍ ˙ sin
2 p Í
n =1 Î n ˚˙ 5
3 3Ê2 px 2 3p x ˆ
= + Á sin + sin + L˜
2 p Ë1 5 3 5 ¯

example 32
Find the Fourier series of f ( x ) = x -1 < x < 0
Solution = x+2 0 < x <1
The Fourier series of f (x) with period 2l = 2 is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
• •
= a0 + Â an cos np x + Â bn sin np x
n =1 n =1

1 l
a0 = Ú f ( x ) dx
2l - l
= ÈÍ Ú xdx + Ú ( x + 2)dx ˘˙
1 0 1

2Î -1 0 ˚
È 2 0 1˘
1 x x2
= Í + + 2x ˙
2Í 2 2 ˙
Î -1 0˚

1È 1 Ê1 ˆ˘
= Í - + Á + 2˜ ˙
2Î 2 Ë 2 ¯˚
=1
2.5 Fourier Series of Functions of Any Period 2.59

1 l np x
an =
l Ú - l
f ( x ) cos
l
dx

= ÈÍ Ú x cos np x dx + Ú ( x + 2) cos np x dx ˙˘
0 1

Î - 1 0 ˚
0 1
Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ Ê cos np x ˆ
= xÁ ˜ - (1) Á - 2 2 ˜ + ( x + 2) Á ˜ - (1) Á - 2 2 ˜
Ë np ¯ Ë n p ¯ -1
Ë np ¯ Ë n p ¯ 0

È Ï cos 0 cos( - np ) ¸ Ï cos np cos 0 ¸ ˘


= ÍÌ 2 2 - ˝+Ì - 2 2 ˝˙ [Q sin np = sin(- np ) = sin 0 = 0]
ÎÓ n p n2p 2 ˛ Ó n2p 2 n p ˛˚
=0 [Q cos(- np ) = cos np ]
1 l np x
bn =
l Ú - l
f ( x )sin
l
dx

= ÈÍ Ú x sin np x dx + Ú ( x + 2)sin np x dx ˘˙
0 1

Î - 1 0 ˚
0 1
Ê cos np x ˆ Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ
= xÁ- ˜ - (1) Á - 2 2 ˜ + ( x + 2) Á - ˜ - (1) Á - 2 2 ˜
Ë np ¯ Ë n p ¯ -1
Ë np ¯ Ë n p ¯ 0

È Ï cos( - np ) ¸ Ï Ê cos np ˆ Ê cos 0 ˆ ¸ ˘ ÈQ sin np = sin( - np )˘


= ÍÌ- ˝ + Ì3 ÁË - ˜¯ - 2 ÁË - ˜ ˝˙
ÍÎ Ó np ˛ Ó np np ¯ ˛ ˙˚ ÍÎ = sin 0 = 0 ˙˚
È -( -1)n 3( -1)n 2 ˘
=Í - + ˙ ÈÎQ cos( - np ) = cos np = ( -1)n , cos 0 = 1˘˚
ÍÎ np np np ˚˙
2
= [1 - 2( -1)n ]
np
2 • È 1 - 2(-1)n ˘
Hence, f ( x) = 1 + ÂÍ ˙ sin np x
p Í
n =1 Î n ˚˙
2 Ê3 1 3 ˆ
= 1+ ÁË sin p x - sin 2p x + sin 3p x - L˜¯
p 1 2 3

exercIse 2.1
Find the Fourier series of the following functions:
1. f (x) = ex 0 < x < 2p
È e 2p - 1 È 1 • cos nx - n sin nx ˘ ˘
Í Ans. : Í +Â ˙˙
Î p Î 2 n =1 n2 + 1 ˚˚
2.60 Chapter 2 Fourier Series and Fourier Integral

2. f (x) = 1 0<x <p


=2 p < x < 2p

Hence, deduce that p = 1 - 1 + 1 - 1 + K


4 3 5 7

È 3 2 • È(-1)n - 1˘ ˘
Í Ans. : + ÂÍ ˙ sin nx ˙
ÎÍ 2 p n =1 Î n ˚ ˚˙

3. f (x) = x 0<x <p


= 2p - x p < x < 2p
È p 2 • È(-1)n - 1˘ ˘
Í Ans. : + ÂÍ 2 ˙ cos nx ˙
ÎÍ 2 p n =1 Î n ˚ ˚˙

4. f (x) = 1 -p < x £ 0
= -2 0<x £p
È 1 6 • sin(2n + 1)x ˘
Í Ans. : - - Â ˙
Î 2 p n = 0 2n + 1 ˚

5. f (x) = - x -p < x £ 0
=0 0<x£p

È p 2 • cos(2n + 1)x •
(-1)n -1 ˘
Í Ans. : - Â -Â sin nx ˙
Î 4 p n = 0 (2n + 1)2
n =1 n ˚
1
6. f (x) = -p < x < 0
2
x
= 0<x <p
p
È 1 2 •
cos(2n - 1)x 1 • 1 ˘
Í Ans. : 2 - 2 Â (2 n - 1)2
- Â sin2nx ˙
2 n
Î p n =1 n =1 ˚
7. f (x) = x - p -p < x < 0
=p -x 0<x <p
2.5 Fourier Series of Functions of Any Period 2.61

p2 1 1 1
Hence, deduce that = + + +K
8 12 32 52
È p 4 • 1 •
1 ˘
Í Ans. : - 2 + p  cos(2n + 1)x + 4 Â
+
sin(2n + 1)x ˙
Î n=0 (2 n + 1)2
n=0 2 n 1 ˚
8. f (x) = cos x -p < x < 0
= sin x 0<x <p

È 1 1 2 • 1 4 • n ˘
Í Ans. : p + 2 (cos x + sin x) - p  2 cos 2nx -  2 sin2nx ˙
Î n =1 4 n - 1 p n =1 4 n - 1 ˚

x2
9. f (x) = 2 - 0£x£2
2
È 4 2 •
1 2 • 1 ˘
Í Ans. : - 2
Î 3 p
Ân
n=0
2
cos np x + Â
p n =1 n
sin np x ˙
˚
1
10. f (x) = (p - x) 0<x<2
2
È 1 • 1 ˘
Í
Î
Ans. : (p - 1) + Â
p n =1 n
sin np x ˙
˚
11. f (x) = 1 0 < x <1
=2 1< x < 2
È 2 • 1 ˘
Í Ans. : 3 - Â
p n =1 (2n - 1)
sin(2n - 1)p x ˙
Î ˚
12. f (x) = x 0 < x <1
=0 1< x < 2
È 1 1 •
È(-1)n - 1˘ 1 • (-1)n -1 ˘
Í Ans. : + 2
4
ÂÍ
n =1 Î n 2 ˙ cos np x + Â
n
sin np x ˙
Î p ˚ p n =1 ˚

13. f (x) = 2 -2< x < 0


=x 0<x<2
È 3 2 •
È(-1)n - 1˘ cos np x 2 • 1 np x ˘
Í Ans. : + 2
2 p
 Í
n =1 Î n 2 ˙
2
- Â sin
p n =1 n 2 ˚
˙
Î ˚
2.62 Chapter 2 Fourier Series and Fourier Integral

2.6 FourIer serIes oF even And odd FunctIons


A function f (x) is said to be even if f (–x) = f (x) and odd if f (–x) = – f (x) for all x,
(Fig. 2.2).
f (x) f (x)

x x

f (x) = cosx f (x) = x 2

Even functions
f (x) f (x)

x
x
f (x) = sinx
f (x) = x 3
Odd functions
Fig. 2.2 Even and odd functions

Properties of even and odd Functions


(i) The product of two even functions is even.
(ii) The product of two odd functions is even.
(iii) The product of an even function and an odd function is odd.
(iv) The sum or difference of two even functions is even.
(v) The sum or difference of two odd functions is odd.
l l
(vi) If f (x) is even, Ú-l f ( x) dx = 2 Ú0 f ( x) dx
l
(viii) If f (x) is odd, Ú-l f ( x) dx = 0
We know that the Fourier series of a function f (x) in the interval (–l, l) is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
1 l
2l Úl
where a0 = f ( x ) dx

1 l np x
an = Ú f ( x ) cos dx
l -l l
1 l np x
bn = Ú f ( x )sin dx
l -l l
2.6 Fourier Series of Even and Odd Functions 2.63

l l
case I When f (x) is an even function, Ú-l f ( x) dx = 2 Ú0 f ( x) dx
1 l
l Ú0
a0 = f ( x ) dx

Since the product of two even functions is even,


2 l np x
an =
l Ú0
f ( x )cos
l
dx

Since the product of an even function and an odd function is odd,


bn = 0
Corollary The Fourier series of an even function f (x) in the interval (–p, p) is given
by

f ( x ) = a0 + Â an cos nx
n =1
1 p
where a0 = Ú f ( x ) dx
p 0
2 p
an = Ú f ( x ) cos nx dx
p 0

case II When f (x) is an odd function,


a0 = 0 and an = 0
2 l np x
bn =
l Ú0
f ( x )sin
l
dx

Corollary The Fourier series of an odd function f (x) in the interval (–p, p) is given
by

f ( x ) = Â bn sin nx
n =1

where a0 = 0 and an = 0
2 p
p Ú0
bn = f ( x )sin nx dx

Thus, the Fourier series of an even function consists entirely of cosine terms while the
Fourier series of an odd function consists entirely of sine terms.

example 1
Find the Fourier series of f(x) = x in –p < x < p. [Summer 2014]
2.64 Chapter 2 Fourier Series and Fourier Integral

Solution
f (- x ) = - x -p < - x < p
f (- x ) = - f ( x ) p > x > -p or -p < x < p
f(x) = x is an odd function.
Hence, a0 = 0 and an = 0
The Fourier series of an odd function with period 2p is given by

f ( x ) = Â bn sin nx
n =1

2 p
bn =
p Ú0 f ( x )sin nx dx

2 p
=
p Ú0 x sin nx dx
p
2 Ê cos nx ˆ Ê sin nx ˆ
= xÁ- ˜¯ - (1) Á - 2 ˜
p Ë n Ë n ¯ 0
2È cos np ˘
=
pÍÎ-p n ˙˚ [Q sin np = sin 0 = 0 ]
2
= - (-1)n ÈÎQ cos np = (-1)n ˘˚
n

2
Hence, f ( x ) = Â - (-1)n sin nx
n =1 n

Ê sin 2 x sin 3 x ˆ
x = 2 Á sin x - + - L˜
Ë 2 3 ¯

example 2
Find the Fourier series of f (x) = x2 in the interval (–p, p). Hence, deduce
p2 1 1 1
that = 2 - 2 + 2 -K [Summer 2016]
12 1 2 3
Solution
f (x) = x2 is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1
2.6 Fourier Series of Even and Odd Functions 2.65

1 p
a0 =
p Ú0 f ( x )dx

1 p
Ú0 x
2
= dx
p
p
1 x3
=
p 3
0

1 Êp 3ˆ
= Á ˜
pË 3¯
p2
=
3
2 p
an = Ú f ( x ) cos nx dx
p 0
2 p
= Ú x 2 cos nx dx
p 0
p
2 2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= x Á - 2x Á - 2 ˜ + 2 Á - 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯0
4
= cos np [Q sin np = sin 0 = 0]
n2
4 ÈÎQ cos np = (-1)n ˘˚
= (-1)n
n2

p2 (-1)n
Hence, f ( x) = + 4 Â 2 cos nx
3 n =1 n

p2 Ê 1 1 1 ˆ
x2 = + 4 Á - 2 cos x + 2 cos 2 x - 2 cos3 x + L˜ … (1)
3 Ë 1 2 3 ¯
Putting x = 0 in Eq. (1),
p2 Ê 1 1 1 ˆ
0= + 4 Á - 2 + 2 - 2 + K˜
3 Ë 1 2 3 ¯
p2 1 1 1
= 2 - 2 + 2 -K
12 1 2 3

example 3
Find the Fourier series of f (x) = x3 in the interval (–p, p).
Solution
f (x) = x3 is an odd function.
2.66 Chapter 2 Fourier Series and Fourier Integral

Hence, a0 = 0 and an = 0
The Fourier series of an odd function with period 2p is given by

f ( x ) = Â bn sin nx
n =1

2 p
bn =
p Ú0 f ( x )sin nx dx

2 p
Ú0 x
3
= sin nx dx
p
p
2 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= x3 Á - ˜ - 3x2 Á - 2 ˜ + 6 x Á 3 ˜ - 6 Á 4 ˜
p Ë n ¯ Ë n ¯ Ë n ¯ Ë n ¯0
2 Ê 3 cos np cos np ˆ
= -p + 6p [Q sin np = sin 0 = 0]
p ÁË n n3 ¯
˜

Ê p2 6 ˆ
= 2(-1)n Á - + 3˜ ÈÎQ cos np = (-1)n ˘˚
Ë n n ¯
• Ê p2 6 ˆ
Hence, f ( x ) = 2 Â (-1)n Á - + sin nx
n =1
Ë n n3 ˜¯
• •
(-1)n (-1)n
= -2p 2 Â sin nx + 6 Â 3 sin nx
n =1 n n =1 n

Ê 1 1 ˆ
x 3 = 2p 2 Á sin x - sin 2 x + sin 3 x - L˜
Ë 2 3 ¯
Ê 1 1 ˆ
- 6 Á sin x - 3 sin 2 x + 3 sin 3 x - L˜
Ë 2 3 ¯

example 4
p 2 x2
Find the Fourier series of f ( x ) = - in the interval ( –p, p ) and
12 4
p2 1 1 1
deduce that = 2 - 2 + 2 -K .
12 1 2 3
Solution
p 2 x2
f ( x) = - is an even function.
12 4
Hence, bn = 0
2.6 Fourier Series of Even and Odd Functions 2.67

The Fourier series of an even function with period 2p is given by



f ( x ) = a0 + Â an cos nx
n =1

1 p
a0 =
p Ú0 f ( x ) dx

pÊp x2 ˆ
2
1
=
p Ú0 ÁË 12 - 4 ˜¯
dx

p
1 p 2 x x3
= -
p 12 12
0

1 Êp p 3 3ˆ
= ÁË - ˜
p 12 12 ¯
=0
2 p
an =
p Ú0 f ( x ) cos nx dx

pÊp x2 ˆ
2
2
=
p Ú0 ÁË 12 - 4 ˜¯
cos nx dx

p
2 Ê p 2 x 2 ˆ Ê sin nx ˆ Ê x ˆ Ê cos nx ˆ Ê 1 ˆ Ê sin nx ˆ
= Á - - - - 2 ˜ +Á- ˜ Á- 3 ˜
p Ë 12 4 ˜¯ ÁË n ˜¯ ÁË 2 ˜¯ ÁË n ¯ Ë 2¯ Ë n ¯
0
2Ê p ˆ
= Á - 2 cos np ˜ [Q sin np = sin 0 = 0]
p Ë 2n ¯
-(-1)n ÈÎQ cos np = (-1)n ˘˚
=
n2

-(-1)n
Hence, f ( x ) = Â n2
cos nx
n =1

p 2 x2 1 1 1
- = 2 cos x - 2 cos 2 x + 2 cos3 x -K … (1)
12 4 1 2 3
Putting x = 0 in Eq. (1),

p2 1 1 1
= 2 - 2 + 2 -K
12 1 2 3

example 5
Find the Fourier series of f (x) = sin ax in the interval (–p, p).
2.68 Chapter 2 Fourier Series and Fourier Integral

Solution
f (–x) = sin a (–x) = – sin ax
f (–x) = –f (x)
f (x) = sin ax is an odd function.
Hence, a0 = 0 and an = 0
The Fourier series of an odd function with period 2p is given by

f ( x ) = Â bn sin nx
n =1
2 p
bn =
p Ú0 f ( x )sin nx dx

2 p
=
p Ú0 sin ax sin nx dx
1 p
=
p Ú0 [cos(n - a) x - cos(n + a) x]dx
p
1 sin(n - a ) x sin(n + a ) x
= -
p n-a n+a 0
1 È sin( n - a) p sin(n + a)p ˘
= - [Q sin 0 = 0]
p ÍÎ n - a n + a ˙˚
1 Ê sin np cos ap - sin ap cos np sin np cos ap + sin ap cos np ˆ
= Á - ˜¯
pË n-a n+a
1 È -(-1)n sin ap (-1)n sin ap ˘
= Í - ˙ ÈÎQ sin np = 0, cos np = (-1)n ˘˚
p ÍÎ n-a n+a ˙˚
-(-1)n sin ap Ê 1 1 ˆ
= ÁË + ˜
p n - a n + a¯
2 n(-1)n sin ap
=
p (a 2 - n2 )

2 sin ap (-1)n n
Hence, f ( x ) =
p
 a2 - n2 sin nx
n =1
2 sin ap È 1 2 3 ˘
sin ax = - Í 2 2 sin x - 2 2
sin 2 x + 2 2
sin 3 x - L˙
p Î a -1 a -2 a -3 ˚

example 6
Find the Fourier series of f (x) = x sin x in the interval (–p, p). Hence,
p -1 1 1 1
deduce that = - + -K
4 1◊ 3 3 ◊ 5 5 ◊ 7
2.6 Fourier Series of Even and Odd Functions 2.69

Solution
f (–x) = –x sin (–x)
= x sin x
= f (x)
f (x) = x sin x is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
p Ú0
a0 = f ( x )dx

1 p
= Ú x sin x dx
p 0
1 p
= x(- cos x ) - (- sin x ) 0
p
1
=
p
[p (- cos p )] [Q sin p = sin 0 = 0]
= 1 [Q cos p = -1]
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
=
p Ú0 x sin x cos nx dx
1 p
=
p Ú0 x[sin(n + 1) x - sin(n - 1) x] dx
p
1 È cos( n + 1) x cos(n - 1) x ˘ È sin(n + 1) x sin(n - 1) x ˘
= x Í- + ˙ - Í- 2
+ ˙ ,n π 1
p Î n +1 n -1 ˚ Î (n + 1) (n - 1)2 ˚
0

1 È cos( n + 1)p cos(n - 1)p ˘


= Í-p +
+p
n - 1 ˙˚
,n π 1 [Q sin(n + 1)p = sin(n - 1)p = 0]
p Î n 1
(-1)n (-1)n ÈÎQ cos( n + 1)p = cos(n - 1)p = -(-1)n ˘˚
= -
n +1 n -1
-2(-1)n
=
n2 - 1
2(-1)n +1
= , n π1
n2 - 1
For n = 1,
2.70 Chapter 2 Fourier Series and Fourier Integral

2 p
a1 =
p Ú0 x sin x cos x dx
1 p
=
p Ú0 x sin 2 x dx
p
1 cos 2 x sin 2 x
= -x +
p 2 4 0
1Ê cos 2p ˆ
= Á -p ˜ [Q sin 2p = sin 0 = 0]
pË 2 ¯
1
=- [Q cos 2p = 1]
2
1 •
(-1)n +1
Hence, f ( x) = 1 - + 2Â 2 cos nx
2 n=2 n - 1

1 •
(-1)n +1
x sin x = + 2Â 2 cos nx
2 n=2 n - 1
1 Ê1 1 1 ˆ
= - 2 Á cos 2 x - cos3 x + cos 4 x - L˜ … (1)
2 Ë3 8 15 ¯
p
Putting x = in Eq. (1),
2
p p 1 Ê 1 1 3p 1 ˆ
sin = + 2 Á - cos p + cos - cos 2p + L˜
2 2 2 Ë 3 8 2 15 ¯
p 1 2 2
= - cos p - cos 2p - K
2 2 3 15
p -1 1 1
= - +K
4 1◊ 3 3 ◊ 5

example 7
Find the Fourier series of f (x) = cosh ax in the interval (–p, p).
Solution
f (–x) = cosh a(–x)
= cosh ax
= f (x)
f (x) = cosh ax is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1
2.6 Fourier Series of Even and Odd Functions 2.71

1 p
a0 =
p Ú0 f ( x ) dx

1 p
=
p Ú0 cosh ax dx
1 pÊ e ax + e - ax ˆ
=
p Ú0 ÁË 2 ˜ dx
¯
p
1 e ax e - ax
= +
2p a -a
0

=
1
2p a
(
e ap - e - ap )
sinh ap
=
pa
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
=
p Ú0 cosh ax cos nx dx
2 pÊ eax + e - ax ˆ
=
p Ú0 ÁË 2 ˜ cos nx dx
¯
1
cos nx + e - ax cos nx )dx
p
= Ú0 (e
ax
p
p
1 e ax e - ax
= ( a cos nx + n s i n nx ) + (- a cos nx + n sin nx )
p a 2 + n2 a 2 + n2 0
a cos np
= (e ap - e - ap ) [Q sin np = sin 0 = 0]
p (a 2 + n2 )
a cos np
= 2 sinh ap
p (a 2 + n2 )
(-1)n 2 a sinh ap
=
p (a 2 + n2 )

sinh ap 2 a (-1)n
Hence, f ( x ) = + sinh ap  2 2
cos nx
pa p n =1 a + n

example 8
Find the Fourier series of f(x) = e–|x| in the interval (–p, p).
2.72 Chapter 2 Fourier Series and Fourier Integral

Solution
f (x) = e–|x|
f (–x) = e –|–x|
= e–|x| = f (x)
–|x|
f (x) = e is an even function.
Hence, bn = 0
f (x) = e x –p < x < 0
= e– x 0<x<p
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1
1 p
p Ú0
a0 = f ( x ) dx

1 p -x
p Ú0
= e dx

1 p
= -e- x
p 0

1
= (1 - e -p )
p
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p -x
=
p Ú0 e cos nx dx
p
2 e- x
= (- cos nx + n sin nx )
p n2 + 1
0
2 Èe -p (- cos np ) + cos 0 ˘ [Q sin np = sin 0 = 0, cos 0 = 1]
=
p (n + 1) Î
2 ˚
2
= [1 - (-1)n e -p ]
p (n2 + 1)
1 2 • È 1 - (-1)n e -p ˘
Hence, f ( x ) = (1 - e -p ) + ÂÍ ˙ cos nx
Í n + 1 ˚˙
2
p p n =1 Î

example 9
Find the Fourier series of f (x) = |cos x| in the interval (–p, p).
Solution
f (x) = |cos x| is an even function.
2.6 Fourier Series of Even and Odd Functions 2.73

Hence, bn = 0
p
f (x) = cos x 0< x<
2
p
= –cos x < x<p
2
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
a0 =
p Ú0 f ( x ) dx

1 È p p ˘
= Í Ú 2 cos x dx + Ú p (- cos x )dx ˙
p ÍÎ 0 2 ˙˚

1 È p ˘
Í sin x 2 - sin x p ˙
p
=
p ÍÎ 0

˙

1 È p Ê p ˆ˘
= Ísin - ÁË sin p - sin ˜¯ ˙
p Î 2 2 ˚
2 È p ˘
= ÍÎQ sin 2 = 1, sin p = 0 ˙˚
p
2 p
an =
p Ú0 f ( x ) cos nx dx

2È 2 ˘
p
p
= Í Ú cos x cos nx dx + Ú p (- cos x ) cos nx dx ˙
p ÍÎ 0 2 ˙˚
È p
1 ˘
Í Ú 2 {cos( n + 1) x + cos(n - 1) x} dx - Ú p {cos(n + 1) x + cos( n - 1) x}dx ˙
p
=
-
ÍÎ
p 0
2 ˙˚
È p
p ˘
1 Í sin( n + 1) x sin(n - 1) x 2 sin(n + 1) x sin(n - 1) x ˙
= Í + - + , n π1
p n +1 n -1 0 n +1 n -1 p ˙
ÍÎ ˙

È ˘ È Ê np p ˆ np ˘
cos
np
cos
np
ÍQ sin ÁË + ˜ = cos ˙
2Í 2 - 2 ˙ Í 2 2¯ 2 ˙
= Í ˙, n π 1
p Î n +1 n -1 ˚ Í Ê np p ˆ np ˙
Í sin Á - ˜ = - cos ˙
ÍÎ Ë 2 2¯ 2 ˙˚
4 np
=- 2
cos , n π1
p (n - 1) 2
2.74 Chapter 2 Fourier Series and Fourier Integral

For n = 1,
2 È p p ˘
a1 = Í Ú 2 cos2 x dx + Ú p (- cos2 x )dx ˙
p ÍÎ 0 2 ˙˚

2 È p Ê 1 + cos 2 x ˆ p Ê 1 + cos 2 x ˆ ˘
= ÍÚ 2 Á ˜ dx - Ú p Á ˜¯ dx ˙
p ÍÎ 0 Ë 2 ¯ Ë 2 ˙˚
2

È p
p ˘
=
1 Í x + sin 2 x 2 - x + sin 2 x ˙
p Í 2 0 2 p˙
ÍÎ 2˙
˚
1 Èp Ê p ˆ˘
= Í - ÁË p - ˜¯ ˙ [Q sin p = sin 2p = 0]
p Î2 2 ˚
=0
2 4 • 1 np
Hence, f ( x) = - Â 2 cos cos nx
p p n=2 n - 1 2
2 4Ê 1 1 1 ˆ
| cos x | = - - cos 2 x + cos 4 x - cos 6 x + K˜
p p ÁË 3 15 35 ¯
2 4 Ê1 1 1 ˆ
= + Á cos 2 x - cos 4 x + cos 6 x - K˜
p p Ë3 15 35 ¯

example 10
Find the Fourier series of f (x) = |x| in the interval [–p, p].
p2 1 1 1
Hence, deduce that = 2 + 2 + 2 +K [Winter 2016]
8 1 3 5
Solution
f (x) = |x| –p < x < p
i.e., f ( x) = - x -p < x £ 0
=x 0£ x<p
f (x) = |x| is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1
2.6 Fourier Series of Even and Odd Functions 2.75

1 p
a0 =
p Ú0 f ( x )dx

1 p
=
p Ú0 x dx
p
1 x2
=
p 2
0

1 Êp ˆ 2
= Á ˜
pË 2 ¯
p
=
2
2 p
an = Ú f ( x ) cos nx dx
p 0
2 p
= Ú x cos nx dx
p 0
p
2 Ê sin nx ˆ cos nx
= xÁ +
p Ë n ˜¯ n2 0
2 Ê cos np cos 0 ˆ
= Á - 2 ˜ [Q sin np = sin 0 = 0]
p Ë n2 n ¯
2 ÈÎQ cos np = ( -1)n , cos 0 = 1˘˚
= [(-1)n - 1]
p n2

p 2 (-1)n - 1
Hence, f ( x) = +
2 p
 n2
cos nx
n =1

p 4Ê 1 1 1 ˆ
|x| = - cos x + 2 cos3 x + 2 cos 5 x + K˜
2 p ÁË 12 ¯ … (1)
3 5
Putting x = 0 in Eq. (1),
p 4Ê 1 1 1 ˆ
0= - + + + K˜
2 p ÁË 12 32 52 ¯
p2 1 1 1
= 2 + 2 + 2 +K
8 1 3 5

example 11
Find the Fourier series of f ( x ) = - k -p < x < 0
=k 0< x<p [Winter 2014]
2.76 Chapter 2 Fourier Series and Fourier Integral

Solution
f (- x ) = - k -p < - x < 0 or 0< x<p
=k 0 < - x < p or -p < x < 0
f (- x ) = - f ( x )

f(x) is an odd function.


Hence, a0 = 0 and an = 0
The Fourier series of an odd function with period 2p is given by

f ( x ) = Â bn sin nx
n =1

2 p
bn =
p Ú0 f ( x )sin nx dx

2 p
=
p Ú0 k sin nx dx
p
2 k cos nx
= -
p n 0

2k
= (- cos np + cos 0)
np
2k È
Î-(-1) + 1˘˚ ÈÎQ cos np = (-1)n ,cos 0 = 1˘˚
n
=
np
2k È
Î1 - (-1) ˘˚
n
=
np

2k • 1 È
Hence, f ( x) = Â Î1 - (-1)n ˘˚ sin nx
p n =1 n
4k Ê 1 1 ˆ
= ÁË sin x + sin 3 x + sin 5 x + L˜¯
p 3 5

example 12
Ïp + x -p < x < 0
Find the Fourier series of f ( x ) = Ì
Óp - x 0< x<p
[Summer 2015]
Solution
f (x) = p – x 0<x<p
f (–x) = p + x –p < x < 0
2.6 Fourier Series of Even and Odd Functions 2.77

f(–x) = f(x)
f (x) is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
p Ú0
a0 = f ( x ) dx

1 p
p Ú0
= (p - x ) dx

p
1 x2
= px -
p 2
0

1 Ê 2 p2 ˆ
= p -
p ÁË ˜
2 ¯
1 Ê p2 ˆ
= Á ˜
pË 2 ¯
p
=
2
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
=
p Ú0 (p - x)cos nx dx
n
2 Ê sin nx ˆ Ê cos nx ˆ
= (p - x ) Á ˜¯ - ( -1) Á - 2 ˜
p Ë n Ë n ¯ 0
p
2 Ê sin nx ˆ cos nx
= (p - x ) Á -
p Ë n ˜¯ n2 0

2 È cos np cos 0 ˘
= Í- + 2 ˙ [Q sin np = sin 0 = 0]
p Î n2 n ˚
2 È 1 (-1)n ˘
= Í - 2 ˙ [Q cos np = (-1)n , cos0 = 1]
p Î n2 n ˚
2 È 1 - (-1)n ˘
= Í ˙
p Î n2 ˚
2.78 Chapter 2 Fourier Series and Fourier Integral

p 2 • È 1 - (-1)n ˘
Hence, f ( x) = +
2 p
 ÍÎ n2
˙ cos nx
˚
n =1

p 4Ê1 1 1 ˆ
= + cos x + 2 cos3 x + 2 cos 5 x + L˜
2 p ÁË 12 3 5 ¯

example 13
Find the Fourier series of the function f(x) given by
Ï 2x
ÔÔ1 + p
-p £ x£0
f ( x) = Ì
Ô1 - 2x
0£ x£p
ÔÓ p
2
Hence, deduce that 1 + 1 + 1 + L = p [Winter 2016]
12 32 52 8
Solution
2(- x )
f (- x ) = 1 + -p £ - x £ 0
p
2x
=1- 0£ x£p
p

2
f (- x ) = 1 -(- x ) 0 £ x £ p
p
2x
=1+ -p £ x £ 0
p
f (- x ) = f ( x )

f(x) is an even function.


Hence, bn = 0
The Fourier series of an even function with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1
2.6 Fourier Series of Even and Odd Functions 2.79

p
1
a0 =
p Ú f ( x ) dx
0
p
1 Ê 2x ˆ
=
p Ú ÁË1 - p ¯
˜ dx
0
p
1 2 x2
= x- ◊
p p 2 0
p
2
1 x
= x-
p p 0

=0

p
2
an =
p Ú f ( x ) cos nx dx
0

p
2 Ê 2x ˆ
p Ú0 Ë
= Á1 - ˜ cos nx dx
p ¯
p
2 Ê 2 x ˆ Ê sin nx ˆ Ê 2 ˆ Ê cos nx ˆ
= Á1 - ˜Á ˜ - Á- ˜ ÁË - 2 ˜¯
p Ë p ¯ Ë n ¯ Ë p¯ n 0
p
2 ÈÊ 2 x ˆ Ê sin nx ˆ 2 ˘
= ÍÁË 1 - ˜¯ ÁË ˜¯ - 2
cos nx ˙
p Î p n pn ˚0
2 È 2 2 ˘
= - cos np + ˙ [Q sinn p = sin 0 = 0]
p ÍÎ p n2 p n2 ˚
4
= 2 2 [1 - cos np ]
n p
4
= 2 2 [1 - (-1)n ] [Q cos np = (-1)]
n p

4 1
Hence, f ( x) = 0 + 2 Â [1 - (-1)n ] cos nx
p n =1 n2

4 • È 1 - (-1)n ˘
=
p2
 Í
Î n2 ˚
˙ cos nx
n =1

4◊2 Ê 1 1 1 ˆ
= Á cos x + 2 cos3 x + 2 cos5 x +L˜¯ ...(1)
p 2 Ë 12 3 5
2.80 Chapter 2 Fourier Series and Fourier Integral

At x = 0,
1
f (0) = È lim f ( x ) + lim+ f ( x )˘
2 ÍÎ x Æ 0- xÆ0 ˙˚
1 2
f (0) = [1 + 1] = = 1
2 2
Putting x = 0 in Eq. (1),
8 È1 1 1 ˘
f (0) = 2 Í 2
cos(0) + 2 cos(0) + 2 cos(0) + L˙
p Î1 3 5 ˚
8 È1 1 1 ˘
1 = 2 Í 2 + 2 + 2 + L˙
p Î1 3 5 ˚
1 1 1 p2
+ + +L=
12 32 52 8

example 14
Find the Fourier series of f ( x ) = cos x -p < x < 0
= - cos x 0< x<p
Solution
f (–x) = cos (–x) –p < –x < 0
= – cos (–x) 0 < –x < p
f (–x) = cos x 0<x<p
= – cos x –p < x < 0
f (–x) = – f (x)
f (x) is an odd function.
Hence, a0 = 0 and an = 0
The Fourier series of an odd function with period 2p is given by

f ( x ) = Â bn sin nx
n =1

2 p
bn =
p Ú0 f ( x )sin nx dx

2 p
=
p Ú0 (- cos x)sin nx dx
1 p
=-
p Ú0 [sin(n + 1) x + sin(n - 1) x]dx
p
1 cos( n + 1) x cos(n - 1) x
=- - - , n π1
p n +1 n -1 0
2.6 Fourier Series of Even and Odd Functions 2.81

1 È cos( n + 1)p cos(n - 1)p 1 1 ˘


= + - - , n π1
p ÍÎ n + 1 n -1 n + 1 n - 1 ˙˚
p 1 + cos np ˆ
1 Ê 1 + cos np
=- Á + , n π 1 [Q cos( np + p ) = cos(np - p ) = - cos np ]
p Ë n +1 n - 1 ˜¯
2n
=- (1 + cos np ), n π 1
p (n2 - 1)
2n
=- [1 + (-1)n ], n π 1 ÈÎQ cos np = (-1)n ˘˚
p (n2 - 1)
For n = 1,
2 p
b1 =
p Ú0 (- cos x)sin x dx
1 p
=-
p Ú0 sin 2 x dx
p
1 cos 2 x
=- -
p 2 0
1
= (cos 2p - cos 0)
2p
= 0 [Q cos 2p = cos 0 = 1]

2 n
Hence, f ( x) = -
p
 n2 - 1 [1 + (-1)n ]sin nx
n=2
2Ê2 4 6 ˆ
=- ÁË 2 sin 2 x + 2 sin 4 x + 2 sin 6 x + L˜¯
p 3 15 35
8 Ê1 2 3 ˆ
= - Á sin 2 x + sin 4 x + sin 6 x + L˜
p 3Ë 15 35 ¯

example 15
Obtain the Fourier series of periodic function f (x) = 2x, where
–1 < x< 1. [Winter 2016]
Solution
f(x) = 2x
f(–x) = – 2x = –f(x)
f(–x) = –f(x)
f(x) is an odd function.
Hence, a0 = 0 and an = 0
2.82 Chapter 2 Fourier Series and Fourier Integral

The Fourier series of an odd function f (x) with period 2l = 2 is given by



np x
f ( x) = Â bn sin l
n =1


= Â bn sin np x
n =1
l
2 np x
bn = Ú
l 0
f ( x ) sin
l
dx

l
= 2 Ú 2 x sin np x dx
0
1
Ê cos np x ˆ Ê sin np x ˆ
= 2 2x Á - ˜¯ - (2) Á - 2 2 ˜
Ë np Ë n p ¯ 0
1
2x 2
=2- cos np x + 2 2 sin np x
np n p 0

Ê 2 ˆ
= 2Á- cos np ˜ [Q sin np = sin 0 = 0]
Ë np ¯
4
=- (-1)n ÈÎQ cos np = (-1)n ˘˚
np
4
= (-1)n +1
np

4
Hence, f ( x) = Â (-1)n +1 sin np x
n =1 np

example 16
Find the Fourier series of f (x) = 1 – x2 in the interval (–1, 1).
Solution
f (–x) = 1 – (– x)2 = 1 – x2 = f (x)
2
f (x) = 1 – x is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2l = 2 is given by

np x
f ( x ) = a0 + Â an cos
n =1 l

= a0 + Â an cos np x
n =1
2.6 Fourier Series of Even and Odd Functions 2.83

1 l
l Ú0
a0 = f ( x ) dx
1
= Ú (1 - x 2 ) dx
0
1
x3
= x-
3
0
1
= 1-
3
2
=
3
2 l np x
l Ú0
an = f ( x ) cos dx
l
l
= 2 Ú (1 - x 2 ) cos np x dx
0
1
Ê sin np x ˆ
2 Ê cos np x ˆ Ê sin np x ˆ
= 2 (1 - x ) Á - (-2 x ) Á - 2 2 ˜ + (-2) Á - 3 3 ˜
Ë np ˜¯ Ë n p ¯ Ë np ¯ 0

Ê cos np ˆ
= 2 Á -2 2 2 ˜ [Q sin np = sin 0 = 0]
Ë n p ¯
-4(-1)n ÈÎQ cos np = (-1)n ˘˚
=
n2p 2

2 4 (-1)n
Hence, f ( x) = -
3 p2
 n2
cos np x
n =1
2 4 Ê 1 1 1 ˆ
1 - x2 = - ÁË - 2 cos p x + 2 cos 2p x - 2 cos3p x + L˜¯
3 p2 1 2 3

example 17
Find the Fourier series of f (x) = x2 – 2 in –2 £ x £ 2. [Winter 2014]
Solution
f (x) = x2 – 2 is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2l = 4 is given by

np x
f ( x ) = a0 + Â an cos
n =1 l

np x
= a0 + Â an cos
n =1 2
2.84 Chapter 2 Fourier Series and Fourier Integral

1 l
l Ú0
a0 = f ( x ) dx

1 2
= Ú ( x 2 - 2) dx
2 0
2
1 x3
= - 2x
2 3 0
1Ê8 ˆ
= - 4˜
2 ÁË 3 ¯
2
=-
3
2 l np x
an =
l Ú0
f ( x ) cos
l
dx

2 2 np x
= Ú ( x 2 - 2) cos dx
2 0 2
2
2 Ê 2 np x ˆ Ê 4 np x ˆ Ê 8 np x ˆ
= ( x - 2) Á sin ˜¯ - (2 x ) Á - 2 2 cos ˜ + (2) Á - 3 3 sin
Ë np 2 Ë n p 2 ¯ Ë np 2 ˜¯ 0

Ê 4 ˆ
= - (4) Á - 2 2 cos np ˜
Ë n p ¯
16
= cos np [Q sin np = sin 0 = 0]
n2p 2
16 ÈÎQ cos np = ( -1)n ˘˚
= ( -1)n
n2p 2

2 16 1 np x
Hence, f ( x) = - +
3 p2
 n2 (-1)n cos 2
n =1
2 16 Ê px 1 1 3p x ˆ
x 2 - 2 = - - 2 Á cos - cos p x + cos - L˜
3 p Ë 2 4 9 2 ¯

example 18
Find the Fourier series of f (x) = x|x| in the interval (–1, 1).
Solution
f (x) = x|x|
f (–x) = –x |–x|
= – x |x| = – f (x)
f (x) = x|x| is an odd function.
Hence, a0 = 0 and an = 0
2.6 Fourier Series of Even and Odd Functions 2.85

f (x) = –x2 –1 < x < 0


= x2 0<x<1
The Fourier series of an odd function with period 2 l = 2 is given by

np x
f ( x ) = Â bn sin
n =1 l

= Â bn sin np x
n =1

2 l np x
bn =
l Ú0
f ( x )sin
l
dx
1
= 2 Ú x 2 sin np x dx
0
1
Ê cos np x ˆ
2 Ê sin np x ˆ Ê cos np x ˆ
= 2 x Á- ˜ - 2x Á - 2 2 ˜ + 2 Á 3 3 ˜
Ë np ¯ Ë n p ¯ Ë np ¯ 0

È cos np 2 cos np 2 cos 0 ˘


= 2 Í- + 3 3 - 3 3 ˙ [Q sin np = sin 0 = 0]
Î np np np ˚
È (- 1) n
2(- 1) n
2 ˘
= 2 Í- + 3 3 - 3 3˙ ÈÎQ cos np = (-1)n , cos 0 = 1˘˚
ÍÎ np np n p ˙˚
• È
(- 1)n 2 (- 1)n 2 ˘
Hence, f (x) = 2 Â Í- + 3 3 - 3 3 ˙ sin np x
n =1 Í
Î np np n p ˙˚

example 19
Find the Fourier series of f(x) = x – x3 in –1 < x < 1. [Winter 2013]
Solution
f(–x) = –x + x3 –1 < x < 1
= –(x – x3)
= –f(x)
f(x) = x – x3 is an odd function.
Hence, a0 = 0 and an = 0
The Fourier series of an odd function with period 2l = 2 is given by

np x
f ( x ) = Â bn sin
n =1 l

= Â bn sin np x
n =1
2.86 Chapter 2 Fourier Series and Fourier Integral

2 l np x
l Ú0
bn = f ( x )sin dx
l
1
= 2 Ú ( x - x 3 )sin np x dx
0
1
Ê np x ˆ 2 Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ
= 2 ( x - x 3 ) Á - cos ˜ - (1 - 3 x ) Á - 2 2 ˜ + (-6 x ) Á 3 3 ˜ - (-6) Á 4 4 ˜
Ë np ¯ Ë n p ¯ Ë np ¯ Ë n p ¯ 0

È cos np ˘
= 2 Í-6 3 3 ˙ [Q sin np = sin 0 = 0]
Î np ˚
(-1)n ÈÎQ cos np = (-1)n ˘˚
= -12
n 3p 3

12 (-1)n
Hence, f ( x) = -
p3
 n3
sin np x
n =1
12 Ê sin 2p x sin 3p x ˆ
x - x3 = 3 Á
sin p x - + - L˜
p Ë 2 3
33 ¯

example 20
1 1
Find the Fourier series of f ( x ) = +x - <x<0
2 2
1 1
= -x 0< x<
2 2

Solution
1 1 1
f (- x ) = -x - < - x < 0 or 0< x<
2 2 2
1 1 1
= +x 0 < -x < or - < x < 0
2 2 2
f (− x) = f ( x)
f (x) is an even function.
Hence, bn = 0
The Fourier series of an even function with period 2l = 1 is given by

np x
f ( x ) = a0 + Â an cos
n =1 l

= a0 + Â an cos 2 np x
n =1
2.6 Fourier Series of Even and Odd Functions 2.87

1 l
l Ú0
a0 = f ( x )dx
1
1 Ê 1 ˆ
=
1 Ú 2
0 ÁË 2
- x ˜ dx
¯
2
1
x x2 2
=2 -
2 2
0

Ê 1 1ˆ
= 2Á - ˜
Ë 4 8¯
1
=
4
2 l np x
an = Ú f ( x ) cos dx
l 0 l
1
2 Ê 1 ˆ
=
1 Ú 2
0 ÁË 2
- x ˜ cos 2np x dx
¯
2
1
Ê1 ˆ Ê sin 2 np x ˆ Ê cos 2 np x ˆ 2
= 4 Á - x˜ Á - (-1) Á -
Ë2 ¯ Ë 2 np ˜¯ Ë 4 n2p 2 ˜¯ 0

ÈÊ cos np cos 0 ˆ ˘
= 4 ÍÁ - 2 2 + 2 2 ˜ ˙ [Q sin np = sin 0 = 0]
ÎË 4 n p 4n p ¯ ˚
1È1 - (-1)n ˘ ÈÎQ cos np = (-1)n , cos 0 = 1˘˚
=
n p2 Î
2 ˚

1 1 • È 1 - (-1)n ˘
Hence, f ( x) = +
4 p2
Â Í n2 ˙ cos 2np x
Í
n =1 Î ˚˙

exercIse 2.2
Find the Fourier series of the following functions:
x(p 2 - x 2 ) -p < x < p
1. f (x) = È •
(-1)n +1 ˘
12 Í Ans. : Â sin nx ˙
Î n =1 n ˚

2. f (x) = cos ax -p < x < p

È sin ap 2a sin ap •
(-1)n ˘
Í Ans. :
Î p
+
p
Â
n =1 a - n
2 2
cos nx ˙
˚
2.88 Chapter 2 Fourier Series and Fourier Integral

3. f (x) = x cos x -p < x < p


È 1 •
(-1)n ˘
Í Ans. : - sin x + Â 2 sin nx ˙
Î 2 n=2 n - 1 ˚
4. f (x) = |sin x| -p < x < p
È 2 4 • 1 ˘
Í Ans. : - Â 2 cos 2nx ˙
Î p p n =1 4 n - 1 ˚

5. f (x) = 1 - cos x -p < x < p


È 2 2 4 2 • 1 ˘
Í Ans. :
Î p
- Â
p n =1 4 n - 1
2
cos nx ˙
˚
6. f (x) = sinh ax -p < x < p
È 2 •
(-1)n +1 n ˘
Í
Î
Ans. :
p
sinh ap Â
n =1 a + n
2 2
sin nx ˙
˚

-(p + x)
7. f (x) = -p < x < 0
2
p -x
= 0<x<p
2 È •
1 ˘
Í Ans. : Â sin nx ˙
Î n =1 n ˚
p -p < x < 0
8. f (x) = x +
2
p
= -x 0<x <p
2 È •È1 - (-1)n ˘ ˘
Í Ans. : 2 Â Í ˙ cos nx ˙
Í p2 n =1 Í n2 ˙ ˙
Î Î ˚ ˚
9. f (x) = |x| -2 < x < 2
È 4 •
È(-1)n - 1˘ ˘
Í Ans. : 1 - 2 Â Í 2 ˙ cos np x ˙
ÎÍ p n =1 Î n ˚ ˚˙
10. f (x) = a 2 - x 2 -a < x < a
È 2a 2 4 a 2 •
(-1)n np x ˘
Í Ans. :
Î 3
- 2
p
Â
n =1 n
2
cos
a ˚
˙

11. f (x) = sin ax -l < x < l


È •
(-1)n +1 np x ˘
Í
Î
Ans. : sin al Â
n =1 n p - a l
2 2 2 2
sin
l ˚
˙
2.7 Half-Range Fourier Series 2.89

2.7 HAlF-rAnge FourIer serIes


Any arbitrary function f (x) with period 2l which is defined in half of the interval (0, l)
can also be represented in terms of sine and cosine functions. A half-range expansion
containing only cosine terms is known as a half-range cosine series. Similarly, a half-
range expansion containing only sine terms is known as a half-range sine series.
To represent any function f (x) in the half-range cosine series in the interval (0, l), we
extend the function by reflecting it in the vertical axis (i.e., y axis ) so that f (–x) = f (x).
The extended function is an even function in (–l, l ) and is periodic with period 2l. The
half-range cosine series of such a function is given by

np x
f ( x) = a0 + Â an cos
n =1 l
1 l
where a0 =
l Ú0 f ( x) dx
2 l np x
an =
l Ú0 f ( x)cos l
dx

Corollary If any function with period 2p is defined in the interval (0, p ) then the
half-range cosine series of such a function is given by

f ( x ) = a0 + Â an cos nx
n =1
1 p
where a0 =
p Ú0 f ( x ) dx

2 p
an =
p Ú0 f ( x ) cos nx dx

Similarly, to represent any function f (x) in the half-range sine series in the interval
(0, l), we extend the function by reflecting it in the origin so that f (–x) = –f (x). The
extended function is an odd function in (–l, l ) and is periodic with period 2l. The half-
range sine series of such a function is given by

np x
f ( x ) = Â bn sin
n =1 l
2 l np x
where bn =
l Ú0 f ( x)sin l
dx

Corollary If any function with period 2p is defined in the interval (0, p) then the
half-range sine series of such a function is given by

f ( x ) = Â bn sin nx
n =1

2 p
where bn =
p Ú0 f ( x )sin nx dx
2.90 Chapter 2 Fourier Series and Fourier Integral

example 1
Find the half-range cosine series of f (x) = x in the interval (0, p).
Solution
The half-range cosine series of f (x) with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
a0 =
p Ú0 f ( x ) dx

1 p
=
p Ú0 x dx
p
1 x2
=
p 2
0

1 Ê p2 ˆ
= Á ˜
pË 2 ¯
p
=
2
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
=
p Ú0 x cos nx dx
p
2 Ê sin nx ˆ Ê cos nx ˆ
= xÁ ˜ - (1) Á - 2 ˜
p Ë n ¯ Ë n ¯ 0
2 È cos np cos 0 ˘
= Í 2 - 2 ˙ [Q sin np = sin 0 = 0]
p Î n n ˚
2
= 2
[(-1)n - 1] ÈÎQ cosn p = (-1)n , cos 0 = 1˘˚
pn
p 2È (-1)n - 1 ˘•
Hence, f ( x) = + 2 ÂÍ˙ cos nx
n =1 Í
2 pÎ n ˙˚
p 2Ê 2 2 ˆ
x = + Á - 2 cos x - 2 cos3 x - L˜
2 pË 1 3 ¯

example 2
Find the Fourier cosine series of f (x) = x2 0 < x < p  [Summer 2015]
2.7 Half-Range Fourier Series 2.91

Solution
The Fourier cosine series of f(x) with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
p Ú0
a0 = f ( x ) dx

1 p
= Ú x 2 dx
p 0
p
1 x3
a0 =
p 3 0

1 Êp 3ˆ
=
p ÁË 3 ˜¯
p2
=
3
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
Ú0 x
2
= cos nx dx
p
p
2 2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= x Á - 2x Á - 2 ˜ + 2 Á - 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ 0
p
2 2 Ê sin nx ˆ Ê cos nx ˆ Ê 2 sin nx ˆ
= x Á ˜ + 2 x ËÁ 2 ¯˜ - ËÁ ˜
p Ë n ¯ n n3 ¯ 0

2 È cos np ˘
= Í2p ˙ [Q sin np = sin 0 = 0]
p Î n2 ˚
4 cos np
=
n2
4(-1)n
= [Q cos np = (-)n ]
n2

p2 (-1)n
Hence, f ( x) = + 4 Â 2 cos nx
3 n =1 n

p2 (-1)n
x2 = + 4 Â 2 cos nx
3 n =1 n
2.92 Chapter 2 Fourier Series and Fourier Integral

example 3
Find the half-range sine series of f (x) = x2 in the interval (0, p).
Solution
The half-range sine series of f (x) with period 2p is given by

f ( x ) = Â bn sin nx
n =1

2 p
p Ú0
bn = f ( x )sin nx dx

2 p
= Ú x 2 sin nx dx
p 0
p
2 2 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ
= x Á- - (2 x ) Á - 2 ˜ + 2 Á 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ 0

2 È 2 Ê cos np ˆ Ê cos np ˆ Ê cos 0 ˆ ˘


= Í -p ÁË ˜¯ + 2 Á ˜ - 2 Á 3 ˜ ˙ [Q sin np = sin 0 = 0]
pÎ n Ë n ¯3 Ë n ¯˚
2 È -p 2 ( -1)n 2( -1)n 2 ˘
= Í + 3
- 3 ˙ ÈÎQ cos np = ( -1)n , cos 0 = 1˘˚
p ÍÎ n n n ˙˚

2 • È -p 2 (-1)n 2(-1)n 2˘
Hence, f ( x ) = ÂÍ + 3
- ˙ sin nx
n3 ˙˚
p n =1 Í
Î n n

example 4
Find the half-range sine series of f ( x ) = x 3 in 0 £ x £ p.
[Summer 2017]

Solution
The half-range sine series of f(x) with period 2p is given by

f ( x) = Â bn sin nx
n =1

p
2
bn =
p Ú f ( x ) sin x dx
0
2.7 Half-Range Fourier Series 2.93

p
2
Úx
3
= sin nx dx
p 0
p
2 3 Ê cos nx ˆ 2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= x Á- ˜ - (3 x ) Á - 2 ˜ + (6 x ) Á 3 ˜ - (6) Á 4 ˜
p Ë x ¯ Ë n ¯ Ë n ¯ Ë n ¯ 0

p
2 Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= - x3 Á ˜ + 3x2 Á 2 ˜ + 6 x Á 3 ˜ - 6 Á 4 ˜
p Ë n ¯ Ë n ¯ Ë n ¯ Ë n ¯ 0

2 È 3 (-1)n (-1)n ˘ ÈQ sin np = sin = 0 ˘


= Í-p + 6p 3 ˙ Í ˙
p Î n n ˚ Î cos np = (-1) ˚

2 È 6 p2 ˘
= ◊p Í 3 - ˙ (-1)
n
p În n ˚

2(-1)n
= (6 - n2p 2 )
n3

1
Hence, f ( x ) = 2 Â 3
(-1)n (6 - n2p 2 ) sin nx
n =1 n

example 5
Find the cosine series for f (x) = p – x in the interval 0 < x < p.
[Winter 2017]
Solution
The cosine series of f (x) with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
a0 =
p Ú0 f ( x ) dx

1 p
=
p Ú0 (p - x) dx
p
1 x2
= px-
p 2
0

1Ê 2 p ˆ 2
= p -
p ÁË 2 ˜¯
2.94 Chapter 2 Fourier Series and Fourier Integral

p
=
2
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
=
p Ú0 (p - x) cos nx dx
p
2 Ê sin nx ˆ Ê cos nx ˆ
= (p - x ) Á - (-1) Á - 2 ˜
p Ë n ˜¯ Ë n ¯ 0

È cos np 1 ˘ ÈQ sin np = sin 0 = 0 ˘


2
= Í- + 2˙ Í ˙
Î p n2 n ˚ Î cos 0 = 1 ˚
2 È 1 - (-1)n ˘ È
= Í ˙ ÎQ cos np = (-1) ˘˚
n
p ÍÎ n2 ˙˚

p 2 • È 1 - (-1)n ˘
Hence, f ( x ) = + Â Í n2 ˙ cos nx
2 p n =1 Í
Î ˙˚

example 6
Find the half-range cosine series of f(x) = x(p – x) in the interval (0, p)
and, hence, deduce that
p2 1 1 1 p2 1 1 1
(i) = 2 + 2 + 2 +K (ii) = 2 - 2 + 2 -K
6 1 2 3 12 1 2 3
Solution
The half-range cosine series of f (x) with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
a0 =
p Ú0 f ( x ) dx

1 p
=
p Ú0 x(p - x) dx
p
1 x2 x3
= p -
p 2 3
0
2.7 Half-Range Fourier Series 2.95

1 Ê p2 p3 ˆ
= Áp - ˜
pË 2 3¯
p2
=
6
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
Ú0 (p x - x
2
= ) cos nx dx
p
p
2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ
= (p x - x 2 ) Á - (p - 2 x ) Á - 2 ˜ + (-2) Á - 3 ˜
p Ë n ˜¯ Ë n ¯ Ë n ¯ 0

È2 cos np p cos 0 ˘
= Í(p - 2p ) - ˙ [Q sin np = sin 0 = 0]
Îp n2 n2 ˚
2 ÈÎQ cos np = (-1)n , cos 0 = 1˘˚
= - 2 [1 + (-1)n ]
n

• È
p2 1 + (-1)n ˘
Hence, f ( x) = - 2Â Í 2 ˙ cos nx
6 n =1 Í
Î n ˙˚
p2 Ê 2 2 2 ˆ
x(p - x ) = - 2 Á 2 cos 2 x + 2 cos 4 x + 2 cos6 x + L˜ … (1)
6 Ë2 4 6 ¯

Putting x = 0 in Eq. (1),

p2 Ê 1 1 1 ˆ
0= - 4 Á 2 + 2 + 2 + K˜
6 Ë 2 4 6 ¯
p2 1 1 1
= 2 + 2 + 2 +K
6 1 2 3
p
Putting x = in Eq. (1),
2

pÊ p ˆ p2 Ê 2 2 2 ˆ
Á p - ˜ = - 2 Á 2 cos p + 2 cos 2p + 2 cos 3p + L˜
2Ë 2¯ 6 Ë2 4 6 ¯
p2 p2 Ê 1 1 1 ˆ
= - 4 Á - 2 + 2 - 2 + K˜
4 6 Ë 2 4 6 ¯
p2 1 1 1
= 2 - 2 + 2 -K
12 1 2 3
2.96 Chapter 2 Fourier Series and Fourier Integral

example 7
Find the Fourier sine series of f (x) = ex in 0 < x < p. [Summer 2015]
Solution
The half-range sine series of f (x) with period 2p is given by

f ( x ) = Â bn sin nx
n =1

2 p
p Ú0
bn = f ( x )sin nx dx

2 p
= Ú0 e
x
sin nx dx
p
p
2 ex
= (sin nx - n cos nx )
p 1 + n2
0

2 È ep e0 ˘
= Í (- n cos np ) - (- n cos0)˙ [Q sin np = sin 0 = 0]
p Î1 + n 2
1+ n 2
˚

2 È ep 1 ˘
= Í (-1)n (- n) + n ◊ ˙ [Q cos np = (-1)n , cos0 = 1]
p Î1 + n 2
1 + n2 ˚
2 n
= ◊ [ep (-1)n +1 + 1]
p (1 + n2 )

2 n
Hence, f ( x ) =
p
 (1 + n2 ) [ep (-1)n+1 + 1] sin nx
n =1

2 n
ex =
p
 1 + n2 [ep (-1)n+1 + 1] sin nx
n =1

example 8
Find the Fourier cosine series of f(x) = e–x, where 0 £ x £ p.
[Winter 2015]
Solution
The Fourier cosine series of f(x) with period 2p is given by

f(x) = a0 + Â an cos nx
n =1
2.7 Half-Range Fourier Series 2.97

p
1
p Ú0
a0 = f ( x ) dx

p
1 -x
p Ú0
= e dx

p
1 e- x
=
p -1
0

1 È -p
= - e - e -0 ˘˚

1 È -p ˘
= - e - 1˚

1
= (1 - e -p )
p
p
2
an =
p Ú f ( x) cos nx dx
0
p
2 -x
p Ú0
= e cos nx dx

p
2 e- x
=
p 1 + n2
{(-1) cos nx + n sin x}
0
p
2 e- x
= ( - cos nx + n sin nx )
p 1 + n2
0

2 È e -p e0 ˘
= Í ( - cos np ) - ( -1) ˙ [Q sin np = sin 0 = 0]
p ÍÎ 1 + n2 1 + n2 ˙˚

2 È -e -p ( -1)n 1 ˘
= Í + ˙ [Q cos np = (-1)n ]
ÍÎ 1 + n 1 + n2 ˙˚
p 2

2 1 È
= ◊ 1 - ( -1)n e -p ˘˚
p 1 + n2 Î

1 2 • [1 - ( -1)n ep ]
Hence, f(x) = (1 - e -p ) + Â cos nx
p p n =1 1 + n2
2.98 Chapter 2 Fourier Series and Fourier Integral

example 9
Find the half-range cosine series of f (x) = sin x in the interval (0, p) and
p 1 1 1
hence, deduce that = 1 - + - +K .
4 3 5 7
[Winter 2014; Summer 2018]
Solution
The half-range cosine series of f (x) with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1
1 p
p Ú0
a0 = f ( x ) dx

1 p
p Ú0
= sin x dx

1 p
= - cos x 0
p
1
= (- cos p + cos 0)
p
2
= [Q cos p = - 1, cos 0 = 1]
p
2 p
an =
p Ú0 f ( x ) cos nx dx

2 p
=
p Ú0 sin x cos nx dx
1 p
=
p Ú0 [sin(n + 1) x - sin(n - 1) x] dx
p
1 cos(n + 1) x cos(n - 1) x
= - + , n π1
p n +1 n -1 0
È cos(n + 1)p cos( n - 1)p cos 0 cos 0 ˘
1
= Í- + + - , n π1
Îp n +1 n -1 n + 1 n - 1 ˙˚
2
=- 2
[1 + (-1)n ], n π 1
p (n - 1)
ÈÎQ cos( np + p ) = cos(np - p ) = - cos np = -(-1)n , cos 0 = 1˘˚
2.7 Half-Range Fourier Series 2.99

For n = 1,
2 p
a1 =
p Ú0 sin x cos x dx
1 p
=
p Ú0 sin 2 x dx
p
1 cos 2 x
= -
p 2 0
1
= (- cos 2p + cos 0)
2p
= 0 [Q cos 2p = cos 0 = 1]

2 2 È 1 + (-1)n ˘

Hence, f ( x) = - ÂÍ
2 ˙ cos nx
Î n - 1 ˙˚
n=2 Í
p p
2 2Ê2 2 ˆ
sin x = - Á cos 2 x + cos 4 x + L˜ … (1)
p p 3 Ë 15 ¯
p
Putting x = in Eq. (1),
2
p 2 2Ê2 2 ˆ
sin = - Á cos p + cos 2p + L˜
2 p p 3 Ë 15 ¯
2 2Ê 2 2 ˆ
1 = - Á - + - K˜
p p Ë 3 15 ¯
2 2 ÈÊ 1 ˆ Ê 1 1 ˆ ˘
1= + Í 1- - - + K˙
p p ÎÁË 3 ˜¯ ÁË 3 5 ˜¯ ˚
2Ê 2 2 ˆ
1 = Á 2 - + - K˜
pË 3 5 ¯
p 1 1
= 1- + -K
4 3 5

example 10
For the function f(x) = cos 2x, find the Fourier sine series over (0, p).
[Winter 2015]
Solution
The Fourier sine series of f(x) with period 2p is given by

f(x) = Â bn sin nx
n=1
2.100 Chapter 2 Fourier Series and Fourier Integral

p
2
bn =
p Ú f ( x) sin nx dx
0
p
2
p Ú0
= cos 2 x sin nx dx

p
1
p Ú0
= 2 cos 2 x sin nx dx

p
1
=
p Ú [sin(2 + n) x - sin(2 - n) x ] dx
0

p
1 Ê cos(n + 2) x ˆ Ê cos(2 - n) x ˆ
=
p ÁË - n + 2 ˜¯ ÁË
- -
2 - n ˜¯
0

1 È cos(2p + np ) cos(2p - np ) 1 1 ˘
= Í- - + + ˙
p Î n+2 n-2 n+2 n-2˚

1 È cos np cos np 1 1 ˘
= Í - - + +
p Î n+2 n - 2 n + 2 n - 2 ˙˚

1 È n +1 Ï 1 1 ¸ Ï 1 1 ¸˘
= Í(-1) Ì + ˝+Ì + ˝˙
p ÍÎ Ó n + 2 n - 2 ˛ Ó n + 2 n - 2 ˛˙˚
[Q cos np = (-1)n )]

1 È ( -1)n +1 + 1{(n - 2 + n + 2)} ˘


= Í ˙
p ÍÎ ( n + 2) ( n - 2) ˙˚

2 n ÈÎ( -1)n + 1 + 1˘˚


= , if n π 2
n2 - 4
p
1
p Ú0
b2 = 2 cos 2 x sin 2 x dx

p
1
p Ú0
= sin 4 x dx

p
1 cos 4 x
=
p 4 0
2.7 Half-Range Fourier Series 2.101

1
= (-1 + 1)
4p
=0

Hence,

f(x) = 2 Â Í
{ } ˘˙ sin nx
È n (-1)n + 1 + 1

n =1
Í n2 - 4 ˙
nπ2Î ˚

example 11
Find the half-range cosine series of f (x), where
p
f ( x) = x 0< x<
2
p
=p -x < x<p
2
Solution
The half-range cosine series of f (x) with period 2p is given by

f ( x ) = a0 + Â an cos nx
n =1

1 p
a0 = Ú f ( x ) dx
p 0
1È ˘
p
p
= Í Ú 2 x dx + Ú p (p - x )dx ˙
p ÍÎ 0
2 ˙˚
È p
p ˘
1 Í x2 2 x2 ˙
= Í + px -
pÍ 2 2 p ˙˙
0
Î 2˚

1 Èp 2 Ê 2 p 2 ˆ Ê p 2 p 2 ˆ ˘
= Í + Áp - ˜ -Á - ˜˙
pÎ 8 Ë 2 ¯ Ë 2 8 ¯˚
p
=
4
2 p
an = Ú f ( x ) cos nx dx
p 0
2.102 Chapter 2 Fourier Series and Fourier Integral

È p
2 p ˘
= Í Ú 2 x cos nx dx + Ú p (p - x ) cos nx dx ˙
ÍÎ 0
p 2 ˙˚
È p
p ˘
2 Í Ê sin nx ˆ Ê cos nx ˆ 2 Ê sin nx ˆ Ê cos nx ˆ ˙
= Í xÁ ˜ - (1) Á - 2 ˜ + (p - x ) Á ˜ - (-1) Á - 2 ˜ ˙
p Ë n ¯ Ë n ¯ 0 Ë n ¯ Ë n ¯
Í
p
˙
Î 2˚

ÈÊ np np ˆ Ê np np ˆ ˘
2 ÍÁ p sin 2 cos
2 - cos 0 ˜ Á cos n p p
sin
2 +
cos
2 ˜ ˙˙
= ÍÁ ◊ + ˜ +Á- - ˜
p ÍÎË 2 n n 2
n ¯ Ë
2
n 2 2 n n ¯ ˙˚
2

[Q sin np = sin 0 = 0]
2 È np ˘ ÈÎQ cos 0 = 1, cos np = (-1)n ˘˚
= 2 Í
2 cos - 1 - (-1)n ˙
pn Î 2 ˚

p 2 1 È np ˘
Hence, f ( x) = +
4 p
 n2 ÍÎ2 cos 2
- 1 - (-1)n ˙ cos nx
˚
n =1

p 2È1 1 1 ˘
= + (-4) cos 2 x + 2 (-4) cos 6 x + 2 (-4) cos 10 x + K˙
4 p ÍÎ 22 6 10 ˚
p 2Ê 1 1 1 ˆ
= - Á 2 cos 2 x + 2 cos 6 x + 2 cos 10 x + K˜
4 p Ë1 3 5 ¯

example 12
Find the half-range sine series of f (x), where
p p
f ( x) = 0£ x<
3 3
p 2p
=0 £x<
3 3
p 2p
=- £ x£p
3 3
Solution
The half-range sine series of f (x) with period 2p is given by

f ( x ) = Â bn sin nx
n =1
2.7 Half-Range Fourier Series 2.103

2 p
p Ú0
bn = f ( x )sin nx dx

2È p ˘
2p
p Ê pˆ
p
= Í Ú 3 sin nx dx + Ú p3 0 ◊ sin nx dx + Ú 2p Á - ˜ sin nx dx ˙
pÍ 0 3 Ë 3¯ ˙˚
Î 3 3

È p
p ˘
2 Í cos nx 3 - cos nx ˙
= Í- -
3 n 0 n 2p ˙
ÍÎ 3 ˙
˚
2 È np 2 np ˘
= - cos + cos 0 + cos np - cos
3n ÍÎ 3 3 ˙˚
ÈQ cos 0 = 1, cos np = ( -1)n ˘
2 È n np np ˘ Í ˙
= 1 + ( -1) - 2 cos cos ˙
3n ÍÎ 2 6 ˚ Ícos A + cos B = 2 cos A + B cos A - B ˙
ÍÎ 2 2 ˙˚
2 • 1È np np ˘
Hence, f ( x) = Â Í
3 n =1 n Î
1 + (-1)n - 2 cos
2
cos ˙ sin nx
6 ˚

example 13
Find the half-range sine series of f (x) = lx – x2 in the interval (0, l ) and,
hence, deduce that
p3 1 1
= 1 - 3 + 3 -º
32 3 5
Solution
The half-range sine series of f (x) with period 2l is given by

np x
f ( x ) = Â bn sin
n =1 l
2 l np x
bn =
l Ú0
f ( x )sin
l
dx

2 l np x
= Ú (lx - x 2 )sin dx
l 0 l
l
2 l È np x ˘ l2 È np x ˘ È l3 np x ˘
= (lx - x 2 ) ÍÎ - co s - (l - 2 x ) - sin + Í( -2 ) cos ˙
l np l ˙˚ n2p 2 ÍÎ ˙
l ˚ Î 3 3
np l ˚
0

2 È 2l 3 ˘
= Í- 3 3 (cos np - cos 0)˙ [Q sin np = sin 0 = 0]
l ÍÎ n p ˙˚
4l 2
= 3 3
[1 - (-1)n ] [Q cos np = (-1)n ]
np
2.104 Chapter 2 Fourier Series and Fourier Integral

È 1 - (-1)n ˘
4l 2 •
np x
3 ÂÍ
Hence, f ( x) = 3 ˙ sin
p n =1 ÍÎ n ˙˚ l
8l È 1 px 1 3p x 1 5p x ˘
lx - x 2 = 3 Í 3 sin + 3 sin + 3 sin + L˙ … (1)
p Î1 l 3 l 5 l ˚
l
Putting x = in Eq. (1),
2

l 2 l 2 8l 2 Ê 1 p 1 3p 1 5p ˆ
- = 3 Á 3 sin + 3 sin + 3 sin + L˜
2 4 p Ë1 2 3 2 5 2 ¯
l 2 8l 2 Ê 1 1 1 ˆ
= 3 Á 3 - 3 + 3 - K˜
4 p Ë1 3 5 ¯
p3 1 1
= 1 - 3 + 3 -K
32 3 5

example 14
Find the Fourier cosine series of f(x) = x in 0 < x < l. [Winter 2013]
Solution
The half-range cosine series of f(x) with period 2l is given by

np x
f ( x ) = a0 + Â an cos
n =1 l
1 l
l Ú0
a0 = f ( x ) dx

1 l
= Ú x dx
l 0
l
1 x2
=
l 2 0

1Ê l ˆ 2
= Á ˜
lË 2¯
l
=
2
2 l np x
an = Ú f ( x ) cos dx
l 0 l
2 l np x
= Ú x cos dx
l 0 l
2.7 Half-Range Fourier Series 2.105

l
2 Ê l np x ˆ Ê l2 np x ˆ
= xÁ sin ˜ - (1) Á - 2 2 cos
l Ë np l ¯ Ë n p l ˜¯ 0

2 Ê l2 l2 ˆ
= Á 2 2 cos np - 2 2 cos 0˜ [Q sin np = sin 0 = 0]
l Ën p n p ¯
2l
= 2 2 [( -1)n - 1] ÈÎQ cos np = ( -1)n , cos 0 = 1˘˚
n p
l 2l È ( -1)n - 1 ˘

np x
Hence, f ( x) = +
2 p2
 ÍÍ
n 2 ˙ cos
˙˚ l
n =1 Î

l 4l È 1 Ê pxˆ 1 Ê 3p x ˆ 1 Ê 5p x ˆ ˘
x = - 2 Í 2 cos Á ˜ + 2 cos Á ˜¯ + 2 cos ÁË ˜¯ + L˙
2 p Î1 Ë l ¯ 3 Ë l 5 l ˚

example 15
Find the Fourier cosine series of f(x) = x2 in 0 < x < l. [Summer 2013]
Solution
The half-range cosine series of f(x) with period 2l is given by

np x
f ( x ) = a0 + Â an cos
n =1 l
1 l
l Ú0
a0 = f ( x ) dx

1 l
= Ú x 2 dx
l 0
l
1 x3
=
l 3 0

1Ê l 3ˆ
= Á ˜
lË 3¯
1
= l2
3
2 l np x
an = Ú f ( x ) cos dx
l 0 l
2 l np x
= Ú x 2 cos dx
l 0 l
l
2 Ê l np x ˆ Ê l2 np x ˆ Ê l3 np x ˆ
= x2 Á sin ˜ - (2 x ) Á - 2 2 cos ˜ + 2 Á 3 3 sin
l Ë np l ¯ Ë n p l ¯ Ën p l ˜¯ 0
2.106 Chapter 2 Fourier Series and Fourier Integral

2 È 2l 3 ˘
= Í 2 2 cos np ˙ [Q sin np = sin 0 = 0]
l În p ˚
4l 2 ÈÎQ cos np = (-1)n ˘˚
= (-1)n
n2p 2

1 2 4l 2 (-1)n np x
Hence, f ( x) =
3
l + 2
p
 n2
cos
l
n =1

1 2 4l 2
È1 Ê pxˆ 1 Ê 2p x ˆ 1 Ê 3p x ˆ ˘
x2 = l - 2 Í 2 cos ÁË ˜¯ - 2 cos ÁË ˜¯ + 2 cos ÁË ˜¯ - L˙
3 p Î1 l 2 l 3 l ˚

example 16
Obtain the Fourier cosine series of the function f(x) = ex in the range
(0, l). [Winter 2014]
Solution
The half-range cosine series of f(x) with period 2l is given by

np x
f ( x ) = a0 + Â an cos
n =1 l
1 l
l Ú0
a0 = f ( x ) dx

1 l
= Ú e x dx
l 0
1 l
= ex 0
l
1 l
= (e - 1)
l
2 l np x
an =
l Ú0
f ( x ) cos
l
dx

2 l np x
= Ú e x cos dx
l 0 l
l
2 Ï Ê np x ˆ np
ex Ê np x ˆ ¸
= 2 2 Ì ˜¯ + Ë l ˜¯ ˝˛
cos Á sin Á
l n p Ó Ë l l
1+ 2
l 0
2l
= 2 (el cos np - e0 cos 0) [Q sin np = sin 0 = 0]
l +n p
2 2
2.7 Half-Range Fourier Series 2.107

2l
= [el ( -1)n - 1] [Q cos np = ( -1)n , cos 0 = 1]
l 2 + n2p 2

1 2l Èel (-1)n - 1˘˚ cos np x
Hence, f ( x ) = (el - 1) + Â 2 2 2 Î
l n =1 l + n p l

example 17
Find the half-range cosine series of f (x), where
l
f ( x ) = kx 0£ x£
2
l
= k (l - x ) £ x£l
2
p2 1 1 1
Hence, deduce that = 2 + 2 + 2 +K. [Summer 2016]
8 1 3 5

Solution
The half-range cosine series of f (x) with period 2l is given by

np x
f ( x ) = a0 + Â an cos
n =1 l

1 l
l Ú0
a0 = f ( x ) dx

1È ˘
l
l
= Í Ú 2 kx dx + Ú l k (l - x ) dx ˙
l ÍÎ 0
2 ˙˚
È l
l ˘
1 Í x2 2 x2 ˙
= Ík + k lx -
lÍ 2 2 l ˙˙
0
Î 2˚

k È l2 Ê l2 ˆ Ê l2 l2 ˆ ˘
= Í + Á l2 - ˜ - Á - ˜ ˙
l Î8 Ë 2 ¯ Ë 2 8 ¯˚
kl
=
4
2.108 Chapter 2 Fourier Series and Fourier Integral

2 l np x
an =
l Ú0
f ( x ) cos
l
dx

2È np x ˘
l
np x l
= Í Ú 2 kx cos dx + Ú l k (l - x ) cos dx ˙
l ÍÎ 0 l 2 l ˙˚
È l

np x ˆ Ê l 2 ˆ
2
2k Í Ê np x ˆ Ê l ˆ Ê
= x Á sin ˜ ◊ Á ˜ - Á - cos ˜◊
l Í Ë l ¯ Ë np ¯ Ë l ¯ ÁË n2p 2 ˜¯
ÍÎ 0

l ˘
Ê np x ˆ Ê l ˆ Ê np x ˆ Ê l 2 ˆ ˙
+ (l - x ) Á sin ◊ Á ˜ - ( -1) - cos ◊
Ë l ˜¯ Ë np ¯ ÁË l ˜¯ ÁË n2p 2 ˜¯ 2l ˙
˚
2 kl È np n˘
= 2 2 Í
2 cos - {1 + ( -1)} ˙ ÈÎQ sin np = 0, cos np = ( -1)n , cos 0 = 1˘˚
n p Î 2 ˚

kl 2 kl • 1
Hence, f ( x) = + Â
4 p 2 n =1 n2
È np
{ n ˘ np x
Í2 cos 2 - 1 + (-1) ˙ cos l
Î ˚
} … (1)

Putting x = 0 in Eq. (1),

kl 2 kl Ê 4 4 4 ˆ
0= + 2 Á - 2 - 2 - 2 - K˜
4 p Ë 2 6 10 ¯
kl 2 kl Ê 1 1 1 ˆ
0 = - 2 Á 2 + 2 + 2 + K˜ … (2)
4 p Ë1 3 5 ¯
p2 1 1 1
= + + +K
8 12 32 52

example 18
2x l
Find the half-range sine series of f ( x ) = 0£ x£
l 2
2(l - x ) l
= £ x£l
l 2
Solution
The half-range sine series of f (x) with period 2l is given by

np x
f ( x ) = Â bn sin
n =1 l

2 l np x
bn =
l Ú0
f ( x )sin
l
dx
2.7 Half-Range Fourier Series 2.109

2 È 2 2x np x ˘
l
np x l 2 (l - x )
= ÍÚ sin dx + Ú l sin dx ˙
l ÍÎ 0 l l 2
l l ˙˚

È l
4Í Ê np x ˆ l Ê np x ˆ l 2 2
= 2 Í x Á - cos ˜ - Á - sin ˜
l Í Ë l ¯ np Ë l ¯ n2p 2 0
Î
l ˘
Ê np x ˆ l Ê np x ˆ l 2 ˙
+ (l - x ) Á - cos ˜ - (-1) Á - sin ˜
Ë l ¯ np Ë l ¯ n2p 2 l ˙
2 ˙˚
4l2 Ê np ˆ
= 2 2 2 Á
2 sin ˜
l n p Ë 2 ¯
8 np
= 2 2 sin
n p 2

8 1 np np x
Hence, f ( x ) =
p 2 Â n2 sin 2
sin
l
n =1

example 19
Express f(x) = x as a
(i) half-range sine series in 0 < x < 2
(ii) half-range cosine series in 0 < x < 2 [Summer 2014]
Solution
(i) The half-range sine series of f(x) with period 2l = 4 is given by

np x
f ( x ) = Â bn sin
n =1 l

np x
= Â bn sin
n =1 2
2 l np x
bn =
l Ú0
f ( x ) sin
l
dx

2 2 np x
= Ú x sin dx
2 0 2
2
Ê 2 np x ˆ Ê 4 np x ˆ
= xÁ- cos ˜ - (1) Á - 2 2 sin
Ë np 2 ¯ Ë n p 2 ˜¯ 0

Ê 2 ˆ
= 2 Á - ˜ cos np [Q sin np = sin 0 = 0]
Ë np ¯
2.110 Chapter 2 Fourier Series and Fourier Integral

4(-1)n ÈÎQ cos np = (-1)n ˘˚


=-
np
4 • (-1)n np x
Hence, f ( x) = - Â
p n =1 n
sin
2
4 Ê px 1 1 3p x ˆ
x= Á sin - sin p x + sin - L˜
pË 2 2 3 2 ¯

(ii) The half-range cosine series of f(x) with period 2l = 4 is given by



np x
f ( x ) = a0 + Â an cos
n =1 l

np x
= a0 + Â an cos
n =1 2
1 l

l Ú0
a0 = f ( x ) dx

1 2
= Ú x dx
2 0
2
1 x2
=
2 2 0
1
= (2 )
2
=1
2 l np x
an = Ú
l 0
f ( x ) cos
l
dx

2 2 np x
= Ú x cos dx
2 0 2
2
Ê 2 np x ˆ Ê 4 np x ˆ
= xÁ sin ˜¯ - (1) Á - 2 2 cos
Ë np 2 Ë n p 2 ˜¯ 0
4 4
= cos np - 2 2 cos 0 [Q sin np = sin 0 = 0]
n2p 2 n p
4
= 2 2 ÈÎ(-1)n - 1˘˚ ÈÎQ cos np = (-1)n , cos 0 = 1˘˚
n p
4 È ( -1)n - 1 ˘

np x
2 ÂÍ
Hence, f ( x ) = 1 + 2 ˙ cos
p n =1 ÍÎ n ˙˚ 2
8 È1 px 1 3p x 1 5p x ˘
x = 1 - 2 Í 2 cos + 2 cos + 2 cos + L˙
p Î1 2 3 2 5 2 ˚
2.7 Half-Range Fourier Series 2.111

example 20
Find the Fourier sine series of f (x) = 2x in 0 < x < 1. [Summer 2015]
Solution
The Fourier sine series of f(x) with period 2l = 2 is given by

np x
f ( x ) = Â bn sin
n =1 l

= Â bn sin np x
n =1

2 l np x
bn =
l Ú0
f ( x )sin
l
dx
1
= 2 Ú (2 x ) sin np x dx
0
1
Ê cos np x ˆ Ê sin np x ˆ
= 4 ( x) Á - ˜ - (1) Á - 2 2 ˜
Ë np ¯ Ë n p ¯ 0
1
Ê cos np x ˆ sin np x
= 4 -x Á + 2 2
Ë np ˜¯ n p 0

È cos np ˘
= 4 Í- [Q sinn p = sin 0 = 0]
Î np ˙˚
4(-1)n
=- [Q cos np = (-1)n ]
np
4
= (-1)n +1
np

4 • (-1)n +1
Hence, f ( x) = Â
p n =1 n
sin np x

example 21
Find the half-range cosine series of f(x) = (x – 1)2 in 0 < x < 1.
[Summer 2015]
Solution
The half-range cosine series of f(x) with period 2l = 2 is given by

np x
f ( x ) = a0 + Â an cos
n =1 l
2.112 Chapter 2 Fourier Series and Fourier Integral


= a0 + Â an cos np x
n =1

1 l
l Ú0
a0 = f ( x ) dx
1
= Ú ( x - 1)2 dx
0
1
( x - 1)3
=
3 0

È ( -1) ˘
= Í0 -
Î 3 ˙˚
1
=
3
2 l cos np x
l Ú0
an = f ( x) dx
l
1
= 2 Ú ( x - 1)2 cos np x dx
0

1
Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ
= 2 ( x - 1)2 Á - 2( x - 1) Á - 2 2 ˜ + 2 Á - 3 3 ˜
Ë np ˜¯ Ë n p ¯ Ë np ¯ 0

1
Ê sin np x ˆ Ê cos np x ˆ Ê sin np x ˆ
= 2 ( x - 1)2 Á + 2( x - 1) Á 2 2 ˜ - 2 Á 3 3 ˜
Ë np ˜¯ Ë np ¯ Ë np ¯ 0

4 cos0
= [Q sin np = sin 0 = 0]
n 2p 2
4
= 2 2 [Q cos0 = 1]
np

1 4 1
Hence, f ( x) = +
3 p2
 n2 cos np x
n =1

1 4 1
( x - 1)2 = + Â n2 cos np x
3 p2 n =1
2.7 Half-Range Fourier Series 2.113

example 22
Find the half-range sine series of f (x) = x 0<x<1
=2–x 1<x<2
p2 1 1 1
Hence, deduce that = 2 + 2 + 2 +K
8 1 3 5
Solution
The half-range sine series of f (x) with period 2l = 4 is given by

np x
f ( x ) = Â bn sin
n =1 l

np x
= Â bn sin
n =1 2
2 l np x
l Ú0
bn = f ( x )sin dx
l
1 np x 2 np x
= Ú x sin dx + Ú (2 - x )sin dx
0 2 1 2
1
Ê 2 np x ˆ Ê 4 np x ˆ
= xÁ- cos ˜ - (1) Á - 2 2 sin
Ë np 2 ¯ Ë n p 2 ˜¯ 0
2
Ê 2 np x ˆ Ê 4 np x ˆ
+ (2 - x ) Á - cos ˜ - ( -1) Á - 2 2 sin
Ë np 2 ¯ Ë n p 2 ˜¯ 1
8 np
= 2 2 sin
n p 2

8 1 np np x
Hence, f ( x ) =
p2
 n2 sin 2
sin
2
n =1
8 È1 p px 1 3p 3p x 1 5p 5p x ˘
= 2 Í 2 sin sin + 2 sin sin + 2 sin sin + L˙
p Î1 2 2 3 2 2 5 2 2 ˚
8 È1 px 1 3p x 1 5p x ˘
= 2 Í 2 sin - sin + 2 sin - L˙ ...(1)
p Î1 2 32 2 5 2 ˚

At x = 1,
1È ˘ 1 + (2 - 1)
f (1) = Í lim- f ( x ) + lim+ f ( x )˙ = =1
2 Î x Æ1 x Æ1 ˚ 2
2.114 Chapter 2 Fourier Series and Fourier Integral

Putting x = 1 in Eq. (1),


8 Ê1 p 1 3p 1 5p ˆ
f (1) = 2 Á
sin - 2 sin + 2 sin - L˜
p 1 Ë 2 2 3 2 5 2 ¯
8 Ê1 1 1 ˆ
1 = 2 Á 2 + 2 + 2 + K˜
p Ë1 3 5 ¯
p2 1 1 1
= 2 + 2 + 2 +K
8 1 3 5

example 23
Find the half-range cosine series of f ( x ) = 1 0 £ x £1
=x 1£ x £ 2
Solution
The half-range cosine series of f (x) with period 2l = 4 is given by

np x
f ( x ) = a0 + Â an cos
n =1 l

np x
= a0 + Â an cos
n =1 2
1 l
a0 = Ú f ( x )dx
l 0
= Í Ú 1dx + Ú xdx ˘˙
1È 1 2

2Î 0 1 ˚
È 2 ˘
1 x2 ˙
= Íx0 +
1
2Í 2 ˙
Î 1˚

5
=
4
2 l np x
an = Ú f ( x ) cos dx
l 0 l
1 np x 2 np x
= Ú 1 ◊ cos dx + Ú x cos dx
0 2 1 2
È Ê 2 np x ˆ ˘
1 2
2 np x np x ˆ Ê 4
= sin + Í xÁ sin - (1) - cos ˙
np 2 0 ÎÍ Ë np 2 ˜¯ ÁË 2 2
n p 2 ˜¯ 1 ˙˚
Ê 2 np ˆ Ê 4 2 np 4 np ˆ
=Á sin ˜ + Á 2 2 cos np - sin - 2 2 cos ˜
Ë np 2 ¯ Ën p np 2 n p 2 ¯
2.7 Half-Range Fourier Series 2.115

4 Ê np ˆ
= 2 ÁË cos np - cos 2 ˜¯
2
n p
4 È np ˘
= 2 Í( -1) - cos 2 ˙
2
n
[Q cos np = ( -1)n ]
n p Î ˚

5 4 1 È np ˘ np x
Hence, f ( x) = +
4 p2
 n2 ÍÎ(-1)n - cos 2 ˙˚
cos
2
n =1

exercIse 2.3
1. Find the half-range cosine series of f (x) = x sin x in 0 < x < p.
È 1 •
(-1)n -1 ˘
Í Ans. : 1 - cos x + 2Â 2 cos nx ˙
Î 2 n =1 n - 1 ˚
2. Find the half-range cosine series of f (x) = (x – 1)2 in 0 < x < 1.
È 1 4 •
1 ˘
Í Ans. : + 2
Î 3 p
Ân
n =1
2
cos np x ˙
˚
x
3. Find the half-range cosine series of f (x) = e in 0 < x < 1.
È •
1 ˘
Í Ans. : (e - 1) + 2Â [e(-1)n - 1]cos np x ˙
n =1 1 + n p
2 2
Î ˚
4. Find the half-range sine series of
f (x) = x 0£x£2
=4–x 2£x£4
È 16 • Ê 1 np ˆ np x ˘
2 ÂÁ 2
Í Ans. : sin ˜ sin ˙
Î p n =1 Ë n 2 ¯ 4 ˚

5. Find the half-range sine and cosine series of f (x) = x – x2 in 0 < x < 1.

È 8 •
1 1 4 •
1 ˘
Í Ans. : 3 Â (2n + 1) 3
sin(2n + 1)p x, -
6 p2
 (2n) 2
cos 2np x ˙
Î p n=0 n =1 ˚

Ê xˆ
6. Find the half-range sine and cosine series of f (x) = a Á 1 - ˜ in 0 < x < l.
Ë l¯

È 2a • 1 np x a 4 a • 1 (2n + 1)p x ˘
Í Ans. : Â
p n =1 n
sin
l
, + 2Â
2 p n = 0 (2n + 1)2
cos
l
˙
Î ˚
2.116 Chapter 2 Fourier Series and Fourier Integral

7. Find the half-range sine series of f (x) = sin2 x in 0 < x < p.


È 8 • sin(2n - 1)x ˘
Í Ans. : - Â
p n =1 (2n - 1)(2n + 1)(2n + 3) ˙˚
Î

8. Find the half-range sine series of


2x p
f ( x) = 0£x£
3 3
p -x p
= £x £p
3 3
È 2 • 1 np ˘
Í Ans. : p  2 sin 3 sin nx ˙
Î n =1 n ˚

9. Find the half-range sine series of


f (x) = x 0 £ x <1
=1 1£ x < 2
=3–x 2£x£3

È 6 •
È1 Ê np 2np ˆ ˘ np x ˘
Í Ans. : 2 Â Ín
n =1 Î
2 Á
Ë
sin
3
+ sin ˜
3 ¯˚
˙ sin
3 ˚
˙
Î p

2.8 FourIer IntegrAl


Let f(x) be a function which is piecewise continuous in every finite interval in (–•, •)
and absolutely integrable in (–•, •).
We know that the Fourier series of the function f(x) in any interval (–l, l) is given by

np x • np x
f ( x ) = a0 + Â an cos + Â bn sin ...(2.5)
n =1 l n =1 l

1 l
2l Ú- l
where a0 = f ( t ) dt

1 l np t
an = Ú f (t ) cos dt
l -l l
1 l np t
bn = Ú f (t ) sin dt
l -l l
2.8 Fourier Integral 2.117

Substituting the values of a0, an, and bn in Eq. (2.5),



1 l 1 np t np x
f ( x) = Ú f (t ) dt + Â f (t ) cos cos dt
2l - l n =1 l l l

1 l np t np x
+Â Ú f (t )sin sin dt
l -l l l
n =1

1 l 1 l È np t np x np t np x ˘
= Ú f (t ) dt + Â Ú f (t ) Ícos cos + sin sin dt
2l - l n =1 l -l
Î l l l l ˙˚
1 l 1 • l np
= Ú f (t ) dt + Â Ú f (t ) cos ( t - x ) dt
2l - l l n =1 - l l
np p np p
Putting wn = and Dw n = w n +1 - w n = (n + 1) - = ,
l l l l

1 l Dw n l
f ( x) =
2l Ú - l
f ( t ) dt +
p
 Ú-l f (t ) cos w n (t - x) dt
n =1

 ÎÍÈÚ-l f (t ) cos w n (t - x) dt ˚˙˘ Dw n
1 l 1 l

2l Ú - l
= f ( t ) dt +
p n =1 ...(2.6)
1 p
As l Æ •, Æ 0 and Dw n = Æ 0, the infinite series in Eq. (2.6) becomes an
l l
integral from 0 to •.
1 •È •
f (t ) cos w (t - x ) dt ˘˙ dw [Q l Æ •, Dw n Æ dw ]
p Ú0 ÍÎ Ú-•
f ( x) = ...(2.7)
˚
Equation (2.7) is called the Fourier integral of f (x).
Expanding cosw(t – x) in Eq. (2.7),
1 •È • ˘
f ( x) =
p Ú0 ÍÎÚ-• f (t )(cos w t cos w x + sin w t sin w x) dt ˙˚ dw
1 • • 1 • •
=
p Ú0 Ú-• f (t ) cos w tdt cos w x dw + p Ú0 Ú-• f (t )sin w t dt sin w x dw
• •
= Ú A(w ) cos w x dw + Ú B(w )sin w x dw ...(2.8)
0 0

1 •
where A(w ) =
p Ú-• f (t ) cos w t dt
1 •
and B(w ) =
p Ú-• f (t )sin w t dt
2.118 Chapter 2 Fourier Series and Fourier Integral

Fourier cosine and sine Integrals


When f(x) is an even function,
2 •
A(w ) = Ú f (t ) cos w t dt
p 0
B(w ) = 0
The Fourier integral of an even function f(x) is given by
• ...(2.9)
f ( x ) = Ú A(w ) cos w x dw
0
Equation (2.9) is called the Fourier cosine integral of f(x).
When f(x) is an odd function,
A(w ) = 0
2 •
B(w ) = Ú f (t )sin w t dt
p 0
The Fourier integral of an odd function f(x) is given by

f ( x ) = Ú B(w )sin w x dw ...(2.10)
0
Equation (2.10) is called the Fourier sine integral of f(x).

example 1
Using Fourier integral representation, show that
• cos w x + w sin w x
Ú0 dw = 0 x<0
1+ w2
p
= x=0
2
= p e - x x > 0 [Winter 2014; Summer 2015]
Solution
Let f ( x) = 0 x<0
1
= x=0
2
= e- x x>0
The Fourier integral of f(x) is given by
• •
f ( x ) = Ú A(w ) cos w x dw + Ú B(w )sin w x dw
0 0

1 •
p Ú-•
A(w ) = f (t ) cos w t dt

= ÈÍ Ú 0 ◊ cos w t dw + Ú e - t cos w t dw ˘˙
1 0 •

p Î -• 0 ˚
2.8 Fourier Integral 2.119


1 e- t
= (- cos w t + w sin w t
p 1+ w2 0
1
= [Q cos 0 = 1, sin 0 = 0]
p (1 + w 2 )
1 •
p Ú-•
B(w ) = f (t )sin w t dt

= ÈÍ Ú 0 ◊ sin w t dw + Ú e - t sin w t dw ˘˙
1 0 •

p Î -• 0 ˚

1 e- t
= (- sin w t - w cos w t )
p 1+w2 0
1
=- (-w )
p (1 + w 2 )
w
=
p (1 + w 2 )
1 • 1 1 • w
Hence, f ( x ) =
p Ú0 1+w 2
cos w x dw +
p Ú0 1+w2
sin w x dw

1 • cos w x + w sin w x
=
p Ú0 1+w2
dw

• cos w x + w sin w x
Ú0 1+w2
dw = p f ( x )

Ï0 x<0
Ô
Ôp
=Ì x=0
Ô2
ÔÓp e - x x>0

example 2
Express the function f ( x ) = 2 | x | < 2
= 0 |x| > 2
as Fourier integral. [Summer 2017, 2016]
Solution
The function f(x) is an even function. The Fourier cosine integral of f(x) is given by

f ( x ) = Ú A(w ) cos w x dw
0
2.120 Chapter 2 Fourier Series and Fourier Integral

2 •
A(w ) =
p Ú0 f (t ) cos w t dt

2 2
=
p Ú0 2 ◊ cos w t dt
2
4 sin w t
=
p w 0

4 sin 2w
= [Q sin 0 = 0]
p w
4 • sin 2w cos w x
Hence, f ( x) =
p Ú0 w
dw

• sin 2w cos w x p
Ú0 w
dw = f ( x )
4
Ïp
Ô |x| < 2
= Ì2
ÔÓ 0 | x | > 2 ...(1)

At | x | = 2, i.e., x = ± 2, f(x) is discontinuous.


At x = 2,
1È ˘
f ( x) = Í lim - f ( x ) + lim + f ( x )˙
2 Î x Æ -2 x Æ -2 ˚
1
= [ 2 + 0]
2
=1
At x = –2,
1È ˘
f ( x) = Í lim f ( x ) + lim + f ( x )˙
2 Î x Æ - 2- x Æ -2 ˚
1
= [ 0 + 2]
2
=1
Hence, from Eq. (1),
Ïp
Ô2 |x| < 2
Ô
• sin 2w cos w x Ôp
Ú0 dw = Ì |x| = 2
w Ô4
Ô0 |x| > 2
Ô
Ó
2.8 Fourier Integral 2.121

example 3
Find the Fourier integral representation of the function
f ( x) = 1 |x| < 1
=0 |x| >1
• sin w cos w x • sin w
Hence, evaluate (i) Ú0 w
dw (ii) Ú0w
dw
[Winter 2016, 2014, 2013]
Solution
The function f(x) is an even function. The Fourier cosine integral of f(x) is given by

f ( x ) = Ú A(w ) cos w x dw
0

2 •
A(w ) =
p Ú0 f (t ) cos w t dt

2 1
=
p Ú0 1 ◊ cos w t dt
1
2 sin w t
=
p w 0
2 sin w
= [Q sin 0 = 0]
p w
2 • sin w cos w x
Hence, f ( x) =
p Ú0 w
dw

(i) • sin w cos w x p


Ú0 w
dw = f ( x )
2
Ïp
Ô |x| < 1
= Ì2
...(1)
ÔÓ0 |x| > 1
At |x| = 1, i.e., x = ± 1, f(x) is discontinuous.
At x = 1,
1
f ( x) = È lim f ( x ) + lim f ( x )˘
2 ÍÎ x Æ1- x Æ1+ ˙˚
1
= (1 + 0)
2
1
=
2
2.122 Chapter 2 Fourier Series and Fourier Integral

At x = –1,
1
f ( x) = È lim f ( x ) + lim f ( x )˘
2 ÍÎ x Æ-1- x Æ-1+ ˙˚
1
=
(0 + 1)
2
1
=
2
Hence, from Eq. (1),
Ïp
Ô2 |x| < 1
Ô
• sin w cos w x Ôp
Ú0 dw = Ì |x| = 1
w Ô4
Ô0 |x| > 1
Ô
Ó
(ii) Putting x = 0 in Eq. (1),
• sin w p p
Ú0 w
dw = f (0) =
2 2
[Q f (0) = 1]

example 4
Find the Fourier integral representation of the function
2
f ( x) = 1 - x |x| £1
=0 |x| >1
Solution
f(x) is an even function. The Fourier cosine integral of f (x) is given by

f ( x ) = Ú A(w ) cos w x dw
0

2 •
p Ú0
A(w ) = f (t ) cos w t dt

2 •
= Ú (1 - t 2 ) cos w t dt
p 0
1
2 Ê sin w t ˆ Ê cos w t ˆ Ê sin w t ˆ
= (1 - t )2 Á - ( -2t ) Á - + ( -2) Á -
p Ë w ˜¯ Ë w 2 ˜ ¯ Ë w 3 ˜¯ 0

2 Ê 2 cos w 2 sin w ˆ
= - + [Q sin 0 = 0]
p ÁË w2 w3 ¯
˜

4 Ê sin w - w cos w ˆ
= Á ˜¯
pË w3
2.8 Fourier Integral 2.123

4 • sin w - w cos w
Hence, f ( x) =
p Ú0 w3
cos w x dw

example 5
Find the Fourier cosine integral of f (x) = e–kx, where x > 0, k > 0.
[Winter 2016]
Solution
The Fourier cosine integral of f(x) is given by

f ( x ) = Ú A(w ) cos w x dw
0

2 •
A(w ) =
p Ú0 f (t ) cos w t dt

2 • - kt
=
p Ú0 e cos w t dt

2 e - kt
= (- k cos w t + w sin w t
p k2 + w2 0
2Ê k ˆ
= Á 2 [Q cos 0 = 1, sin 0 = 0]
p Ë k + w 2 ˜¯
2k • 1
Hence, f ( x) =
p Ú0 k +w2
2
cos w x dw

• cos w x p
Ú0 2
w +k 2
dw =
2k
f ( x)

p - kx
= e x > 0, k>0
2k

example 6
p -x
Find the Fourier cosine integral of f(x) = e , x ≥ 0. [Winter 2015]
2
Solution
The Fourier cosine integral of f(x) is given by

f(x) = Ú A(w ) cos w x dw
0

2
A(w) =
p Ú f (t ) cos w t dt
0
2.124 Chapter 2 Fourier Series and Fourier Integral


2 p -t
=
p Ú2e cos w t dt
0


-t
= Úe cos w t dt
0

e- t
= (- cos w t + w sin w t )
1 + w2 0

1
= [Q cos 0 = 1, sin 0 = 0]
1 + w2

1
Hence, f(x) = Ú 1 + w2 cos w x dw
0


cosw x
Ú 1+ w2 dw = f(x)
0


cosw x p -x
Ú 1+w2 dw =
2
e
0

example 7
p
Find the Fourier cosine integral of the function f ( x ) = cos x | x | <
2
p
=0 |x| >
2
Solution
The Fourier cosine integral of f(x) is given by

f ( x ) = Ú A(w ) cos w x dw
0

2 •
A(w ) =
p Ú0 f (t ) cos w t dt
p
2
=
p Ú0
2 cos t cos w t dt
p
2 1
=
p Ú0
2
2
[cos(1 + w )t + cos(1 - w )t ]dt
2.8 Fourier Integral 2.125

p
1 sin(1 + w )t sin(1 - w )t 2
= +
p 1+w 1-w 0

È p p ˘
sin(1 + w ) sin(1 - w )
1Í 2 2 ˙
= Í + ˙ [Q sin 0 = 0]
p Î 1+w 1-w ˚
È Ê pw ˆ Ê pw ˆ ˘
cos Á
Ë 2 ˜¯
cos Á
1Í Ë 2 ˜¯ ˙
= Í + ˙
p Î 1+w 1-w ˚
Ê pw ˆ
2 cos Á
1 Ë 2 ˜¯
=
p 1-w2
Ê pw ˆ
cos Á
2 • Ë 2 ˜¯
Hence, f ( x) =
p Ú0 1- w2
cos w x dw

example 8
Express the function f ( x ) = 1 0£ x<p
=0 x >p
as a Fourier sine integral and hence, evaluate
• 1 - cos pw
Ú0 w
sin w x dw [Winter 2017]

Solution
The Fourier sine integral of f(x) is given by

f ( x ) = Ú B(w )sin w x dw
0

2 •
p Ú0
B(w ) = f (t )sin w t dt

= ÈÍ Ú 1 ◊ sin w t dt + Ú 0 ◊ sin w t dt ˘˙
2 p 0

pÎ 0 p ˚
p
2 cos w t
= -
p w 0
2 Ê - cos pw + 1ˆ
= Á ˜¯ [Q cos 0 = 1]
pË w
2 Ê 1 - cos pw ˆ
= Á ˜¯
pË w
2.126 Chapter 2 Fourier Series and Fourier Integral

2 • 1 - cos pw
p Ú0
Hence, f ( x) = sin w x dw
w
• 1 - cos pw p
Ú0 w sin w x dw = 2 f ( x)
Ïp
Ô 0£ x<p
= Ì2 ...(1)
ÔÓ0 x>p
At x = p, f(x) is discontinuous.
1
f ( x ) = È lim f ( x ) + lim f ( x )˘
2 Î x Æp - x Æp + ˚
1
= (1 + 0)
2
1
=
2
Hence, from Eq. (1),
Ïp
Ô2 0£ x<p
• 1 - cos pw Ô
Ú0 w sin w x dw = ÌÔ p x=p
4
Ô
Ó0 x >p

example 9
Express the function f ( x ) = sin x 0£ x£p
=0 x >p
as a Fourier sine integral and show that
• sin w x sin pw p
Ú0 1 - w 2 dw = 2 sin x 0£ x£p

Solution
The Fourier sine integral of f (x) is given by

f ( x ) = Ú B(w ) sin w x dw
0

2 •
B(w ) = Ú f (t )sin w t dt
p 0
= ÈÍ Ú sin t sin w t dt + Ú 0 ◊ sin w t dt ˘˙
2 p •

p Î 0 p ˚
2.8 Fourier Integral 2.127

2 1
Ú0 2 [cos(w - 1)t - cos(w + 1)t ]dt
p
=
p
p
1 sin(w - 1)t sin(w + 1) t
= -
p w -1 w +1 0
1 È sin(w - 1)p sin(w + 1)p ˘
= Í - [Q sin 0 = 0]
p Î w -1 w + 1 ˙˚
1 È sin pw sin pw ˘
= Í- +
p Î w -1 w + 1 ˙˚
1 Ê 2 sin pw ˆ
= Á- 2
p Ë w - 1 ˜¯
2 Ê sin pw ˆ
=
p ÁË 1 - w 2 ˜¯
2 • sin pw
Hence, f ( x) =
p Ú0 1-w2
sin w x dw , w π1

• sin w x sin pw p
Ú0 1-w 2
dw =
2
f ( x)

Ïp
Ô sin x 0£ x£p
= Ì2
ÔÓ0 x>p

example 10
Find the Fourier sine integral of f(x) = e–bx.
p • w sin w x
Hence, show that e- bx = Ú0 2 dw
2 b +w2
Solution
The Fourier sine integral of f (x) is given by

f ( x ) = Ú B(w )sin w x dw
0

2 •
B(w ) =
p Ú0 f (t )sin w t dt

2 • - bt
=
p Ú0 e sin w t dt

2 e - bt
= (-b sin w t - w cos w t )
p b2 + w 2 0
2.128 Chapter 2 Fourier Series and Fourier Integral

2Ê w ˆ
= [Q cos 0 = 1, sin 0 = 0]
p ÁË b2 + w 2 ˜¯
2 • w sin w x
p Ú0 b2 + w 2
Hence, f ( x) = dw

• w sin w x p
Ú0 b2 + w 2 dw = 2 f ( x)
p
= e - bx
2

example 11

l 3 sin l x p -x
Show that Ú 4
dl = e cos x, where x > 0. [Winter 2015]
0 l +4 2

Solution
p -x
f(x) = e cos x, x > 0
2
The Fourier sine integral of f(x) is given by

f(x) = Ú B(l )sin l x dl
0

2
B(l) =
p Ú f ( x) sin l x dx
0

2 p -x
=
p Ú2e cos x sin l x dx
0

-x
= Úe cos x sin l x dx
0

1 -x
2 Ú0
= e (2 cos x sin l x ) dx


1 -x
e [sin(l + 1) x + sin(l - 1) x ] dx
2 Ú0
=

1 È -x ˘
• •
= Í Ú e sin(l + 1) x dx + Ú e - x sin(l - 1) x dx ˙
2 ÍÎ 0 0 ˙˚
2.8 Fourier Integral 2.129


1È e- x
= Í {- sin (l + 1) x - (l + 1) cos(l + 1) x}
2 ÍÎ 1 + (l + 1)2
0

•˘
e- x ˙ , ( x > 0)
+ {- sin ( l - 1) x - ( l - 1) cos( l - 1) x}
1 + (l - 1)2 ˙
0 ˚

1 È (l + 1) (l - 1) ˘
= Í + ˙
2 ÍÎ 1 + (l + 1) 2
1 + (l - 1)2 ˙˚
1 È l +1 l -1 ˘
= +
2 ÍÎ l 2 + 2 l + 2 l 2 - 2 l + 2 ˙˚

1 È (l + 1) (l 2 - 2 l + 2) + (l - 1)(l 2 + 2 l + 2) ˘
= Í ˙
2 ÍÎ (l 2 + 2 l + 2)(l 2 - 2 l + 2) ˙˚

1 È l 3 - 2l 2 + 2l + l 2 - 2l + 2 + l 3 + 2l 2 + 2l - l 2 - 2l - 2 ˘
= Í ˙
2 ÍÎ l4 + 4 ˙˚

1 È 2l 3 ˘
= Í ˙
2 ÍÎ l 4 + 4 ˙˚

l3
=
l4 + 4

l3
Hence, f(x) = Ú l 4 + 4 sin l x dl
0
• 3
l p -x
Ú l 4 + 4 sin l x dl =
2
e cos x
0

exercIse 2.4
1. Find the Fourier integral representations of the following functions:
(i) f (x) = x |x| < 1 (ii) f (x) = -e ax x<0
- ax
=0 |x| > 1 =e x>0
È • sin w - w cos w ˘
Í Ans. : (i) Ú-• ipw 2
eiw x dw ˙
Í ˙
Í 2 • w
dw ˙˙
ÍÎ (ii)
p Ú0
sin w x 2
a +w 2
˚
2.130 Chapter 2 Fourier Series and Fourier Integral

2. Find the Fourier sine integral of f(x) = e–ax – e–bx.


È 2 • (b 2 - a 2 )w sin w x ˘
Í Ans. : Ú0 2 dw ˙
Î p (a + w )(b + w )
2 2 2
˚
3. Find the Fourier cosine integral of f(x) = e–xcos x.
È 2 • w2 + 2 ˘
Í
Î
Ans. : Ú
p w +4
0 4
cos w x dw ˙
˚
4. Express the function
p
f ( x) = 0<x <p
2
=0 x <p

as the Fourier sine integral and show that


• 1 - cos pw p
Ú0 w
sin w x dw =
2
È -1 1 - cos pw ˘
ÍÎ Ans. : Ú0 w
sin w x dw ˙
˚

Points to remember
Fourier Series in the Interval (0, 2p)
∞ ∞
f ( x) = a0 + ∑ an cos nx + ∑ bn sin nx
n =1 n =1

1 2p

2p Ú0
a0 = f ( x ) dx

1 2p
an = Ú f ( x ) cos nx dx
p 0
1 2p
bn = Ú f ( x )sin nx dx
p 0

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



np x • np x
f ( x ) = a0 + Â an cos + Â bn sin
n =1 l n =1 l
1 c + 2l
a0 = Ú f ( x ) dx
2l c
Points to Remember 2.131

1 c + 2l np x
an =
l Úc
f ( x ) cos
l
dx

1 c + 2l np x
bn = Ú f ( x )sin dx
l c l
where 2l is the length of the interval.
Fourier Series of Even Function in the Interval (–p, p)

f ( x ) = a0 + Â an cos nx
n =1
1 p
a0 =
p Ú0 f ( x ) dx

2 p
an =
p Ú0 f ( x ) cos nx dx

bn = 0

Fourier Series of Even Function in the interval (–l, l)



np x
f ( x ) = a0 + Â an cos
n =1 l
1 l
a0 = Ú f ( x ) dx
l 0
2 l np x
an = Ú f ( x ) cos dx
l 0 l
bn = 0

Fourier Series of Odd Function in the Interval (–p, p)



f ( x ) = Â bn sin nx
n =1
a0 = 0
an = 0
2 p
bn =
p Ú0 f ( x )sin nx dx

Fourier Series of Odd Function in the Interval (–l, l)



np x
f ( x ) = Â bn sin
n =1 l
a0 = 0
an = 0
2 l np x
l Ú0
bn = f ( x )sin dx
l
2.132 Chapter 2 Fourier Series and Fourier Integral

Half-Range Cosine Series in the Interval (0, p)



f ( x ) = a0 + Â an cos nx
n =1
1 p
a0 =
p Ú0 f ( x ) dx
2 p
an =
p Ú0 f ( x ) cos nx dx

Half-Range Cosine Series in the Interval (0, l)



np x
f ( x ) = a0 + Â an cos
n =1 l
1 l

l Ú0
a0 = f ( x ) dx

2 l np x
an = Ú f ( x ) cos dx
l 0 l

Half-Range Sine Series in the Interval (0, p)



f ( x ) = Â bn sin nx
n =1
2 p
bn =
p Ú0 f ( x )sin nx dx

Half-Range Sine Series in the Interval (0, l)



np x
f ( x ) = Â bn sin
n =1 l
2 l np x
bn =
l Ú0
f ( x )sin
l
dx

Fourier Integral Theorem


• •
f ( x ) = Ú A(w ) cos w x dw + Ú B(w )sin w x dw
0 0
1 •
A(w ) =
p Ú-• f (t ) cos w t dt
1 •
B(w ) =
p Ú-• f (t )sin w t dt
Fourier Cosine Integral

f ( x ) = Ú A(w ) cos w x dw
0
Multiple Choice Questions 2.133

2 •
A(w ) =
p Ú0 f (t ) cos w t dt

B(w ) = 0

Fourier Sine Integral



f ( x ) = Ú B(w )sin w x dw
0
A(w ) = 0
2 •
B(w ) = Ú f (t )sin w t dt
p 0

multiple choice Questions


Select the most appropriate response out of the various alternatives given in each
of the following questions:
Ï-1 -1 < x < 0
1. If f(x) = Ì
Ó 1 0 < x <1
then f(x) is a/an _______ function in (–1 , 1).
(a) even (b) odd (c) constant (d) none of these
Ï- x -p < x < 0
2. If f(x) = Ì
Ó x 0< x<p
then f(x) is a/an _____ function in (–p, p).
(a) even (b) odd (c) constant (d) none of these
Ï 2x
ÔÔ1 + p -p £ x £ 0
3. If f(x) = Ì
Ô1 - 2 x 0£ x£p
ÔÓ p
then f(x) is a/an _____ function in (–p , p).
(a) even (b) odd (c) constant (d) none of these
Ï- x 2
-p < x £ 0
4. The Fourier series expansion of f(x) = ÔÌ contains no
ÔÓ x
2
0£ x£p
______ terms.
(a) sine (b) cosine (c) constant (d) none of these
Ï- x -4 £ x £ 0
5. The Fourier series expansion of f(x) = Ì contains no ______
Ó x 0£ x£4
terms.
(a) sine (b) cosine (c) constant (d) none of these
2.134 Chapter 2 Fourier Series and Fourier Integral

6. If f(x) is an even function in (–p , p), then the graph of f(x) is symmetrical about
the ______.
(a) x-axis (b) y-axis (c) origin (d) none of these
7. If f(x) is an odd function in (–l, l), then the graph of f(x) is symmetrical about the
______
(a) x-axis (b) y-axis (c) origin (d) none of these
8. If f(x) is an even function in the interval (–l, l), then the value of bn is
p
(a) (b) p (c) 1 (d) 0
2
9. If f(x) is an odd function in (–l, l) , then the values of a0 and a1 are
p
(a) 0, 0 (b) p, p (c) ,p (d) 1, 1
2
10. If f(x) = x in (–p, p), then the Fourier coefficient a2 is
(a) p (b) 0 (c) 1 (d) –1
11. If f(x) = cos x in (–p, p), then the Fourier coefficient bn is
(a) 0 (b) p (c) 1 (d) none of these
12. In the Fourier series expansion of f(x) = x sin x in (–p, p), the ____ terms are
absent.
(a) sine (b) cosine (c) constant (d) none of these
13. If f(x) = x cos x in (–p, p), then b1 is
(a) 0 (b) p (c) 1 (d) none of these
14. Which of the following is neither an even function nor an odd function?
(a) x sin x (b) x2 (c) e–x (d) x cos x
15. Fundamental period of sin 2x is
p p
(a) (b) (c) 2p (d) p
4 2
16. Fundamental period of tan 3x is
p p p
(a) (b) (c) p (d)
2 3 4
17. If f(x + nT) = f(x) where n is any integer, then the fundamental period of f(x) is
T
(a) 2T (b) (c) T (d) 3T
2
18. For half-range sine series of f(x) = cos x, 0 £ x £ p and period 2p, Fourier series

is represented by  bn sin nx, then Fourier coefficient b1 is
n =1

1 2 2
(a) (b) 0 (c) (d) –
p p p
Multiple Choice Questions 2.135

19. A function f(x) is said to be periodic of period T if


(a) f(x + T) = f(x) for all x (b) f(x + T) = f(T) for all x
(c) f(–x) = f(x) for all x (d) f(–x) = –f(x) for all x
20. Fourier series representation of a periodic function f(x) with period 2p which
satisfies Dirichlet’s conditions is

(a) a0 + Â (an cos nx + bn sin nx)
n =1


(b) a0 + Â (an cos np x + bn sin np x)
n =1


(c) a0 + Â (an cos nx)(bn sin nx)
n =1

(d) a0 + an cos nx + bn sin nx


21. A function f(x) is said to be even if
(a) f(–x) = f(x) (b) f(–x) = –f(x)
(c) f(x + 2p) = f(x) (d) f(–x) = [f(x)]2
22. A function f(x) is said to be odd if
(a) f(–x) = f(x) (b) f(–x) = –f(x)
(c) f(x + 2p) = f(x) (d) f(–x) = [f(x)]2
23. Which of the following is an odd function?
(a) sinx (b) ex + e–x (c) e| x | (d) p2 – x2
24. Which of the following is an even function?
(a) sinx (b) ex – e–x (c) x cosx (d) cosx
25. For an even function f(x) defined in the interval -p £ x £ p and f ( x + 2p ) = f ( x ),
the Fourier series is
• •
np x
(a) Â bn sin x (b) a0 + Â an cos l
n =1 n =1

• •
np x
(c) a0 + Â an cos nx (d) Â bn sin l
n =1 n =1

26. For an odd function f(x) defined in the interval -p £ x £ p and f(x + 2p) = f(x),
the Fourier series is
• •
np x
(a) Â bn sin nx (b) a0 + Â an cos l
n =1 n =1

• •
np x
(c) a0 + Â an cos nx (d) Â bn sin l
n =1 n =1
2.136 Chapter 2 Fourier Series and Fourier Integral

27. Half-range Fourier cosine series for f(x) defined in the interval (0, p) is
• •
nx
(a) a0 + Â an cos nx (b) an + Â an cos l
n =1 n =1

• •
(c) Â an cos nx (d) an + Â (an cos nx + bn sin nx)
n =1 n =1

28. Half-range Fourier sine series for f(x) defined in the interval (0, p) is
• •
np x
(a) Â bn sin nx (b) Â bn sin l
n =1 n =1

• •
np x
(b) a0 + Â an cos l
(d) a0 + Â (an cos nx + bn sin nx)
n =1 n =1

29. The Fourier series of an odd periodic function contains only


(a) odd harmonics (b) even harmonics
(c) cosine terms (d) sine terms
30. The trigonometric Fourier series of an even function does not have
(a) constant (b) cosine terms (c) sine terms (d) odd harmonic terms
Ï- k -p < x < 0
31. For the function f ( x ) = Ì , the value of a0 in the Fourier series
Ók 0< x<p
expansion will be

(a) k (b) 2k (c) 0 (d) –k


32. The value of a0 in Fourier series expansion of f(x) = x2, –1 < x < 1 is
1 1
(a) (b) 3 (c) (d) 1
3 2

Answers
1. (b) 2. (a) 3. (a) 4. (b) 5. (a) 6. (b) 7. (c) 8. (d)
9. (a) 10. (b) 11. (a) 12. (a) 13. (a) 14. (c) 15. (d) 16. (b)
17. (c) 18. (b) 19. (a) 20. (a) 21. (a) 22. (b) 23. (a) 24. (d)
25. (c) 26. (a) 27. (a) 28. (a) 29. (d) 30. (c) 31. (c) 32. (a)
CHAPTER
3
Ordinary Differential
Equations and
Applications

chapter outline
3.1 Introduction
3.2 Differential Equations
3.3 Ordinary Differential Equations of First Order and First Degree
3.4 Applications of First Order Differential Equations
3.5 Homogeneous Linear Differential Equations of Higher Order with Constant
Coefficients
3.6 Homogeneous Linear Differential Equations: Method of Reduction of Order
3.7 Nonhomogeneous Linear Differential Equations of Higher Order with
Constant Coefficients
3.8 Method of Variation of Parameters
3.9 Cauchy’s Linear Equations
3.10 Legendre’s Linear Equations
3.11 Method of Undetermined Coefficients
3.12 Applications of Higher Order Linear Differential Equations

3.1 IntroductIon

Differential equations are very important in engineering mathematics. A differential


equation is a mathematical equation for an unknown function of one or several variables
that relates the values of the function itself and of its derivatives of various orders. It
provides the medium for the interaction between mathematics and various branches of
science and engineering. Most common differential equations are radioactive decay,
chemical reactions, Newton’s law of cooling, series RL, RC, and RLC circuits, simple
harmonic motions, etc.
3.2 Chapter 3  Ordinary Differential Equations and Applications

3.2 dIfferentIal equatIons


A differential equation is an equation which involves variables (dependent and
independent) and their derivatives, e.g.,
d2 y dy
2
-5 + 6y = ex …(3.1)
dx dx
2 3
Ê d2 y ˆ ÈÊ dy ˆ 2 ˘
Á 2˜ - ÍÁ ˜ + 1˙ = 0 …(3.2)
Ë dx ¯ ÍÎË dx ¯ ˙˚

∂2 z ∂2 z
+ = x+y …(3.3)
∂x 2 ∂y 2
Equations (3.1) and (3.2) involve ordinary derivatives and, hence, are called ordinary
differential equations whereas Eq. (3.3) involves partial derivatives and, hence, is
called a partial differential equation.

3.2.1 order
The order of a differential equation is the order of the highest derivative present in the
equation, e.g., the order of Eqs (3.1) and (3.2) is 2.

3.2.2 degree
The degree of a differential equation is the power of the highest order derivative after
clearing the radical sign and fraction, e.g., the degree of Eq. (3.1) is 1 and the degree of
Eq. (3.2) is 2.

3.2.3 solution or Primitive


The solution of a differential equation is a relation between the dependent and
independent variables (excluding derivatives), which satisfies the equation.
The solution of a differential equation is not always unique. It may have more than one
solution or sometimes no solution.
The general solution of a differential equation of order n contains n arbitrary con-
stants.
The particular solution of a differential equation is obtained from the general solution
by giving particular values to the arbitrary constants.

3.2.4 Formation of Differential Equations


Ordinary differential equations are formed by elimination of arbitrary constants c1,
c2,..., cn from a relation like f (x, y, c1, c2, ..., cn) = 0
Consider f (x, y, c1, c2, ..., cn) = 0 ...(3.4)
3.2  Differential Equations        3.3

Differentiating Eq. (3.4) successively w.r.t. x, n times and eliminating n arbitrary


constants c1, c2, ..., cn from the above (n + 1) equations a differential equation

Ê dy d 2 y ˆ
F Á x, y, , 2 . L˜ = 0
Ë dx dx ¯
is obtained. Its general solution is given by Eq. (3.4) itself.

example 1
Form the differential equation by eliminating arbitrary constants from
Ê yˆ
log Á ˜ = cx .
Ë x¯

Solution
Ê yˆ
log Á ˜ = cx
Ë x¯
...(1)
Differentiating Eq.(1) w.r.t. x,
1 dy 1
- =c
y dx x
Eliminating c from Eq. (1),

Ê yˆ Ê 1 dy 1 ˆ
log Á ˜ = x Á -
Ë x¯ Ë y dx x ˜¯
x dy
= -1
y dx
which is the differential equation of first order.

example 2
Find the differential equation of the family of circles of radius r whose
centre lies on the x-axis. [Winter 2014]
Solution
Let (a, 0) be the centre and r be the radius of the family of circles. The equation of the
family of circles is
(x – a)2 + (y – 0)2 = r2
(x – a)2 + y2 = r2 ...(1)
where a is an arbitrary constant.
3.4 Chapter 3  Ordinary Differential Equations and Applications

Differentiating Eq. (1) w.r.t. x,


dy
2 x - 2a + 2 y =0
dx
dy
x - a = -y ...(2)
dx
Eliminating a from Eqs (1) and (2),
2
Ê dy ˆ
ÁË - y ˜¯ + y = r
2 2
dx
2
Ê dy ˆ
y Á ˜ + y2 = r 2
2
Ë dx ¯
È Ê dy ˆ 2 ˘
Í1 + Á ˜ ˙ y 2 = r 2
Î Ë dx ¯ ˚
which is the equation of the family of circles.

example 3
Form the differential equation by eliminating arbitrary constants from
y = Ae–3x + Be2x.
Solution
y = Ae–3x + Be2x ...(1)
Differentiating Eq. (1) twice w.r.t. x,
dy
= -3 Ae -3 x + 2 Be2 x ...(2)
dx
d2 y
= 9 Ae -3 x + 4 Be2 x ...(3)
dx 2
Eliminating A and B from Eqs (1), (2), and (3),
e -3 x e2 x y
dy
-3e -3 x 2e2 x - =0
dx
d2 y
9e -3 x 4e2 x -
dx 2
1 1 y
dy
( -1)e -3 x e2 x -3 2 =0
dx
d2 y
9 4 -
dx 2
3.3  Ordinary Differential Equations of First Order and First Degree        3.5

1 1 y
dy
-3 2 =0
dx
d2 y
9 4
dx 2
Ê d2 y dy ˆ Ê d 2 y dy ˆ
1 Á 2 2 - 4 ˜ - 1 Á -3 2 - 9 ˜ + y(-12 - 18) = 0
Ë dx dx ¯ Ë dx dx ¯
d2 y dy
5 2
+5 - 30 y = 0
dx dx
d2 y dy
2
+ - 6y = 0
dx dx
which is the differential equation of order two.

3.3 ordInary dIfferentIal equatIons of fIrst order


and fIrst degree
A differential equation which contains first-order and first-degree derivatives of y
(dependent variable) and known functions of x (independent variable) and y is known
as an ordinary differential equation of first order and first degree. The general form of
this equation can be written as
Ê dy ˆ
F Á x, y, ˜ = 0
Ë dx ¯
or in explicit form as
dy
= f ( x, y) or M( x, y)dx + N( x, y)dy = 0
dx
Solution of the differential equation can be obtained by classifying them as follows:
(i) Variable separable
(ii) Homogeneous differential equations
(iii) Nonhomogeneous differential equations
(iv) Exact differential equations
(v) Non-exact differential equations reducible to exact form
(vi) Linear differential equations
(vii) Nonlinear differential equations reducible to linear form

3.3.1 Variable separable


A differential equation of the form
M( x )dx + N( y)dy = 0 …(3.5)
where M (x) is the function of x only and N (y) is the function of y only, is called a
differential equation with variables separable as in Eq. (3.5), the function of x and the
function of y can be separated easily.
3.6 Chapter 3  Ordinary Differential Equations and Applications

Integrating Eq. (3.5), we get the solution as

Ú M( x)dx + Ú N( y)dy = c
or
Ú g( y)dy = Ú f ( x )dx + c
where c is the arbitrary constant.

example 1
1
2 2
Solve y(1 + x ) 2 dy + x 1 + y dx = 0 .
Solution
1
y(1 + x 2 ) 2 dy = - x 1 + y 2 dx
y x
dy = - dx
2
1+ y 1 + x2
Integrating both the sides,
y x
Ú 2
dy = - Ú dx
1+ y 1 + x2
1 1
1 - 1 -

2 Ú (1 + y 2 ) 2 (2 y)dy = - Ú (1 + x 2 ) 2 (2 x )dx
2
1 1
1 (1 + y 2 ) 2 1 (1 + x 2 ) 2 È [ f ( x )]n +1 ˘
◊ =- ◊ +c ÍQ Ú [ f ( x )] f ¢( x )dx =
n
˙
2 1 2 1 ÍÎ n + 1 ˙˚
2 2
1 + x 2 + 1 + y2 = c

example 2
Solve 9yy¢ + 4x = 0. [Summer 2016]
Solution
9yy¢ = – 4x
dy
9y = - 4x
dx
9y dy = – 4xdy
3.3  Ordinary Differential Equations of First Order and First Degree        3.7

Integrating both the sides,


y2 4 x2
9 =- +c
2 2
9y2 + 4x2 = 2c = c¢ where c¢ = 2c

example 3
Solve 3ex tan y dx + (1 + ex)sec2y dy = 0. [Winter 2017]
Solution
3ex tan y dx = – (1 + ex)sec2y dy
3e x sec 2 y
dx = - dy
1 + ex tan y
Integrating both the sides,
3e x sec 2 y
Ú 1 + ex dx = - Ú
tan y
dy

È f ¢( x ) ˘
3 log(1 + e x ) = - log tan y + log c ÍQ Ú dx = log f ( x ) ˙
Î f ( x) ˚
c
log(1 + e x )3 = log
tan y
c
(1 + e x )3 =
tan y
(1 + e x )3 tan y = c

example 4
dy
Solve = e x - y + x 2e- y . [Summer 2018]
dx
Solution
dy
ey = ex + x2
dx
e y dy = (e x + x 2 )dx
Integrating both the sides,

Ú e dy = Ú (e + x 2 )dx
y x

x3
ey = ex + +c
3
3.8 Chapter 3  Ordinary Differential Equations and Applications

3.3.2 Homogeneous Differential Equations


A differential equation of the form
dy M( x, y)
= …(3.6)
dx N( x, y)
is called a homogeneous equation if M(x, y) and N(x, y) are homogeneous functions of
the same degree, i.e., degree of the RHS of Eq. (3.6) is zero.
Equation (3.6) can be reduced to variable-separable form by putting y = vx.
dy dv
= v+x
dx dx
Equation (3.6) reduces to
dv M( x, vx )
v+x = = g( v )
dx N( x, vx )
dv
x = g( v ) - v
dx
dv dx
=
g( v ) - v x
This equation is in variable-separable form and can be solved by integrating
dv dx
Ú g( v ) - v = Ú x
+c

y
After integrating and replacing v by , we get the solution of Eq. (3.6).
x
Note: Homogeneous functions: A function f (x, y, z) is said to be a homogeneous
function of degree n, if for any positive number t,
f ( xt , yt , zt ) = t n f ( x, y, z ),
where n is a real number.

example 1
Solve x( x - y)dy + y 2 dx = 0.
Solution
dy - y2 M( x, y)
= 2 = ...(1)
dx x - xy N( x, y)
The equation is homogeneous since M and N are of the same degree 2.
Let y = vx
dy dv
= v+x
dx dx
3.3  Ordinary Differential Equations of First Order and First Degree        3.9

Substituting in Eq. (1),


dv - v2 x 2 - v2
v+x = 2 =
dx x (1 - v) 1 - v
dv - v 2 -v
x = -v =
dx 1 - v 1- v
Ê v - 1ˆ dx
ÁË v ˜¯ dv = x

Ê 1ˆ dx
ÁË 1 - v ˜¯ dv = x

Integrating both the sides,


Ê 1ˆ dx
Ú ÁË 1 - v ˜¯ dv = Ú x
v - log v = log x + log c
v = log v + log cx = log c xv
y
= log cy
x
y = x log cy

example 2
dy y + x 2 + y 2
Solve = .
dx x
Solution
2 2
dy y + x + y M( x, y)
= = … (1)
dx x N( x, y)
The equation is homogeneous since M and N are of the same degree 1.
Let y = vx
dy dv
= v+x
dx dx
Substituting in Eq. (1),

dv vx + x 2 + v 2 x 2
v+x = = v + 1 + v2
dx x
dv
x = 1 + v2
dx
dv dx
=
2 x
1+ v
3.10 Chapter 3  Ordinary Differential Equations and Applications

Integrating both the sides,


dv dx
Ú 2

1+ v x

( )
log v + v 2 + 1 = log x + log c = log cx

v + v 2 + 1 = cx
y y2
+ + 1 = cx
x x2
y + y 2 + x 2 = cx 2

example 3
Solve x2y dx – (x3 + xy2) dy = 0. [Winter 2012]
Solution
dy x2 y xy M( x , y )
= 3 = 2 = ...(1)
dx x + xy 2
x + xy N( x, y)
The equation is homogeneous since M and N are of the same degree 2.
Let y = vx
dy dv
= v+x
dx dx
Substituting in Eq. (1),
dv x(vx ) v
v+ x = 2 =
dx x + x(vx ) 1 + v

dv v v - v - v2
x = -v =
dx 1 + v 1+ v
1+ v dx
dv = -
v2 x
Ê 1 1ˆ dx
ÁË 2 + v ˜¯ dv = - x
v
Integrating both the sides,
1
- + log v = - log x + log c
v
1
log v + log x = + log c
v
3.3  Ordinary Differential Equations of First Order and First Degree        3.11

1
= log e + log c
v
1
= log e v + log c
1
log vx = log c e v
1
vx = ce v
x

y = ce y

3.3.3 Nonhomogeneous Differential Equations


A differential equation of the form
dy a1 x + b1 y + c1
= …(3.7)
dx a2 x + b2 y + c2
is called a nonhomogeneous equation where a1, b1, c1, a2, b2, c2 are all constants. These
equations are classified into two parts and can be solved by the following methods:

a1 b1
Case I If = =m
a2 b2
a1 = a2 m, b1 = b2 m ,
then Eq. (3.7) reduces to
dy m(a2 x + b2 y) + c1
= …(3.8)
dx a2 x + b2 y + c2

dy dt
Putting a2 x + b2 y = t, a2 + b2 = , Eq. (3.8) reduces to variable-separable form
dx dx
and can be solved using the method of variable-separable equation.
a1 b1
Case II If π , then substituting
a2 b2
x = X + h, y = Y + k in Eq. (3.7),
dy dY
=
dx dX
a ( X + h ) + b1 (Y + k ) + c1
= 1
a2 ( X + h ) + b2 (Y + k ) + c2
(a1 X + b1Y ) + (a1h + b1k + c1 ) …(3.9)
=
(a2 X + b2Y ) + (a2 h + b2 k + c2 )
3.12 Chapter 3  Ordinary Differential Equations and Applications

Choosing h, k such that


a1h + b1k + c1 = 0, a2 h + b2 k + c2 = 0 ,
then Eq. (3.9) reduces to
dY a X + b1Y
= 1
dX a2 X + b2Y
which is a homogeneous equation and can be solved using the method of homogeneous
equation. Finally, substituting X = x – h, Y = y – k, we get the solution of Eq. (3.7).

a1 b1
Problems Based on Case I: =
a2 b2

example 1
Solve ( x + y - 1) dx + (2 x + 2 y - 3) dy = 0.
Solution
dy x + y -1 -x - y +1
=- = …(1)
dx 2x + 2y - 3 2x + 2y - 3
a1 b1 1
The equation is nonhomogeneous and = =-
a2 b2 2
Let x + y = t
dy dt dy dt
1+ = , = -1
dx dx dx dx
Substituting in Eq. (1),
dt -t + 1
-1 =
dx 2t - 3
dt -t + 1
= +1
dx 2t - 3
- t + 1 + 2t - 3
=
2t - 3
t -2
=
2t - 3
Ê 2t - 3 ˆ
ÁË t - 2 ˜¯ dt = dx

Ê 1 ˆ
ÁË 2 + t - 2 ˜¯ dt = dx
3.3  Ordinary Differential Equations of First Order and First Degree        3.13

Integrating both the sides,


Ê 1 ˆ
Ú ÁË 2 + t - 2 ˜¯ dt = Ú dx
2t + log (t - 2) = x + c
2( x + y) + log ( x + y - 2) = x + c
x + 2 y + log ( x + y - 2) = c

example 2
Solve ( x + y) dx + (3 x + 3 y - 4) dy = 0, y (1) = 0.
Solution
dy -x - y
= …(1)
dx 3 x + 3 y - 4
a1 b1 -1
The equation is nonhomogeneous and = =
a2 b2 3
Let x + y = t
dy dt
1+ =
dx dx
dy dt
= -1
dx dx
Substituting in Eq. (1),
dt -t
-1 =
dx 3t - 4
dt -t -t + 3t - 4 2t - 4
= +1 = =
dx 3t - 4 3t - 4 3t - 4
Ê 3t - 4 ˆ
ÁË 2t - 4 ˜¯ dt = dx

1Ê 2 ˆ
3+ dt = dx
2 ÁË t - 2 ˜¯
Integrating both the sides,

1 Ê 2 ˆ
2 Ú Á
Ë
3+
t - 2 ˜¯
dt = Ú dx

1
2
[3t + 2 log | (t - 2) |] = x + c
3( x + y) + 2 log | ( x + y - 2) | = 2 x + 2c
x + 3 y + 2 log | ( x + y - 2) | = k , where 2c = k
3.14 Chapter 3  Ordinary Differential Equations and Applications

Given y (1) = 0
Putting x = 1, y = 0 in the above equation,
1 + 2 log | -1 | = k
1 + 2 log 1 = k
k =1
Hence, the solution is
x + 3 y + 2 log | x + y - 2| = 1

a1 b1
Problems Based on Case II: π
a2 b2

example 1
Solve ( x + 2 y) dx + ( y - 1) dy = 0.
Solution
dy - x - 2 y
= … (1)
dx y -1
-1 -2
The equation is nonhomogeneous and π
0 1
Let x = X + h, y =Y +k
dx = dX , dy = dY
dy dY
=
dx dX
Substituting in Eq. (1),
dY -( X + h ) - 2(Y + k )
=
dX (Y + k ) - 1
( - X - 2Y ) + ( -h - 2 k )
= … (2)
Y + (k - 1)
Choosing h, k such that
-h - 2 k = 0, k - 1 = 0 … (3)
Solving these equations,
k = 1, h = –2
Substituting Eq. (3) in Eq. (2),
dY - X - 2Y
= … (4)
dX Y
which is a homogeneous equation.
Let Y = vX
3.3  Ordinary Differential Equations of First Order and First Degree        3.15

dY dv
= v+X
dX dX
Substituting in Eq. (4),
dv - X - 2 vX
v+ X =
dX vX
-1 - 2 v
=
v
dv -1 - 2 v
X = -v
dX v
-1 - 2 v - v 2
=
v
- (v + 1)2
=
v
v dX
dv = -
(vv + 1)2 X
È 1 1 ˘ dX
Í - ˙ dv = -
Î v + 1 (v + 1) ˚
2 X
Integrating both the sides,
1 1 dX
Ú v + 1 dv - Ú (v + 1)2 dv = - Ú X
1
log (v + 1) + = - log X + c
v +1
ÊY ˆ 1
log Á + 1˜ + = - log X + c
ËX ¯ Y
+1
X
ÊY + Xˆ X
log Á ˜ + = - log X + c
Ë X ¯ Y+X
X
log (Y + X ) - log X + = - log X + c
Y+X
X
log(Y + X ) + =c
Y+X
Now, X=x–h=x+2
Y=y–k=y–1
Hence, the general solution is
Ê x+2 ˆ
log ( x + y + 1) + Á =c
Ë x + y + 1˜¯
3.16 Chapter 3  Ordinary Differential Equations and Applications

example 2
dy 2 x - 5 y + 3
Solve = .
dx 2 x + 4 y - 6
Solution
2 -5
The equation is nonhomogeneous and π
2 4
Let x = X + h, y = Y + k
dx = dX, dy = dY
dy dY
=
dx dX
Substituting in the given equation,
dY 2( X + h ) - 5(Y + k ) + 3
=
dX 2( X + h ) + 4(Y + k ) - 6
(2 X - 5Y ) + (2h - 5k + 3)
= … (1)
(2 X + 4Y ) + (2h + 4 k - 6)
Choosing h, k such that
2h –5k + 3 = 0, 2h + 4k – 6 = 0 …(2)
Solving the equations,
h=k=1
Substituting Eq. (2) in Eq. (1),
dY 2 X - 5Y
= …(3)
dX 2 X + 4Y
which is a homogeneous equation.
Let Y = vX
dY dv
= v+X
dX dX
Substituting in Eq. (3),
dv 2 X - 5vX 2 - 5v
v+X = =
dX 2 X + 4 vX 2 + 4 v
dv 2 - 5v
X = -v
dX 2 + 4 v
2 - 5v - 2 v - 4 v 2
=
2 + 4v
- 4 v 2 - 7v + 2
=
2 + 4v
3.3  Ordinary Differential Equations of First Order and First Degree        3.17

2 + 4v dX
2
dv = -
4 v + 7v - 2 X
2 + 4v dX
dv = - …(4)
(4 v - 1)(v + 2) X

2 + 4v A B
Now, = +
(4 v - 1)(v + 2) 4 v - 1 v + 2
2 + 4v = A(v + 2) + B(4v - 1)
= ( A + 4 B)v + (2 A - B)
Comparing coefficients on both the sides,
A + 4 B = 4, 2A - B = 2
4 2
A= , B=
3 3
2 + 4v 4 2
= +
(4 v - 1)(v + 2) 3(4 v - 1) 3(v + 2)
Substituting in Eq. (4),
È 4 2 ˘ dX
Í 3(4 v - 1) + 3(v + 2) ˙ dv = - X
Î ˚
Integrating both the sides,
È 4 2 ˘ dX
Ú ÍÎ 3(4v - 1) + 3(v + 2) ˙˚ dv = - Ú X
4 log(4 v - 1) 2
+ log (v + 2) = - log X + log c
3 4 3
1 c
log(4 v - 1)(v + 2)2 = log
3 X
1 2
c
log(4 v - 1) (v + 2) 3
3 = log
X
1 2
c
(4 v - 1) 3 (v + 2) 3 =
X
1 2
Ê 4Y ˆ 3 Ê Y ˆ3 c
ÁË X - 1˜¯ ÁË X + 2˜¯ = X
1 2
(4Y - X ) 3 (Y + 2 X ) 3 = c
(4Y - X )(Y + 2 X )2 = c3 = k
3.18 Chapter 3  Ordinary Differential Equations and Applications

Now, X = x - h = x -1
Y = y - k = y -1
Hence, the general solution is
(4 y - x - 3)( y + 2 x - 3)2 = k

3.3.4 Exact Differential Equations


Any first-order differential equation which is obtained by differentiation of its general
solution without any elimination or reduction of terms is known as exact differential
equation.
If f (x, y) = c is the general solution then
df = 0
∂f ∂f
dx + dy = 0
∂x ∂y
M( x, y)dx + N( x, y)dy = 0 …(3.10)
represents an exact differential equation,
∂f ∂f
where M( x, y) = , N( x, y) =
∂x ∂y

∂M ∂ 2 f ∂N ∂ 2 f
= , =
∂y ∂y∂x ∂x ∂x ∂y
∂2 f ∂2 f
But =
∂ y∂ x ∂ x ∂ y
∂M ∂N
Therefore, =
∂y ∂x
Thus, the necessary condition for a differential equation to be an exact differential
equation is
∂M ∂N
=
∂y ∂x
The solution of Eq. (3.10) can be written as

Ú M( x, y)dx + Ú (terms of N not containing x )dy = c


y constant

Sometimes, integration of M w.r.t. x is tedious whereas N can be integrated easily w.r.t.


y. In this case, the solution can be written as

Ú (terms of M not containing y)dx + Ú N( x, y)dy = c


x constant
3.3  Ordinary Differential Equations of First Order and First Degree        3.19

example 1
Check whether the given differential equation is exact or not
(x4 – 2xy2 + y4) dx – (2x2y – 4xy3 + sin y) dy = 0
Hence, find the general solution. [Winter 2017]
Solution
M = x 4 - 2 xy 2 + y 4 , N = -2 x 2 y + 4 xy3 - sin y
∂M ∂N
= - 4 xy + 4 y3 , = - 4 xy + 4 y3
∂y ∂x

∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

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


y constant

Ú (x - 2 xy 2 + y 4 ) dx + Ú (- sin y) dy = c
4

x5 x2 2
-2 y + xy 4 + cos y = c
5 2
x5
- x 2 y 2 + xy 4 + cos y = c
5

example 2
Solve ( y 2 - x 2 )dx + 2 xydy = 0.
Solution
M = y2 - x 2 , N = 2 xy
∂M ∂N
= 2 y, = 2y
∂y ∂x
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

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


y constant
3.20 Chapter 3  Ordinary Differential Equations and Applications

Ú (y - x 2 ) dx + Ú 0 dy = c
2

x3
xy 2 - =c
3

example 3
Solve (x3 + 3xy2) dx + (3x2y + y3) dy = 0. [Winter 2014]
Solution
M = x 3 + 3 xy 2 , N = 3 x 2 y + y3
∂M ∂N
= 3 x(2 y), = 3 y (2 x )
∂y ∂x
= 6 xy, = 6 xy
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

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


y constant

Ú (x + 3 xy 2 ) dx + Ú y3 dy = c
3

x4 x2 y4
+ 3 y2 + =c
4 2 4

example 4
Solve (2 xy cos x 2 - 2 xy + 1)dx + (sin x 2 - x 2 )dy = 0.
Solution
M = 2 xy cos x 2 - 2 xy + 1, N = sin x 2 - x 2
∂M ∂N
= 2 x cos x 2 - 2 x, = (cos x 2 )(2 x ) - 2 x
∂y ∂x

∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú Mdx + Ú (terms of N not containing x ) dy = c


y constant
3.3  Ordinary Differential Equations of First Order and First Degree        3.21

Ú (2 xy cos x - 2 xy + 1) dx + Ú 0 dy = c
2

ÈQ {cos f ( x )} f ¢( x ) dx = sin f ( x )˘
y sin x 2 - x 2 y + x = c Î Ú ˚

example 5
Solve yexdx + (2y + ex) dy = 0. [Summer 2015]
Solution
M = yex, N = 2y + ex
∂M ∂N
= ex , = ex
∂y ∂x
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M dx + Ú (terms of N not containg x ) dy = c


y constant

Ú ye dx + Ú 2 y dy = c
x

y2
ye x + 2 =c
2
yex + y2 = c

example 6
dy x 2 - x - y 2
Solve = . [Winter 2015]
dx 2 xy
Solution
(x2 – x – y2)dx = 2xy dy
(x2 – x – y2)dx – 2xy dy = 0
M = x2 – x – y2, N = –2xy
∂M ∂N
= –2y, = –2y
∂y ∂x
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

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


y constant
3.22 Chapter 3  Ordinary Differential Equations and Applications

Ú (x - x - y 2 ) dx + Ú 0 dy = c
2

x3 x2
- y - xy 2 = c
3 2

example 7
dy y cos x + sin y + y
Solve + = 0. [Winter 2016; Summer 2013]
dx sin x + x cos y + x
Solution
( y cos x + sin y + y)dx + (sin x + x cos y + x )dy = 0
M = y cos x + sin y + y, N = sin x + x cos y + x
∂M ∂N
= cos x + cos y + 1, = cos x + cos y + 1
∂y ∂x

∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

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


y constant

Ú ( y cos x + sin y + y)dx + Ú 0 dy = c


y sin x + x(sin y + y) = c

example 8
Solve [(x + 1) ex – ey] dx – xey dy = 0, y(1) = 0. [Summer 2014]
Solution
M = ( x + 1)e x - e y , N = - xe y
∂M ∂N
= -e y , = -e y
∂y ∂x
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is
Ú M dx + Ú (terms of N not containing x) dy = c
y constant
3.3  Ordinary Differential Equations of First Order and First Degree        3.23

Ú ÈÎ( x + 1)e - e ˘˚ dx + Ú 0 dy = c
x y

Ú ( x + 1)e dx - e Ú dx = c
x y

( x + 1)e x - e x - x e y = c
x ex - x ey = c ...(1)
Given y(1) = 0
Substituting x = 1, y = 0 in Eq. (1),
e–1=c
Hence, the solution is
x ex – x ey = e – 1

example 9
Ê xˆ x
Ê xˆ
Solve Á 1 + e ˜ dx + e y Á 1 – ˜ dy = 0, y(0) = 4.
y
ÁË ˜¯ Ë y¯
x x
Ê xˆ
Solution M = 1+ e y , N = e y Á1 -
Ë y ˜¯
Ê xˆ
x x x
∂M ∂N Ê 1ˆ Ê xˆ Ê 1ˆ
= ey Á- 2 ˜ , = ey ÁË y ˜¯ ÁË 1 - +ey ÁË - y ˜¯
∂y Ë y ¯ ∂x y ˜¯
x x
-x x
= ey , =- ey
y2 y2
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

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


y constant

Ê xˆ

Ú ÁÁ1 + e ˜˜ dx + Ú 0 dy = c
y

Ë ¯
x
y
e
x+ =c
1
y
x

x + ye y = c ...(1)
3.24 Chapter 3  Ordinary Differential Equations and Applications

Given y (0) = 4
Substituting in Eq. (1),
0 + 4e0 = c
4=c
Hence, the solution is
x

x + ye y = 4

example 10
È 2 x2 ˘ 2 xy
Solve Ílog( x 2 + y 2 ) + 2 2˙
dx + 2 dy = 0.
ÍÎ x + y ˙˚ x + y2

Solution
È 2 x2 ˘ 2 xy
M = Í log( x 2 + y 2 ) + 2 ˙, N=
ÍÎ x + y 2 ˙˚ x + y2
2

∂M 1 2 x2 ∂N 2y 2 xy
= 2 ◊ 2 y - ◊ 2 y, = 2 - 2 ◊ 2x
∂y x + y2 ( x 2 + y 2 )2 ∂x x + y 2
( x + y 2 )2
2y 4 x2 y 2y 4 x2 y
= - = -
x 2 + y2 ( x 2 + y 2 )2 x 2 + y2 ( x 2 + y 2 )2

Since ∂M = ∂N , the equation is exact.


∂y ∂x
Hence, the general solution is
Ú (terms of M not containing y)dx + Ú N dy = c
x constant

2 xy
Ú 0 dx + Ú x 2 + y2 dy = c
x log ( x 2 + y 2 ) = c

example 11
For what values of a and b is the differential equation
(y + x3)dx + (ax + by3)dy = 0 exact? Also, find the solution of the equation.
Solution
M = y + x3, N = ax + by3
∂M ∂N
= 1, =a
∂y ∂x
3.3  Ordinary Differential Equations of First Order and First Degree        3.25

The equation will be exact if


∂M ∂N
=
∂y ∂x
1= a
Hence, the equation is exact for a = 1 and for all values of b.
Substituting a = 1 in the equation, (y + x3) dx + (x + by3) dy = 0, which is exact.
Hence, the general solution is
Ú M dx + Ú (terms of N not containing x ) dy = c
y constant

Ú (y + x ) dx + Ú by3 dy = c
3

x 4 by 4
xy + + =c
4 4

example 12
Solve (cos x + y sin x ) dx = (cos x )dy, y(p ) = 0.
Solution
(cos x + y sin x ) dx - (cos x ) dy = 0
M = cos x + y sin x, N = - cos x
∂M ∂N
= sin x, = sin x
∂y ∂x
∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú Mdx + Ú (terms of N not containing x ) dy = c


y constant

Ú (cos x + y sin x) dx + Ú 0 dy = c
sin x - y cos x = c ...(1)
Given y(p) = 0

Substituting x = p, y = 0 in Eq. (1),


sin p - 0 = c
0=c
Hence, the solution is
sin x - y cos x = 0
y = tan x
3.26 Chapter 3  Ordinary Differential Equations and Applications

example 13
Solve ( ye xy + 4 y3 ) dx + ( xe xy + 12 xy 2 - 2 y) dy = 0, y (0) = 2.
Solution
M = ye xy + 4 y3 , N = xe xy + 12 xy 2 - 2 y
∂M ∂N
= e xy + ye xy ◊ x + 12 y 2 , = e xy + xe xy ◊ y + 12 y 2
∂y ∂x

Since ∂M = ∂N , the equation is exact.


∂y ∂x

Hence, the general solution is

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


y constant

Ú ( ye + 4 y3 ) dx + Ú -2 y dy = c
xy

e xy
y + 4 y3 x - y 2 = c
y
e xy + 4 xy3 - y 2 = c ...(1)
Given y (0) = 2
Substituting x = 0, y = 2 in Eq. (1),
e0 + 0 - 4 = c, -3 = c
Hence, the solution is
e xy + 4 xy3 - y 2 = -3

exercIse 3.1
solve the following differential equations:
1. (2 x 3 + 3y ) dx + (3x + y - 1) dy = 0

ÈÎ ans. : x 4 + 6 xy + y 2 - 2y = c ˘˚

2. (1 + e x )dx + y dy = 0

È y2 ˘
Í ans. : x + e x
+ = c˙
Î 2 ˚
3.3  Ordinary Differential Equations of First Order and First Degree        3.27

3. sinh x cos y dx - cosh x siny dy = 0

ÈÎans. : cosh x cos y = c ˘˚


2
2
+y2 + y2
4. xe
x
dx + y(1 + e x )dy = 0, y(0) = 0
È ans. : y 2 + e x = 1˘
2
+ y2
Î ˚

Ê 1ˆ Ê 1ˆ
5. Á 4 x 3 y 3 + ˜ dx + Á 3x 4 y 2 - ˜ dy = 0, y(1) = 1
Ë x¯ Ë y¯

È Ê xˆ ˘
Í ans. : x y + log Á ˜ = 1˙
4 3

Î Ëy¯ ˚

6. (4 x 3 y 3 dx + 3x 4 y 2 dy ) - (2 xy dx + x 2 dy ) = 0
ÈÎ ans. : x 4 y 3 - x 2 y = c ˘˚
2 2
7. 2 x(ye x - 1)dx + e x dy = 0

È ans. : ye x - x 2 = c ˘
2

Î ˚

8. (1 + x 2 y ) y dx + (x 2 y + 2) x dy = 0

È 2 3 32 ˘
Í ans. : 2 xy + x y = c ˙
Î 3 ˚

9. (e y + 1)cos x dx + e y sin x dy = 0

ÈÎ ans. : sin x(e y + 1) = c ˘˚

2 dy
10. (x + 1) = x 3 - 2 xy + x
dx
ÈÎ ans. : x 4 - 4 x 2 y + 2 x 2 - 4 y = c ˘˚

dy x 2 - 2 xy
11. = 2
dx x - sin y

ÈÎ ans. : x 3 - 3(x 2 y + cos y ) = c ˘˚

dy y +1
12. =
dx (y + 2)e y - x
ÈÎ ans. : (y + 1)(x - e y ) = c ˘˚
3.28 Chapter 3  Ordinary Differential Equations and Applications

Êpˆ
13. (x - y cos x)dx - sin x dy = 0, y Á ˜ = 1
Ë 2¯
È p2 ˘
Í ans. : x - 2y sin x = - 2˙
2

Î 4 ˚
y 2 y
14. (2 xy + e )dx + (x + xe )dy = 0, y(1) = 1
ÈÎ ans. : x 2 y + xe y = e + 1˘˚

3.3.5 Non-Exact Differential Equations Reducible to


exact form
Sometimes, a differential equation is not exact but can be made exact by multiplying
with a suitable function. This function is known as Integrating factor (IF). There may
exists more than one integrating factor to a differential equation.
Here, we will discuss different methods to find an IF to a non-exact differential
equation,
M dx + N dy = 0

Case I
∂M ∂N
-
∂y ∂x
If = f ( x ), (function of x alone) then IF = e Ú f ( x )dx
N
After multiplication with the IF, the equation becomes exact and can be solved using
the method of exact differential equations.

example 1
Solve ( x 2 + y 2 + 3) dx - 2 xy dy = 0. [Summer 2017]
Solution
M = x2 + y2 + 3, N = – 2 xy

∂M ∂N
= 2 y, = -2 y
∂y ∂x

Since ∂M π ∂N , the equation is not exact.


∂y ∂x
∂M ∂N
-
∂y ∂x 2 y - (-2 y) 2
= =-
N -2 xy x
3.3  Ordinary Differential Equations of First Order and First Degree        3.29

2
Ú - x dx -2 1
IF = e = e -2 log x = e log x = x -2 =
x2
Multiplying the DE by the IF,
1 1
2
( x 2 + y 2 + 3)dx - 2 xy dy = 0
x x2
Ê y2 + 3 ˆ 2y
Á 1 + 2 ˜
dx - dy = 0
Ë x ¯ x

y2 + 3 2y
M1 = 1 + 2
, N1 = -
x x
∂M1 2 y ∂N1 2y
= 2, = 2
∂y x ∂x x
Since ∂M1 = ∂N1 , the equation is exact.
∂y ∂x
Hence, the general solution is
Ú M1dx + Ú (terms of N1 not containing x) dy = c
y constant

Ê y2 + 3 ˆ
Ú ÁË1 + x2 ¯
˜ dx + Ú 0 dy = c

y2 + 3
x- =c
x
x 2 - y2 - 3 = c x

example 2
Ê 1 ˆ
3
Solve Á xy - e x ˜ dx - x 2 y dy = 0.
2
ÁË ˜¯

Solution
1
2 3
M = xy - ex , N = - x2 y
∂M ∂N
= 2 xy, = -2 xy
∂y ∂x

Since ∂M π ∂N , the equation is not exact.


∂y ∂x
3.30 Chapter 3  Ordinary Differential Equations and Applications

∂M ∂N
-
∂y ∂x 2 xy - ( -2 xy) 4
= =-
N - x2 y x
4
Ú - x dx -4 1
IF = e = e -4 log x = e log x = x -4 =
x4
Multiplying the DE by the IF,
1
1 2 3 1
4
( xy - ex ) dx - ( x 2 y ) dy = 0
x x4
Ê 1 ˆ
3
Áy 2
e x ˜ y
ÁË 3 - ˜¯ dx - 2 dy = 0
x x4 x
1
2 3
y ex y
M1 = 3
- 4
, N1 = -
x x x2
∂M1 2 y ∂N1 2 y
= 3, = 3
∂y x ∂x x
Since ∂M1 = ∂N1 , the equation is exact.
∂y ∂x
Hence, the general solution is
Ú M1dx + Ú (terms of N1 not containing x ) dy = c
y constant

Ê 1 ˆ
3
Áy 2
e ˜
x
Ú Á x3 x 4 ˜ dx + Ú 0 dy = c
-
Á ˜
Ë ¯
1
1y2 3 Ê 3ˆ
- 2 + Ú e x Á - 4 ˜ dx = c
2x 3 Ë x ¯
1
y2
1 3 ÈQ e f ( x ) f ¢( x )dx = e f ( x ) + c ˘
Î Ú
- 2 + ex = c
2x 3 ˚

example 3
Solve (2 x log x - xy) dy + 2 y dx = 0.

Solution
2 y dx + (2 x log x - xy)dy = 0
3.3  Ordinary Differential Equations of First Order and First Degree        3.31

M = 2 y, N = 2 x log x - xy
∂M ∂N
= 2, = 2 log x + 2 - y
∂y ∂x
∂M ∂N
Since π , the equation is not exact.
∂y ∂x
∂M ∂N
-
∂y ∂x 2 - (2 log x + 2 - y)
=
N 2 x log x - xy
- (2 log x - y) 1
= =-
x(2 log x - y) x
1
Ú - x dx -1 1
IF = e = e - log x = e log x = x -1 =
x
Multiplying the DE by the IF,
1 1
(2 y) dx + (2 x log x - xy) dy = 0
x x
2y
dx + (2 log x - y)dy = 0
x
2y
M1 = , N1 = 2 log x - y
x
∂M1 2 ∂N1 2
= , =
∂y x ∂x x

∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

2y
Ú x
dx + Ú ( - y ) dy = c

y2
2 y log x - =c
2

example 4
dy
Solve x sin x + y( x cos x - sin x ) = 2.
dx
3.32 Chapter 3  Ordinary Differential Equations and Applications

Solution
x sin x dy + ( xy cos x - y sin x - 2) dx = 0
( xy cos x - y sin x - 2) dx + x sin x dy = 0
M = xy cos x - y sin x - 2 N = x sin x
∂M ∂N
= x cos x - sin x = sin x + x cos x
∂y ∂x
∂M ∂N
Since π , the equation is not exact.
∂y ∂x
∂M ∂N
-
∂y ∂x ( x cos x - sin x ) - (sin x + x cos x )
=
N x sin x
2 sin x 2
=- =-
x sin x x
2
Ú - x dx -2 1
IF = e = e -2 log x = e log x = x -2 =
x2
Multiplying the DE by the IF,
1 1
( xy cos x - y sin x - 2) dx + ( x sin x ) dy = 0
x2 x2
Êy y 2ˆ 1
ÁË x cos x - 2 sin x - 2 ˜¯ dx + x sin x dy = 0
x x
y y 2 sin x
M1 =cos x - 2 sin x - 2 , N1 =
x x x x
∂M1 cos x sin x ∂N1 cos x sin x
= - 2 , = - 2
∂y x x ∂x x x
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú (terms of M1 not containing y) dx + Ú N1 dy = c


2 sin x
Ú - x 2 dx + Ú x
dy = c

2 Ê sin x ˆ
+ y=c
x ÁË x ˜¯
2 y sin x
+ =c
x x
3.3  Ordinary Differential Equations of First Order and First Degree        3.33

Case II
∂N ∂M
-
= f ( y), (function of y alone), then IF = eÚ
∂x ∂y f ( y )dy
If
M
After multiplying with the IF, the equation becomes exact and can be solved using the
method of exact differential equation.

example 1
Solve ( y 4 + 2 y) dx + ( xy3 + 2 y 4 - 4 x ) dy = 0.
Solution
M = y 4 + 2 y, N = xy3 + 2 y 4 - 4 x
∂M ∂N
= 4 y3 + 2, = y3 - 4
∂y ∂x
∂M ∂N
Since π , equation is not exact.
∂y ∂x
∂N ∂M
-
∂x ∂y y3 - 4 - (4 y3 + 2) -3( y3 + 2) 3
= 4
= 3
=-
M y + 2y y( y + 2 ) y
3
Ú - y dy -3 1
IF = e = e -3 log y = e log y = y -3 =
y3
Multiplying the DE by the IF,
1 1
3
( y 4 + 2 y)dx + ( xy3 + 2 y 4 - 4 x ) dy = 0
y y3
Ê 2ˆ Ê 4x ˆ
Á y + 2 ˜ dx + Á x + 2 y - 3 ˜ dy = 0
Ë y ¯ Ë y ¯
2 4x
M1 = y + , N1 = x + 2 y -
y2 y3
∂M1 4 ∂N1 4
= 1- 3 , = 1- 3
∂y y ∂x y
∂M1 ∂N1
Since, = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant
3.34 Chapter 3  Ordinary Differential Equations and Applications

Ê 2ˆ
Ú ÁË y + y2 ˜¯ dx + Ú 2 y dy = c
Ê 2ˆ
Áy+ 2˜ x+y = c
2
Ë y ¯

example 2
Solve (2 xy 4 e y + 2 xy3 + y) dx + ( x 2 y 4 e y - x 2 y 2 - 3 x ) dy = 0.

Solution
M = 2 xy 4 e y + 2 xy3 + y, N = x 2 y 4 e y - x 2 y2 - 3 x
∂M ∂N
= 2 x( y 4 e y + 4 y3 e y + 3 y 2 ) + 1, = 2 xy 4 e y - 2 xy 2 - 3
∂y ∂x

∂M ∂N
Since π , the equation is not exact.
∂y ∂x
∂N ∂M
-
∂x ∂y (2 xy 4 e y - 2 xy 2 - 3) - (2 xy 4 e y + 8 xy3 e y + 6 xy 2 + 1)
=
M 2 xy 4 e y + 2 xy3 + y
-4 (2 xy3 e y + 2 xy 2 + 1) 4
= 3 y 2
=-
y (2 xy e + 2 xy + 1) y
4
Ú - y dy -4 1
IF = e = e -4 log y = e log y = y -4 =
y4

Multiplying the DE by the IF,


1 1
4
(2 xy 4 e y + 2 xy3 + y)dx + 4 ( x 2 y 4 e y - x 2 y 2 - 3 x )dy = 0
y y
Ê 2x 1 ˆ Ê 2 y x2 3x ˆ
Á 2 y
+ + d + Á x e - 2 - 4 ˜ dy = 0
y y3 ˜¯
xe x
Ë Ë y y ¯

2x 1 x2 3x
M1 = 2 xe y + + , N1 = x 2 e y - -
y y3 y 2
y4
∂M1 2x 3 ∂N1 2x 3
= 2 xe y - 2 - 4 , = 2 xe y - 2 - 4
∂y y y ∂x y y
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
3.3  Ordinary Differential Equations of First Order and First Degree        3.35

Hence, the general solution is


Ú M1dx + Ú (terms of N1 not containing x ) dy = c
y constant

Ê 2x 1 ˆ
Ú ÁË 2 xe + + dx + Ú 0 dy = c
y
y y3 ˜¯
x2 x
x2ey + + 3 =c
y y

example 3
Solve xe x (dx - dy) + e x dx + ye y dy = 0.

Solution
( xe x + e x )dx + ( ye y - xe x )dy = 0
M = xe x + e x , N = ye y - xe x
∂M ∂N
= 0, = -e x - xe x
∂y ∂x
∂M ∂N
Since π , the equation is not exact.
∂y ∂x
∂N ∂M
-
∂x ∂y -e x ( x + 1) - 0
= = -1
M e x ( x + 1)

IF = e Ú
- dy
= e- y
Multiplying the DE by the IF,
e - y ( xe x + e x )dx + e - y ( ye y - xe x ) = 0

M1 = e - y ( xe x + e x ), N1 = y - xe x - y
∂M1 ∂N1
= -e - y ( xe x + e x ), = -e - y ( xe x + e x )
∂y ∂x
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is
Ú M1dx + Ú (terms of N1 not containing x) dy = c
y constant
-y
Úe ( xe x + e x )dx + Ú y dy = c
3.36 Chapter 3  Ordinary Differential Equations and Applications

y2
e - y ( xe x - e x + e x ) + =c
2
y2
xe x - y + =c
2

example 4
Êy ˆ
Solve Á sec y - tan y˜ dx + (sec y log x - x )dy = 0.
Ëx ¯

Solution
y
M= sec y - tan y, N = sec y log x - x
x
∂M 1 y ∂N sec y
= sec y + sec y tan y - sec 2 y, = -1
∂y x x ∂x x

Since ∂M π ∂N , the equation is not exact.


∂y ∂x
∂N ∂M sec y sec y y
- -1- - sec y tan y + sec 2 y
∂x ∂y x x x
=
M y
sec y - tan y
x
y
- sec y tan y + tan 2 y
= x
y
sec y - tan y
x
= - tan y

IF = e Ú
- tan y dy -1
= e - logsec y = e log(sec y ) = (sec y)-1 = cos y

Multiplying the DE by the IF,


Êy ˆ
cos y Á sec y - tan y˜ dx + cos y (sec y log x - x ) dy = 0
Ëx ¯
Êy ˆ
ÁË x - sin y˜¯ dx + (log x - x cos y) dy = 0

y
M1 = - sin y, N1 = log x - x cos y
x
∂M1 1 ∂N1 1
= - cos y, = - cos y
∂y x ∂x x
3.3  Ordinary Differential Equations of First Order and First Degree        3.37

Since ∂M1 = ∂N1 , the equation is exact.


∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

Êy ˆ
Ú ÁË x - sin y˜¯ dx + Ú 0 dy = c
y log x - x sin y = c

Case III
If the differential equation is of the form f1 ( xy) y dx + f2 ( xy) x dy = 0 then
1
IF = , where M = f1 (xy)y, N = f2 (xy) x provided Mx - Ny π 0.
Mx - Ny
After multiplying with the IF, the equation becomes exact and can be solved using the
method of exact differential equations.

example 1
Solve (x2y2 + 2) y dx + (2 – x2y2) x dy = 0. [Winter 2014]
Solution
M = x2y3 + 2y, N = 2x – x3y2
The equation is of the form
f1(xy) y dx + f2(xy) x dy = 0

1 1 1
IF = = =
Mx - Ny x 3 y3 + 2 xy - 2 yx + x 3 y3 2 x 3 y3
Multiplying the DE by the IF,
Ê 1 ˆ Ê 1 ˆ
( x 2 y 2 + 2) y Á 3 3 ˜ dx + (2 - x 2 y 2 ) x Á 3 3 ˜ dy = 0
Ë 2x y ¯ Ë 2x y ¯
1Ê1 2 ˆ 1Ê 2 1ˆ
Á + 3 2 ˜ dx + Á 2 3 - ˜ dy = 0
2Ë x x y ¯ 2Ë x y y¯
1Ê1 2 ˆ 1Ê 2 1ˆ
M1 = Á + 3 2˜, N1 = Á 2 3
- ˜
2Ë x x y ¯ 2Ë x y y¯
3.38 Chapter 3  Ordinary Differential Equations and Applications

∂M1 1 È Ê -2 ˆ ˘ ∂N1 1 È Ê -2 ˆ ˘
= Í2 Á 3 3 ˜ ˙ , = Í2 Á 3 3 ˜ ˙
∂y 2 ÍÎ Ë x y ¯ ˚˙ ∂x 2 ÍÎ Ë x y ¯ ˚˙
2 2
=- 3 3, =- 3 3
x y x y

∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

1Ê1 2 ˆ 1 Ê 1ˆ
Ú 2 ÁË x + x3 y2 ˜¯ dx + Ú 2 ÁË - y ˜¯ dy = c
1Ê 1 ˆ 1
Á log x - 2 2 ˜ - log y = c
2Ë x y ¯ 2
1
log x - log y - 2 2
=c
x y
Ê xˆ 1
log Á ˜ - 2 2 = c
Ë ¯ x y
y

example 2
Solve y(1 + xy + x 2 y 2 ) dx + x(1 - xy + x 2 y 2 ) dy = 0.

Solution
The equation is of the form
f1 ( xy) y dx + f2 ( xy) x dy = 0
1 1 1
IF = = 2 2 3 3 2 2 3 3
= 2 2
Mx - Ny ( xy + x y + x y ) - ( xy - x y + x y ) 2 x y
Multiplying the DE by the IF,
y x
2 2
(1 + xy + x 2 y 2 ) dx + 2 2 (1 - xy + x 2 y 2 ) dy = 0
2x y 2x y
Ê 1 1 yˆ Ê 1 1 xˆ
Á 2 + 2 x + 2 ˜ dx + Á 2
- +
2 y 2 ˜¯
dy = 0
Ë 2x y ¯ Ë 2 xy
3.3  Ordinary Differential Equations of First Order and First Degree        3.39

1 1 y 1 1 x
M1 = + + , N1 = - +
2 x2 y 2x 2 2 xy 2 2y 2
∂M1 1 1 ∂N1 1 1
=- 2 2 + , =- 2 2 +
∂y 2x y 2 ∂x 2x y 2
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

Ê 1 1 yˆ 1
Ú ÁË 2 x 2 y + 2 x + 2 ˜¯ dx + Ú - 2 y dy = c
1 1 xy 1
- + log x + - log y = c
2 xy 2 2 2
1 xy 1 x
- + + log = c
2 xy 2 2 y

example 3
Solve ( xy sin xy + cos xy) y dx + ( xy sin xy - cos xy) x dy = 0.
Solution
M = x y2 sin xy + y cos xy, N = x2 y sin xy – x cos xy
The equation is in the form
f1 ( xy) y dx + f2 ( xy) x dy = 0
1 1
IF = = 2 2
Mx - Ny x y sin xy + xy cos xy - x 2 y 2 sin xy + xy cos xy
1
=
2 xy cos xy
Multiplying the DE by the IF,
1 1
( xy sin xy + cos xy) y dx + ( xy sin xy - cos xy) x dy = 0
2 xy cos xy 2 xy cos xy
Ê y tan xy 1 ˆ Ê x tan xy 1 ˆ
ÁË 2 + ˜ dx + Á - ˜ dy = 0
2x ¯ Ë 2 2y ¯
3.40 Chapter 3  Ordinary Differential Equations and Applications

y tan xy 1 x tan xy 1
M1 = + , N1 = -
2 2x 2 2y
∂M1 tan xy + xy sec 2 xy ∂N1 taan xy + xy sec 2 xy
= , =
∂y 2 ∂x 2
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is
Ú M1dx + Ú (terms of N1 not containing x) dy = c
y constant

1 Ê 1ˆ 1
2 Ú ÁË
y tan xy + ˜ dx + Ú - dy = c
x¯ 2y
1Ê y ˆ 1
Á log sec xy + log x˜ - log y = c
2Ë y ¯ 2
log( x sec xy) - log y = 2c
Êx ˆ
log Á sec xy˜ = 2c
Ëy ¯
x x
sec xy = e2 c = k , sec xy = k
y y

Case IV
If the differential equation Mdx + Ndy = 0 is a homogeneous equation in x and y
1
(degree of each term is same) then IF = provided Mx + Ny π 0.
Mx + Ny
After multiplying with the IF, the equation becomes exact and can be solved using the
method of exact differential equations.

example 1
Solve (x4 + y4)dx – xy3 dy = 0. [Summer 2018]
Solution
M = x4 + y4, N = –xy3
The differential equation is homogeneous as each term is of degree 4.
1 1 1
IF = = =
Mx + Ny x 5 + xy 4 - xy 4 x 5
3.3  Ordinary Differential Equations of First Order and First Degree        3.41

Multiplying the DE by the IF,


1 1
( x 4 + y 4 ) dx - ( xy3 ) dy = 0
x5 x5
Ê 1 y4 ˆ y3
Áx + ˜ d x - dy = 0
Ë x5 ¯ x4
1 y4 y3
M1 = + , N1 = -
x x5 x4
∂M1 4 y 3
∂N1 4 y3
= 5 , = 5
∂y x ∂x x

∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

Ê 1 y4 ˆ
Ú ÁË x + x 5 ˜¯ dx + Ú 0 dy = c
y4
log x - =c
4x4

example 2
Solve x2y dx – (x3 + xy)2 dy = 0. [Winter 2014]
Solution
M = x2y, N = –x3 – xy2
The differential equation is homogeneous as each term is of degree 3.
1 1 1
IF = = 3 3 3
=- 3
Mx + Ny x y - x y - xy xy
Multiplying the DE by the IF,

1 Ê 1 ˆ
- ( x 2 y) dx - Á - 3 ˜ ( x 3 + xy 2 ) dy = 0
3
xy Ë xy ¯
x Ê x2 1 ˆ
- 2
dx + Á 3 + ˜ dy = 0
y Ëy y¯
3.42 Chapter 3  Ordinary Differential Equations and Applications

x x2 1
M1 = - 2
, N1 = 3
+
y y y
∂M1 2 x ∂N1 2 x
= 3, = 3
∂y y ∂x y
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

x 1
Ú - y2 dx + Ú y dy = c
x2
- + log y = c
2 y2

example 3
Solve (xy – 2y2) dx – (x2 – 3xy) dy = 0. [Winter 2013]
Solution
M = xy – 2y2, N = –x2 + 3xy
The differential equation is homogeneous as each term is of degree 2.
1 1 1
IF = = 2 2 2 2
= 2
Mx + Ny x y - 2 xy - x y + 3 xy xy
Multiplying the DE by the IF,
1 1
2
( xy - 2 y 2 ) dx - ( x 2 - 3 xy) dy = 0
xy xy 2
Ê 1 2ˆ Ê x 3ˆ
ÁË y - x ˜¯ dx + Á - 2 + y ˜ dy = 0
Ë y ¯
1 2 x 3
M1 = - , N1 = - 2
+
y x y y

∂M1 1 ∂N1 1
=- 2, =- 2
∂y y ∂x y
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
3.3  Ordinary Differential Equations of First Order and First Degree        3.43

Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

Ê1 2ˆ 3
Ú ÁË y - x ˜¯ dx + Ú y dy = c
x
- 2 log x + 3 log y = c
y

example 4
Solve ( x 2 y - 2 xy 2 ) dx - ( x 3 - 3 x 2 y) dy = 0.

Solution

M = x 2 y - 2 xy 2 , N = - x3 + 3x2 y

The differential equation is homogeneous as each term is of degree 3.


1 1 1
IF = = =
Mx + Ny x 3 y - 2 x 2 y 2 - x 3 y + 3 x 2 y 2 x 2 y 2

Multiplying the DE by the IF,


1 1
2 2
( x 2 y - 2 xy 2 )dx - 2 2 ( x 3 - 3 x 2 y)dy = 0
x y x y
Ê 1 2ˆ Ê x 3ˆ
ÁË y - x ˜¯ dx - Á 2 - y ˜ dy = 0
Ëy ¯
1 2 x 3
M1 = - , N1 = - 2
+
y x y y
∂M1 1 ∂N1 1
=- 2, =- 2
∂y y ∂x y

Since ∂M1 = ∂N1 , the equation is exact.


∂y ∂x
Hence, the general solution is
Ú M1dx + Ú (terms of N1 not containing x ) dy = c
y constant

Ê1 2ˆ 3
Ú ÁË y - x ˜¯ dx + Ú y dy = c
3.44 Chapter 3  Ordinary Differential Equations and Applications

x
- 2 log x + 3 log y = c
y
x y3
+ log 2 = c
y x

example 5
dy y 2
Solve x + = y.
dx x
Solution
x 2 dy + y 2 dx = xy dx

( y 2 - xy)dx + x 2 dy = 0
M = y 2 - xy, N = x2
The differential equation is homogeneous as each term is of degree 2.
1 1 1
IF = = 2 2 2
= 2
Mx + Ny xy - x y + x y xy
Multiplying the DE by the IF,
1 x2
2
( y 2 - xy)dx + dy = 0
xy xy 2
Ê 1 1ˆ x
ÁË x - y ˜¯ dx + y 2 dy = 0

1 1 x
M1 = - , N1 =
x y y2
∂M1 1 ∂N1 1
= 2, = 2
∂y y ∂x y
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

Ê1 1ˆ
Ú ÁË x - y ˜¯ dx + Ú 0 dy = c
x
log x - =c
y
3.3  Ordinary Differential Equations of First Order and First Degree        3.45

example 6
Solve 3 x 2 y 4 dx + 4 x 3 y3dy = 0, y(1) = 1.
Solution
M = 3x2 y4 , N = 4 x 3 y3
The differential equation is homogeneous as each term is of degree 6.
1 1 1
IF = = =
Mx + Ny 3 x 3 y 4 + 4 x 3 y 4 7 x 3 y 4
Multiplying the DE by the IF,
1 1
3 4
(3 x 2 y 4 )dx + 3 4
(4 x 3 y3 )dy = 0
7x y 7x y
3 4
dx + dy = 0
7x 7y
3 4
M1 = , N1 =
7x 7y
∂M1 ∂N1
= 0, =0
∂y ∂x
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

3 4
Ú 7 x dx + Ú 7 y dy = log c
3 4
log x + log y = log c
7 7
3 4
log x 7 + log y 7 = log c
Ê 3 4ˆ
log Á x 7 y 7 ˜ = log c
Ë ¯
3 4
x7 y7 = c ...(1)

Given y (1) = 1
3.46 Chapter 3  Ordinary Differential Equations and Applications

Substituting x = 1, y = 1 in Eq. (1),


3 4
(1) 7 ◊ (1) 7 = c, 1= c
Hence, the solution is
3 4
x7 y7 = 1

Case V
If the differential equation is of the type
x m1 y n1 (a1 y dx + b1 x dy) + x m2 y n2 (a2 y dx + b2 x dy) = 0

then IF = x h y k
m1 + h + 1 n1 + k + 1
where =
a1 b1
m2 + h + 1 n2 + k + 1
and =
a2 b2
Solving these two equations, we get the values of h and k.

example 1
Solve x(4 y dx + 2 x dy) + y3 (3 y dx + 5 x dy) = 0.
Solution
xy 0 (4 y dx + 2 x dy) + x 0 y3 (3 y dx + 5 x dy) = 0
m1 = 1, n1 = 0, a1 = 4, b1 = 2, m2 = 0, n2 = 3, a2 = 3, b2 = 5
m1 + h + 1 n1 + k + 1
=
a1 b1
1+ h +1 0 + k +1
=
4 2
2h + 4 = 4 k + 4
h = 2k ...(1)
m2 + h + 1 n2 + k + 1
and =
a2 b2
0 + h +1 3 + k +1
=
3 5
5h + 5 = 3k + 12
5h - 3k = 7 ...(2)
3.3  Ordinary Differential Equations of First Order and First Degree        3.47

Solving Eqs (1) and (2),


h = 2, k = 1
IF = x 2 y
Multiplying the DE by the IF,
x 3 y(4 y dx + 2 x dy) + x 2 y 4 (3 y dx + 5 x dy) = 0
(4 x 3 y 2 + 3 x 2 y 5 ) dx + (2 x 4 y + 5 x 3 y 4 ) dy = 0

M = 4 x3 y2 + 3 x 2 y5 , N = 2 x 4 y + 5x3 y4
∂M ∂N
= 8 x 3 y + 15 x 2 y 4 , = 8 x 3 y + 15 x 2 y 4
∂y ∂x

∂M ∂N
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú Mdx + Ú (terms of N not containing x ) dy = c


y constant

Ú (4 x y + 3 x 2 y 5 ) dx + Ú 0 dy = c
3 2

x 4 y2 + x3 y5 = c

example 2
Solve ( x 7 y 2 + 3 y) dx + (3 x8 y - x ) dy = 0.
Solution
M = x 7 y 2 + 3 y, N = 3 x8 y - x
∂M ∂N
= 2 x 7 y + 3, = 24 x 7 y - 1
∂y ∂x

∂M ∂N
Since π , the equation is not exact.
∂y ∂x
Rewriting the equation,
x 7 y 2 dx + 3 x8 y dy + 3 y dx - x dy = 0
x 7 y( y dx + 3 x dy) + (3 y dx - x dy) = 0
m1 = 7, n1 = 1, a1 = 1, b1 = 3, m2 = 0, n2 = 0, a2 = 3, b2 = –1
m1 + h + 1 n1 + k + 1
=
a1 b1
3.48 Chapter 3  Ordinary Differential Equations and Applications

7 + h +1 1+ k +1
=
1 3
3h + 24 = k + 2
3h - k = -22 ...(1)

m2 + h + 1 n2 + k + 1
and =
a2 b2
0 + h +1 0 + k +1
=
3 -1
-h - 1 = 3k + 3
h + 3k = -4 ...(2)
Solving Eqs (1) and (2),
h = –7, k = 1
IF = x -7 y

Multiplying the DE by the IF,


x -7 y( x 7 y 2 + 3 y)dx + x -7 y(3 x8 y - x )dy = 0
( y3 + 3 x -7 y 2 )dx + (3 xy 2 - x -6 y)dy = 0

M1 = y3 + 3 x -7 y 2 , N1 = 3 xy 2 - x -6 y
∂M1 ∂N1
= 3 y 2 + 6 x -7 y, = 3 y 2 + 6 x -7 y
∂y ∂x

∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is

Ú M1dx + Ú (terms of N1 not containing x ) dy = c


y constant

Ú (y
3
+ 3 x -7 y 2 ) dx + Ú 0 dy = c

3 x -6 y 2
xy3 + =c
-6
x -6 y 2
xy3 - =c
2

Case VI Integrating Factors by Inspection Sometimes, the integrating factor can


be identified by regrouping the terms of the differential equation. The following table
helps in identifying the IF after regrouping the terms.
3.3  Ordinary Differential Equations of First Order and First Degree        3.49

Sr. No. Group of Terms Integrating Factor Exact Differential Equation


1. dx ± dy 1 dx ± dy
= d[log( x ± y )]
x±y x±y

2. y dx + x dy 1 y dx + x dy = d( xy )
2xy 2 x y dy + 2 xy 2 dx = d( x 2 y 2 )
2

1 y dx + x dy
= d[log( xy )]
xy xy
1
y dx + x dy È ( xy)1- n ˘
( xy )n = d Í ˙, n π 1
( xy )n 1- n ÍÎ ˙˚
3. y dx - x dy 1 y dx - x dy Ê xˆ
= dÁ ˜
y
2
y
2 Ë y¯
1 y dx - x dy È Ê xˆ˘
= d Í tan -1 Á ˜ ˙
x 2 + y2 2
x +y
2
Î Ë y¯˚
1 y dx - x dy Ê yˆ
= dÁ- ˜
x2 x
2 Ë x¯
1
y dx - x dy È Ê xˆ˘
xy = d Í log Á ˜ ˙
xy Î Ë y¯˚
4. x dx ± y dy 2
2 x dx ± 2 y dy = d( x 2 ± y 2 )
1 2 x dx ± 2 y dy 2 2
2 2 2 2
= d[log( x ± y )]
(x ± y ) x ±y
1 2 x dx ± 2 y dy È ( x 2 ± y 2 )1- n ˘
2 2 n = dÍ ˙
(x ± y )
ÎÍ 2(1 - n) ˚˙
2 2 n
(x ± y )

5. 2y dx + x dy x 2xy dx + x2 dy = d(x2y)
6. y dx + 2x dy y y2 dx + 2xy dy = d(xy2)

x 2 xy dx - x 2 dy Ê x2 ˆ
7. 2y dx – x dy = dÁ ˜
y
2
y2 Ë y¯

y 2 xy dy - y 2 dx Ê y2 ˆ
8. 2x dy – y dx = dÁ ˜
x
2
x2 Ë x¯
3.50 Chapter 3  Ordinary Differential Equations and Applications

example 1
Solve x dy - y dx + 2 x 3dx = 0.
Solution
Dividing the equation by x2,
x dy - y dx
+ 2 x dx = 0
x2
Ê yˆ
d Á ˜ + d( x 2 ) = 0
Ë x¯
Integrating both the sides,
y
+ x2 = c
x

example 2
Solve x dx + y dy + 2( x 2 + y 2 ) dx = 0.
Solution
Dividing the equation by x2 + y2,
x dx + y dy
+ 2 dx = 0
x 2 + y2
1
d[log( x 2 + y 2 )] + 2 dx = 0
2
Integrating both the sides,
1
log( x 2 + y 2 ) + 2 x = c
2

example 3
Solve (1 + xy) y dx + (1 - xy) x dy = 0.
Solution
y dx + xy2 dx + x dy – x2y dy = 0
Regrouping the terms,
( y dx + x dy) + ( xy 2 dx - x 2 y dy) = 0
3.3  Ordinary Differential Equations of First Order and First Degree        3.51

Dividing the equation by x2y2,


y dx + x dy dx dy
2 2
+ - =0
x y x y
Ê 1 ˆ dx dy
dÁ- ˜ + - =0
Ë xy ¯ x y
Integrating both the sides,
1
- + log x - log y = c
xy
1 x
- + log = c
xy y

example 4
Solve x dy - y dx = 3 x 2 ( x 2 + y 2 ) dx.

Solution
Dividing the equation by (x2 + y2),
x dy - y dx
= 3 x 2 dx
x 2 + y2
È Ê yˆ˘
d Ítan -1 Á ˜ ˙ = d( x 3 )
Î Ë x¯˚

Integrating both the sides,


Ê yˆ
tan -1 Á ˜ = x 3 + c
Ë x¯

example 5
Solve ( xy - 2 y 2 ) dx - ( x 2 - 3 xy) dy = 0.
Solution
xy dx - 2 y 2 dx - x 2 dy + 3 xy dy = 0
Regrouping the terms,
x ( y dx - x dy) - 2 y 2 dx + 3 xy dy = 0
3.52 Chapter 3  Ordinary Differential Equations and Applications

Dividing the equation by xy2,


y dx - x dy 2 3
2
- dx + dy = 0
y x y
Ê xˆ 2 3
d Á ˜ - dx + dy = 0
Ë y¯ x y

Integrating both the sides,


x
- 2 log x + 3 log y = c
y
x
- log x 2 + log y3 = c
y
x y3
+ log 2 = c
y x

example 6
Solve y(2 xy + e x ) dx = e x dy.
Solution
2 xy 2 dx + e x y dx - e x dy = 0
Dividing the equation by y2,
ye x dx - e x dy
2 x dx + =0
y2
Ê ex ˆ
2 x dx + d Á ˜ = 0
Ë y¯
Integrating both the sides,
ex
x2 + =c
y

example 7
Solve ydx + x(x2y – 1)dy = 0.
Solution
y dx + x 3 y dy - x dy = 0
Regrouping the terms,
y dx - x dy + x 3 y dy = 0
3.3  Ordinary Differential Equations of First Order and First Degree        3.53

3
Dividing the equation by x ,
y

y 2 dx - xy dy
3
+ y 2 dy = 0
x

1 Ê y 2 ◊ 2 x dx - x 2 ◊ 2 y dy ˆ 2
2 ÁË 4 ˜ + y dy = 0
x ¯
1 Ê y2 ˆ
d - + y 2 dy = 0
2 ÁË x 2 ˜¯

Integrating both the sides,


1 y 2 y3
- + =c
2 x2 3
y2 y3
- + =c
2 x2 3

example 8
3 xy 3 xy
Solve y( x e - y)dx + x( y + x e )dy = 0.
Solution
x 3 ye xy dx - y 2 dx + xy dy + x 4 e xy dy = 0
Regrouping the terms,
x 3 ye xy dx + x 4 e xy dy - y 2 dx + xy dy = 0
Dividing the equation by x3,
1 Ê y 2 ◊ 2 x dx - x 2 ◊ 2 y d y ˆ
ye xy dx + xe xy dy - Á ˜ =0
2Ë x4 ¯

1 Ê y2 ˆ
d(e xy ) + d =0
2 ÁË x 2 ˜¯
Integrating both the sides,
1 y2
e xy + =c
2 x2
3.54 Chapter 3  Ordinary Differential Equations and Applications

example 9
If xn is an integrating factor of ( y - 2 x 3 ) dx - x(1 - xy) dy = 0 then find n
and solve the equation.
Solution
If xn is an IF then after multiplication with xn, the equation becomes exact.
( x n y - 2 x n + 3 )dx - x n +1 (1 - xy)dy = 0 is an exact DE

where M = x n y - 2 x n+3 , N = - x n +1 + x n + 2 y
∂M ∂N
and =
∂y ∂x

x n = - (n + 1) x n + (n + 2) x n +1 y
(n + 2) x n (1 + x y) = 0
n+2 = 0
n = -2
Putting n = –2 in the equation,

( x -2 y - 2 x )dx - x -1 (1 - xy)dy = 0
Ê y ˆ Ê1 ˆ
ÁË 2 - 2 x ˜¯ dx - ÁË x - y˜¯ dy = 0
x
y 1
M= 2
- 2 x, N=- +y
x x
∂M 1 ∂N 1
= 2, =
∂y x ∂x x 2

Since ∂M = ∂N , the equation is exact.


∂y ∂x
Hence, the general solution is

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


y constant

Ê y ˆ
Ú ÁË x 2 - 2 x˜¯ dx + Ú y dy = c
y y2
- - x2 + =c
x 2
3.3  Ordinary Differential Equations of First Order and First Degree        3.55

exercIse 3.2
Solve the following differential equations:

1. (x 2 + y 2 + x)dx + xy dy = 0

ÈÎ ans. : 3x 4 + 4 x 3 + 6 x 2 y 2 = c ˘˚

2. (y - 2 x 3 )dx - (x - x 2 y )dy = 0
ÈÎ ans. : xy 2 - 2y - 2 x 3 = cx ˘˚

3. (2 xy 4 e y + 2 xy 3 + y )dx + (x 2 y 4 e y - x 2 y 2 - 3x)dy = 0

È x2 x ˘
Í ans. : x e + + 3 = c˙
2 y

Î y y ˚

Ê y yˆ Ê yˆ
4. Á 2 x sinh + 3y cosh ˜ dx - Á 3x cosh ˜ dy = 0
Ë x x¯ Ë x¯
È y 2
˘
Í ans. : - 3 sinh = cx ˙
3

Î x ˚

5. (e x x 4 - 2mxy 2 )dx + 2mx 2 y dy = 0


ÈÎ ans. : x 2 e x + my 2 = cx 2 ˘˚

Ê y3 x2 ˆ 1
6. Á y + + ˜ dx + (x + xy 2 )dy = 0
Ë 3 2¯ 4
ÈÎ ans. : x 6 + 3x 4 y + x 4 y 3 = c ˘˚

7. (x sec2 y _ x2 cos y) dy = (tan y _ 3x4)dx


È tan y ˘
Í ans. : + x 3 - sin y = c ˙
Î x ˚

8. (4 xy + 3y 2 - x)dx + x(x + 2y )dy = 0


È x4 ˘
Í ans. : x y + x y - = c˙
4 3 2

Î 4 ˚
9. (x 2 + y 2 + 2 x)dx + 2y dy = 0
ÈÎ ans. : e x (x 2 + y 2 ) = c ˘˚
3.56 Chapter 3  Ordinary Differential Equations and Applications

10. (3x 2 y 4 + 2 xy )dx + (2 x 3 y 3 - x 2 )dy = 0


ÈÎ ans. : x 3 y 3 + x 2 = cy ˘˚

11. y(xy + e x )dx - e x dy = 0


È x 2 ex ˘
Í ans. : + = c˙
Î 2 y ˚
12. (3x2 y3 e y + y3 + y2)dx + (x3 y3 e y – xy)dy = 0
È x ˘
Í ans. : x e + x + y = c ˙
3 y

Î ˚
13. y(x 2 y + e x )dx - e x dy = 0
È x 3 ex ˘
Í ans. : + = c˙
Î 3 y ˚
14. (xy3 + y)dx + 2(x2 y 2 + x + y 4) dy = 0
ÈÎ ans. : 3x 2 y 4 + 6 xy 2 + 2y 6 = c ˘˚

15. (2 x 2 y + e x )y dx - (e x + y 3 )dy = 0
ÈÎ ans. : 4 x 3 y - 3y 3 + 6e x = cy ˘˚

16. y log y dx + (x - log y )dy = 0


ÈÎ ans. : 2 x log y = c + (log y )2 ˘˚

17. (x - y 2 )dx + 2 xy dy = 0

È y2 ˘
Í ans. : + log x = c ˙
Î x ˚
18. 2 xy dx + (y 2 - x 2 )dy = 0
ÈÎ ans. : x 2 + y 2 = cy ˘˚

19. (1 + xy )y dx + (1 - xy )x dy = 0
È Ê xˆ 1˘
Í ans. : log Á ˜ = c + ˙
Î Ëy¯ xy ˚

20. (1 + xy + x 2 y 2 + x 3 y 3 )y dx + (1 - xy - x 2 y 2 + x 3 y 3 )x dy = 0

È 1 ˘
Í ans. : xy - xy - log y = c ˙
2

Î ˚
3.3  Ordinary Differential Equations of First Order and First Degree        3.57

dy x 2 y 3 + 2y
21. =-
dx 2x - 2x 3 y 2
È 1 x 1 ˘
Í ans. : log 2 - 2 2 = c ˙
Î 3 y 3x y ˚

22. y(sin xy + xy cos xy )dx + x(xy cos xy - sin xy )dy = 0


È x sin(xy ) ˘
Í ans. : = c˙
Î y ˚
23. y (x + y )dx - x(y - x)dy = 0
È y ˘
Í ans. : log xy - 2 x = c ˙
Î ˚
24. x 2 y dx - (x 3 + y 3 )dy = 0
È x ˘3

ÍÎ ans. : y = ce 3 y ˙˚
3

25. 3y dx + 2 x dy = 0, y (1) = 1
È 3
˘
ÎÍ ans. : yx = 1˚˙
2

26. (y 2 + 2 x 2 y )dx + (2 x 3 - xy )dy = 0


È 2 - 32 32 1 1
˘
Í ans. : - x y + 4 x y = c˙
2 2

Î 3 ˚
27. (2 x 2 y 2 + y )dx - (x 3 y - 3x)dy = 0
È 7 107 - 75 7 - 74 - 127 ˘
Í ans. : x y - x y = c˙
Î 5 4 ˚

28. If yn is an integrating factor of


(2 xy 4 e y + 2 xy 3 + y )dx + (x 2 y 4 e y - x 2 y 2 - 3x)dy = 0
    find n and solve the equation.
ÈÎ ans. : n = -4, x 2 y 3 e y + x 2 y 2 + x = cy 3 ˘˚

3.3.6 Linear Differential Equations


If each term in a differential equation including the derivative is linear in terms of
dependent variable then the equation is called linear.
A differential equation of the form
dy
+ Py = Q ...(3.11)
dx
3.58 Chapter 3  Ordinary Differential Equations and Applications

where P and Q are functions of x, is called a linear differential equation and is linear in y.
To solve Eq. (3.11), obtain the integrating factor (IF) as

IF = e Ú
Pdx

Multiplying Eq. (3.11) by the IF,

eÚ + Pe Ú y = Qe Ú
Pdx dy Pdx Pdx

dx
d È Ú Pdx ˘
y ˙ = Qe Ú
Pdx
Í
dx Î
e
˚
Integrating w.r.t x,
eÚ y = Ú Qe Ú
Pdx Pdx
dx + c
or (IF ) y = Ú (IF ) Q + c ...(3.12)

Equation (3.12) is the solution of the differential equation (3.12).

example 1
Solve dy + y sin x = ecos x . [Summer 2018]
dx
Solution
The equation is linear in y.
P = sin x, Q = ecos x

IF = e Ú
sin x dx
= e - cos x
Hence, the general solution is
e - cos x y = Ú e - cos x ◊ ecos x dx + c

= Ú e0 dx + c

= Ú dx + c
= x+c
y = ( x + c) ecos x

example 2
dy 3 y sin x
Solve + = 3 .
dx x x
3.3  Ordinary Differential Equations of First Order and First Degree        3.59

Solution
The equation is linear in y.
3 sin x
P= , Q= 3
x x
3
Ú x dx 3
IF = e = e3log x = e log x = x 3
Hence, the general solution is
sin x
x3 y = Ú x3 dx + c
x3
= Ú sin x dx + c
= - cos x + c
cos x c
y=- 3
+
x x3

example 3
dy
Solve + 2 y tan x = sin x. [Winter 2014]
dx
Solution
The equation is linear in y.
P = 2 tan x, Q = sin x
IF = eÚ
2 tan x dx 2
= e2 logsec x = elogsec x
= sec 2 x
Hence, the general solution is
(sec 2 x ) y = Ú sec 2 x sin x dx + c
sin x
y sec 2 x = Ú sec x dx + c
cos x
= Ú sec x tan x dx + c
= sec x + c

example 4
dy
Solve + y cot x = 2 cos x. [Summer 2016]
dx
Solution
The equation is linear in y.
P = cot x, Q = 2 cos x
3.60 Chapter 3  Ordinary Differential Equations and Applications

IF = e Ú
cot x dx
= elog sin x = sin x
Hence, the general solution is
(sin x ) y = Ú sin x(2 cos x ) dx + c

y sinx = Ú sin 2 x dx + c

1
= - cos 2 x + c
2

example 5
dy
Solve + (tan x ) y = sin 2 x y(0) = 0. [Summer 2017]
dx
Solution
The equation is linear in y.
P = tan x, Q = sin x

IF = e Ú
log sec x
tan dx = e
= sec x
Hence, the general solution is
(sec x ) y = Ú sec x(sin 2 x ) dx + c

1
y sec x = Ú (2 sin x cos x ) dx + c
cos x
= 2 Ú sin x dx + c

= -2 cos x + c
1
y◊ = - 2 cos x + c
cos x
y = –2 cos2 x + c cos x ...(1)
Putting y(0) = 0 in Eq. (1),
y(0) = - 2 + c
0 = -2+c
c=2
Hence, y = –2 cos2 x + 2 cos x = 2 cos (1 – cos x)
3.3  Ordinary Differential Equations of First Order and First Degree        3.61

example 6
dy
Solve ( x + 1) - y = e3 x ( x + 1)2 . [Winter 2016; Summer 2014]
dx
Solution
Rewriting the equation,
dy y
- = e3 x ( x + 1)
dx x + 1
The equation is linear in y.
1
P=- , Q = e3 x ( x + 1)
x +1
1
Ú - x +1 dx -1 1
IF = e = e - log( x +1) = e log( x +1) =
x +1
Hence, the general solution is
Ê 1 ˆ Ê 1 ˆ 3x
ÁË ˜¯ y = Ú ÁË ˜ e ( x + 1)dx + c
x +1 x + 1¯
= Ú e3 x dx + c
e3 x
= +c
3
Ê e3 x ˆ
y = ( x + 1) Á + c˜
Ë 3 ¯

example 7
1
dy 1
Solve + y = 6e x . [Winter 2012]
dx x 2
Solution
The equation is linear in y.
1
1
P= , Q= 6e x
x2
1 1
Ú x2 dx -
IF = e =e x
Hence, the general solution is
1 1 1
- -
e xy = Úe x (6e x ) dx + c
3.62 Chapter 3  Ordinary Differential Equations and Applications

= 6 Ú dx + c
= 6x + c
1
y = (6 x + c)e x

example 8
dy 4x 1
Solve + 2
y= 2 . [Winter 2013]
dx 1 + x ( x + 1)3
Solution
The equation is linear in y.
4x 1
P= , Q=
1 + x2 ( x 2 + 1)3
4x
Ú 1+ x2 dx 2 2 2
IF = e = e2 log(1+ x )
= e log(1+ x )
= (1 + x 2 )2
Hence, the general solution is
1
(1 + x 2 )2 y = Ú (1 + x 2 )2 ◊ dx + c
( x + 1)3
2

1
=Ú 2
dx + c
x +1
= tan -1 x + c

example 9
dy
Solve (1 - x 2 ) + 2 xy = x 1 - x 2 .
dx

Solution
Rewriting the equation,
dy Ê 2 x ˆ x
+Á ˜ y=
dx Ë 1- x 2 ¯ 1 - x2
The equation is linear in y.
2x x
P= , Q=
1 - x2 1 - x2
3.3  Ordinary Differential Equations of First Order and First Degree        3.63

2x
Ú 1- x2 dx 2 2 -1 1
IF = e = e - log(1- x )
= e log(1- x )
= (1 - x 2 )-1 =
1 - x2
Hence, the general solution is
Ê 1 ˆ Ê 1 ˆÊ x ˆ
ÁË ˜y=Ú ÁË ˜ Á ˜ dx + c
1 - x2 ¯ 1 - x2 ¯ Ë 1 - x2 ¯
x
=Ú 3
dx + c
(1 - x 2 ) 2
3
1 -
=-
2 Ú (1 - x 2 ) 2 (-2 x ) dx + c
1
-
1 (1 - x 2 ) 2 È [ f ( x )]n +1 ˘
=- ◊ +c ÍQ Ú [ f ( x )] f ¢( x ) dx =
n
˙
2 1 ÍÎ n + 1 ˙˚
-
2
1
y -
= (1 - x 2 ) 2 +c
1 - x2
y = 1 - x 2 + c (1 - x 2 )

example 10
dy
Solve x log x + y = 2 log x.
dx
Solution
Rewriting the equation,
dy Ê 1 ˆ 2
+ y=
dx ÁË x log x ˜¯ x
The equation is linear in y.
1 2
P= , Q=
x log x x
1
Ú x log x dx
IF = e = e log(log x ) = log x
3.64 Chapter 3  Ordinary Differential Equations and Applications

Hence, the general solution is


2
(log x ) y = Ú (log x ) ◊ dx + c
x
(log x )2 È [ f ( x )]2 ˘
=2
2
+c ÍQ
ÍÎ
Ú f ( x ) ◊ f ¢ ( x ) dx =
2 ˙˚
˙

= (log x )2 + c
y log x = (log x )2 + c

example 11
Solve (1 + x + xy 2 ) dy + ( y + y3 ) dx = 0.
Solution
Rewriting the equation,
dx
(1 + x + xy 2 ) + ( y + y3 )=0
dy
dx (1 + y 2 ) x 1
+ + =0
dy y+y 3
y + y3
dx Ê 1 ˆ 1
+Á ˜ x = - ...(1)
dy Ë y ¯ y(1 + y 2 )
The equation is linear in x.
1 1
P= , Q=-
y y(1 + y 2 )
1
Ú y dy
IF = e = e log y = y
Hence, the general solution is
È 1 ˘
yx = Ú y Í- 2 ˙
dy + c
ÍÎ y(1 + y ) ˙˚
1
= -Ú dy + c
1 + y2
= - tan -1 y + c
xy = c - tan -1 y
3.3  Ordinary Differential Equations of First Order and First Degree        3.65

example 12
Solve y log y dx + ( x - log y) dy = 0.

Solution
Rewriting the equation,
dx
y log y + x - log y = 0
dy
dx Ê 1 ˆ 1
+Á ˜ x=
dy Ë y log y ¯ y
The equation is linear in x.
1 1
P= , Q=
y log y y
1
Ú y log y dy È f ¢( y ) ˘
IF = e = elog(log y ) ÍQ
Î
Ú f ( y)
dy = log f ( y) + c ˙
˚
= log y

Hence, the general solution is


1
(log y) x = Ú (log y) dy + c
y
(log y)2
x log y = +c
2

example 13
Solve (1 + sin y) dx = (2 y cos y - x sec y - x tan y) dy.
Solution
Rewriting the equation,
dx
(1 + sin y) = 2 y cos y - (sec y + tan y) x
dy
dx Ê 1 + sin y ˆ
(1 + sin y) + x = 2 y cos y
dy ÁË cos y ˜¯
dx Ê 1 ˆ 2 y cos y
+Á ˜ x=
dy Ë cos y ¯ 1 + sin y
3.66 Chapter 3  Ordinary Differential Equations and Applications

The equation is linear in x.


1 2 y cos y
P= , Q=
cos y 1 + sin y
1
Ú cos y dy
= eÚ
sec y dy
IF = e = e log(sec y + tan y ) = sec y + tan y
Hence, the general solution is
Ê 2 y cos y ˆ
(sec y + tan y) x = Ú (sec y + tan y) Á dy + c
Ë 1 + sin y ˜¯
Ê 1 + sin y ˆ Ê y cos y ˆ
= 2Ú Á dy + c
Ë cos y ˜¯ ÁË 1 + sin y ˜¯
= 2 Ú y dy + c

(sec y + tan y) x = y 2 + c

example 14
Solve (1 + y 2 ) dx = (tan -1 y - x ) dy. [Summer 2013]
Solution
Rewriting the equation,
dx
(1 + y 2 ) = tan -1 y - x
dy
dx Ê 1 ˆ tan -1 y
+Á =
dy Ë 1 + y 2 ˜¯
x
1 + y2

The equation is linear in x.


1 tan -1 y
P= , Q=
1 + y2 1 + y2
1
Ú 1+ y2 dy -1
IF = e = e tan y

Hence, the general solution is


-1 -1 Ê tan -1 y ˆ
(e tan y
) x = Ú e tan y
Á ˜ dy + c
Ë 1 + y2 ¯
3.3  Ordinary Differential Equations of First Order and First Degree        3.67

Let tan–1 y = t
1
dy = dt
1 + y2
-1
(e tan y
) x = Ú e t t dt + c

= tet - et + c
-1
= e tan y
(tan -1 y - 1) + c
-1
x = tan -1 y - 1 + ce - tan y

example 15
Solve dr + (2r cot q + sin 2q ) dq = 0.

Solution
Rewriting the equation,
dr
+ (2 cot q )r = - sin 2q
dq
The equation is linear in r.
P = 2 cot q , Q = - sin 2q

IF = eÚ
2cot q d q 2
= e2 logsin q = e logsin q
= sin 2 q
Hence, the general solution is

sin 2 q ◊ r = Ú sin 2 q ( - sin 2q ) dq + c

= -2Ú sin 3 q cos q dq + c

sin 4 q È [ f (q )]n + 1 ˘
= -2 +c ÍQ Ú [ f (q )] f ¢(q ) dq =
n
˙
4 ÍÎ n + 1 ˙˚

sin 4 q
r sin 2 q = - +c
2

example 16
dy
Solve cosh x = 2 cosh 2 x sinh x - y sinh x.
dx
3.68 Chapter 3  Ordinary Differential Equations and Applications

Solution
dy
+ (tanh x ) y = 2 cosh x sinh x
dx
The equation is linear in y.
P = tanh x, Q = 2 cosh x sinh x
sinh x
Ú cosh x dx
IF = eÚ
tanh x dx
=e = e logcosh x = cosh x
Hence, the general solution is

(cosh x ) y = Ú cosh x (2 cosh x sinh x ) dx + c

= 2 Ú cosh 2 x ◊ sinh x dx + c

cosh 3 x È [ f (q )]n +1 ˘
=2 +c ÍQ Ú [ f (q )] f ¢(q ) dq =
n
˙
3 ÍÎ n + 1 ˙˚
2
y cosh x = cosh 3 x + c
3

example 17
dy
Solve x( x - 1) - ( x - 2) y = x 3 (2 x - 1).
dx
Solution
dy ( x - 2) x 2 (2 x - 1)
- y=
dx x( x - 1) ( x - 1)
The equation is linear in y.
x-2 x 2 (2 x - 1)
P=- , Q=
x( x - 1) x -1
Ê2 1 ˆ
= -Á -
Ë x x - 1˜¯
Ê 2 1 ˆ Ê x -1ˆ
Ú ËÁ - x + x -1¯˜ dx log Á
Ë x 2 ¯˜ x -1
IF = e = e -2 log x + log( x -1) = e =
x2
Hence, the general solution is
Ê x - 1ˆ Ê x - 1ˆ 2 Ê 2 x - 1ˆ
ÁË 2 ˜¯ ◊ y = Ú ÁË 2 ˜¯ ◊ x ÁË x - 1 ˜¯ dx + c
x x
= x2 - x + c
3.3  Ordinary Differential Equations of First Order and First Degree        3.69

x 3 ( x - 1) cx 2
y= +
x -1 x -1
cx 2
y = x3 +
x -1

example 18
2 dy
Solve ( x - 1)sin x + [2 x sin x + ( x 2 - 1) cos x ]y = ( x 2 - 1) cos x.
dx

Solution
dy Ê 2 x ˆ
+Á 2 + cot x ˜ y = cot x
dx Ë x -1 ¯
The equation is linear in y.
2x
P= 2 + cot x, Q = cot x
x -1
Ê 2x ˆ
Ú ÁË x2 -1 + cot x˜¯ dx 2
-1) + logsin x log ÈÍ( x 2 -1)sin x ˘˙
Î ˚
IF = e = e log( x =e = ( x 2 - 1)sin x
Hence, the general solution is
( x 2 - 1)sin x ◊ y = Ú ( x 2 - 1)sin x ◊ cot x dx + c

= Ú ( x 2 - 1) cos x dx + c

= ( x 2 - 1)sin x - 2 x(- cos x ) + 2(- sin x ) + c


y( x 2 - 1)sin x = ( x 2 - 3)sin x + 2 x cos x + c

example 19
dy 1
If + y tan x = sin 2 x, y(0) = 0, show that the maximum value of y is .
dx 2
Solution
The equation is linear in y.
P = tan x, Q = sin2x
IF = eÚ
tan x dx
= e logsec x = sec x
3.70 Chapter 3  Ordinary Differential Equations and Applications

Hence, the general solution is


(sec x ) y = Ú sec x ◊ sin 2 x dx + c

= Ú sec x ◊ 2 sin x cos x dx + c

= 2 Ú sin x dx + c
y sec x = -2 cos x + c
y = -2 cos2 x + c cos x ...(1)

Given y(0) = 0
Putting x = 0, y = 0 in Eq. (1),
0 = - 2 cos 0 + c cos 0 = - 2 + c
c=2
Hence, the general solution is
y = -2 cos2 x + 2 cos x ...(2)
For maximum or minimum value,
dy
=0
dx
-4 cos x(- sin x ) - 2 sin x = 0
2 sin x(2 cos x - 1) = 0
1 p
sin x = 0, x = 0 and 2 cos x - 1 = 0, cos x = , x=
2 3
p
x = 0 and x = are the points of extreme values.
3
dy
Now, = 2 sin 2 x - 2 sin x
dx
d2 y
= 4 cos 2 x - 2 cos x
dx 2
d2 y
When x = 0, = 2 > 0, y is minimum at x = 0.
dx 2
p d2 y 2p p Ê 1ˆ Ê 1ˆ
When x = , = 4 cos - 2 cos = 4 Á - ˜ - 2 Á ˜ = -3 < 0 , y is maximum at
Ë 2¯
3 dx 2 3 3 Ë 2 ¯
p
x= .
3
3.3  Ordinary Differential Equations of First Order and First Degree        3.71

Putting x =
p in Eq. (2), we get maximum value of y.
3
p p 1 1
ymax = -2 cos2 + 2 cos = - + 1 =
3 3 2 2

exercIse 3.3
Solve the following differential equations:
2 dy
1. x = 3x 2 - 2 xy + 1
dx
È c 1˘
Í ans. : y = x 2 + x + x ˙
Î ˚

2. (2y - 3x)dx + x dy = 0
ÈÎ ans. : x 2 y = x 3 + c ˘˚

dy
3. (x + 1) - 2y = (x + 1)4
dx
È Ê x2 ˆ ˘
Í ans. : y = Á + x + c ˜ (x + 1)2 ˙
ÍÎ Ë 2 ¯ ˙˚

dy
4. + y cot x = cos x
dx
È sin2 x ˘
Í ans. : y sin x = + c˙
Î 2 ˚

1 dy 2
5. + 2y = e - x
x dx
È x2 x2 ˘
Í ans. : ye = + c˙
Î 2 ˚

6. (y + 1)dx + [ x - (y + 2)e y ]dy = 0


ÈÎ ans. : (y + 1)(x - e y ) = c ˘˚

7. dx + x dy = e - y sec2 y dy
ÈÎ ans. : xe y - tan y + c ˘˚

dy
8. (1 + x) - y = e x (x + 1)2
dx
ÈÎ ans. : y = (1 + x)(e x + c)˘˚
3.72 Chapter 3  Ordinary Differential Equations and Applications

Ê e -2 x y ˆ dx
9. Á - ˜ =1
Ë x x ¯ dy
È ans. : ye 2 x
= 2 x + c˘
Î ˚
dy
10. x cos x + y(x sin x + cos x) = 1
dx
ÎÈans. : xy = sin x + c cos x ˘˚

2 dy
11. cos x + y = tan x
dx
ÈÎ ans. : y = tan x - 1 + ce - tan x ˘˚

dy
12. (2 x + y 4 ) =y
dx
È 2x ˘
Í ans. : 2 = y + c ˙
2

Î y ˚
dy
13. a2 + x 2 + y = a2 + x 2 - x
dx
È ans. :
ÎÍ (x + )
x 2 + a2 y = a2 x + c˘
˚˙
dy 1
14. =
dx x + e y
ÈÎ ans. : xe - y = c + y ˘˚

dy Ê 3 ˆ
- y = x 3 , y(1) = 4
dx ÁË x ˜¯
15.
ÈÎ ans. : y = x 3 (x + 3)˘˚

dy
16. (1 + x 2 ) - 2 xy = 2 x(1 + x 2 ), y(0) = 1
dx
ÈÎ ans. : y = (1 + x 2 )[1 + log(1 + x 2 )˘˚

dy
17. x - 3y = x 4 (e x + cos x) - 2 x 2 , y(p ) = p 3 ep + 2p 2
dx

ÈÎ ans. : y = 2 x 2 + (e x + sin x)x 3 ˘˚

dy Êpˆ 1
18. If + 2y tan x = sin x, y Á ˜ = 0, show that maximum value of y is .
dx Ë 3¯ 8
3.3  Ordinary Differential Equations of First Order and First Degree        3.73

dy y
19. + = log x, y(1) = 1
dx x
È x log x x 5 ˘
Í ans. : y = 2 - 4 + 4 x ˙
Î ˚

dy 2
20. + 2 xy = xe - x
dx
È x2 x2 ˘
Í ans. : ye = + c˙
Î 2 ˚

3.3.7 Nonlinear Differential Equations Reducible to


linear form
type 1 Bernoulli’s Equation
The equation of the form
dy
+ Py = Qy n ...(3.13)
dx
where P and Q are functions of x or constants is a nonlinear equation, known as
Bernoulli’s equation. This equation can be made linear using the following method:
Dividing Eq. (3.13) by yn,
1 dy P
n dx
+ n -1 = Q ...(3.14)
y y
1
Let =v
n -1
y
(1 - n) dy dv
=
y n dx dx
1 dy 1 dv
= ◊
y n dx (1 - n) dx
Substituting in Eq. (3.14),
1 dv
◊ + Pv = Q
1 - n dx
dv
+ (1 - n)Pv = Q
dx

The equation is linear in v and can be solved using the method of linear differential
1
equations. Finally, substituting v = n -1 , we get the solution of Eq. (3.13).
y
3.74 Chapter 3  Ordinary Differential Equations and Applications

example 1
dy 2 y
Solve + = y2 x 2 .
dx x
Solution
The equation is in Bernoulli’s form.
Dividing the equation by y2,
1 dy 1 2
+ ◊ = x2 ...(1)
y 2 dx y x
1 1 dy dv
Let = v, - =
y y 2 dx dx
Substituting in Eq. (1),
dv Ê 2 ˆ
- + v = x2
dx ÁË x ˜¯
dv Ê 2 ˆ
- v = - x2 ...(2)
dx ÁË x ˜¯
The equation is linear in v.
2
P = - , Q = - x2
x
2
Ú - x dx -2 1
IF = e = e -2 log x = e log x = x -2 =
x2
The general solution of Eq. (2) is
1 1
2
v=Ú 2
(- x 2 )dx + c
x x
= Ú - dx + c
= -x + c
v = - x 3 + cx 2
1
Hence, = - x 3 + cx2
y

example 2
dy y y 2
Solve + = . [Winter 2017]
dx x x 2
3.3  Ordinary Differential Equations of First Order and First Degree        3.75

Solution
The equation is in Bernoulli’s form.
Dividing the equation by y2,
1 dy 1 1 1
+ ◊ = ...(1)
y 2 dx y x x 2
1 1 dy dv
Let = v, - =
y y 2 dx dx
Substituting in Eq. (1),
dv Ê 1 ˆ 1
- + v= 2
dx ÁË x ˜¯ x
dv Ê 1 ˆ 1
-Á ˜ v = - 2 ...(2)
dx Ë x ¯ x
The equation is linear in v.
1 1
P =- ,Q=- 2
x x
1
Ú - x dx -1 1
IF = e = e - log x = e log x = x -1 =
x
The general solution of Eq. (2) is
1 1Ê 1 ˆ
v = Ú Á - 2 ˜ dx + c
x xË x ¯
= - Ú x -3 dx + c

x -2
=- +c
-2
1
= 2 +c
2x
1
v= + cx
2x
1 1
Hence, = + cx
y 2x

example 3
dy
Solve + y = y 2 (cos x - sin x ).
dx
Solution
The equation is in Bernoulli’s form.
3.76 Chapter 3  Ordinary Differential Equations and Applications

Dividing the equation by y2,


1 dy 1
+ = cos x - sin x ...(1)
y 2 dx y
1 1 dy dv
Let = v, - =
y y 2 dx dx

Substituting in Eq. (1),


dv
- + v = cos x - sin x
dx
dv
- v = - cos x + sin x ...(2)
dx
The equation is linear in v.
P = -1, Q = - cos x + sin x

IF = eÚ
- dx
= e- x
The general solution of Eq. (2) is

e - x ◊ v = Ú e - x (- cos x + sin x ) dx + c

= - Ú e - x cos x dx + Ú e- x sin x dx + c
È e- x ˘ È e- x ˘
= -Í (- cos x + sin x )˙ + Í (- sin x - cos x )˙ + c
ÍÎ 2 ˙˚ ÍÎ 2 ˙˚
e - x v = -e - x sin x + c
v = - sin x + ce x
1
Hence, = - sin x + ce x
y

example 4
dy
Solve xy(1 + xy 2 ) = 1.
dx
Solution
dx
Rewriting the equation, = xy + x 2 y3
dy
dx
- xy = x 2 y3
dy
The equation is in Bernoulli’s form, where x is a dependent variable.
3.3  Ordinary Differential Equations of First Order and First Degree        3.77

Dividing the equation by x2,


1 dx Ê 1 ˆ
- Á ˜ y = y3 ...(1)
x 2 dy Ë x ¯

1 1 dx dv
Let - = v, =
x x 2 dy dy
Substituting in Eq. (1),
dv
+ vy = y3 ...(2)
dy
The equation is linear in v.
P = y, Q = y3
y2
IF = eÚ
y dy
=e2
The general solution of Eq. (2) is
y2 y2
e2 ◊v = Ú e2 y3 dy + c

y2
Putting = t , y dy = dt
2
y2
e 2 ◊ v = Ú et ◊ 2t dt + c

= 2(et t - et ) + c
= 2et (t - 1) + c
y2
Ê y2 ˆ
= 2e 2 Á 2 - 1˜ + c
Ë ¯
y2
-
2
v = y - 2 + ce 2

- y2
1
Hence, - = y 2 - 2 + ce 2
x

example 5
Ê -3 ˆ
Solve y dx = Á x 4 - y3 x˜ dy.
4

Ë ¯
3.78 Chapter 3  Ordinary Differential Equations and Applications

Solution
Rewriting the equation,
3
-
dx x 4 x
= 4 -
dy y y
3
-
dx x x 4
+ = 4
dy y y
The equation is in Bernoulli’s form, where x is a dependent variable.
3
-
Dividing the equation by x 4 ,
3 7
dx Ê 1ˆ 1
x4 + x4 Á ˜ = 4 ...(1)
dy Ë y¯ y
7 3
7 4 dx dv
Let x 4 = v, x =
4 dy dy
Substituting in Eq. (1),
4 dv Ê 1 ˆ 1
+Á ˜ v = 4
7 dy Ë y ¯ y
dv Ê 7 ˆ 7
+Á ˜ v = 4 ...(2)
dy Ë 4 y ¯ 4y
The equation is linear in v.
7 7
P= , Q=
4y 4 y4
7 7 7 7
Ú 4 y dy log y
log y 4
IF = e = e4 =e = y4
The general solution of Eq. (2) is
7 7
7
y4v = Ú y4 ◊ dy + c
4 y4
-9
7
= Ú y 4 dy + c
4
Ê -5 ˆ
7 Á 4y 4 ˜
= Á +c
4 -5 ˜
ÁË ˜¯
3.3  Ordinary Differential Equations of First Order and First Degree        3.79

7 5
7 -4
y4v = - y +c
5
5
3 7
y v = - + cy 4
5
7 5
7
Hence, y3 x 4 = - + cy 4
5

example 6
dr r2
Solve = r tan q - .
dq cos q

Solution
dr r2
Rewriting the equation, - r tan q = -
dq cos q
The equation is in Bernoulli’s form, where r is a dependent variable.
Dividing the equation by r2,
1 dr tan q 1
- =- ...(1)
2 dq r cos q
r
1 1 dr dv
Let - = v, =
r r 2 dq dq
Substituting in Eq. (1),
dv 1
+ v tan q = - ...(2)
dq cos q
The equation is linear in v.
1
P = tan q , Q=-
cos q

IF = eÚ
tan q dq
= e logsec q = sec q
The general solution of Eq. (2) is
Ê 1 ˆ
sec q ◊ v = Ú sec q Á - dq + c
Ë cos q ˜¯
= Ú - sec 2 q dq + c
= - tan q + c
3.80 Chapter 3  Ordinary Differential Equations and Applications

Ê 1ˆ
Hence, sec q Á - ˜ = - tan q + c
Ë r¯
sec q
= tan q - c
r

type 2
dy
The equation of the form f ¢( y) + Pf ( y ) = Q ...(3.15)
dx
where P and Q are functions of x or constants can be reduced to the linear form by
dy dv
putting f ( y) = v, f ¢( y) = in Eq. (3.15)
dx dx
dv ...(3.16)
+ Pv = Q
dx
Equation (3.16) is linear in v and can be solved using the method of linear differential
equations. Finally, substituting v = f ( y), we get the solution of Eq. (3.15).

example 1
dy 1 e y
Solve + = . [Summer 2015]
dx x x 2
Solution
Dividing the equation by ey,
dy e - y 1
e- y + = ...(1)
dx x x2
dy dv
Let e–y = v, e- y =
dx dx
Substituting in Eq. (1),
dv v 1
+ = ...(2)
dx x x 2
The equation is linear in v.
1 1
P= , Q=
x x2
1
Ú x dx
IF = e = elog x = x
3.3  Ordinary Differential Equations of First Order and First Degree        3.81

The general solution of Eq. (2) is


1
xv = Ú x ◊ +c
x2
1
=Ú +c
x
= log x + c
1
v= (log x + c)
x
1
Hence, e- y = (log x + c)
x

example 2
dy y
Solve + = x 3 y3 . [Winter 2015]
dx x
Solution
Dividing the equation by y3,
dy y -2
y -3 + = x3 ...(1)
dx x
Let y–2 = v
dy dv
-2 y -3 =
dx dx
dy 1 dv
y -3 =-
dx 2 dx
Substituting in Eq. (1),
1 dv v
- + = x3
2 dx x
dv 2 v
- = –2x3 ...(2)
dx x
The equation is linear in v.
2
P= - , Q = –2x3
x
2
IF = eÚ x = e -2 log x = e log x = x -2 = 2
- dx -2 1
x
3.82 Chapter 3  Ordinary Differential Equations and Applications

The general solution of Eq. (2) is


1 1
Ú x 2 (-2 x
3
2
v = ) dx + c
x
= -2Ú xdx + c

x2
= -2 +c
2
= –x2 + c

Hence, 1
2 2
= - x2 + c
x y

example 3
dy
Solve + x sin 2 y = x 3 cos2 y.
dx

Solution
Dividing the equation by cos2y,
1 dy 2 sin y cos y
2
+ 2
x = x3
cos y dx cos y
dy
sec 2 y + 2 tan y ◊ x = x 3 ...(1)
dx
dy dv
Let tan y = v, sec 2 y =
dx dx
Substituting in Eq. (1),
dv
+ 2vx = x 3 ...(2)
dx
The equation is linear in v
P = 2 x, Q = x 3

IF = eÚ
2 x dx 2
= ex
The general solution of Eq. (2) is
2 2
e x v = Ú e x ◊ x 3 dx + c
3.3  Ordinary Differential Equations of First Order and First Degree        3.83

dt
Putting x 2 = t , 2 x dx = dt , x dx =
2
2 dt
e x v = Ú et t +c
2
=
1 t
2
(
te - et + c )
1 2
= e x ( x 2 - 1) + c
2
1 2
v = ( x 2 - 1) + ce - x
2
1 2 2
Hence, tan y = ( x - 1) + ce - x
2

example 4
dy
Solve x + y log y = xye x .
dx
Solution
Dividing the equation by xy,
1 dy log y
+ = ex ...(1)
y dx x
1 dy dv
Let log y = v, =
y dx dx

Substituting in Eq. (1),


dv v ...(2)
+ = ex
dx x
The equation is linear in v.
1
P= , Q = ex
x
1
Ú x dx
IF = e = e log x = x
The general solution of Eq. (2) is
xv = Ú xe x dx + c

= xe x - e x + c
= e x ( x - 1) + c
3.84 Chapter 3  Ordinary Differential Equations and Applications

Hence, x log y = e x ( x - 1) + c.

example 5
dy
Solve + tan x tan y = cos x sec y.
dx
Solution
Dividing the equation by sec y,
1 dy
+ tan x sin y = cos x
sec y dx
dy ...(1)
cos y + tan x sin y = cos x
dx
dy dv
Let sin y = v, cos y =
dx dx
Substituting in Eq. (1),
dv
+ tan x ◊ v = cos x ...(2)
dx
The equation is linear in v.
P = tan x, Q = cos x

IF = eÚ
tan x dx
= e logsec x = sec x
The general solution of Eq. (2) is
sec x ◊ v = Ú sec x ◊ cos x dx + c

= Ú dx + c
= x+c
Hence, sec x ◊ sin y = x + c

example 6
dy
Solve = e x - y (e x - e y ).
dx
Solution
Dividing the equation by e–y,
dy
ey = e2 x - e x e y
dx
3.3  Ordinary Differential Equations of First Order and First Degree        3.85

dy x y
ey + e e = e2 x ...(1)
dx
dy dv
Let ey = v, ey =
dx dx
Substituting in Eq. (1),
dv
+ e x v = e2 x ...(2)
dx
The equation is linear in v.
P = e x , Q = e2 x

IF = eÚ
e x dx x
= ee
The general solution of Eq. (2) is
e e ◊ v = Ú e e ◊ e 2 x dx + c
x x

Let ex = t, ex dx = dt
x
ee ◊ v = Ú et t dt + c

= et ◊ t - et + c
= et (t - 1) + c
x
= ee (e x - 1) + c
v = e x - 1 + ce - e
x

x
Hence, e y = e x - 1 + ce - e

example 7
dy y3
Solve = 2x .
dx e + y 2

Solution
2x
Rewriting the equation, dx = e + 1
dy y3 y

dx e-2 x 1
e-2 x - = 3 ...(1)
dy y y
dx dv -2 x dx 1 dv
Let e -2 x = v, - 2e -2 x = , e =-
dy dy dy 2 dy
3.86 Chapter 3  Ordinary Differential Equations and Applications

Substituting in Eq. (1),


1 dv v 1
- - = 3
2 dy y y
dv 2 -2
+ ◊v = 3 ...(2)
dy y y
The equation is linear in v.
2 2
P= , Q=-
y y3
2
Ú y dy 2
IF = e = e2 log y = e log y = y 2

The general solution of Eq. (2) is


Ê 2ˆ
y 2 ◊ v = Ú y 2 Á - 3 ˜ dy + c
Ë y ¯
1
= -2 Ú dy + c
y
= -2 log y + c

Hence, y 2 e -2 x = -2 log y + c

example 8
dz z z
Solve + log z = 2 (log z )2 .
dx x x
Solution
Rewriting the equation,
1 dz 1 1 1
2 dx
+ ◊ = 2 ...(1)
z(log z ) log z x x

-1 1 1 dz dv
Let = v, 2
◊ =
log z (log z ) z dx dx

Substituting in Eq. (1),


dv v 1
- = ...(2)
dx x x 2

The equation is linear in v.


3.3  Ordinary Differential Equations of First Order and First Degree        3.87

1 1
P=- , Q=
x x2
1
Ú - x dx -1 1
IF = e = e - log x = e log x = x -1 =
x

The general solution of Eq. (2) is


1 1 1
◊ v = Ú ◊ 2 dx + c
x x x
= Ú x -3 dx + c

x -2
= +c
-2

1Ê 1 ˆ 1
Hence, Á - ˜ = - 2 +c
x Ë log z ¯ 2x
1 1
= -c
x log z 2 x 2

example 9
Solve (sec x tan x tan y - e x ) dx + sec x sec 2 y dy = 0.

Solution
Rewriting the equation,
dy
sec x sec 2 y + sec x tan x tan y - e x = 0
dx

dy ex
sec 2 y + tan x tan y = ...(1)
dx sec x
dy dv
Let tan y = v, sec 2 y =
dx dx
Substituting in Eq. (1),
dv
+ (tan x )v = e x cos x ...(2)
dx
The equation is linear in v.
P = tan x, Q = e x cos x

IF = eÚ
tan x dx
= e logsec x = sec x
3.88 Chapter 3  Ordinary Differential Equations and Applications

The general solution of Eq. (2) is


(sec x )v = Ú sec x e x cos x dx + c

= Ú e x dx + c

= ex + c
Hence, sec x tan y = e x + c

example 10
dy
Solve + x( x + y) = x 3 ( x + y)3 - 1.
dx
Solution
dy
+ x( x + y) = x 3 ( x + y)3 - 1 ...(1)
dx
dy dz dy dz
Let x + y = z, 1+ = , = -1
dx dx dx dx
Substituting in Eq. (1),
dz
- 1 + xz = x 3 z 3 - 1
dx
dz
+ xz = x 3 z 3 ...(2)
dx
Dividing the Eq. (2) by z3,
1 dz x
3 dx
+ 2 = x3 ...(3)
z z
1 2 dz dv 1 dz 1 dv
Let 2
= v, - 3 dx
= , 3 =-
z z dx z dx 2 dx
Substituting in Eq. (3),
1 dv
- + xv = x 3
2 dx
dv
- 2 xv = -2 x 3 ...(4)
dx
The equation is linear in v.
P = -2 x, Q = -2 x 3

IF = eÚ
-2 x dx 2
= e- x
The general solution of Eq. (4) is
2 2
e - x ◊ v = Ú e - x (-2 x 3 )dx + c
3.3  Ordinary Differential Equations of First Order and First Degree        3.89

Let x 2 = t , 2 x dx = dt
2
e - x ◊ v = - Ú te - t dt + c

= te - t + e - t + c
2
= ( x 2 + 1)e - x + c
2
v = ( x 2 + 1) + ce x
Substituting value of v,
1 2
2
= ( x 2 + 1) + ce x
z
1 2
Hence, 2
= ( x 2 + 1) + ce x
( x + y)

exercIse 3.4
Solve the following differential equations:
dy
1. = x 3 y 3 - xy
dx
È 1 x2 ˘
Í ans. : 2 = x + 1 + ce ˙
2

Î y ˚
dy
2. x 2 y - x 3 = y 4 cos x
dx
ÈÎ ans. : x 3 = y 3 (3 sin x - c)˘˚

2 2
3. x(3x + 2y )dx + 2y(1 + x )dy = 0
ÈÎ ans. : y 2 (1 + x 2 ) = - x 3 + c ˘˚

2 2
4. y dx + x(1 - 3x y )dy = 0
È - 2 2 ˘
1

ÍÎ ans. : y 6 = ce x y ˙˚

3
5. x dy - [y + xy (1 + log x)]dx = 0

È 2 3 2Ê2 ˆ 2˘
Í ans. : x = - x y ÁË + log x ˜¯ + cy ˙
2

Î 3 3 ˚
3.90 Chapter 3  Ordinary Differential Equations and Applications

dy
6. + y = y 2e x
dx
È e- x ˘
Í ans. : - = x + c˙
Î y ˚
3 6
7. x dy + y dx = x y dx
È 2 5˘
Í ans. : 5 = 5x + cx ˙
3

Î y ˚

dy
8. x + y = y 3 x n +1
dx
È n -1 ˘
Í ans. : 2
= cx 2 - 2 x n +1 ˙
Î y ˚

2 2 dy
9. xy (1 + x y ) =1
dx
È 1 -y2 ˘
Í ans. : x 2 = ce - y + 1˙
2

Î ˚
2 3 3
10. x y dx + (x y - 2)dy = 0
È 2 2
3
˘
Í ans. : x = + + ce ˙
3 y

ÍÎ y 3 ˙˚

dx
11. y = x - yx 2 cos y
dy
È y ˘
Í ans. : x = y sin y + cos y + c ˙
Î ˚

dy e y 1
12. = -
dx x 2 x
ÈÎ ans. : 2 xe - y = 1 + 2cx 2 ˘˚

dy 4 y2
13. y + x- =0
dx 3 3x
È -
2 4
˘
Í ans. : y x + 2 x = c ˙
2 3 3

Î ˚
3.3  Ordinary Differential Equations of First Order and First Degree        3.91

dy
14. + (2 x tan-1 y - x 3 )(1 + y 2 ) = 0
dx

È ans. : 2 tan-1 y = (x 2 - 1) + ce - x ˘
2

Î ˚

dy
15. tan y + tan x = cos y cos2 x
dx

ÎÈans. : sec y sec x = sin x + c ˘˚

16. (y + e y - e - x )dx + (1 + e y )dy = 0

ÈÎ ans. : y + e y = (x + c)e - x ˘˚

2 dy
17. x cos y = 2 x sin y - 1
dx

ÈÎ ans. : 3x sin y = cx 3 + 1˘˚

dy
18. 4 x 2 y = 3x(3y 2 + 2) + 2(3y 2 + 2)3
dx
ÈÎ ans. : 4 x 9 = (3y 2 + 2)2 (-3x 8 + c)˘˚

dy 1 1
19. + tan y = 2 tan y sin y
dx x x
ÎÈans. : cosec y = 1 + cx ˘˚
1
dy
+ 3y = x 4 e x y 3
2
20. x
dx
È 1 Ê x2
1
ˆ ˘
Í ans. : 2 = Á e + c˜ x 6 ˙
ÍÎ y Ë ¯ ˙˚

dy
21. x 2 = sin2 y - (sin y cos y )x
dx
È 1 ˘
Í ans. : cot y = 2 x + cx ˙
Î ˚
3.92 Chapter 3  Ordinary Differential Equations and Applications

dr r sin q - r 2
22. =
dq cos q
È 1 ˘
Í ans. : r = c cos q + sin q ˙
Î ˚

dy
23. cos x + 4 y sin x = 4 y sec x
dx
È Ê tan3 x ˆ ˘
Í ans. : y sec2 x = 2 Á tan x + ˜ + c˙
Î Ë 3 ¯ ˚

dy
24. sin y = cos x(2 cos y - sin2 x)
dx

ÈÎ ans. : 4 cos y = 2 sin2 x - 2 sin x + 1 - 4ce -2 sin x ˘˚

y Ê dy ˆ
25. e Á + 1˜ = e x
Ë dx ¯
È x +y e2x ˘
Í ans. : e = + c˙
Î 2 ˚

3.4 aPPlIcatIons of fIrst-order dIfferentIal


equatIons

Orthogonal Trajectories
Two families of curves are called orthogonal trajectories of each other if every curve
of one family cuts each curve of another family at right angles.

Working Rules
1. Cartesian curve f (x, y, c) = 0
Ê dy ˆ
(i) Obtain the differential equation F Á x, y, ˜ = 0 by differentiating and elimi-
Ë dx ¯
nating c from the equation of the family of curves.
dy dx
(ii) Replace by - in the above differential equation to obtain the differential
dx dy
Ê dx ˆ
equation of the family of orthogonal trajectories as F Á x, y, - ˜ = 0.
Ë dy ¯
3.4  Applications of First-Order Differential Equations         3.93

Ê dx ˆ
(iii) Solve the differential equation F Á x, y, - ˜ = 0 to obtain the equation of
Ë dy ¯
the family of orthogonal trajectories.
2. Polar curve f(r, q, c) = 0

Ê dr ˆ
(i) Obtain the differential equation F Á r , q , ˜ = 0 by differentiating and elimi-
Ë dq ¯
nating c from the equation of the family of curves.
dr dq
(ii) Replace by -r 2 in the above differential equation to ob-
dq dr
tain the differential equation of the family of orthogonal trajectories as
Ê dq ˆ
F Á r,q , - r 2 = 0.
Ë dr ˜¯
Ê dq ˆ
(iii) Solve the differential equation F Á r , q , - r 2 = 0 to obtain the equation
Ë dr ˜¯
of the family of orthogonal trajectories.

example 1
Find the orthogonal trajectories of the family of semicubical
parabolas ay2 = x3.
Solution
The equation of the family of curves is
ay2 = x3 ...(1)
Differentiating Eq. (1) w.r.t. x,
dy
a ◊ 2y = 3x2
dx
x3
Substituting a = from Eq. (1),
y2
x3 dy
◊ 2y = 3x2
y2 dx
2 x dy ...(2)
=3
y dx

This is the differential equation of the given family of curves.


3.94 Chapter 3  Ordinary Differential Equations and Applications

dy dx
Replacing by - in Eq. (2),
dx dy
-2 x dx
=3 ...(3)
y dy
This is the differential equation of the family of orthogonal trajectories.
Separating the variables and integrating Eq. (3),

Ú -2 x dx = Ú 3 y dy
3 y2
- x2 = +c
2
-2 x 2 = 3 y 2 + 2c
2 x 2 + 3 y 2 + 2c = 0
which is the equation of the required orthogonal trajectories.

example 2
x2 y2
Find the orthogonal trajectories of the family of curves 2 + 2 = 1,
where l is a parameter. a b + l

Solution
The equation of the family of curves is

x2 y2
+ =1 ...(1)
a 2 b2 + l
Differentiating Eq. (1) w.r.t. x,

2x 2y dy
2
+ =0
a 2
b +l x d
x y dy
2
+ 2 =0 ...(2)
a b + l dx
y x
=-
2
b +l Ê dy ˆ
a2 Á ˜
Ë dx ¯
y2 xy ...(3)
=-
2
b +l Ê dy ˆ
a2 Á ˜
Ë dx ¯
3.4  Applications of First-Order Differential Equations         3.95

Substituting Eq. (3) in Eq. (1),


x2 xy
- =1
a 2
Ê dy ˆ
a2 Á ˜
Ë dx ¯
dy
( x2 - a2 ) = xy ...(4)
dx
This is the differential equation of the given family of curves.
dy dx
Replacing by - in Eq. (4),
dx dy
dx
(a 2 - x 2 )= xy ...(5)
dy
This is the differential equation of the orthogonal trajectories.
Separating the variables and integrating Eq. (5),

a2 - x2
Ú y dy = Ú x
dx + c

1 2 1
y = a 2 log x - x 2 + c
2 2
2 2 2
x + y = 2 a log x + 2c
which is the equation of the required orthogonal trajectories.

example 3
Find the equation of the family of all orthogonal trajectories of the
family of circles which pass through the origin (0, 0) and have centres
on the y-axis.

Solution
The equation of the family of circles passing through (0, 0) and having centres on the
y-axis is
x 2 + y2 + 2 f y = 0 ...(1)

Differentiating Eq. (1) w.r.t. x,

dy dy
2x + 2y +2f =0
dx dx
dy -x
= ...(2)
dx y + f
3.96 Chapter 3  Ordinary Differential Equations and Applications

From Eq. (1),


x 2 + y2
f =-
2y
x 2 + y2
y+ f = y-
2y
y2 - x 2
=
2y
Substituting in Eq. (2),
dy -2 xy
= 2 ...(3)
dx y - x 2
This is the differential equation of the given family of circles.

dy dx
Replacing by - in Eq. (3),
dx dy
dx 2 xy
=
dy y 2 - x 2
This is the differential equation of the family of orthogonal trajectories.
( y 2 - x 2 )dx - 2 xy dy = 0 ...(4)

M = y2 - x 2 , N = -2 xy
∂M ∂N
= 2 y, = -2 y
∂y ∂x
∂M ∂N
π
∂y ∂x
The equation is not exact.
∂M ∂N
-
∂y ∂x 4y 2
= =-
N -2 xy x
2
Ú - x dx -2 1
IF = e = e -2 log x = e log x = x -2 =
x2
1
Multiplying Eq. (4) by ,
x2
Ê y2 ˆ 2y
Á 2 - 1˜ dx - x dy = 0
Ëx ¯
y2 2y
M1 = 2
- 1, N1 = -
x x
3.4  Applications of First-Order Differential Equations         3.97

∂M1 ∂N1
=
∂y ∂x
2y
= ,
x2
The equation is exact.
Hence, the general solution is
Ê y2 ˆ
Ú Á 2 - 1˜ dx - Ú 0 dy = c
y constant Ë x ¯

- y2
-x=c
x
x 2 + y 2 + cx = 0
which is the equation of the required orthogonal trajectories representing the equation
of the family of the circles with centre on the x-axis and passing through the origin.

example 4
x2 y2
Show that the family of confocal conics + = 1 is self-
a a-b
orthogonal. Here, a is the parameter and b is the constant.
Solution
The equation of the family of curves is
x2 y2
+ =1 ...(1)
a a-b
Differentiating Eq. (1) w.r.t. x,

2x 2 y dy
+ =0
a a - b dx
yy ¢ x dy
=- , where y ¢ =
a-b a dx
ayy ¢ = - ax + bx
a( x + yy ¢ ) = bx
bx
a=
x + yy ¢

Putting the value of a in Eq. (1),

x 2 ( x + yy ¢ ) y2
+ =1
bx bx
-b
x + yy ¢
3.98 Chapter 3  Ordinary Differential Equations and Applications

x( x + yy ¢ ) y 2 ( x + yy ¢ )
+ =1
b -byy ¢
xy ¢ - y b ...(2)
=
y¢ x + yy ¢
This is the differential equation of the given family of curves.
1
Replacing y ¢ by - in Eq. (2),

x
- -y
y¢ b
=
-
1 Ê yˆ
x +Á- ˜
y¢ Ë y¢ ¯
by ¢
x + yy ¢ =
xy ¢ - y
xy ¢ - y b
=
y¢ x + yy ¢
which is same as Eq. (2). Therefore, the differential equation of the family of orthogonal
trajectories is the same as the differential equation of the family of curves. Hence, the
given family of curves is self-orthogonal.

example 5
Find the orthogonal trajectories of the family of curves r n sin n q = a n .
Solution
The family of curves is given by the equation
r n sin n q = a n ...(1)
Differentiating Eq. (1) w.r.t. q ,
dr
nr n -1 ◊ sin n q + r n n cos n q = 0
dq
dr
= -r cot n q ...(2)
dq
This is the differential equation of the given family of curves.

dr dq
Replacing by -r 2 in Eq. (2),
dq dr
dq
-r 2 = -r cot n q
dr
dq
r = cot n q ...(3)
dr
3.4  Applications of First-Order Differential Equations         3.99

This is the differential equation of the family of orthogonal trajectories.


Separating the variables and integrating Eq. (3),
dr
Ú tan n q dq = Ú r
log sec n q
= log r + log c
n
log sec n q = n log rc
= log(rc)n
sec n q = c n r n

1
r n cos nq = k where k =
cn
which is the equation of the required orthogonal trajectories.

example 6
Find the orthogonal trajectory of the cardioids r = a (1 – cos q).
[Winter 2017]
Solution
The family of curves is given by the equation
r = a (1 – cos q) ...(1)

Differentiating Eq. (1) w.r.t. q,


dr
= a sin q
dq
r
Substituting a = from Eq. (1),
1 - cosq
dr r
= sin q ...(2)
dq 1 - cos q
This is the differential equation of the given family of curves.
dq
Replacing dr by -r 2 in Eq. (2),
dq dr
dq r sin q
-r 2 =
dr 1 - cos q
dq sin q
-r = ...(3)
dr 1 - cos q
This is the differential equation of the family of orthogonal trajectories.
3.100 Chapter 3  Ordinary Differential Equations and Applications

Separating the variables and integrating Eq. (3),

1 - cos q dr
-Ú dq = Ú
sin q r
dr
- Ú (cosec q - cot q ) dq = Ú
r
log(cosec q + cot q ) + log sin q = log r - log c

log [(cosec q + cot q )sin q ] = log


r
c
Ê 1 cos q ˆ r
ÁË sin q + sin q ˜¯ sin q = c
c(1 + cos q ) = r
r = c (1 + cos q )
which is the equation of the family of orthogonal trajectories.

example 7
Find the orthogonal trajectories of the family of curves r = 4a sec q tan q.
Solution
The equation of the family of curves is
r = 4 a sec q tan q ...(1)

Differentiating Eq. (1) w.r.t. q,


dr
= 4 a (sec q tan q tan q + sec q sec 2 q )
dq
r
Substituting 4a = from Eq. (1),
sec q tan q
dr
= r (tan q + cot q sec 2 q ) ...(2)
dq
This is the differential equation of the given family of curves.
dq
Replacing dr by -r 2 in Eq. (2),
dq dr
dq
-r 2 = r (tan q + cot q sec 2 q )
dr
dq sin q 1
-r = +
dr cos q cos q sin q
dq siin 2 q + 1
-r = ...(3)
dr cos q sin q
3.4  Applications of First-Order Differential Equations         3.101

This is the differential equation of the family of orthogonal trajectories.


Separating the variables and integrating Eq. (3),
1 2 cos q sin q dr
- Ú 2
2 sin q + 1
dq = Ú
r
1
- log(1 + sin 2 q ) = log r - log c
2
- log(1 + sin 2 q ) = 2 log r - 2 log c
= log r 2 - log c 2
log r 2 (1 + sin 2 q ) = log c 2
r 2 (1 + sin 2 q ) = c 2
which is the equation of the family of orthogonal trajectories.

example 8
Find the orthogonal trajectories of the family of curves r = a (1 + sin2 q ).
Solution
The equation of the family of curves is
r = a (1 + sin2q ) ...(1)
Differentiating Eq. (1) w.r.t. q,
dr
= a ◊ 2 sin q cos q
dq
r
Substituting a = from Eq. (1),
1 + sin 2 q
dr r
= ◊ 2 sin q cos q ...(2)
dq 1 + sin 2 q
This is the differential equation of the given family of curves.
dr dq
Replacing by -r 2 in Eq. (2),
dq dr

dq r
-r 2 = ◊ 2 sin q cos q
dr 1 + sin 2 q
dq 2 sin q cos q
-r = ...(3)
dr 1 + sin 2 q

This is the differential equation of the family of orthogonal trajectories.


3.102 Chapter 3  Ordinary Differential Equations and Applications

Separating the variables and integrating Eq. (3),


Ê 1 + sin 2 q ˆ dr
Ú ÁË 2 sin q cos q ˜¯ dq = - Ú r
Ê tan q ˆ dr
Ú ÁË cosec 2q + 2 ˜¯ dq = - Ú r
log (cosec 2q - cot 2q ) log sec q
+ = - log r + log c
2 2
È Ê 1 – cos 2q ˆ ˘
log Ísec q Á = –2 log r + 2 log c
Î Ë sin 2q ˜¯ ˙˚
= – log r 2 + log c 2
È 2 sin 2 q ˘ c2
log Ísec q ◊ ˙ = log 2
Î 2 sin q cos q ˚ r
c2
sec q tan q =
r2
r = c 2 cos q cot q
2

which is the equation of the family of orthogonal trajectories.

exercIse 3.5
1. Find the orthogonal trajectories of the families of the following curves:
(i) y2 = 4 ax
(ii) x 2 - y 2 = ax
2 x3
(iii) y =
a-x
(iv) x + y2 + 2ay + b = 2
2

(v) (a + x)y 2 = x 2 (3a - x)


È ans. : (i) 2x 2 + y 2 = c ˘
Í ˙
Í (ii) y (y + 3 x ) = c
2 2
˙
Í (iii) (x + y ) = c(2 x + y ) ˙
2 2 2 2 2
Í ˙
Í (iv) x 2 + y 2 + 2cx - b = 0 ˙
Í ˙
ÍÎ (v) (x 2 + y 2 )5 = cy 3 (5x 2 + y 2 )˙˚

x2 y2
2. Show that the family of confocal conics + = 1 is self-
a 2 + c b2 + c
orthogonal. Here, a and b are constants and c is the parameter.
3.5  Homogeneous Linear Differential Equations of Higher Order        3.103

3. Find the value of the constant d such that the parabolas y = c1x2 + d are
the orthogonal trajectories of the family of ellipses x 2 + 2y 2 - y = c2 .
È 1˘
Í ans.: d = 4 ˙
Î ˚
4. Find the orthogonal trajectories of the families of the following curves:
(i) r = a(1 + cos q )
2a
(ii) r =
1 + cosq
(iii) r2 = a sin2 q
(iv) rn = an cos nq
(v) r = a (secq + tanq )
(vi) r = aeq
È ans. : (i) r = c(1 – cos q ) ˘
Í c ˙
Í ( ii) r= ˙
Í 1 – cos q ˙
Í (iii) r 2 = c 2 cos 2q ˙
Í ˙
Í (iv) r n = c n sin nq ˙
Í ˙
Í (v) log r = – sin q + c ˙
Í (vi) r = ce -q ˙
Î ˚

3.5 Homogeneous lInear dIfferentIal equatIons of


HIgHer order wItH constant coeffIcIents
An ordinary differential equation of the form
dn y d n -1 y d n-2 y
a0 + a1 + K + an y = 0
+ a2 ...(3.17)
dx n dx n -1 dx n - 2
where a0, a1, a2, …, an are constants, is known as a homogeneous linear differential
equation of order n with constant coefficients. This equation is known as linear since
the degree of the dependent variable y and all its differential coefficients is one.
Equation (3.17) can also be written as
(a0 D n + a1D n -1 + a2 D n - 2 + K + an ) y = 0
f (D) y = 0
n n -1 n-2
where f (D) = a0 D + a1D + a2 D + K + an .
d
Here, D ∫ is known as the differential operator.
dx
The operator D obeys the laws of algebra.
3.104 Chapter 3  Ordinary Differential Equations and Applications

General Solution of a Homogeneous Linear


Differential Equation
The homogeneous equation
f (D) y = 0 ...(3.18)
can be solved by replacing D by m in f (D) and solving the auxiliary equation (AE)
f (m) = 0 ...(3.19)
The general solution of Eq. (3.18) depends upon the nature of the roots of the auxiliary
Eq. (3.19).
If m1, m2, m3, …, mn are n roots of the auxiliary equation, the following cases arise:

Case I Real and distinct roots: If roots m1, m2, m3, …, mn are real and distinct then
the solution of Eq. (3.17) is given as
y = c1e m1 x + c2 e m2 x + c3 e m3 x + K + cn e mn x

Case II Real and repeated roots: If two roots m1, m2 are real and equal, and the
remaining (n – 2) roots m3, m4, …, mn are all real and distinct then the solution of
Eq. (3.17) is given as
y = (c1 + c2 x )e m1 x + c3 e m3 x + c4 e m4 x + K + cn e mn x
Note: If, however, r roots m1, m2, m3, …, mr are equal and remaining (n – r) roots mr+1,
mr+2, …, mn are all real and distinct then the solution of Eq. (3.17) is given as

y = (c1 + c2 x + c3 x 2 + K + cr x r -1 )e m1 x + cr +1e mr +1 x + K + cn e mn x

Case III Complex roots: If two roots m1, m2 are complex say, m1 = a + ib , m2 = a - ib
(conjugate pair) and remaining (n – 2) roots m3, m4, …, mn are real and distinct then
the solution of Eq. (3.17) is given as
y = ea x (c1 cos b x + c2 sin b x ) + c3 e m3 x + c4 e m4 x + K + cn e mn x

Here, a is the real part and b is the imaginary part of the conjugate pair of complex roots.
Note: If, however, two pairs of complex roots m1, m2 and m3, m4 are equal, say,
m1 = m2 = a + ib , m3 = m4 = a - ib and remaining (n – 4) roots m5, m6, …, mn are
real and distinct then the solution of Eq. (3.17) is given as

y = ea x [(c1 + c2 x ) cos b x + (c3 + c4 x )sin b x ] + c5 e m5 x + c6 e m6 x + ... + cn e mn x


remark
(i) In all the above cases, c1, c2, …, cn are arbitrary constants.
(ii) In the general solution of a homogeneous equation, the number of arbitrary
constants is always equal to the order of that homogeneous equation.
3.5  Homogeneous Linear Differential Equations of Higher Order        3.105

example 1
Solve (D2 + 2D – 1)y = 0.
Solution
The auxiliary equation is
m2 + 2m - 1 = 0
-2 ± 4 + 4 -2 ± 2 2 (real and distinct)
m= = = -1 ± 2
2 2
Hence, the general solution is
y = c1e( -1+ 2 )x
+ c2 e( -1- 2 )x

example 2
Solve 2D2y + Dy – 6y = 0.
Solution
The equation can be written as
(2D2 + D – 6)y = 0
The auxiliary equation is
2m2 + m - 6 = 0
(2 m - 3)(m + 2) = 0
3 (real and distinct)
m = -2,
2
Hence, the general solution is
3
x
y = c1e -2 x + c2 e 2

example 3
d2 x dx
Solve 2
+6 + 9 x = 0.
dt dt
Solution
(D2 + 6D + 9)x = 0
The auxiliary equation is
m2 + 6m + 9 = 0
(m + 3)2 = 0
m = -3, - 3 (real and repeated)
Hence, the general solution is
x = (c1 + c2t)e–3x
3.106 Chapter 3  Ordinary Differential Equations and Applications

example 4
Solve y¢¢ + 4y¢ + 4y = 0, y(0) = 1, y¢(0) = 1. [Summer 2016]
Solution
(D2 + 4D + 4)y = 0
The auxiliary equation is
m2 + 4m + 4 = 0
(m + 2)2 = 0
m = –2, –2 (real and repeated)
Hence, the general solution is
y = (c1 + c2x) e–2x ...(1)
Differentiating Eq. (1),
y¢ = –2(c1 + c2x) e–2x + e–2xc2 ...(2)
Putting x = 0 in Eqs (1) and (2),
y(0) = c1
c1 = 1 ...(3)
y¢(0) = –2c1 + c2
1 = – 2c1 + c2
1 = –2 + c2
c2 = 3 ...(4)
Hence, the particular solution is
y = (1 + 3 x ) e -2 x

example 5
Solve the initial-value problem y¢¢ – 4y¢ + 4y = 0, y(0) = 3, y¢(0) = 1.
[Winter 2014]
Solution
(D2 – 4D + 4)y = 0
The auxiliary equation is
m2 - 4m + 4 = 0
( m - 2 )2 = 0
m = 2, 2 (real and repeated )
Hence, the general solution is
y = (c1 + c2x)e2x ...(1)
Differentiating Eq. (1),
y ¢ = 2c1e2 x + 2c2 e2 x x + c2 e2 x ...(2)
3.5  Homogeneous Linear Differential Equations of Higher Order        3.107

Putting x = 0 in Eqs (1) and (2),


y(0) = c1
3 = c1
y¢(0) = 2c1 + c2
1 = 2c1 + c2
1 = 2(3) + c2
c2 = –5
Hence, the particular solution is
y = (3 – 5x)e2x

example 6
Solve the initial-value problem y¢¢ – 9y = 0, y(0) = 2, y¢(0) = –1.
[Winter 2014]
Solution
(D2 – 9)y = 0
The auxiliary equation is
m2 - 9 = 0
m = ±3 (real and distinct)
Hence, the general solution is
y = c1e3 x + c2 e -3 x
...(1)
Differentiating Eq. (1),
y ¢ = 3c1e3 x - 3c2 e -3 x ...(2)
Putting x = 0 in Eqs (1) and (2),
y(0) = c1 + c2
2 = c1 + c2 ...(3)
y ¢(0) = 3c1 - 3c2
-1 = 3c1 - 3c2
...(4)
Solving Eqs (3) and (4),
5 7
c1 = , c2 =
6 6
Hence, the particular solution is
5 7
y = e3 x + e -3 x
6 6
3.108 Chapter 3  Ordinary Differential Equations and Applications

example 7
Solve y¢¢¢ – 6y¢¢ + 11y¢ – 6y = 0. [Summer 2018]
Solution
(D3 – 6D2 + 11D – 6)y = 0
The auxiliary equation is
m3 – 6m2 + 11m – 6 = 0
(m – 1) (m2 – 5m + 6) = 0
(m – 1) (m – 2) (m – 3) = 0
m = 1, 2, 3 (real and distinct)
Hence, the general solution is
y = c1ex + c2e2x + c3e3x

example 8
Solve (D3 – 3D2 – D + 3)y = 0.
Solution
The auxiliary equation is
m 3 - 3m 2 - m + 3 = 0
(m - 3)(m 2 - 1) = 0
m = 3, -1, 1 (real and distinct)
Hence, the general solution is
y = c1e3x + c2e–x + c3ex

example 9
Solve (D3 - 5D2 + 8D - 4) y = 0.
Solution
The auxiliary equation is
m 3 - 5m 2 + 8 m - 4 = 0
(m - 1)(m 2 - 4 m + 4) = 0
(m - 1)(m - 2)2 = 0
m = 1 (real and distinct), m = 2, 2 (real and repeated)
Hence, the general solution is
y = c1e x + (c2 + c3 x )e2 x
3.5  Homogeneous Linear Differential Equations of Higher Order        3.109

example 10
Solve (D3 + 1) y = 0.
Solution
The auxiliary equation is
m3 + 1 = 0
(m + 1)(m 2 - m + 1) = 0
m + 1 = 0, m 2 - m + 1 = 0

1 3
m = -1 (real and distinct), m= ± i (complex)
2 2
Hence, the general solution is
xÊ 3 ˆ
1
3
y = c1e - x + e 2 Á c2 cos x + c3 sin x˜
Ë 2 2 ¯

example 11
Solve (D4 – 2D3 + D2)y = 0.
Solution
The auxiliary equation is
m 4 - 2m3 + m 2 = 0
m 2 (m 2 - 2 m + 1) = 0
m 2 (m - 1)2 = 0
m = 0, 0, 1, 1 (real and repeated)
Hence, the general solution is
y = (c1 + c2 x )e0 x + (c3 + c4 x )e x
= c1 + c2 x + (c3 + c4 x )e x

example 12
Solve (D 4 - 6 D3 + 12 D2 - 8D) y = 0.
3.110 Chapter 3  Ordinary Differential Equations and Applications

Solution
The auxiliary equation is

m 4 - 6 m3 + 12 m 2 - 8m = 0
m(m3 - 6 m 2 + 12 m - 8) = 0
m(m - 2)(m 2 - 4 m + 4) = 0
m(m - 2)(m - 2)2 = 0
m = 0 (real and distinct), m = 2,2,2 (real and repeated)
Hence, the general solution is

y = c1 e0 x + (c2 + c3 x + c4 x 2 )e2 x
= c1 + (c2 + c3 x + c4 x 2 ) e2 x

example 13
Solve (D4 – 1)y = 0.
Solution
The auxiliary equation is
m4 - 1 = 0
m4 = 1
m 2 = 1, m 2 = -1
m = ±1 ((real and distinct), m = ±i (complex)
Hence, the general solution is
y = c1 e x + c2 e - x + e0 x (c3 cos x + c4 sin x )
= c1 e x + c2 e - x + c3 cos x + c4 sin x

example 14
Solve (D 4 + 4 D2 ) y = 0.

Solution
The auxiliary equation is
m 4 + 4m2 = 0
m 2 (m 2 + 4) = 0
m = 0, 0 (real and distinct), m = ±2i (complex)
3.6  Homogeneous Linear Differential Equations: Method of Reduction of Order        3.111

Hence, the general solution is


y = (c1 + c2 x )e0 x + c3 cos 2 x + c4 sin 2 x
= c1 + c2 x + c3 cos 2 x + c4 sin 2 x

example 15
Solve (D 4 + 4) y = 0.
Solution
The auxiliary equation is
m4 + 4 = 0
m 4 + 4 + 4m2 - 4m2 = 0
( m 2 + 2 )2 - ( 2 m )2 = 0
(m 2 + 2 + 2 m)(m 2 + 2 - 2 m) = 0
(m 2 + 2 m + 2)(m 2 - 2 m + 2) = 0
m = -1 ± i and m = 1 ± i (co
omplex)
Hence, the general solution is
y = e - x (c1 cos x + c2 sin x ) + e x (c3 cos x + c4 sin x )

example 16
Solve (D 4 + 8D2 + 16) y = 0.
Solution
The auxiliary equation is
m 4 + 8m 2 + 16 = 0
(m 2 + 4)2 = 0
m = ±2i, ± 2i (complex)
Hence, the general solution is
y = e0 x [(c1 + c2 x ) cos 2 x + (c3 + c4 x )sin 2 x ]
= (c1 + c2 x ) cos 2 x + (c3 + c4 x )sin 2 x

3.6 HOmOGENEOuS LINEaR DIFFERENTIaL EquaTIONS:


metHod of reductIon of order

This method is used to obtain the second solution of a homogeneous linear ordinary
differential equation of second order if one solution is known. Since a second linearly
3.112 Chapter 3  Ordinary Differential Equations and Applications

independent solution is obtained by solving a first-order ordinary differential equation,


it is known as the method of reduction of order.
Consider the homogeneous equation
y¢¢ + P(x)y¢ + Q(x)y = 0 ...(3.20)
Let y1 be the known solution of Eq. (3.20).
Putting y = y1 in Eq. (1),
y1¢¢ + P(x) y1¢ + Q(x)y1 = 0 ...(3.21)
Let y = y2 = uy1 be the second solution of Eq. (3.20).
y2¢ = u ¢y1 + uy1¢
y2¢¢ = u ¢¢y1 + u ¢y1¢ + u ¢y1¢ + uy1¢¢
= u ¢¢y1 + 2u ¢y1¢ + uy1¢¢

Substituting in Eq. (3.20),


(u ¢¢y1 + 2u ¢y1¢ + uy1¢¢) + P (u ¢y1 + uy1¢ ) + Qy1 = 0
u ¢¢y1 + 2u ¢y1¢ + Pu ¢y1 + u( y1¢¢+ Py1¢ + Qy1 ) = 0

u ¢¢y1 + u ¢(2 y1¢ + Py1 ) = 0 [Using Eq. (3.21)]

Ê 2 y¢ ˆ
u ¢¢ + u ¢ Á 1 + P ˜ = 0 ...(3.22)
Ë y1 ¯
Putting u¢ = U in Eq. (3.22),

Ê 2 y¢ ˆ
U ¢ + Á 1 + P˜ U = 0
Ë y1 ¯
dU Ê 2 y¢ ˆ
= - Á 1 + P˜ U
dx Ë y1 ¯
dU Ê 2 y¢ ˆ
= - Á 1 + P ˜ dx
U Ë y1 ¯
Integrating both the sides,
dU y¢
Ú U
= -2 Ú 1 dx - Ú Pdx
y1
ln U = -2 ln y1 - Ú Pdx

= - ln y12 - Ú Pdx

ln U + ln y12 = - Ú Pdx

ln Uy12 = - Ú Pdx
3.6  Homogeneous Linear Differential Equations: Method of Reduction of Order        3.113

Uy12 = e Ú
- Pdx

e Ú
1 - Pdx
U=
y12

e Ú
1 - Pdx
u¢ =
y12

= 2e Ú
du 1 - Pdx
dx y1
Integrating both the sides,

e Ú dx
1 - Pdx
u=Ú
y12

e Ú dx
1 - Pdx
Hence, y2 = y1 Ú
y12
Since U > 0,
u = Ú U dx cannot be constant.

y2
= u π constant
y1
Hence, y1 and y2 are linearly independent solutions.

example 1
If y1 = x is one solution of x2y≤ + xy¢ – y = 0, find the second solution.
Solution
Rewriting the equation,
1 1
y ¢¢ + y ¢ - 2 y = 0 ...(1)
x x
Comparing Eq. (1) with the standard equation,
y≤ + P(x)y¢ + Q(x)y = 0
1
P=
x
Let y2 = uy1 be the second solution of Eq. (1).

e Ú dx, y1 = x
1 - Pdx
where u=Ú
y12
1
- Ú Pdx - Ú dx -1 1
e = e x = e - ln x = e ln x =
x
3.114 Chapter 3  Ordinary Differential Equations and Applications

1 1
u=Ú ◊ dx
x2 x
= Ú x -3 dx
x -2
=
-2
1
=- 2
2x
Ê 1 ˆ
y2 = Á - 2 ˜ x
Ë 2x ¯
1
=-
2x

example 2
If y1 = x2 is one solution of x2y≤ – 4xy¢ + 6y = 0, x > 0 find the second
solution. Also, determine the general solution.
Solution
Rewriting the equation,
4 6
y ¢¢ - y¢ + 2 y = 0 ...(1)
x x
Comparing Eq. (1) with standard equation,
y ¢¢ + P ( x ) y ¢ + Q( x ) y = 0
4
P=-
x
Let y2 = uy1 be the second solution of Eq. (1).

e Ú dx, y1 = x 2
1 - Pdx
where u = Ú
y12
4
- Ú Pdx - Ú - dx
e = e x
= e 4 ln x
4
= e ln x
= x4
1
u=Ú 4
◊ x 4 dx
x
= Ú dx
=x
3.6  Homogeneous Linear Differential Equations: Method of Reduction of Order        3.115

y2 = x · x2 = x3
Hence, the general solution is
y = c1x2 + c2x3

example 3
sin x
If y1 = is one solution of xy¢¢ + 2y¢ + xy = 0, find the second
x
solution. Also, determine the general solution.
Solution
Rewriting the equation,
2
y ¢¢ + y¢ + y = 0 ...(1)
x
Comparing Eq. (1) with the standard equation,
y¢¢ + P(x)y¢ + Q(x)y = 0
2
P=
x
Let y2 = uy1 be the second solution of Eq. (1).

e Ú dx,
1 - Pdx sin x
where u=Ú y1 =
y12 x
2
- Ú dx
e Ú
- Pdx
=e x
= e -2 log x
-2
= e ln x
= x -2
x2 1
u=Ú ◊ dx
sin x x 22

= Ú cosec 2 x dx
= - cot x
sin x
y2 = (- cot x )
x
cos x
=-
x
3.116 Chapter 3  Ordinary Differential Equations and Applications

Hence, the general solution is


sin x cos x
y = c1 - c2
x x
sin x cos x
= c1 + c2¢ , c2¢ = -c2
x x
exercIse 3.6
Solve the following differential equations:

1. (D2 + D - 2)y = 0
[ ans. : y = c1e -2 x + c2 e x ]
2. (4D2 + 8D - 5y ) = 0
È x
-
5x
˘
ÎÍ ans. : y = c1e 2
+ c 2 e 2
˚˙

3. (D2 - 4D - 12)y = 0
ÈÎ ans. : y = c1e 6 x + c2 e -2 x ˘˚

4. (D2 + 2D - 8)y = 0
ÈÎ ans. : y = c1e 2 x + c2 e -4 x ˘˚

5. (D2 + 4D + 1)y = 0
ÈÎ ans. : y = c1e( -2 + 3) x
+ c2 e( -2 - 3) x ˘˚

6. (4D2 + 4D + 1)y = 0
 − 
x

 Ans.: y = (c1 + c2 x )e 
2

7. (D2 + 2pD + p 2 )y = 0
[ ans. : y = (c1 + c2 x)e - p x ]

8. (9D2 - 12D + 4)y = 0


È 2x
˘
Í ans. : y = (c1 + c 2 x )e 3
˙
Î ˚
9. (25D2 - 20D + 4)y = 0
È 2x
˘
Í ans. : y = (c1 + c 2 x )e 5
˙
Î ˚

10. (9D2 - 30D + 25)y = 0


È 5x
˘
Í ans. : y = (c1 + c 2 x )e 3
˙
Î ˚
3.6  Homogeneous Linear Differential Equations: Method of Reduction of Order        3.117

11. (D2 - 6D + 25)y = 0


ÈÎ ans. : y = e 3 x (c1 cos 4 x + c2 sin 4 x )˘˚

12. (D2 + 6D + 11)y = 0


È ans. : y = e -3 x (c1 cos 2 x + c2 sin 2 x)˘
Î ˚

13. [D2 - 2aD + (a 2 + b 2 )y ] = 0


[ ans. : y = e ax (c1 cos bx + c2 sin bx)]

3
14. (D - 9D)y = 0
ÈÎ ans. : y = c1 + c2 e 3 x + c3 e -3 x ˘˚

15. (D3 - 3D2 - D + 3)y = 0


ÈÎ ans. : y = c1e - x + c2 e x + c3 e 3 x ˘˚

16. (D3 - 6D2 + 11D - 6)y = 0


ÈÎ ans. : y = c1e x + c2 e 2 x + c3 e 3 x ˘˚

17. (D3 - 6D2 + 12D - 8)y = 0


ÈÎ ans. : y = (c1 + c2 x + c3 x 2 )e 2 x ˘˚

18. (D3 + D)y = 0


[ ans. : y = c1 + c2 cos x + c3 sin x ]

19. (D3 + 5D2 + 8D + 6)y = 0


ÈÎ ans. : y = c1e -3 x + e - x (c2 cos x + c3 sin x )˘˚

4 3 2
20. (8D - 6D - 7D + 6D - 1)y = 0
È x x
˘
Í ans.: y = c1e 4
+ c 2 e 2
+ c3 e x + c 4 e - x ˙
Î ˚

21. (D 4 - 2D3 + D2 )y = 0
ÈÎ ans. : y = c1 + c2 x + (c3 + c4 x)e x ˘˚

22. (D 4 - 3D3 + 3D2 - D)y = 0


ÈÎ ans. : y = c1 + (c2 + c3 x + c4 x 2 )e x ˘˚

23. (D 4 + 8D2 - 9)y = 0


ÈÎ ans. : y = c1e -3 x + c2 e - x c3 cos 3x + c4 sin 3x ˘˚
3.118 Chapter 3  Ordinary Differential Equations and Applications

24. (D 4 + D3 + 14D2 + 16D - 32)y = 0

ÈÎ ans. : y = c1e x + c2 e -2 x c3 cos 4 x + c4 sin 4 x ˘˚

25. (D 4 + 2D3 - 9D2 - 10D + 50)y = 0

ÈÎ ans. : y = e 2 x (c1 cos x + c2 sin x ) + e -3 x (c3 cos x + c4 sin x )˘˚

26. (D 4 + 18D3 + 81)y = 0


ÈÎ ans. : y = (c1 + c2 x ) cos 3x + (c3 + c4 x ) sin 3x ˘˚

4 3 2
27. (D - 4D + 14D - 20D + 25)y = 0

È ans. : y = e x È(c1 + c2 x ) cos 2 x + (c3 + c4 x ) sin 2 x ˘ ˘


Î Î ˚˚

3.7 nonHomogeneous lInear dIfferentIal equatIons


of HIgHer order wItH constant coeffIcIents
An ordinary differential equation of the form
dn y d n -1 y d n-2 y
a0 + a1 n -1
+ a2 + K + an y = Q( x ) ...(3.23)
dx n
dx dx n - 2
where a0, a1, a2, ..., an are constants and Q is a function of x, is known as a
nonhomogeneous linear differential equation with constant coefficients.
Equation (3.23) can also be written as
(a0 D n + a1D n -1 + a2 D n - 2 + K + an ) y = Q( x ) ...(3.24)
f (D) y = Q( x )
where f (D) = a0 D n + a1D n -1 + a2 D n - 2 + K + an

3.7.1 General Solution of a Nonhomogeneous


Linear Differential Equation
A general solution of Eq. (3.23) is obtained in two parts as
General solution = Complementary function + Particular integral
y = CF + PI
The complementary function (CF) is the general solution of the homogeneous equation
obtained by putting Q(x) = 0 in Eq. (3.23).
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.119

The particular integral (PI) is any particular solution of the nonhomogeneous


Eq. (3.23) and contains no arbitrary constants.
Inverse Operator and Particular Integral
1
f (D) is known as the differential operator and is known as the inverse differ-
ential operator. f (D)

È 1 ˘
f ( D) Í Q( x )˙ = Q(x)
Î f ( D) ˚

1 1
This shows that Q( x ) satisfies the equation f (D) y = Q( x ) and since Q( x )
f (D) f (D)
does not contain any arbitrary constants, it gives the PI of the equation f (D) y = Q( x ) .

1
Hence, PI = Q( x )
f (D)

(i) If f (D) = D then


1
PI = Q( x ) = Ú Q( x ) dx
D
(ii) If f (D) = D - a then the equation f (D) y = Q( x ) becomes

(D - a ) y = Q( x )
dy
- ay = Q( x )
dx
is a first-order linear differential equation.
IF = eÚ
- adx
= e - ax

The solution is
ye - ax = Ú e - ax Q( x ) dx + c

y = e ax Ú Q( x )e - ax dx + ce ax

Here, ceax is the complementary function since it contains the arbitrary constant c and
e ax Ú Q( x )e - ax dx is the particular integral.

1
Hence, PI = Q( x ) = e ax Ú Q( x ) e - ax dx
D-a
3.120 Chapter 3  Ordinary Differential Equations and Applications

3.7.2 direct (short-cut) method of obtaining


Particular Integrals
This method depends on the nature of Q(x) in Eq. (3.23). The particular integral by this
method can be obtained when Q(x) has the following forms:
(i) Q( x ) = e ax + b
(ii) Q( x ) = sin(ax + b) or cos(ax + b)
(iii) Q( x ) = x m or polynomial in x
(iv) Q( x ) = e ax v( x )
(v) Q( x ) = xv( x )

Case I Q( x ) = e ax+b
f (D) y = e ax + b
Now, D(e ax+ b ) = ae ax + b , D2 (e ax + b ) = a 2 e ax + b , K , D n e ax + b = a n e ax + b

Consider
f (D)(e ax + b ) = (a0 D n + a1D n -1 + K + an )eax + b
= (a0 a n + a1a n -1 + K + an )e ax + b
= f (a )e ax
1
Operating both the sides with ,
f (D)
1 È
f ( D) Î
( )
f (D) e ax + b ˘ =
1 È
˚ f ( D) Î
f (a )e ax + b ˘˚

1 ax + b
e ax + b = f (a ) e
f ( D)
1 ax + b 1 ax + b
e = e , f (a) π 0
f (a) f (D)
1 ax + b 1 ax + b
e = e , f (a ) π 0
f (D) f (a)

1 ax + b
Hence, PI = e if f (a ) π 0
f (a)

Note: If f (a ) = 0 then (D – a) is a factor of f (D) and, hence, the above rule fails.

Let f (D) = (D - a) f (D), where f (a ) π 0


3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.121

1 ax + b
PI = e
f ( D)
1
= e ax + b
(D - a )f (D)
1 1
= ◊ e ax + b
f (a) (D - a)
1
= ◊ e ax Ú e - ax e ax + b dx
f (a)
1
= ◊ e ax ◊ xeb
f (a)
1 ax + b
=x e
f (a) ...(3.25)

Since f (D) = (D - a )f (D)


f ¢ (D) = (D - a)f ¢(D) + f (D)
f ¢ (a) = f (a)
Substituting in Eq. (3.25),
1 ax + b 1
e = x◊ e ax + b where f ¢(a ) π 0
f (D) f ¢ (a)

If f ¢(a ) = 0 then repeating the above process,

1 ax + b È 1 ˘
e = x Íx ◊ e ax + b ˙
f (D) Î f ¢¢(a ) ˚
1
= x2 e ax + b where f ¢¢(a ) π 0
f ¢¢(a )
In general, if (D – a)r is a factor of f (D) then

1 ax 1
e = x r (r ) e ax + b
f (D) f (a)
1
Hence, PI = x r (r )
e ax + b
f (a )

example 1
Solve (4D2 – 4D + 1)y = 4.
3.122 Chapter 3  Ordinary Differential Equations and Applications

Solution
The auxiliary equation is
4m2 - 4m + 1 = 0
(2 m - 1)2 = 0
1 1
m= , (real and repeated)
2 2
x
CF = (c1 + c2 x )e 2
1
PI = 2
4e0 x
4D - 4D + 1
1
= 4◊ e0 x
4(0) - 4(0) + 1
=4
Hence, the general solution is
x
y = (c1 + c2 x )e 2 + 4

example 2
Solve (D2 + 5D + 6)y = ex. [Summer 2014]
Solution
The auxiliary equation is
m 2 + 5m + 6 = 0
(m + 3)(m + 2) = 0
m = -2, -3 (real and distinct)
CF = c1e -2 x + c2 e -3 x
1
PI = 2
ex
D + 5D + 6
1
= ex
12 + 5(1) + 6
1
= ex
12
Hence, the general solution is
1 x
y = c1e -2 x + c2 e -3 x + e
12
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.123

example 3
d2 y dy
Solve 2
-5 + 6 y = e4 x . [Winter 2013]
dx dx
Solution
(D2 – 5D + 6)y = e4x
The auxiliary equation is
m 2 - 5m + 6 = 0
(m - 2)(m - 3) = 0
m = 2, 3 (real and distinct)
2x
CF = c1e + c2 e3 x
1
PI = 2
e4 x
D - 5D + 6
1
= 2
e4 x
4 - 5(4) + 6
1 4x
= e
2
Hence, the general solution is
1 4x
y = c1e2 x + c2 e3 x + e
2

example 4
d2 y dy
Solve 2
+ - 12 y = e6 x . [Winter 2012]
dx dx
Solution
(D2 + D – 12)y = e6x
The auxiliary equation is
m 2 + m - 12 = 0
(m - 3)(m + 4) = 0
m = 3, - 4 (real and distinct)
3x
CF = c1e + c2 e -4 x
1
PI = 2
e6 x
D + D - 12
1
= 2 e6 x
6 + 6 - 12
1 6x
= e
30
3.124 Chapter 3  Ordinary Differential Equations and Applications

Hence, the general solution is


1 6x
y = c1e3 x + c2 e -4 x + e
30

example 5
Solve y¢¢ – 3y¢ + 2y = e3x. [Summer 2018]

Solution
(D2 – 3D + 2)y = e3x
The auxiliary equation is
m 2 - 3m + 2 = 0
(m - 1)(m - 2) = 0
m = 1, 2 (real and distinct)
CF = c1e x + c2 e2 x
1
PI = 2
e3 x
D - 3D + 2
1
= e3 x
32 - 3(3) + 2
1
= e3 x
2
Hence, the general solution is
1 3x
y = c1e x + c2 e2 x + e
2

example 6
Solve (D2 + 1)y = e–x.
Solution
The auxiliary equation is
m2 - 1 = 0
m 2 = -1
m = ±i (complex)
CF = c1 cos x + c2 sin x
1
PI = 2
e- x
D +1
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.125

1
= e- x
(-1)2 + 1
1
= e- x
2
Hence, the general solution is
1 -x
y = c1 cos x + c2 sin x + e
2

example 7
Solve (D2 + 2D + 1) y = e–x.
Solution
The auxiliary equation is
m2 + 2m + 1 = 0
(m + 1)2 = 0
m = -1, - 1 (real and repeated)
CF = (c1 + c2 x )e - x
1
PI = 2
e- x
D + 2D+1
1
=x e- x
2D + 2
1
= x 2 e- x
2
1 2 -x
= x e
2
Hence, the general solution is
1 2 -x
y = (c1 + c2 x )e - x + x e
2

example 8
Solve (D2 – 2D + 1)y = 10 ex. [Summer 2015]
Solution
The auxiliary equation is
m2 – 2m + 1 = 0
(m – 1)2 = 0
m = 1, 1 (real and repeated)
3.126 Chapter 3  Ordinary Differential Equations and Applications

CF = (c1 + c2x) ex
1
PI = 10e x
D2 - 2D + 1
1
= 10 e x
(D - 1)2
x
= 10e x
2(D - 1)
x2
= (10 e x )
2
= 5x2 ex
Hence, the general solution is
y = (c1 + c2x) ex + 5x2ex

example 9
x
2 2
Solve (4 D - 4 D + 1) y = e .
Solution
The auxiliary equation is
4m2 - 4m + 1 = 0
(2 m - 1)2 = 0
1 1
m= , (real and repeated )
2 2
x
CF = (c1 + c2 x )e 2
x
1 2
PII = e
4 D2 - 4 D + 1
x
1
= x◊ e2
8D - 4
x
1
= x2 ◊ e 2
8
x2 2
x
= e
8
Hence, the general solution is
x2 2
x x
y = (c1 + c2 x )e 2 + e
8
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.127

example 10
Solve (D2 – 4)y = e2x + e–4x.
Solution
The auxiliary equation is
m2 - 4 = 0
(m - 2)(m + 2) = 0
m = 2, -2 (real and distinct)
2x
CF = c1e + c2 e-2 x
1
PI = 2
(e2 x + e-4 x )
D -4
1 1
= 2
e2 x +e-4 x2
D -4 D -4
1 2x 1
= x◊ e + e -4 x
2D (-4)2 - 4
1 2 x 1 -4 x
= x◊ e + e
2(2) 12
x 1
= e2 x + e -4 x
4 12
Hence, the general solution is
x 2 x 1 -4 x
y = c1e2 x + c2 e -2 x + e + e
4 12

example 11
Solve (D2 + 4D + 5)y = –2 cosh x.
Solution
The auxiliary equation is
m2 + 4m + 5 = 0
-4 ± 16 - 20
m=
2
-4 ± 2i
=
2
= -2 ± i (complex)
CF = e -2 x (c1 cos x + c2 sin x )
3.128 Chapter 3  Ordinary Differential Equations and Applications

1
PI = 2
( -2 cosh x )
D + 4D + 5
1 Ê e x + e- x ˆ
= -2 Á ˜
D2 + 4D + 5 Ë 2 ¯
1 1
=- 2 ex - 2 e- x
D + 4D + 5 D + 4D + 5
1 1
=- 2 ex - 2
e- x
(1) + 4 (1) + 5 (-1) + 4 (-1) + 5
1 x 1 -x
=- e - e
10 2
Hence, the general solution is
1 x 1 -x
y = e -2 x (c1 cos x + c2 sin x ) - e - e
10 2

example 12
Solve (D2 + 6 D + 9) y = 5 x - log 2.
Solution
The auxiliary equation is
m2 + 6m + 9 = 0
(m + 3)2 = 0
m = -3, - 3 (real and repeated)
CF = (c1 + c2 x )e -3 x
1
PI = 2
(5 x - log 2)
D + 6D + 9
1 1
= 2
(e x log5 ) - 2
(log 2)e0◊ x
(D + 3) (D + 3)
1 1
= 2
e x log5 - log 2 ◊ e 0◊ x
(log 5 + 3) (0 + 3)2
5x log 2
= 2
-
(log 5 + 3) 9
Hence, the general solution is
5x log 2
y = (c1 + c2 x )e -3 x + 2
-
(log 5 + 3) 9
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.129

example 13
t
Solve y ¢¢¢ - 3 y ¢¢ + 3 y ¢ - y = 4e . [Winter 2014]
Solution
(D3 – 3D2 + 3D – 1)y = 4et
The auxiliary equation is
m3 - 3m 2 + 3m - 1 = 0
(m - 1)3 = 0
m = 1, 1, 1 (real and repeated)
CF = (c1 + c2 t + c3 t 2 )et
1
PI = 4et
D - 3D2 + 3D - 1
3

1
= 4et
(D - 1)3
1
= 4t 2
et
3(D - 1)
4t 2 1
= et
3 2(D - 1)
4 1
= t 3 et
3 2
2 3 t
= t e
3
Hence, the general solution is
2 3 t
y = (c1 + c2 t + c3 t 2 )et + t e
3

example 14
Solve (D3 - D2 + 4 D - 4) y = e x .
Solution
The auxiliary equation is
m3 - m 2 + 4m - 4 = 0
(m - 1)(m 2 + 4) = 0
m - 1 = 0, m2 + 4 = 0
m = 1 (real and distinct), m = ± 2i (complex)
3.130 Chapter 3  Ordinary Differential Equations and Applications

CF = c1e x + (c2 cos 2 x + c3 sin 2 x )e0 x


= c1e x + c2 cos 2 x + c3 sin 2 x
1
PI = 3 2
ex
D - D + 4D - 4
1
= x◊ 2 ex
3D - 2D + 4
1
=x ex
3-2+4
x
= ex
5
Hence, the general solution is
x x
y = c1e x + c2 cos 2 x + c3 sin 2 x + e
5

example 15
d3 y [Winter 2015]
Solve + 8 y = cosh 2x.
dx 3
Solution
Ê e2 x + e - 2 x ˆ
(D3 + 8)y = Á ˜
Ë 2 ¯
The auxiliary equation is
m3 + 8 = 0
(m + 2) (m2 – 2m + 4) = 0
2 ± 4 - 16
m = –2 (real and distinct), m =
2
2 ± 12 i 2 ± 2 3 i
= =
2 2
= 1± i 3 (complex)

CF = c1e -2 x + e x (c2 cos 3 x + c3 sin 3 x )

1 Ê e2 x + e -2 x ˆ
PI = Á ˜
D3 + 8 Ë 2 ¯

1È 1 1 ˘
= Í 3 e2 x + 3 e -2 x ˙
2 ÍÎ D + 8 D +8 ˙˚
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.131

1È 1 x -2 x ˘
= Í 3 e2 x + e ˙
2 ÍÎ (2) + 8 3D 2 ˙˚

1 È 1 2x ˘
e -2 x ˙
x
= Í e + 2
2 Î 16 3(-2) ˚
1 È 1 2 x x -2 x ˘
= e + e ˙
2 ÍÎ 16 12 ˚
1 2 x x -2 x
= e + e
32 24
Hence, the general solution is
1 2 x x -2 x
y = c1 e -2 x + e x (c2 cos 3 x + c3 sin 3 x ) + e + e
32 24

example 16
Solve (D3 - 5D2 + 8D - 4) y = e2 x + 2e x + 3e - x + 2.
Solution
The auxiliary equation is
m 3 - 5m 2 + 8 m - 4 = 0
(m - 1)(m 2 - 4 m + 4) = 0
(m - 1)(m - 2)2 = 0
m = 1 (real and disttinct ), m = 2, 2 (real and repeated )
CF = c1e x + (c2 + c3 x )e2 x
1
PI = 3 2
(e2 x + 2e x + 3e - x + 2e0 x )
D - 5D + 8 D - 4
1 1 1
= e2 x + 2e x + 3e - x
D 3 - 5D 2 + 8 D - 4 D3 - 5D2 + 8D - 4 D 3 - 5D 2 + 8 D - 4
1
+ 3 2
2e0 x
D - 5D + 8 D - 4
1 2x 1 1 1 0x
= x◊ 2 e + x◊ 2 x
2e + 3e - x + 2e
3D - 10 D + 8 3D - 10 D + 8 -1 - 5 - 8 - 4 -4
1 1 1 1
= x2 ◊ e2 x + x 2e x - ◊ 3e - x -
6D - 10 3 - 10 + 8 18 2
1 1 1
= x2 e2 x + 2 xe x - e - x -
12 - 10 6 2
3.132 Chapter 3  Ordinary Differential Equations and Applications

x2 2 x 1 1
= e + 2 xe x - e - x -
2 6 2
Hence, the general solution is
x2 2 x 1 1
y = c1e x + (c2 + c3 x )e2 x + e + 2 xe x - e - x -
2 6 2

example 17
Solve (D3 – 12D + 16)y = (ex + e–2x)2.
Solution
(D3 - 12D + 16) y = (e x + e -2 x )2
= e2 x + 2e - x + e -4 x
The auxiliary equation is
m3 - 12 m + 16 = 0
m = -4 (real and distinct), m = 2, 2(real and repeated)
CF = c1e -4 x + (c2 + c3 x ) e2 x
1
PI = 3
(e2 x + 2e - x + e -4 x )
D - 12D + 16
1 1 1
= 3
e2 x + 2 3
e- x + 3
e -4 x
D - 12D + 16 D - 12D + 16 D - 12D + 16
1 1 1
= e2 x +2 e- x + e -4 x
(D + 4)(D - 2)2 3
(-1) - 12(-1) + 16 (D + 4)(D - 2)2
1 È 1 2x ˘ 1 -x 1 È 1 ˘
= ÍÎ D + 4 e ˙˚ + 2 -1 + 12 + 16 e + (D + 4) Í
2 2
e -4 x ˙
(D - 2) Î (D - 2) ˚
1 e2 x 2 - x 1 1
= + e + ◊ e -4 x
(D - 2) 2 6 27 (D + 4) (-4 - 2)2
1 1 2 1 1
= x e2 x + e - x + e -4 x
6 2(D - 2) 27 36 D + 4
x 1 2x 2 -x 1 1
= x◊ e + e + x ◊ e -4 x
12 1 27 36 1
x 2 2 x 2 - x x -4 x
=e + e + e
12 27 36
Hence, the general solution is
x 2 2 x 2 - x x -4 x
y = c1e -4 x + (c2 + c3 x )e2 x + e + e + e
12 27 36
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.133

example 18
Solve (D6 – 64) y = e x cosh 2 x.

Solution
The auxiliary equation is
m6 - 64 = 0
(m3 )2 - (8)2 = 0
(m3 + 8)(m3 - 8) = 0
(m + 2)(m 2 - 2 m + 4)(m - 2)(m 2 + 2 m + 4) = 0
m + 2 = 0, m2 – 2m + 4 = 0
m – 2 = 0, m2 + 2m + 4 = 0
m = -2, m = 1 ± i 3, m = 2, m = -1 ± i 3
Two roots are real and the two pairs of the roots are complex.
CF = c1e -2 x + c2 e2 x + e x (c3 cos 3 x + c4 sin 3 x ) + e - x (c5 cos 3 x + c6 sin 3 x )
1
PI = 6
e x cosh 2 x
D - 64
1 È x Ê e2 x + e -2 x ˆ ˘
= Íe Á ˜˙
D6 - 64 ÎÍ Ë 2 ¯ ˚˙
È 1 3x
1 -x ˘
= 6 Í 2 (e + e ) ˙
D - 64 Î ˚
1È 1 1 ˘
= Í 6 e3 x + 6
e- x ˙
2 Î 3 - 64 (-1) - 64 ˚
1 Ê e3 x e - x ˆ
= -
2 ÁË 665 63 ˜¯
Hence, the general solution is

y = c1e -2 x + c2 e2 x + e x (c3 cos 3 x + c4 sin 3 x )


1 Ê e3 x e - x ˆ
+ e - x (c5 cos 3 x + c6 sin 3 x ) + Á -
2 Ë 665 63 ˜¯

Case II Q(x) = sin (ax + b) or cos (ax + b)


(i) If Q(x) = sin(ax + b) then Eq. (3.24) reduces to
f (D) y = sin(ax + b)
3.134 Chapter 3  Ordinary Differential Equations and Applications

Now D[sin(ax + b)] = a cos(ax + b)


D2 [sin(ax + b)] = ( - a 2 )sin(ax + b)
D3 [sin(ax + b)] = - a 3 cos(ax + b)
D 4 [sin(ax + b)] = a 4 sin(ax + b)
(D2 )2 [sin(ax + b)] = ( - a 2 )2 sin(ax + b)

In general, (D2 )r [sin(ax + b)] = (- a 2 )r sin(ax + b)


This shows that
f (D2 )sin(ax + b) = f ( - a 2 )sin(ax + b)
1
Operating both the sides with ,
f (D2 )
1 È 1 È
f (D2 )sin(ax + b)˘˚ = f (- a 2 )sin(ax + b)˘˚
f (D2 ) Î f (D2 ) Î
1
sin(ax + b) = f (- a 2 ) sin(ax + b)
f (D2 )
1 1
sin(ax + b) = sin(ax + b)
f (- a 2 ) f (D2 )
1 1
sin(ax + b) = sin(ax + b)
f (D2 ) f (- a 2 )

If f (D) = f (D2 ) then


1
PI = sin(ax + b)
f ( D)
1
= sin(ax + b)
f (D2 )
1
= 2
sin(ax + b), if f ( - a 2 ) π 0
f (-a )

2 2
If f (- a ) = 0 then (D2 + a 2 ) is a factor of f (D ) and, hence, the above rule fails.

1
PI = sin(ax + b)
f (D2 )
1 È
= I.P. of ei ( ax + b ) ˘˚
f (D2 ) Î
1
= IP of ei ( ax + b )
f (D2 )
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.135

1 ÈQf (i 2 a 2 ) = f ( - a 2 ) = 0 ˘
= IP of x ◊ 2
ei ( ax + b ) Î ˚
f ¢( D )
1
= IP of x ◊ ei ( ax + b )
f ¢(i 2 a 2 )
1
= IP of x ◊ 2
ei ( ax + b )
f ¢( - a )
1
= x◊ sin(ax + b)
f ¢( - a 2 )

If f ¢(- a 2 ) = 0 then
1 1
2
sin(ax + b) = x 2 ◊ sin(ax + b), where f ¢¢(- a 2 ) π 0
f (D ) f ¢¢(- a 2 )

In general, if f (r ) ( - a 2 ) = 0 then
1
PI = sin(ax + b)
f(D2 )
1
= x (r +1) (r +1)
sin(ax + b), where f (r +1) (- a 2 ) π 0
f (-a2 )
(ii) Similarly, if Q(x) = cos(ax + b)
1
PI = cos(ax + b)
f (D2 )
1
= cos(ax + b), f ( - a 2 ) π 0
f (-a2 )

If f ( - a 2 ) = 0 then
1
PI = cos(ax + b)
f (D2 )
1
= x◊ cos(ax + b)
f ¢( - a 2 )

If f′ (- a 2 ) = 0 then
1
PI = cos(ax + b)
f (D2 )
1
= x2 ◊ 2
cos(ax + b), where f ¢¢( - a 2 ) π 0
f ¢¢( - a )
3.136 Chapter 3  Ordinary Differential Equations and Applications

In general, if f (r ) (- a 2 ) = 0 then

1
PI = cos(ax + b)
f (D2 )
1
= x r +1 (r +1) 2
cos(ax + b), where f (r +1) ( - a 2 ) π 0
f (-a )

Note: If after replacing D2 by –a2, f (D) contains terms of D then the denominator is
rationalized to obtain the even powers of D.

example 1
Solve (D2 + 9)y = cos 4x. [Summer 2018]
Solution
The auxiliary equation is
m2 + 9 = 0
m = ±3i (complex)
CF = c1 cos3 x + c2 sin 3 x
1
PI = sin 4 x
D2 + 9
1
= cos 4 x
-42 + 9
1
= cos 4 x
-7
Hence, the general solution is
1
y = c1 cos3 x + c2 sin 3 x - cos 4 x
7

example 2
Solve (D2 + 1)y = sin2x.
Solution
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex)
CF = c1 cos x + c2 sin x
1
PI = 2
sin 2 x
D +1
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.137

Ê 1 - cos 2 x ˆ
1
= Á ˜¯
D +1 Ë2 2
1 1 1 1
= 2 ◊ - ◊ 2 cos 2 x
D +1 2 2 D +1
1 1 1 1
= ◊ 2 e0 x - ◊ 2 cos 2 x
2 D +1 2 -2 + 1
1 1 0x 1 1
= ◊ e - ◊ cos 2 x
2 0 +1 2 -3
1 1
= + cos 2 x
2 6
Hence, the general solution is
1 1
y = c1 cos x + c2 sin x + + cos 2 x
2 6

example 3
Solve (D2 + 3D + 2) y = sin 2 x.
Solution
The auxiliary equation is
m 2 + 3m + 2 = 0
(m + 1)(m + 2) = 0
m = -1, - 2 (real and distinct)
-x -2 x
CF = c1e + c2 e
1
PI = 2
sin 2 x
D + 3D + 2
1
= sin 2 x
-4 + 3D + 2
1
= sin 2 x
3D - 2
1 (3D + 2)
= ◊ sin 2 x
(3D - 2) (3D + 2)
(3D + 2)
= sin 2 x
9D 2 - 4
3D + 2
= sin 2 x
9( -22 ) - 4
3D + 2
= sin 2 x
-40
3.138 Chapter 3  Ordinary Differential Equations and Applications

3 1
=- (D sin 2 x ) - sin 2 x
40 20
3 1
= - ◊ 2 cos 2 x - sin 2 x
40 20
1
= - (3 cos 2 x + sin 2x )
20
Hence, the general solution is
1
y = c1e - x + c2 e -2 x - (3cos 2 x + sin 2 x )
20

example 4
Solve (D2 + 9)y = 2 sin 3x + cos 3x. [Summer 2016]
Solution
The auxiliary equation is
m2 + 9 = 0
m = ± 3i (complex)
CF = c1 cos 3 x + c2 sin 3 x
1
PI = 2
(2 sin 3 x + cos 3 x )
D +9
1 1
=2 2
sin 3 x + 2
cos 3 x
D +9 D +9
x x
=2 sin 3 x + cos 3 x
2D 2D
x
= x Ú sin 3 x dx +

cos 3 x dx

x x Ê sin 3 x ˆ
= - cos 3 x + Á
3 2 Ë 3 ˜¯
x x
=- cos 3 x + sin 3 x
3 6
Hence, the general solution is
x x
y = c1 cos 3 x + c2 sin 3 x - cos 3 x + sin 3 x
3 6

example 5
Solve (D2 – 4D + 3)y = sin 3x cos 2x. [Winter 2013]
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.139

Solution
The auxiliary equation is
m2 - 4m + 3 = 0
(m - 1)(m - 3) = 0
m = 1, 3 (real and distinct)
CF = c1e + c2 e3 x
x

1
PI = 2
(sin 3 x cos 2 x )
D - 4D + 3
11
= 2
(sin 5 x + sin x )
D - 4D + 3 2
1 1 1 1
= ◊ 2 sin 5 x + ◊ 2 sin x
2 D - 4D + 3 2 D - 4D + 3
1 1 1 1
= ◊ 2 sin 5 x + ◊ 2 sin x
2 -5 - 4 D + 3 2 -1 - 4 D + 3
1 1 1 1
= ◊ sin 5 x + ◊ sin x
2 -4 D - 22 2 2 - 4D
1 1 2 D - 11 1 1 1 + 2D
=- ◊ ◊ sin 5 x + ◊ ◊ sin x
4 2 D + 11 2 D - 11 4 1 - 2D 1 + 2D
1 2 D - 11 1 1 + 2D
=- ◊ sin 5 x + ◊ sin x
4 4 D2 - 121 4 1 - 4 D2
1 2 D - 11 1 1 + 2D
=- ◊ si n 5 x + ◊ sin x
4 4 -52 - 121 ( ) 4 1 - 4 -12 ( )
2 11 1 2
=
884
(D sin 5 x ) - 884 sin 5 x + 20 sin x + 20 (D sin x )
10 11 1 1
= cos 5 x - sin 5 x + sin x + cos x
884 884 20 10
Hence, the general solution is
10 11 1 1
y = c1e x + c2 e3 x + cos 5 x - sin 5 x + sin x + cos x
884 884 20 10

example 6
Solve (D2 + 6D + 8) y = cos2 x.
Solution
The auxiliary equation is
m2 + 6m + 8 = 0
(m + 4)(m + 2) = 0
3.140 Chapter 3  Ordinary Differential Equations and Applications

m = - 4, -2 (real and distinct)


-2 x
CF = c1e + c2 e -4 x
1
PI = 2
(cos2 x )
D + 6D + 8
1 Ê 1 + cos 2 x ˆ
= 2 Á ˜¯
D + 6D + 8 Ë 2
1 1 1 cos 2 x
= +
D2 + 6D + 8 2 D2 + 6D + 8 2
1 1 1 1
= e0 x + cos 2 x
2 D2 + 6D + 8 2 -22 + 6D + 8
1 1 1 1
= e0 x + cos 2 x
2 0+0+8 2 6D + 4
1 1 1
= e0 x + cos 2 x
16 4 3D + 2
1 1 3D - 2
= + cos 2 x
16 4 9D2 - 4
1 1 3D(cos 2 x ) - 2 cos 2 x
= +
16 4 9(-2)2 - 4
1 1
= - (-6 sin 2 x - 2 cos 2 x )
16 160
1 1
= + (3sin 2 x + cos 2 x )
16 80
Hence, the general solution is
1 1
y = c1e -2 x + c2 e -4 x + + (3sin 2 x + cos 2 x )
16 80

example 7
d2 y dy
Solve -6 + 9 y = cos 2 x sin x . [Winter 2015]
dx 2 dx
Solution
1
(D2 – 6D + 9)y = (2 cos 2 x sin x )
2
1
(D2 – 6D + 9)y = (sin 3 x - sin x )
2
The auxiliary equation is
m2 – 6m + 9 = 0
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.141

(m – 3)2 = 0
m = 3, 3 (real and repeated)
CF = (c1 + c2x) e3x
1 1
PI = 2
◊ (sin 3 x - sin x )
D - 6D + 9 2
1 1 1 1
= sin 3 x - sin x
2 D2 - 6 D + 9 2 D2 - 6 D + 9
1 1 1 1
= sin 3 x - sin x
2 -9 - 6 D + 9 2 -1 - 6 D + 9
1 1 1
12 Ú
=- sin 3 x - sin x
2 8 - 6D
1 Ê - cos 3 x ˆ 1 8 + 6 D
= - sin x
12 ÁË 3 ˜¯ 2 64 - 36 D2
1 4 + 3D
= cos 3 x - sin x
36 64 + 36
1 1
= cos 3 x - (4 sin x + 3 cos x )
36 100
Hence, the general solution is
1 2 3
y = c1e3 x + c2 x e3 x + cos 3 x - sin x - cos x
36 50 100

example 8
Solve (D2 – 4D + 4) = e2x + cos 2x.
Solution
The auxiliary equation is
m2 - 4m + 4 = 0
( m - 2 )2 = 0
m = 2, 2 (real and repeated)
CF = (c1 + c2 x ) e2 x
1
PI = 2
(e2 x + cos 2 x )
D - 4D + 4
1 1
= 2
e2 x + 2
cos 2 x
D - 4D + 4 D - 4D + 4
1 1
=x e2 x + 2 cos 2 x
2D - 4 -2 - 4 D + 4
3.142 Chapter 3  Ordinary Differential Equations and Applications

1 2x 1
= x2 e + cos 2 x
2 -4 D
x2 2 x 1
= e - Ú cos 2 x dx
2 4
2
x 2 x 1 sin 2 x
= e -
2 4 2
2
x 2x 1
= e - sin 2 x
2 8
Hence, the general solution is
x2 2 x 1
y = (c1 + c2 x )e2 x + e - sin 2 x
2 8

example 9
Solve (D2 – 3D + 2)y = 2cos(2x + 3) + 2ex.
Solution
The auxiliary equation is
m 2 - 3m + 2 = 0
(m - 2)(m - 1) = 0
m = 2,1 (real and distinct)
CF = c1e + c1e2 x
x

1 ÈÎ2 cos(2 x + 3) + 2e x ˘˚
PI =
D 2 - 3D + 2
1 1
=2 2 cos(2 x + 3) + 2 2 ex
D - 3D + 2 D - 3D + 2
1 1
=2 2 cos(2 x + 3) + 2 ex
-2 - 3D + 2 (D - 1)( D - 2 )
1 1 1
=2 cos(2 x + 3) + 2 ex
-2 - 3D D - 1 (1 - 2)
3D - 2 1
= -2 2 cos (2 x + 3) - 2 x e x
9D - 4 1
-2 ÈÎ3D cos (2 x + 3) - 2 cos (2 x + 3)˘˚
= - 2 xe x
( )
9 -22 - 4

-2 ÈÎ-3 sin (2 x + 3) (2) - 2 cos (2 x + 3)˘˚


= - 2 xe x
-3
36 - 4
1
= ÈÎ-6 sin (2 x + 3) - 2 cos (2 x + 3)˘˚ - 2 xe x
20
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.143

1
=- È3 sin (2 x + 3) + cos (2 x + 3)˘˚ - 2 xe x
10 Î
Hence, the general solution is
1
y = c1e x + c2 e2 x - [3 sin(2 x + 3) + cos(2 x + 3)] - 2 xe x
10

example 10
Solve (D3 – 3D2 + 9D – 27)y = cos 3x. [Winter 2016]
Solution
The auxiliary equation is
m3 – 3m2 + 9m – 27 = 0
m2(m – 3) + 9(m – 3) = 0
(m – 3) (m2 + 9) = 0
m = 3 (real), m = ± 3i (complex)
3x
CF = c1 e + c2 cos3 x + c3 sin 3 x
1
PI = 3 2
cos3 x
D - 3D + 9 D - 27
x
= cos3 x
3D 2 - 6 D + 9
x
= cos3 x
-27 - 6 D + 9
x
=- cos3 x
6 D + 18
x 1
=- cos3 x
6 ( D + 3)
x D-3
=- cos3 x
6 D2 - 9
x D -3
=- cos3 x
6 - 18
x
= [ D - 3] cos3 x
6 ◊ 18
x
= [ -3 sin 3 x - 3 cos3 x ]
6 ◊ 18
x
=- (sin 3 x + cos3 x )
36
3.144 Chapter 3  Ordinary Differential Equations and Applications

Hence, the general solution is


x
y = c1 e3 x + c2 cos3 x + c3 sin 3 x - (sin 3 x + cos3 x )
36

example 11
Solve (D3 - 3D2 + 4 D - 2) y = e x + cos x.
Solution
The auxiliary equation is

m3 - 3m 2 + 4 m - 2 = 0
(m - 1)(m 2 - 2 m + 2) = 0
m - 1 = 0, m2 - 2m + 2 = 0
m = 1 (real), m = 1 ± i (complex)
CF = c1e x + e x (c2 cos x + c3 sin x )
1
PI = (e x + cos x )
D3 - 3D2 + 4D - 2
1 1
= x◊ 2 ex + cos x
3D - 6D + 4 D(-1 ) - 3(-12 ) + 4D - 2
2

1 1
=x ◊ ex + cos x
3-6+4 3D + 1
1 (3D - 1)
= xe x + ◊ cos x
(3D + 1) (3D - 1)
3D - 1
= xe x + cos x
9D 2 - 1
3D - 1
= xe x + cos x
9( -12 ) - 1
1
= xe x - (3D cos x - cos x )
10
1
= xe x - ( -3 sin x - cos x )
10
x 1
= xe + (3 sin x + cos x )
10
Hence, the general solution is
1
y = (c1 + c2 cos x + c3 sin x )e x + xe x + (3sin x + cos x )
10
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.145

example 12
Solve (D 4 + 2 a 2 D2 + a 4 ) y = 8 cos ax.
Solution
The auxiliary equation is
m 4 + 2a 2 m2 + a 4 = 0
( m 2 + a 2 )2 = 0
m = ± ia, ± ia (complex and repeated)
CF F = (c1 + c2 x ) cos ax + (c3 + c4 x )sin ax
1
PI = 8 cos ax
D + 2 a 2 D2 + a 4
4

1
= x◊ 3 8 cos ax
4D + 4a2 D
1
= x2 ◊ 8 cos ax
12 D + 4 a 2
2

1
= x2 ◊ 8 cos ax
12( - a ) + 4 a 2
2

x2
=- cos ax
a2
Hence, the general solution is
x2
y = (c1 + c2 x ) cos ax + (c3 + c4 x )sin ax - cos ax
a2

example 13
Solve (D - 1)2 (D2 + 1) y = e x + sin 2 x .
2
Solution
The auxiliary equation is
(m - 1)2 (m 2 + 1) = 0
(m - 1)2 = 0, m2 + 1 = 0
m = 1, 1 (real and repeated), m = ± i (complex )
x
CF = (c1 + c2 x )e + c3 cos x + c4 sin x
1 Ê x 2 xˆ
PI = 2 2 ÁË e + sin 2 ˜¯
(D - 1) (D + 1)
3.146 Chapter 3  Ordinary Differential Equations and Applications

1 Ê x 1 - cos x ˆ
= Áe +
(D - 1) (D + 1) Ë
2 2 2 ˜¯
1 Ê x e0 x cos x ˆ
= Áe + 2 - 2 ˜
(D - 1)2 (D2 + 1) Ë ¯
1 1 1 e0 x 1 cos x
= ◊ ex + ◊ - 2 ◊
(D - 1)2 (12 + 1) 2
(0 - 1) (0 + 1) 2 2
(D + 1)(D - 2D + 1) 2
1 ex 1 1 cos x
= x◊ ◊ + - 2 ◊
2(D - 1) 2 2 (D + 1)(-1 - 2 D + 1) 2
2

x2 ex 1 1 1 1
= ◊ + + ◊ 2 cos x
2 2 2 4 (D + 1) D
x2ex 1 1 1
2 4 (D2 + 1) Ú
= + + cos x dx
4
x2ex 1 1 1
= + + ◊ 2 sin x
4 2 4 D +1
x2ex 1 1 1
= + + x sin x
4 2 4 2D
x2ex 1 x
= + + Ú sin x dx
4 2 8
x2ex 1 x
= + + ( - cos x )
4 2 8
Hence, the general solution is
x 2 e x 1 x cos x
y = (c1 + c2 x )e x + c3 cos x + c4 sin x + + -
4 2 8
Case III Q(x) = x m
In this case, Eq. (3.24) reduces to f (D) y = x m .
1
Hence, PI = xm
f (D)
= [ f (D)]-1 x m
= [1 + f (D)]-1 x m
Expanding in ascending powers of D up to Dm using Binomial Expansion, since
Dnxm = 0 when n > m,
PI = (a0 + a1D + a2 D2 + K + am D m ) x m

example 1
Solve (D2 + 2 D + 1) y = x.
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.147

Solution
The auxiliary equation is
m2 + 2m + 1 = 0
(m + 1)2 = 0
m = -1, -1 (real and repeated)
CF = (c1 + c2 x )e - x
1
PI = 2
x
D + 2D + 1
1
= x
(1 + D)2
= (1 + D)-2 x
= (1 - 2D + 3D2 - K) x
= x - 2Dx + 3D2 x - K
= x-2+0
= x-2
Hence, the general solution is
y = (c1 + c2 x )e - x + x - 2

example 2
Solve y≤ + 2y¢ + 3y = 2x2. [Winter 2014]
Solution
(D2 + 2D + 3)y = 2x2
The auxiliary equation is
m2 + 2m + 3 = 0
-2 ± 4 - 12 -2 ± -8
m= = = -1 ± 2i (complex)
2 2
CF = e - x (c1 cos 2 x + c2 sin 2 x )
1
PI = 2
(2 x 2 )
D + 2D + 3
1
= (2 x 2 )
Ê D + 2D ˆ
2
3 Á1 + ˜¯
Ë 3
-1
2 Ê D2 + 2D ˆ
= Á1 + ˜¯ x2
3Ë 3
3.148 Chapter 3  Ordinary Differential Equations and Applications

È 2 ˘
2 Í Ê D2 + 2D ˆ Ê D2 + 2D ˆ
= 1- Á ˜ +Á ˜ - L˙ x 2
3 ÍÎ Ë 3 ¯ Ë 3 ¯ ˙˚
2 È 2 2 2 D2 2 4 2 2 ˘
= Í x - Dx - x + D x - L˙
3Î 3 3 9 ˚
2È 2 2 2 4 ˘
= Í x - (2 x ) - + (2)˙
3Î 3 3 9 ˚
2Ê 4 2ˆ
= Á x2 - x + ˜
3Ë 3 9¯
Hence, the general solution is
2Ê 2 4 2ˆ
y = e - x (c1 cos 2 x + c2 sin 2 x ) + ÁË x - x + ˜¯
3 3 9

example 3
Solve (D2 + D)y = x2 + 2x + 4.
Solution
The auxiliary equation is
m2 + m = 0
m(m + 1) = 0
m = 0, -1 (real and distinct)
CF = c1e 0x
+ c2 e - x
= c1 + c2 e- x
1
PI = 2
( x 2 + 2 x + 4)
D +D
1
= ( x 2 + 2 x + 4)
D(D + 1)
1
= (1 + D)-1 ( x 2 + 2 x + 4)
D
1
= (1 - D + D2 - D3 + L)( x 2 + 2 x + 4)
D
1È 2
Î( x + 2 x + 4) - D( x + 2 x + 4) + D ( x + 2 x + 4) - D ( x + 2 x + 4) + L˘˚
2 2 2 3 2
=
D
1È 2
= Î( x + 2 x + 4) - (2 x + 2) + 2 - 0 ˘˚
D
1 2
= ( x + 4)
D
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.149

= Ú ( x 2 + 4) dx

x3
= + 4x
3
Hence, the general solution is
x3
y = c1 + c2 e - x + + 4x
3

example 4
Solve (D2 + 16)y = x4 + e3x + cos 3x. [Winter 2014]
Solution
The auxiliary equation is
m 2 + 16 = 0
m = ± 4i (complex)
CF = c1 cos 4 x + c2 sin 4 x
1
PI = 2
( x 4 + e3 x + cos3 x )
D + 16
1 1 1
= 2
x4 + 2
e3 x + 2
cos3 x
D + 16 D + 16 D + 16
-1
1 Ê D2 ˆ 1 cos3 x
= ÁË 1 + ˜ x4 + e3 x +
16 16 ¯ 9 + 16 ( -32 ) + 16
1 Ê D2 ( -1)( -2) D 4 ˆ 1 1
= ÁË 1 - + - L˜ x 4 + e3 x + cos3 x
16 16 2! 256 ¯ 25 7
1 Ê 4 3 2 3 ˆ 1 3x 1
= Á x - x + ˜¯ + e + cos3 x
16 Ë 4 32 25 7
Hence, the general solution is
1 Ê 4 3 2 3 ˆ 1 3x 1
y = c1 cos 4 x + c2 sin 4 x + Á x - x + ˜¯ + e + cos3 x
16 Ë 4 32 25 7

example 5
Solve (D2 + 2) y = x 3 + x 2 + e -2 x + cos3 x.
Solution
The auxiliary equation is
m 2 + 2 = 0,
m = ± i 2 (imaginary)
3.150 Chapter 3  Ordinary Differential Equations and Applications

CF = c1 cos 2 x + c2 sin 2 x
1
PI = 2
( x 3 + x 2 + e -2 x + cos3 x )
D +2
1 1 1
= ( x3 + x2 ) + 2 e -2 x + 2 cos 3 x
Ê D ˆ 2 D +2 D +2
2 Á1 +
Ë 2 ˜¯
-1
1 Ê D2 ˆ 1 -2 x 1
= 1+ ( x3 + x2 ) + e + 2 cos 3 x
2 ÁË 2 ˜¯ 4+2 -3 + 2
1 Ê D2 D 4 ˆ 3 2 e -2 x cos 3 x
= 1 - + - ( + ) + -
2 ÁË ˜
K x x
2 4 ¯ 6 7

È1 1 D4 3 ˘ e -2 x cos 3 x
= Í ( x 3 + x 2 ) - D2 ( x 3 + x 2 ) + ( x + x 2 ) - L˙ + -
ÍÎ 2 4 8 ˙˚ 6 7
È1 1 ˘ e -2 x cos 3 x
= Í ( x 3 + x 2 ) - (6 x + 2) + 0 ˙ + -
Î2 4 ˚ 6 7
Hence, the general solution is
1 e -2 x cos3 x
y = c1 cos 2 x + c2 sin 2 x + ( x 3 + x 2 - 3 x - 1) + -
2 6 7

example 6
Solve (D3 – D)y = x3. [Winter 2016]
Solution
The auxiliary equation is
m3 – m = 0
m(m2 – 1) = 0
m = 0, ± 1 (real and distinct)
CF = c1 + c2 ex + c3 e–x
1
PI = 3
x3
D -D
1È 1 ˘ 3
=-
D ÍÎ 1 - D2 ˙˚
x

1
=- [(1 - D2 )-1 ] x 3
D
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.151

1
=- [1 + D2 + L] x 3
D
1
= - [ x 3 + D2 ( x 3 )]
D
1
= - [ x3 + 6 x]
D
= - Ú ( x 3 + 6 x ) dx

x4
=- - 3x2
4
1
= - x 4 - 3x2
4
Hence, the general solution is
1 4
y = c1 + c2 e x + c3 e - x - x - 3x2
4

example 7
Solve (D3 + 8)y = x4 + 2x + 1.
Solution
The auxiliary equation is
m3 + 8 = 0
m = -2 (real), m = 1± i 3 (imaginary)

(
CF = c1e -2 x + e x c2 cos 3 x + c3 sin 3 x )
1
PI = 3
( x 4 + 2 x + 1)
D +8
1
= ( x 4 + 2 x + 1)
Ê D3 ˆ
8 Á1 +
Ë 8 ˜¯
-1
1 Ê D3 ˆ
= Á1 + ˜ ( x 4 + 2 x + 1)
8Ë 8 ¯
1 Ê D3 D6 ˆ
= ÁË 1 - + - L˜ ( x 4 + 2 x + 1)
8 8 64 ¯
1È 1 1 6 4 ˘
= Í( x 4 + 2 x + 1) - D3 ( x 4 + 2 x + 1) + D ( x + 2 x + 1) - L˙
8Î 8 64 ˚
3.152 Chapter 3  Ordinary Differential Equations and Applications

1 4
= ( x + 2 x + 1 - 3x)
8
1
= ( x 4 - x + 1)
8
Hence, the general solution is
1
y = c1e -2 x + e x (c2 cos 3 x + c3 sin 3 x ) + ( x 4 - x + 1)
8

example 8
Solve (D3 - D2 - 6 D) y = 1 + x 2 . [Summer 2013]
Solution
The auxiliary equation is
m3 - m 2 - 6m = 0
m(m 2 - m - 6) = 0
m(m - 3)(m + 2) = 0
m = 0, 3, - 2 (real and distinct)

CF = c1e0 x + c2 e3 x + c3 e -2 x
= c1 + c2 e3 x + c3 e -2 x
1
PI = (1 + x 2 )
D - D2 - 6 D
3

1
= (1 + x 2 )
È D2 - D ˘
- 6 D Í1 - ˙
ÍÎ 6 ˙˚
-1
1 È Ê D2 - D ˆ ˘
=- Í1 - ˙ (1 + x 2 )
6 D ÍÎ ËÁ 6 ˜¯ ˙˚
È 2 ˘
1 Í Ê D2 - D ˆ Ê D2 - D ˆ
=- 1+ Á ˜ +Á ˜ + K˙ (1 + x 2 )
6D Í Ë 6 ¯ Ë 6 ¯ ˙
Î ˚
1 È D 2 - D D 4 - 2 D3 + D 2 ˘
=- Í1 + + + K˙ (1 + x 2 )
6 D ÍÎ 6 36 ˙˚
1 È D 7 D 2 D3 ˘
=- Í1 - + - + L˙ (1 + x 2 )
6 D ÍÎ 6 36 18 ˙˚
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.153

1 È 1 7 2 1 ˘
=- Í(1 + x 2 ) - D(1 + x 2 ) + D (1 + x 2 ) - D3 (1 + x 2 ) + L˙
6D Î 6 36 18 ˚
1 È 1 7 ˘
=- Í1 + x 2 - (2 x ) + (2 ) - 0 ˙
6D Î 6 36 ˚
1 È 2 x 25 ˘
=- x - + ˙
6 D ÍÎ 3 18 ˚
1 Ê x 25 ˆ
= - Ú Á x 2 - + ˜ dx
6 Ë 3 18 ¯
1 Ê x 3 x 2 25 ˆ
=- Á - +
6 18 ˜¯
x
6Ë 3
Hence, the general solution is
1 Ê 3 x 2 25 ˆ
y = c1 + c2 e3 x + c3 e -2 x - x - +
18 ÁË 6 ˜¯
x
2

example 9
Solve (D3 - 2 D + 4) y = x 4 + 3 x 2 - 5 x + 2.
Solution
The auxiliary equation is
m3 - 2m + 4 = 0
(m + 2)(m 2 - 2 m + 2) = 0
m + 2 = 0, m2 - 2m + 2 = 0
m = -2 (real), m = 1 ± i (complex)

CF = c1e -2 x + e x (c2 cos x + c3 sin x )


1
PI = 3
( x 4 + 3 x 2 - 5 x + 2)
(D - 2D + 4)
-1
1 Ê D3 - 2D ˆ
= Á1 + ˜ ( x 4 + 3 x 2 - 5 x + 2)
4Ë 4 ¯
È 2 3
1 Í Ê D3 - 2D ˆ Ê D3 - 2D ˆ Ê D3 - 2D ˆ
= 1- Á +
˜ Á ˜ Á- ˜
4 ÍÎ Ë 4 ¯ Ë 4 ¯ Ë 4 ¯

Ê D3 - 2D ˆ
4 ˘
+Á - ˙ ( x 4 + 3 x 2 – 5 x + 2)
˜ K
˙
Ë 4 ¯ ˚
3.154 Chapter 3  Ordinary Differential Equations and Applications

1 È Ê D3 - 2D ˆ 4D2 4D 4 8D3
= Í1 - ˜ + 16 - 16 + 64
4 ÍÎ ÁË 4 ¯
16D 4 ˘
+ + higher powers of D ˙ ( x 4 + 3 x 2 - 5 x + 2)
256 ˚
1 È D D2 D3 3D 4 ˘
= Í1 + + - - + higher powers of D ˙ ( x 4 + 3 x 2 - 5 x + 2)
4 ÎÍ 2 4 8 16 ˚˙
1È 4 1 1
= Í ( x + 3 x 2 - 5 x + 2) + D( x 4 + 3 x 2 - 5 x + 2) + D2 ( x 4 + 3 x 2 - 5 x + 2)
4Î 2 4
1 3 4 3
- D ( x + 3 x 2 - 5 x + 2) - D 4 ( x 4 + 3 x 2 - 5 x + 2)
8 16
3 4 ˘
D + higher powers of D( x 4 + 3 x 2 - 5 x + 2)˙
16 ˚
1È 4 1 1 1 3 ˘
= Í( x + 3 x 2 - 5 x + 2) + (4 x 3 + 6 x - 5) + (12 x 2 + 6) - (24 x ) - (24) + 0 ˙
4Î 2 4 8 16 ˚
1Ê 4 7ˆ
= Á x + 2 x3 + 6 x2 - 5x - ˜
4 Ë 2¯
Hence, the general solution is
1Ê 4 7ˆ
y = c1e -2 x + e x (c2 cos x + c3 sin x ) + Á x + 2 x3 + 6 x2 - 5x - ˜
4Ë 2¯

example 10
Solve (D 4 - 2 D3 + D2 ) y = x 3 .
Solution
The auxiliary equation is
m 4 - 2m3 + m 2 = 0
m 2 (m 2 - 2 m + 1) = 0
m 2 (m - 1)2 = 0
m = 0, 0, 1, 1 (real and repeated)
Both the roots are real and repeated twice.
CF = (c1 + c2 x )e0 x + (c3 + c4 x )e x
= c1 + c2 x + (c3 + c4 x )e x
1
PI = x3
D - 2D3 + D2
4
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.155

1
= 2 2
x3
D (D - 2 D + 1)
1
= ◊ x3
D (1 - D)2
2

1
= 2
(1 - D)-2 x 3
D
1
= 2
(1 + 2 D + 3D2 + 4 D3 + 5D 4 + K) x 3
D
1 3
= 2
( x + 2 Dx 3 + 3D2 x 3 + 4 D3 x 3 + 5D 4 x 3 + K)
D
1 3
= 2
( x + 2 ◊ 3 x 2 + 3 ◊ 6 x + 4 ◊ 6 + 0)
D
1 3
= 2
( x + 6 x 2 + 18 x + 24)
D
1È 3
( x + 6 x 2 + 18 x + 24)dx ˘
D ÎÚ
=
˚
1 Ê x4 x3 x2 ˆ
= Á + 6 + 18 + 24 x ˜
DË 4 3 2 ¯
Ê x4 ˆ
= ÚÁ + 2 x 3 + 9 x 2 + 24 x ˜ dx
Ë 4 ¯

x5 x4 x3 x2
= +2 + 9 + 24
20 4 3 2
x5 x4
= + + 3 x 3 + 12 x 2
20 2
Hence, the general solution is
x5 x4
y = c1 + c2 x + (c3 + c4 x )e x + + + 3 x 3 + 12 x 2
20 2

example 11
d
Solve (D 4 - 16) y = e2 x + x 4 where D = . [Summer 2017]
dx
Solution
The auxiliary equation is
m 4 - 16 = 0
3.156 Chapter 3  Ordinary Differential Equations and Applications

( m 2 - 4) ( m 2 + 4) = 0

( m - 2) ( m + 2) ( m 2 + 4) = 0
m = 2, - 2 (real and distinct), m = ± 2i (complex)

CF = c1 e2 x + c2 e -2 x + c3 cos 2 x + c4 sin 2 x
1
PI = 4
(e 2 x + x 4 )
D - 16
1 1
= e2 x + x4
D 4 - 16 D 4 - 16

x Ê 1ˆ 1
= e2 x + Á - ˜ x4
4 D3 Ë 16 ¯ D4
1-
16
-1
x 2x 1 È D4 ˘
= e - Í1 - ˙ x4
4 (2 ) 3 16 Î 16 ˚

x 2x 1 È D4 ˘
= e - Í1 + + L˙ x 4
32 16 Î 16 ˚
x 2x 1 È 4 1 4 4 ˘
= e - x + D ( x )˙
32 16 ÍÎ 16 ˚
x 2x 1 È 4 24 ˘
= e - ÍÎ x + 16 ˙˚
32 16

x 2x x4 1 24
= e - -
32 16 16 16
x 2x x4 3
= e - -
32 16 32
1
= ( xe2 x - 3 - 2 x 4 )
32
Hence, the general solution is
1
y = c1 e2 x + c2 e -2 x + c3 cos 2 x + c4 sin 2 x + ( xe2 x - 3 - 2 x 4 )
32
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.157

example 12
Solve (D 4 + 2 D3 - 3D2 ) y = x 2 + 3e2 x .

Solution
The auxiliary equation is

m 4 + 2 m 3 - 3m 2 = 0
m 2 (m 2 + 2 m - 3) = 0
m 2 (m - 1)(m + 3) = 0
m = 0, 0 (real and repeated), m = 1, -3 (real and distinct)

CF = (c1 + c2 x )e0 x + c3 e x + c4 e -3 x
= c1 + c2 x + c3 e x + c4 e -3 x

PI =
1
D 4 + 2 D3 - 3D2
(x 2
+ 3e2 x )
1 1
= 4 3 2
x2 + 3e2 x
D + 2D - 3D D + 2D3 - 3D2
4

1 1
= x2 + 3e2 x
Ê D + 2D ˆ 2 16 + 16 - 12
-3D2 Á 1 - ˜¯
Ë 3
-1
1 Ê D2 + 2 D ˆ 3e2 x
= - 2 Á1 - ˜¯ x2 +
3D Ë 3 20
È 2 ˘
1 Í D2 + 2 D Ê D2 + 2 D ˆ 3e2 x
= - 2 1+ +Á ˜ + K˙ x 2 +
3D Í 3 Ë 3 ¯ ˙ 20
Î ˚
1 Ê D 2 + 2 D D 4 + 4 D 2 + 4 D3 ˆ 2 3e2 x
=- Á 1 + + + L˜ x + 20
3D2 Ë 3 9 ¯
1 Ê 2 2 2 7 2 2 4 3 2 ˆ 3 2x
=- 2 Á
x + Dx + D x + D x + L˜ + e
3D Ë 3 9 9 ¯ 20

1 È 2 2 7 ˘ 3e2 x
=- Í x + ( 2 x ) + ( 2 ) + 0 ˙ + 20
3D2 Î 3 9 ˚
3.158 Chapter 3  Ordinary Differential Equations and Applications

1 È Ê 2 4 14 ˆ ˘ 3e2 x
3D Î Ú ÁË
=- Í + + dx ˙ +
9 ˜¯ ˚ 20
x x
3

1 Ê x 3 4 x 2 14 ˆ 3e2 x
=- + + x˜ +
3D ÁË 3 3 2 9 ¯ 20

1 Ê x 3 2 2 14 ˆ 3e2 x
3 ÚË 3 3
=- Á + x + x ˜ d x +
9 ¯ 20

1 Ê x 4 2 x 3 7 x 2 ˆ 3e2 x
=- Á + + +
3 Ë 12 9 9 ˜¯ 20

Hence, the general solution is


x 2 Ê x 2 2 x 7 ˆ 3e2 x
y = c1 + c2 x + c3 e x + c4 e -3 x - + + +
9 ÁË 4 3 3 ˜¯ 20

Case IV Q = eaxV, where V is a function of x.


In this case, Eq. (3.24) reduces to f (D)y = eaxV.
Let u be a function of x.
D(e ax u) = e ax Du + ae ax u
= e ax (D + a )u
D2 (e ax u) = D ÈÎe ax (D + a )u ˘˚

= ae ax (D + a )u + e ax (D2 + aD)u
= e ax (D2 + 2 aD + a 2 )u
= e ax (D + a )2 u
In general,
Dr (e ax u) = e ax (D + a )r u

Let Dr = f (D), (D + a )r = f (D + a )

f (D)(e ax u) = e ax f (D + a )u
1
Operating both the sides with ,
f (D)
1 È 1 È ax
Î f (D)(e ax u)˘˚ = e f (D + a )u ˘˚
f (D) f (D) Î
1 È ax
e ax u = e f (D + a )u ˘˚
f (D) Î
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.159

Putting 1
f (D + a)u = V, u = V
f (D + a )
1 1
e ax ◊ V= (e ax V)
f (D + a ) f (D)
1
Hence, PI = ◊ e ax V
f (D)
1
= e ax ◊ V
f (D + a )

example 1
Solve (D + 2)2 y = e–2x sin x.
Solution
The auxiliary equation is
(m + 2)2 = 0
m = -2, -2 (real and repeated)
CF = (c1 + c2 x )e -2 x
1
PI = e-2 x sin x
(D + 2)2
1
= e -2 x sin x
(D - 2 + 2)2
1
= e -2 x 2 sin x
D
1
= e -2 x 2 sin x
-1
-2 x
= -e sin x
Hence, the general solution is
y = (c1 + c2 x )e -2 x - e -2 x sin x
= (c1 + c2 x - sin x )e -2 x

example 2
e- x
Solve (D2 + 2 D + 1) y = .
x2
Solution
The auxiliary equation is
m2 + 2m + 1 = 0
3.160 Chapter 3  Ordinary Differential Equations and Applications

(m + 1)2 = 0
m = -1, - 1 (real and repeated)
CF = (c1 + c2 x )e - x
1 Ê e- x ˆ
PI = Á ˜
D2 + 2 D + 1 Ë x 2 ¯
1 Ê e- x ˆ
= Á ˜
(D + 1)2 Ë x 2 ¯
1 Ê 1ˆ
= e- x Á ˜
(D - 1 + 1) Ë x 2 ¯
2

1 -2
= e- x x
D2
1
= e- x x -2 dx

1 Ê x -2 +1 ˆ
= e- x Á ˜
D Ë -2 + 1¯
1 -1
= e- x x
D
dx
= -e- x Ú
x
= e - x log x
Hence, the general solution is

y = (c1 + c2 x )e - x - e - x log x
= e - x (c1 + c2 x - log x )

example 3
Solve (D2 - 2 D - 1) y = e x cos x.
Solution
The auxiliary equation is
m2 - 2m - 1 = 0
m = 1 ± 2 (real and distinct)
CF = c1e(1+ 2 )x
+ c2 e(1- 2)
x
1
PI = 2
e x cos x
D - 2D - 1
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.161

1
= ex 2
cos x
(D + 1) - 2(D + 1) - 1
1
= ex 2 cos x
(D - 2)
1
= ex 2 cos x
-1 - 2
1
= - e x cos x
3
Hence, the general solution is
1
y = c1e(1+ 2 )x
+ c2 e(1- 2 )x
- e x cos x
3

example 4
d3 y dy
Solve -2 + 4 y = e x cos x. [Winter 2017]
dx 3 dx
Solution
(D3 - 2 D + 4) y = e x cos x
The auxiliary equation is
m3 - 2m + 4 = 0
m 2 (m + 2) - 2 m(m + 2) + 2(m + 2) = 0
(m + 2)(m 2 - 2 m + 2) = 0
m = -2 (real), m = 1 ± i (complex)

CF = c1e -2 x + e x (c2 cos x + c3 sin x )


1
PI = 3
e x cos x
D - 2D + 4
1
= ex 3
cos x
(D + 1) - 2(D + 1) + 4
1
= ex 3 cos x
D + 3D2 + D + 3
È 1 ˘ ÈQ D3 + 3D2 + D + 3 = 0 ˘
= ex Íx 2 cos x ˙ Í ˙
Î 3D + 6D + 1 ˚ ÍÎ at D2 = - 12 = - 1 ˙˚
1
= ex x 2
cos x
3(-1) + 6D + 1
1
= ex x cos x
6D - 2
3.162 Chapter 3  Ordinary Differential Equations and Applications

1 (3D + 1)
= ex x ◊ cos x
2(3D - 1) (3D + 1)
3D + 1
= ex x cos x
2(9D2 - 1)
(3D + 1) cos x
= ex x
2 ÈÎ9(-12 ) - 1˘˚

ex x
=- (3D cos x + cos x )
20
ex x
=- (-3sin x + cos x )
20
Hence, the general solution is
ex x
y = c1e -2 x + e x (c2 cos x + c3 sin x ) + (3sin x - cos x )
20

example 5
Solve (D2 – 2D + 5)y = e2x sin x.
Solution
The auxiliary equation is
m2 - 2m + 5 = 0
m = 1 ± 2i (complex)
x
CF = e (c1 cos 2 x + c2 sin 2 x )
1
PI = 2
e2 x sin x
D - 2D + 5
1
= e2 x 2
sin x
( D + 2 ) - 2( D + 2 ) + 5
1
= e2 x sin x
D2 + 4 + 4 D - 2 D - 4 + 5
1
= e2 x 2 sin x
D + 2D + 5
1
= e2 x 2 sin x
-1 + 2 D + 5
1
= e2 x sin x
2D + 4
1 1
= e2 x sin x
2 D+2
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.163

1 2x D - 2
= e sin x
2 D2 - 4
1 D-2
= e2 x 2 sin x
2 -1 - 4
1
= - e2 x (D sin x - 2 sin x )
10
1
= - e2 x (cos x - 2 sin x )
10

Hence, the general solution is


1 2x
y = e x (c1 cos 2 x + c2 sin 2 x ) - e (cos x - 2 sin x )
10

example 5
Solve (D2 + 2D+ 2)y = ex sin x + 7.
Solution
The auxiliary equation is
m2 + 2m + 2 = 0
m = -1 ± (complex)
-x
CF = e (c1 cos x + c2 sin x )
1
PI = 2
(e x sin x + 7)
D + 2D + 2
1 1
= 2
e x sin x + 2
7
D + 2D + 2 D + 2D + 2
1 1
= ex sin x + 7 2 e0 x
(D + 1) + 2(D + 1) + 2 D + 2D + 2
1 1
= ex 2 sin x + 7 e0 x
D + 2D + 1 + 2D + 2 + 2 0+0+2
1 7
= ex 2 sin x + e0 x
D + 4D + 5 2
1 7
= ex 2
sin x +
(-1) + 4D + 5 2
1 7
= ex sin x +
4D + 4 2
ex 1 7
= sin x +
4 D +1 2
3.164 Chapter 3  Ordinary Differential Equations and Applications

ex D - 1 7
= sin x +
4 D2 - 1 2
ex D - 1 7
= 2
sin x +
4 -1 - 1 2
ex 7
= (D sin x - sin x ) +
-8 2
1 7
= - e x (cos x - sin x ) +
8 2
Hence, the general solution is
1 7
y = e - x (c1 cos x + c2 sin x ) - e x (cos x - sin x ) +
8 2

example 6
Solve (D2 – 2D + 2)y = exx2 + 5 + e–2x.
Solution
The auxiliary equation is
m2 - 2m + 2 = 0
m = 1± i (complex)
CF = e x (c1 cos x + c2 sin x )
1
PI = (e x x 2 + 5 + e -2 x )
D2 - 2 D + 2
1 1 1
= ex x2 + 5+ e -2 x
D2 - 2 D + 2 D2 - 2 D + 2 D2 - 2 D + 2
1 1 1
= ex x2 + 2 5e0 x + e -2 x
(D + 1)2 - 2(D + 1) + 2 D - 2D + 2 4 - 2(-2) + 2
1 1 1
= ex 2 x2 + 5e0 x + e -2 x
D + 2D + 1 - 2D - 2 + 2 0-0+2 10
1 5 1
= ex 2 x 2 + + e -2 x
D +1 2 10
5 1
= e x (1 + D2 )-1 x 2 + + e -2 x
2 10
5 1
= e x (1 - D2 + D 4 - K) x 2 + + e -2 x
2 10
5 1
= e Î x - D ( x ) + D ( x ) - L˘˚ + + e -2 x
x È 2 2 2 4 2
2 10
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.165

5 1 -2 x
= e x ( x 2 - 2) +
+ e
2 10
Hence, the general solution is
5 1 -2 x
y = e x (c1 cos x + c2 sin x ) + e x ( x 2 - 2) + + e
2 10

example 7
Solve (D2 – 4D – 5)y = xe2x + 3cos 4x.
Solution
The auxiliary equation is
m2 - 4m - 5 = 0
(m - 5)(m + 1) = 0
m = 5, -1 (real and distinct)
CF = c1e 5x
+ c2 e - x
1
PI = 2
( xe2 x + 3cos 4 x )
D - 4D - 5
1 1
= 2
xe2 x + 2
3cos 4 x
D - 4D - 5 D - 4D - 5
1 1
= e2 x 2
x+3 cos 4 x
2
(D + 2) - 4(D + 2) - 5 -4 - 4D - 5
1 1
= e2 x x+3 cos 4 x
D2 + 4D + 4 - 4D - 8 - 5 -4D - 21
1 1
= e2 x x-3 cos 4 x
2
D -9 4D + 21
e2 x 1 4D - 21
= x-3 cos 4 x
-9 Ê D ˆ 2 16D2 - 441
Á1 - 9 ˜
Ë ¯
-1
e2 x Ê D2 ˆ 4D - 21
=- Á1 - 9 ˜ x-3 cos 4 x
9 Ë ¯ 16(-42 ) - 441
È 2 ˘
e2 x Í D2 Ê D2 ˆ ˙ x + 3 1 (4D cos 4 x - 21cos 4 x )
=- 1+ +Á +
9 Ë 9 ˜¯
K
9 Í ˙ 697
Î ˚
e2 x È 1 2 ˘ 3
=- Í x + 9 D x + L˙ + 697 [4(- sin 4 x )4 - 21cos 4 x ]
9 Î ˚
3.166 Chapter 3  Ordinary Differential Equations and Applications

e2 x 3
=-
9
( x + 0) +
697
(-16 sin 4 x - 21 cos 4 x )
1 3
= - xe2 x - (16 sin 4 x + 21 coos 4x )
9 697
Hence, the general solution is
1 3
y = c1e5 x + c2 e - x - xe2 x - (16 sin 4 x + 21 cos 4 x )
9 697

example 8
Solve (D2 + 4D + 3)y = e–xx sin x + xe3x.
Solution
The auxiliary equation is
m2 + 4m + 3 = 0
(m + 3)(m + 1) = 0
m = -3, -1 (real and distinct)

CF = c1e -3 x + c2 e - x
1
PI = 2
(e - x sin x + xe3 x )
D + 4D + 3
1 1
= 2
e - x sin x + 2
xe3 x
D + 4D + 3 D + 4D + 3
1 1
= e- x sin x + e3 x x
(D - 1)2 + 4 (D - 1) + 3 (D + 3)2 + 4(D + 3) + 3
1 1
= e- x sin x + e 3x
x
D2 - 2 D + 1 + 4 D - 4 + 3 D2 + 6 D + 9 + 4 D + 12 + 3
1 1
= e- x 2
sin x + e3 x 2 x
D + 2D D + 10 D + 24
1 e3 x 1
= e- x sin x + x
-12 + 2 D 24 Ê 10 D + D2 ˆ
ÁË 1 + ˜¯
24
-1
-x 2D + 1 e3 x È 10 D + D2 ˘
=e sin x + Í1 + ˙ x
4 D2 - 1 24 Î 24 ˚
(2 D + 1)sin x e3 x È 10 D + D2 ˘
= e- x + Í1 - + L˙ x
4( - 12 ) - 1 24 Î 24 ˚
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.167

e- x e3 x È 5 1 2 ˘
=- ( 2 D sin x + sin x ) + Í
24 Î 12
x - D( x ) - D ( x ) + L˙
5 24 ˚
e- x e3 x Ê 5 ˆ
=-
5
( 2 cos x + sin x ) +
24 ÁË
x - - 0˜
12 ¯
1 e3 x Ê 5ˆ
= - e - x (2 cos x + sin x ) + ÁË x - 12 ˜¯
5 24
Hence, the general solution is
1 e3 x Ê 5ˆ
y = c1e -3 x + c2 e - x - e - x (2 cos x + sin x ) + ÁË x - ˜¯
5 24 12

example 9
Solve (D3 + 3D2 - 4 D - 12) y = 12 xe -2 x .
Solution
The auxiliary equation is
m3 + 3m 2 - 4 m - 12 = 0
m 2 (m + 3) - 4(m + 3) = 0
(m + 3)(m 2 - 4) = 0
m = -3, -2,2 (real and distinct)
CF = c1e -3 x + c2 e -2 x + c3 e2 x
1
PI = 12 xe -2 x
(D + 3)(D + 2)(D - 2)
1
= 12e -2 x x
(D - 2 + 3)(D - 2 + 2)(D - 2 - 2)
1
= 12e -2 x x
(D + 1)D(D - 4)
1
= 12e -2 x x
D(D2 - 3D - 4)
1
= 12e -2 x x
Ê 3D - D2 ˆ
-4D Á 1 + ˜
Ë 4 ¯
-1
-2 x 1 Ê 3D - D2 ˆ
= -3e 1+
D ÁË ˜ x
4 ¯
3.168 Chapter 3  Ordinary Differential Equations and Applications

1 Ê 3D - D2 ˆ
= -3e -2 x Á 1- + L˜ x
DË 4 ¯
1È 3 1 ˘
= -3e -2 x Í x - D( x ) + D2 ( x ) + L˙
DÎ 4 4 ˚
1Ê 3 ˆ
= -3e -2 x x - + 0˜
D ÁË 4 ¯
Ê 3ˆ
= -3e -2 x Ú Á x - ˜ dx
Ë 4¯
Ê x2 3 ˆ
= -3e -2 x Á - x˜
Ë 2 4 ¯
Hence, the general solution is
Ê x2 3 ˆ
y = c1e -3 x + c2 e -2 x + c3 e2 x - 3e -2 x Á - x˜
Ë 2 4 ¯

example 10
3
x
Ê 3 ˆ
Solve (D + 1) y =
Ë 2 ˜¯
e 2 sin Á x .

Solution
The auxiliary equation is
m3 + 1 = 0
(m + 1) (m2 - m + 1) = 0
1 3
m = -1 (real), m = ±i (complex )
2 2

-x
x
Ê 3 3 ˆ
CF = c1e +e 2
ÁË c2 cos x + c3 sin x˜
2 2 ¯
1
x
Ê 3 ˆ
PI = e 2 sin
ÁË x˜
D3 + 1 2 ¯
x
1 Ê 3 ˆ
= e2 sin Á
Ë 2 ˜¯
x
ÈÊ 1ˆ
3 ˘
ÍÁ D + ˜ + 1˙
ÎË 2¯ ˚
x
1 Ê 3 ˆ ÈQ (a + b) = a 3 + b3 ˘
= e2 sin Á Í ˙
Ë 2 ˜¯
x
ÈÊ 3 1 3 2 3 ˆ ˘ ÍÎ 2 2
+ 3a b + 3ab ˙˚
ÍÁË D + 8 + 2 D + 4 D˜¯ + 1˙
Î ˚
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.169

È Ê 3 1 3 2 3 ˆ ˘
È ÍQ ÁË D + + D + D˜¯ + 1 = 0 ˙
x
1 Ê 3 ˆ˘ Í 8 2 4 ˙
= e2 Íx sin Á x˜ ˙
Í 3D 2 + 3D + 3 Ë 2 ¯˙ Í Ê ˆ
2 ˙
ÍÎ ˙˚ Íat D2 = - Á 3 ˜ = - 3 ˙
4 ÍÎ Ë 2 ¯ 4 ˙˚
x
1 Ê 3 ˆ
= e2 x sin Á
Ë 2 ˜¯
x
È Ê 2˘
3ˆ ˙ 3
3 Í- Á ˜¯ + 3D +
ÎÍ Ë 2 ˚˙ 4
x
1 Ê 3 ˆ
= e2 x sin Á x˜
Ê 9 3ˆ Ë 2 ¯
-
ÁË 4 + 3 D +
4 ˜¯
x
1 Ê 3 ˆ
= 2
e x sin Á x˜
3 Ë 2 ¯
3D -
2

=
x
2
2 (2D + 1) sin Ê 3 xˆ
3 (2 D - 1) (2 D + 1) ÁË 2 ˜¯
e x

x
2 (2 D + 1) Ê 3 ˆ
= e2 x sin Á x˜
(
3 4D2 - 1 )
Ë 2 ¯
x
2 (2 D + 1) Ê 3 ˆ
= e2 x sin Á x˜
È Ï Ê ˆ
2¸ ˘ Ë 2 ¯
Ô 3 Ô ˙
3 Í4 Ì- Á ˜ ˝ - 1˙
Í Ë 2 ¯ Ô
Ô
ÍÎ Ó ˛ ˚˙
È ÔÏ Ê 3 ˆ ¸Ô Ê 3 ˆ˘
2 Í2 D Ìsin Á x ˜ ˝ + sin Á x˜ ˙
x ÍÎ ÔÓ Ë 2 ¯ Ô˛ Ë 2 ¯ ˙˚
= e2 x
3 ( -4 )

1 2
x È Ê 3 ˆ Ê 3 ˆ˘
=- xe Í 3 cos Á x ˜ + s in Á x˜ ˙
6 ÍÎ Ë 2 ¯ Ë 2 ¯ ˙˚

Hence, the general solution is


Ê 3 ˆ 1 2È Ê 3 ˆ Ê 3 ˆ˘
x x
3
y = c1e - x + e 2 Á c2 cos x + c3 sin x ˜ - xe Í 3 cos Á x ˜ + sin Á x ˙
Ë 2 2 ¯ 6 Î Ë 2 ¯ Ë 2 ˜¯ ˚
3.170 Chapter 3  Ordinary Differential Equations and Applications

Case V Q = xV, where V is a function of x.


In this case Eq. (3.24) reduces to f (D)y = xV.
Let u be a function of x.
D( xu) = xDu + u
D2 ( xu) = D( xDu + u) = xD2 u + Du + Du = xD2 u + 2Du
D3 ( xu) = D( xD2 u + 2Du) = xD3u + D2 u + 2D2 u = xD3u + 3D2 u

In general,
È d ˘
Dr ( xu) = xDr u + rDr -1u = xDr u + Í (Dr )˙ u
Î dD ˚
Let D r = f (D)
È d ˘
f (D)( xu) = x f (D)u + Í f (D)˙ u
Î dD ˚
= xf (D)u + f ¢ (D)u
1
Putting f (D)u = V, u = V in the above equation,
f (D)

È 1 ˘ È 1 ˘
f ( D) Í x V ˙ = xV + f ¢(D) Í V˙
Î f ( D ) ˚ Î f ( D ) ˚
È 1 ˘ È 1 ˘
xV = f (D) Í x V ˙ - f ¢ ( D) Í V˙
Î f ( D ) ˚ Î f ( D ) ˚
1
Operating both the sides with ,
f (D)

1 1 È Ê 1 ˆ˘ 1 È Ê 1 ˆ ˘
xV = Í f ( D) Á x V˜ ˙ - Í f ¢ ( D) Á V˙
f ( D) f (D) ÍÎ Ë f (D) ¯ ˙˚ f (D) ÍÎ Ë f (D) ˜¯ ˙˚
1 f ¢ ( D)
=x V- V
f ( D) [ f (D)]2
1
Hence, PI = xV
f ( D)
1 f ¢(D)
=x V- V
f (D) [ f (D)]2
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.171

example 1
Solve (D2 - 5D + 6) y = x cos 2 x.
Solution
The auxiliary equation is
m 2 - 5m + 6 = 0
(m - 2)(m - 3) = 0
m = 2, 3 (real and distinct )

CF = c1e2 x + c2 e3 x
1
PI = 2
x cos 2 x
D - 5D + 6
1 2D - 5
=x 2 cos 2 x - 2 cos 2 x
D - 5D + 6 (D - 5D + 6)2
1 2D - 5
=x 2 cos 2 x - cos 2 x
-2 - 5D + 6 (-2 - 5D + 6)2
2

1 (2 + 5D) 2D - 5
=x ◊ cos 2 x - cos 2 x
(2 - 5D) (2 + 5D) (4 - 20 D + 25D2 )
( 2 + 5D ) 2D - 5
=x cos 2 x - cos 2 x
4 - 25D 2
È4 - 20 D + 25(-22 )˘
Î ˚
( 2 + 5D ) 2D - 5
=x cos 2 x + cos 2 x
4 + 100 4(5D + 24)
x 2 D - 5 (5D - 24)
= (2 cos 2 x - 10 sin 2 x ) + ◊ cos 2 x
104 4(5D + 24) (5D - 24)
x (10 D2 - 73D + 120)
= (2 cos 2 x - 10 sin 2 x ) + cos 2 x
104 4(25D2 - 576)
x (10 D2 - 73D + 120)
= (cos 2 x - 5 sin 2 x ) + cos 2 x
52 4(-100 - 576)
1 1
= x(cos 2 x - 5 sin 2 x ) - (- 40 cos 2 x + 146 sin 2 x + 120 cos 2 x )
52 2704

Hence, the general solution is


1 1
y = c1e2 x + c2 e3 x + x(cos 2 x - 5 sin 2 x ) - (40 cos 2 x + 73 sin 2 x )
52 1352
3.172 Chapter 3  Ordinary Differential Equations and Applications

example 2
d
Solve (D2 – 1)y = xex where D = . [Summer 2017]
dx
Solution
The auxiliary equation is
m2 – 1 = 0
m2 = 1
m = ± 1 (real and distinct)
CF = c1 ex + c2 e–x
1
PI = 2 xe x
D -1
1
= ex x
( D + 1)2 - 1
1
= ex x
D2 + 2 D + 1 - 1
1
= ex 2
x
D + 2D
ex 1
= x
2D D
1+
2
-1
ex È D˘
= ÍÎ1 + 2 ˙˚ x
2D
ex È D˘
= ÍÎ1 - 2 ˙˚ x
2D
ex È 1˘
= Í x- ˙
2D Î 2˚
ex Ê 1ˆ
=
2 Ú ÁË x - 2 ˜¯ dx
ex Ê x2 x ˆ
= Á - ˜
2 Ë 2 2¯
1
= e x ( x2 - x)
4
Hence, the general solution is
1 x 2
y = c1 e x + c2 e - x + e ( x - x)
4
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.173

example 3
Solve (D2 + 2D + 1) y = xe–x cos x.
Solution
The auxiliary equation is
m2 + 2m + 1 = 0
(m + 1)2 = 0
m = -1, - 1 (real and repeated)
CF = (c1 + c2 x )e- x
1
PI = xe - x cos x
D2 + 2 D + 1
1
= xe - x cos x
(D + 1)2
1
= e- x x cos x
(D - 1 + 1)2
1
= e - x 2 x cos x
D
È 1 2D ˘
= e - x Í x 2 cos x - 2 2 cos x ˙
Î D (D ) ˚
Ê 1 2D ˆ
= e - x ◊ Á x 2 cos x - cos x˜
Ë -1 2 2
( -1 ) ¯
= e - x ( - x cos x - 2 D cos x )
= e - x ( - x cos x + 2 sin x )
Hence, the general solution is
y = (c1 + c2 x )e - x + e - x (- x cos x + 2 sin x )

example 4
Solve (D2 + 3D + 2) y = xe x sin x.
Solution
The auxiliary equation is
m 2 + 3m + 2 = 0
(m + 1)(m + 2) = 0
m = -1, - 2 (real and distinct)
3.174 Chapter 3  Ordinary Differential Equations and Applications

CF = c1e - x + c2 e -2 x
1
PI = xe x sin x
(D + 1)(D + 2)
1
= ex x sin x
(D + 1 + 1)(D + 1 + 2)
1
= ex x sin x
(D + 2)(D + 3)
1
= ex 2 x sin x
D + 5D + 6
È 1 2D + 5 ˘
= ex Íx 2 sin x - 2 2
sin x ˙
Î D + 5D + 6 ( D + 5D + 6 ) ˚
È 1 2D + 5 ˘
= ex Íx 2 sin x - 2 2
sin x ˙
Î -1 + 5D + 6 (-1 + 5D + 6) ˚
È 1 (D - 1) 2D + 5 ˘
= ex Íx ◊ sin x - sin x ˙
Î 5( D + 1) ( D - 1) 2
25(D + 2D + 1) ˚
È x (D - 1) 2D + 5 ˘
= ex Í ◊ 2 sin x - 2
sin x ˙
Î 5 (D - 1) 25(-1 + 2D + 1) ˚
È x (D - 1) 2D + 5 ˘
= ex Í ◊ 2
sin x - sin x ˙
Î 5 (-1 - 1) 25(2D) ˚
È x 1 Ê 5 ˆ ˘
= e x Í- (cos x - sin x ) - Á 1 + ˜ sin x ˙
Î 10 25 Ë 2D ¯ ˚
È x 1 Ê 5 ˆ˘
= e x Í- (cos x - sin x ) - Á sin x + Ú sin x dx ˜ ˙
Î 10 25 Ë 2 ¯˚
È x 1 Ê 5 ˆ˘
= e x Í - (cos x - sin x ) - Á sin x - cos x ˜ ˙
Î 10 25 Ë 2 ¯˚

Hence, the general solution is


1 x Èx 1Ê 5 ˆ˘
y = c1e - x + c2 e -2 x - e Í (cos x - sin x ) + ÁË sin x - cos x ˜¯ ˙
5 Î 2 5 2 ˚

example 5
x
-
2 2
Solve (4 D + 8D + 3) y = xe cos x.
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.175

Solution
The auxiliary equation is
4 m 2 + 8m + 3 = 0
(2 m + 1)(2 m + 3) = 0
1 3
m=- , - (real and distinct)
2 2
x 3x
- -
CF = c1e 2 + c2 e 2

x
1 -
PI = xe 2 cos x
4 D 2 + 8D + 3
x
- 1
=e 2
2
x cos x
Ê 1ˆ Ê 1ˆ
4Á D - ˜ + 8Á D - ˜ + 3
Ë 2¯ Ë 2¯
x
- 1
=e 2 x cos x
Ê 2 1 ˆ
4 Á D + - D˜ + 8 D - 4 + 3
Ë 4 ¯
x
- 1
=e 2 x cos x
( 4 D + 4 D)
2

x
e -2 1 Ê 1 ˆ
= ◊ Á x cos x ˜
4 Ë
D D +1 ¯
x
e -2 1 È 1 1 ˘
= ◊ Íx ◊ cos x - cos x ˙
4 D Î D +1 (D + 1) 2
˚
x
e -2 1 Ê D -1 1 ˆ
= ◊ Á x◊ 2 cos x - 2 cos x ˜
4 D Ë D -1 D + 2D + 1 ¯
x
e - 2 1 È (D - 1) 1 ˘
= ◊ Íx cos x - 2 cos x ˙
4 D Î ( -12 - 1) -1 + 2 D + 1 ˚
x
e-2 1 È x 1 ˘
= ◊ Í - (D cos x - cos x ) - Ú cos x dx ˙
4 DÎ 2 2 ˚
x
e-2 1 È x 1 ˘
= ◊ Í - ( - sin x - cos x ) - sin x ˙
4 DÎ 2 2 ˚
x
e-2 È
x(sin x + cos x )dx + Ú sin x dx ˘
8 ÎÚ
=
˚
3.176 Chapter 3  Ordinary Differential Equations and Applications

x
e-2
=
8
[ x(- cos x + sin x) - (- sin x - cos x) - cos x ]
x
e-2
= [ x(sin x - cos x ) + sin x ]
8
Hence, the general solution is
x
x 3x -
- - e 2
y = c1e 2 + c2 e 2 +
8
[x(sin x - cos x) + sin x ]

example 6
Solve (D2 – 1)y = sin x + ex + x2ex.
Solution
The auxiliary equation is
m2 - 1 = 0
m = 1, -1 (real and distinct)
CF = c1e + c2 e - x x

1
PI = 2
( x sin x + e x + x 2 e x )
D -1
1 1 1
= 2
x sin x + 2
ex + 2
x2ex
D -1 D -1 D -1
È 1 2D ˘ 1 x 1
= Íx 2 sin x - 2 2
sin x ˙ + x e + ex 2
x2
Î D - 1 (D - 1) ˚ 2D (D + 1) - 1
È 1 2D ˘ x x 1
= Íx 2 sin x - 2 2
sin x ˙ + e + ex 2 x2
Î -1 - 1 ( -1 - 1) ˚ 2(1) D + 2D
È x sin x 2D sin x ˘ xe x 1
= Í- - + + ex x2
Î 2 4 ˙˚ 2 Ê Dˆ
2D Á 1 + ˜
Ë 2¯
-1
È x sin x cos x ˘ xe x 1 Ê Dˆ
= Í- - ˙ + + ex Á 1+ ˜ x2
Î 2 2 ˚ 2 2D Ë 2¯
È x sin x cos x ˘ xe x x 1
Ê D D 2 D3 ˆ
= -Í + ˙ + e ÁË 1 - + - + L˜ x 2
Î 2 2 ˚ 2 2D 2 4 8 ¯
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.177

È x sin x cos x ˘ xe x 1 Ê 2 2x 2 ˆ
= -Í + + + ex Áx - + - 0˜
Î 2 2 ˙˚ 2 2D Ë 2 4 ¯
È x sin x cos x ˘ xe x 1 Ê 1ˆ
= -Í + ˙ + + e x Ú Á x 2 - x + ˜ dx
Î 2 2 ˚ 2 2 Ë 2¯
È x sin x cos x ˘ xe x e x Ê x 3 x 2 1 ˆ
= -Í + + + Á - + x˜
Î 2 2 ˙˚ 2 2 Ë 3 2 2 ¯
È x sin x cos x ˘ 1 x Ê x 3 x 2 3 x ˆ
= -Í + + e Á - + ˜
Î 2 2 ˙˚ 2 Ë 3 2 4¯

Hence, the general solution is

È x sin x cos x ˘ 1 x Ê x 3 x 2 3 x ˆ
y = c1e x + c2 e - x - Í + + e Á - + ˜
Î 2 2 ˙˚ 2 Ë 3 2 4¯

exercIse 3.7
Solve the following differential equations:
x
2
1. (D + D + 2)y = e 2

È - È
x Ê 7x ˆ Ê 7x ˆ ˘ 4 x 1 x2 ˘
Í ans. : y = e 2 Íc1 cos Á ˜ + c 2 sin Á 2 ˜ ˙ + - e + xe ˙
ÍÎ ÍÎ Ë 2 ¯ Ë ¯ ˚˙ 11 4 ˙˚

2. (D2 - 4)y = (1 + e x )2

È -2 x 1 2 x 1 2x ˘
Í ans. : y = c1e + c2 e - 4 - 3 e + 4 xe ˙
2x

Î ˚

3. (D2 + D + 1)y = e 3 x + 6e x - 3e -2 x + 5

È - Ê
x
3x 3x ˆ e 3 x ˘
Í ans. : y = e 2 Á c1 cos + c2 sin ˜ + + 2e x - e -2 x + 5˙
ÎÍ Ë 2 2 ¯ 13 ˙˚

4. (D2 + 4D + 5)y = -2 cosh x + 2 x

È -2 x ex e- x 2x ˘
Í ans. : y = e (c1 cos x + c2 sin x) - - + ˙
Î 10 2 (log 2)2
+ 4(log 2) + 5 ˚
3.178 Chapter 3  Ordinary Differential Equations and Applications

5. (D3 + D2 + D + 1)y = sin2 x


È -x 1 ˘
ÍÎ ans. : y = c1e + c2 cos x + c3 sin x + 15 (2 cos 2 x - sin2 x)˙˚

6. (3D2 - 7D + 2)y = sin x + cos x


È x
1 ˘
Í ans. : y = c1e 2x
+ c 2 e 3
+ (3 cos x - 4 sin x)˙
Î 25 ˚

7. (D3 - 2D2 + 4D)y = e 2 x + sin2 x

È
( 1 2x
) ˘
Í ans. : y = c1 + e c2 cos 3x + c3 sin 3x + 8 (e + sin2 x)˙
x

Î ˚

3 2 2
8. (D + 2D + D)y = sin x

È -x x 1 ˘
ÍÎ ans. : y = c1 + (c2 + c3 x)e + 2 + 100 (3 sin 2 x + 4 cos 2 x)˙˚

9. (D2 + D - 6)y = e 2 x
È -3 x xe 2 x ˘
Í ans. : y = c1e + c2 e +
2x
˙
Î 5 ˚

x
-
10. (9D2 + 6D + 1)y = e 3

È -
x
x 2 - x3 ˘
Í ans. : y = (c1 + c 2 x )e 3
+ e ˙
Î 18 ˚

11. (D2 + 4)y = e x + sin2 x

È ex x ˘
Í ans. : y = c1 cos 2 x + c2 sin2 x + - cos 2 x ˙
Î 5 4 ˚
2 2
12. (D - 4)y = x
È -2 x 1 Ê 2 1ˆ ˘
Í ans. : y = c1e + c2 e - ÁË x + ˜¯ ˙
2x

Î 4 2 ˚

13. (D2 + D)y = x 2 + 2 x + 4

È -x x3 ˘
Í ans. : y = c1 + c2 e + + 4x ˙
Î 3 ˚
3.7  Nonhomogeneous Linear Differential Equations of Higher Order        3.179

14. (D2 + 1)y = e 2 x + cosh2 x + x 3

È e2x 1 ˘
Í ans. : y = c1 cos x + c2 sin x + + cosh2 x + x 3 - 6 x ˙
Î 5 5 ˚

x
15. (D - 1)2 (D + 1)2 y = sin2 + ex + x
2
È -x 1 1 x2 x ˘
Í ans. : y = (c1 + c2 x)e + (c3 + c4 x)e + - cos x + e + x˙
x

Î 2 8 8 ˚

2 x x
16. (D - 3D + 2)y = 2e cos
2

È 8 xÊ x xˆ˘
Í ans. : y = c1e + c2 e - e ÁË 2 sin + cos ˜¯ ˙
x 2x

Î 5 2 2 ˚

17. (D2 - 2D + 10)y = 16e x cos3x + 24e x sin3x

È xe x ˘
Í ans. : y = e (c1 cos 3x + c2 sin 3x) + (8 sin 3x - 12 cos 3x)˙
x

Î 3 ˚

18. (D3 - 4D2 + 9D - 10)y = 24e x sin2 x

È 6 xe x ˘
Í ans. : y = c1e + e (c2 cos 2 x + c3 sin2 x) - (2 sin2 x - cos 2 x)˙
2x x

Î 5 ˚

x
3 2
19. (4D - 12D + 13D - 10)y = 16e cos x
2

È x
x
˘
Í ans. : y = c e 2 x + e 2 (c cos x + c sin x) - 4 xe (2 cos x + 3 sin x)˙
2

ÍÎ 1 2 3
13 ˙˚

20. (D2 + 4D + 8)y = 12e -2 x sin x sin3x

È -2 x 1 -2 x ˘
ÍÎ ans. : y = e (c1 cos 2 x + c2 sin 2 x) + 2 e (3x sin 2 x + cos 4 x)˙˚

21. (4D2 + 9D + 2)y = xe -2 x

È -2 x
-
x
1 -2 x
˘
Í ans. : y = c1e + c2 e - (7 x + 8 x)e ˙
4 2

Î 98 ˚
3.180 Chapter 3  Ordinary Differential Equations and Applications

22. (D2 + 4)y = x sin x


È 1 ˘
Í ans. : y = c1 cos 2 x + c2 sin2 x + 9 (3x sin x - 2 cos x)˙
Î ˚

23. (D2 + 9)y = xe 2 x cos x

È e2x ˘
Í ans. : y = c1 cos 3x + c2 sin 3x + [(30 x - 11)cos x + (10 x - 2)sin x ]˙
Î 400 ˚

24. (D2 - 4D + 4)y = 8 x 2 e 2 x sin2 x

ÈÎ ans. : y = (c1 + c2 x)e 2 x - e 2 x [4 x cos 2 x + (2 x 2 - 3)sin 2 x ]˘˚

25. (D2 - 1)y = x sin x + (1 + x 2 )e x

È -x 1 1 ˘
ÍÎ ans. : y = c1e + c2 e - 2 (x sin x + cos x) + 12 xe (2 x - 3x + 9)˙˚
x x 2

3.8 metHod of VarIatIon of Parameters


This method is used to find the particular integral if the complementary function is
known. In this method, the particular integral is obtained by varying the arbitrary
constants of the complementary function and, hence, is known as variation-of-
parameters method.
Consider a linear nonhomogeneous differential equation of second order with constant
coefficients
d2 y dy ...(3.26)
+ a1 + a2 y = Q ( x )
dx 2 dx
Let the complementary function be
CF = c1 y1 + c2 y2 ...(3.27)
where y1, y2 are the solution of
d2 y dy
2
+ a1 + a2 y = 0 ...(3.28)
dx dx
Let the particular integral be
y = u(x) y1 + v(x) y2 ...(3.29)
where u and v are unknown functions of x.
Differentiating Eq. (3.29) w.r.t. x,
y ¢ = uy1¢ + vy2¢ + u¢y1 + v¢y2
Let u, v satisfy the equation
u¢ y1 + v¢y2 = 0 ...(3.30)
3.8  Method of Variation of Parameters         3.181

Then y ¢ = uy1¢ + vy2¢


Differentiating y¢ again w.r.t. x,
y ¢¢ = uy1¢¢+ vy2¢¢ + u¢ y1¢ + v¢ y2¢

Substituting y¢¢, y¢ and y in Eq. (3.26),

uy1¢¢ + vy2¢¢ + u¢ y1¢ + v¢ y2¢ + a1 (uy1¢ + vy2¢ ) + a2 (uy1 + vy2 ) = Q ( x )


u( y1¢¢ + a1 y1¢ + a2 y1 ) + v( y2¢¢ + a1 y2¢ + a2 y2 ) + u¢ y1¢ + v¢ y2¢ = Q ( x )

Since y1 and y2 satisfy Eq. (3.28),


u¢ y1¢ + v¢ y2¢ = Q ...(3.31)
Solving Eqs (3.30) and (3.31) by using Cramer’s rule,

0 y2
Q y2¢ - y2 Q
u¢ = =
y1 y2 y1 y2¢ - y1¢ y2
y1¢ y2¢
y1 0
y1¢ Q y1Q
v¢ = =
y1 y2 y1 y2¢ - y1¢ y2
y1¢ y2¢
y2 Q yQ
u=Ú- dx = Ú - 2 dx ...(3.32)
y1 y2¢ - y1¢ y2 W
y1Q y1Q
v=Ú dx = Ú dx ...(3.33)
y1 y2¢ - y1¢ y2 W

y1 y2
where W = is known as the Wronskian of y1, y2.
y1¢ y2¢
Hence, the required general solution of Eq. (3.26) is
y = CF + PI
= c1 y1 + c2 y2 + u y1 + v y2
where u, v are obtained using equations (3.32) and (3.33).

Note: The above method can also be extended to third-order differential equation.
Let the complementary function of a third-order differential equation be
CF = c1 y1 + c2 y2 + c3 y3
Let PI = u(x)y1 + v(x)y2 + w(x)y3
3.182 Chapter 3  Ordinary Differential Equations and Applications

( y2 y3¢ - y3 y2¢ ) Q
where u( x ) = Ú dx
W
(y y¢ - y y¢ ) Q
v( x ) = Ú 3 1 1 3 dx
W
( y y ¢ - y2 y1¢ ) Q
w( x ) = Ú 1 2 dx
W
y1 y2 y3
Wronskian, W = y1¢ y2¢ y3¢
y1¢¢ y2¢¢ y3¢¢
Working Rules
1. Find the complementary function as CF = c1 y1 + c2 y2 .
y1 y2
2. Find the Wronskian of y1, y2 as W = .
y1¢ y2¢
3. Assume the particular integral as PI = u( x ) y1 + v( x ) y2 .
- y2Q yQ
4. Find u and v by evaluating the integrals u = Ú dx , v = Ú 1 dx .
W W
5. Substitute u and v in PI and write the general solution as y = CF + PI.

example 1
Find the Wronskian of y1, y2 of y¢¢ – 2y¢ + y = ex log x.
Solution
(D2 – 2D + 1) y = ex log x
The auxiliary equation is
m2 - 2m + 1 = 0
(m - 1)2 = 0
m = 1,1 (real and repeated)
CF = (c1 + c2 x )e x = c1e x + c2 xe x
y1 = e x , y2 = xe x
y1 y2
Wronskian W =
y1¢ y2¢
ex xe x
=
ex xe x + e x
= e x ( xe x + e x ) - xe2 x
= xe2 x + e2 x - xe2 x
= e2 x
3.8  Method of Variation of Parameters         3.183

example 2
d2 y
Solve + y = sin x. [Winter 2017]
dx 2
Solution
(D2 + 1) y = sin x
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex )
CF = c1 cos x + c2 sin x
y1 = cos x, y2 = sin x
y1 y2 cos x sin x
Wronskian W = = = cos2 x + sin 2 x = 1
y1 ′ y2 ′ - sin x cos x
Let PI = u cos x + v sin x …(1)
where yQ
u = Ú - 2 dx
W
sin x sin x
= Ú- dx
1
(1 - cos 2 x )
= -Ú dx
2
1Ê sin 2 x ˆ
= - Áx-
2Ë 2 ˜¯

and y1Q
v=Ú dx
W
cos x sin x
=Ú dx
1
sin 2 x
=Ú dx
2
1 Ê cos 2 x ˆ
= Á-
2Ë 2 ˜¯
1
= - cos 2 x
4
Substituting u and v in Eq. (1),
1Ê sin 2 x ˆ 1
PI = - Á x - ˜ cos x - cos 2 x sin x
2Ë 2 ¯ 4
1 1
=- x + (sin 2 x cos x - cos 2 x sin x )
2 4
3.184 Chapter 3  Ordinary Differential Equations and Applications

1 1
=- x + sin(2 x - x )
2 4
1 1
= - x + sin x
2 4

Hence, the general solution is


1 1
y = c1 cos x + c2 sin x - x + sin x
2 4

example 3
Solve (D2 + 1) y = cosec x.
Solution
The auxiliary equation is
m 2 = -1
m = ±i (complex )
CF = c1 cos x + c2 sin x
y1 = cos x, y2 = sin x
y1 y2 cos x sin x
Wronskian W = = = cos2 x + sin 2 x = 1
y1′ y2′ - sin x cos x
Let PI = u cos x + v sin x …(1)
where yQ
u = Ú - 2 dx
W
sin x cosec x
= -Ú dx
1
= - Ú dx
= -x
and y1Q
v=Ú dx
W
cos x cosec x
=Ú dx
1
= Ú cot x dx
= log sin x
Substituting u and v in Eq. (1),
PI = - x cos x + (log sin x )sin x
Hence, the general solution is
y = c1 cos x + c2 sin x - x cos x + sin x ◊ log sin x
3.8  Method of Variation of Parameters         3.185

example 4
Solve y¢¢ + 9y = sec 3x. [Summer 2015]
Solution
(D2 + 9)y = sec 3x
The auxiliary equation is
m2 + 9 = 0
m = ±3i (complex)
CF = c1 cos3 x + c2 sin 3 x
y1 = cos 3x, y2 = sin 3x
y1 y2 cos3 x sin 3 x
Wronskian W= = = 3 cos2 3x + 3 sin2 3x = 3
y1¢ y2¢ -3sin 3 x 3cos3 x
Let PI = u cos 3x + v sin 3x ...(1)
y Q
where u = Ú - 2 dx
W
sin 3 x sec 3 x
= -Ú dx
3
1 sin 3 x
3 Ú cos3 x
=- dx

1
= - Ú tan 3 x dx
3
1Ê 1 ˆ
= - Á - log cos3 x ˜
Ë
3 3 ¯
1
= log cos3 x
9
y Q
and v = Ú 1 dx
W
cos3 x sec 3 x
=Ú dx
3
1
= Ú dx
3
x
=
3
Substituting u and v in Eq. (1),
1 x
PI = cos3 x log cos3 x + sin 3 x
9 3
Hence, the general solution is
1 x
y = c1 cos3 x + c2 sin 3 x + cos3 x log cos3 x + sin 3 x
9 3
3.186 Chapter 3  Ordinary Differential Equations and Applications

example 5
Solve y¢¢ + a2y = tan ax. [Summer 2016]
Solution
(D2 + a2)y = tan ax
The auxiliary equation is
m2 + a2 = 0
m = ± ai (complex)
CF = c1 cos ax + c2 sin ax
y1 = cos ax, y2 = sin ax
y1 y2 cos ax sin ax
Wronskian W = = = a( cos2 ax + sin2 ax) = a
y1 ′ y2 ′ - a sin ax a cos ax
Let PI = u cos ax + v sin x ...(1)
y2 Q
where u = Ú- dx
W
sin ax tan ax
= Ú- dx
a
1 sin 2 ax
a Ú cos ax
=- dx

1 1 - cos2 ax
a Ú cos ax
=- dx

1
= - Ú (sec ax - cos ax ) dx
a
1 1 1
= - ◊ log(sec ax + tan ax ) + 2 sin ax
a a a
1 1
= 2 sin ax - 2 log(sec ax + tan ax )
a a
y1 Q
and v=Ú dx
W
cos ax tan ax
=Ú dx
a
1
= Ú sin ax dx
a
1Ê 1 ˆ
= Á - cos ax ˜
aË a ¯
1
= - cos ax
a
Substituting u and v in Eq. (1),
1 1 1
PI = 2 sin ax cos ax - 2 cos ax log(sec ax + tan ax ) - 2 sin ax cos ax
a a a
3.8  Method of Variation of Parameters         3.187

1
=- cos ax log(sec ax + tan ax )
a2
Hence, the general solution is
1
y = c1 cos ax + c2 sin ax - cos ax log(sec ax + tan ax )
a2

example 6
Solve (D2 + 4) y = tan 2x. [Summer 2014]
Solution
The auxiliary equation is
m2 + 4 = 0
m = ±2i (complex)
CF = c1 cos 2 x + c2 sin 2 x
y1 = cos 2 x, y2 = sin 2 x
y1 y2 cos 2 x sin 2 x
nskian W =
Wron = =2
y1¢ y2¢ -2 sin 2 x 2 cos 2 x
Let PI = u cos 2 x + v sin 2 x ...(1)
yQ
where u = Ú - 2 dx
W
sin 2 x tan 2 x
= Ú- dx
2
1 sin 2 2 x
=- Ú dx
2 cos 2 x
1 1 - cos2 2 x
2 Ú cos 2 x
=- dx

1
= - Ú (sec 2 x - cos 2 x ) dx
2
1 1 1 sin 2 x
= - ◊ log(sec 2 x + tan 2 x ) +
2 2 2 2
1
= [sin 2 x - log(sec 2 x + tan 2 x )
4
yQ
and v = Ú 1 dx
W
cos 2 x tan 2 x
=Ú dx
2
1
= Ú sin 2 xdx
2
3.188 Chapter 3  Ordinary Differential Equations and Applications

1Ê 1 ˆ
= Á - cos 2 x ˜¯
2Ë 2
1
= - cos 2 x
4
Substituting u and v in Eq. (1),
1 1
PI =
4
[ sin 2 x - log(sec 2 x + tan 2 x )] cos 2 x - cos 2 x sin 2 x
4
1
= - cos 2 x log(sec 2 x + tan 2 x )
4
Hence, the general solution is
1
y = c1 cos 2 x + c2 sin 2 x - cos 2 x log(sec 2 x + tan 2 x )
4

example 7
d2 y
Solve + 9 y = tan 3 x. [Winter 2015]
dx 2
Solution
(D2 + 9)y = tan 3x
The auxiliary equation is
m2 + 9 = 0
m = ± 3i (complex)
CF = c1 cos 3x + c2 sin 3x
y1 = cos 3x, y2 = sin 3x
yi y2 cos 3 x sin 3 x
Wronskian W= = = 3 cos2 3x + 3 sin2 3x = 3
y1¢ y2¢ -3 sin 3 x 3 cos 3 x
Let PI = u cos 3x + v sin 3x ...(1)
y Q
where u = Ú - 2 dx
W
sin 3 x tan 3 x
= Ú- dx
3
1 sin 2 3 x
3 Ú cos 3 x
= - dx

1 Ê 1 - cos2 3 x ˆ
3 Ú ÁË cos 3 x ˜¯
= - dx

1

= - (sec 3 x - cos 3 x )dx
3.8  Method of Variation of Parameters         3.189

1È 1 1 ˘
= - Ílog(sec 3 x + tan 3 x ) ◊ - sin 3 x ˙
3Î 3 3 ˚
1 1
= -
9
[ log(sec 3 x + tan 3 x )] + sin 3 x
9
y1Q
and v= Ú dx
W
cos 3 x tan 3 x
= Ú dx
3
1
= Ú sin 3 x dx
3
1Ê 1 ˆ
= Á - cos 3 x ˜
3Ë 3 ¯
1
= - cos 3 x
9
Substituting u and v in Eq. (1)
1 1 1
PI = - cos 3 x [(log(sec 3 x + tan 3 x )] + sin 3 x cos 3 x - cos 3 x sin 3 x
9 9 9
1
= - cos 3 x[log(sec 3 x + tan 3 x )]
9
Hence, the general solution is
1
y = c1 cos 3 x + c2 sin 3 x - cos 3 x [log (sec 3x + tan 3x)]
9

example 8
Solve (D2 + 4)y = cot 2x.
Solution
The auxiliary equation is
m2 + 4 = 0
m = ±2i (complex)
CF = c1 cos 2 x + c2 sin 2 x
y1 = cos 2 x, y2 = sin 2 x ...(1)
y1 y2 cos 2 x sin 2 x
Wronskian W = = =2
y1¢ y2¢ -2 sin 2 x 2 cos 2 x
Let PI = u cos 2 x + v sin 2 x
y2Q
where u = Ú- dx
W
3.190 Chapter 3  Ordinary Differential Equations and Applications

sin 2 x cot 2 x
= Ú- dx
2
1 Ê cos 2 x ˆ
= - Ú sin 2 x Á
Ë sin 2 x ˜¯
dx
2
1
= - Ú cos 2 x dx
2
1 sin 2 x
=-
2 2
1
= - sin 2 x
4
yQ
and v = Ú 1 dx
W
cos 2 x cot 2 x
=Ú dx
2
1 cos2 2 x
= Ú dx
2 sin 2 x
1 1 - sin 2 2 x
2 Ú sin 2 x
= dx

1
= Ú (cosec 2 x - sin 2 x ) dx
2
1 È log(cosec 2 x - cot 2 x ) cos 2 x ˘
= Í +
2Î 2 2 ˙˚
1
= [ log (cosec 2 x - cot 2 x ) + cos 2 x ]
4
Substituting u and v in Eq. (1),
1 1
PI = - sin 2 x cos 2 x + [ log(cosec 2 x - cot 2 x ) + cos 2 x ] sin 2 x
4 4
Hence, the general solution is
1 1
y = c1 cos 2 x + c2 sin 2 x - sin 2 x cos 2 x + [ log(cosec 2 x - cot 2 x ) + cos 2 x ] sin 2x
4 4

example 9
Solve y ¢¢ - 3 y ¢ + 2 y = e x . [Winter 2016]
Solution
(D2 – 3D + 2)y = ex
The auxiliary equation is
m3 – 3m + 2 = 0
(m – 2) (m – 1) = 0
m = 1, 2 (real and distinct)
3.8  Method of Variation of Parameters         3.191

CF = c1 ex + c2 e2x
y1 = ex, y2 = e2x
y1 y2 ex e2 x
Wronskian W = = = 2 e3 x - e3 x = e3 x
y1¢ y2¢ ex 2e x

x 2x
Let PI = ue + ve ...(1)
y Q
where u = Ú - 2 dx
W
e2 x e x
= Ú - 3 x dx
e
e3 x
=-Ú dx
e3 x
= - Ú dx
=-x
y1 Q
v=Ú dx
and W
ex ex
=Ú dx
e3 x
e2 x
=Ú dx
e3 x
= Ú e - x dx
= – e–x
Substituting u and v in Eq. (1),
PI = - xe x - e2 x e - x
= - xe x - e x
= - ( x + 1)e x
Hence, the general solution is
y = c1 e x + c2 e2 x - ( x + 1) e x

example 10
ex
Solve (D2 - 3D + 2) y = . [Winter 2012]
1 + ex
Solution
The auxiliary equation is
m 2 - 3m + 2 = 0
(m - 1) (m - 2) = 0
3.192 Chapter 3  Ordinary Differential Equations and Applications

m = 1, 2 (real and distinct)


CF = c1e + c2 e2 xx

y1 = e x , y2 = e2 x

y1 y2 ex e2 x
Wronskian W= = = 2 e3 x - e3 x = e3 x
y1¢ y2¢ ex 2e 2 x
Let PI = uex + v e2x ...(1)
yQ
where u = Ú - 2 dx
W
ex 1
= - Ú e2 x ◊ ◊ dx
1 + e x e3 x
1
= -Ú dx
1 + ex
e- x ÈÎMultip
= -Ú dx plying and dividing by e - x ˘˚
1 + e- x
È f ¢( x ) ˘
= log(1 + e - x ) ÍQ Ú dx = log f ( x )˙
Î f ( x) ˚
y1Q
and v=Ú dx
W
ex 1
= Ú ex ◊ ◊ dx
1+ e x
e3 x
1
=Ú dx
e x (1 + e x )
e- x
=Ú dx
1 + ex
e- x ◊ e- x
=Ú dx
e- x + 1
e - x (e - x + 1 - 1)
=Ú dx
e- x + 1
Ê e- x ˆ
= Ú Á e- x - ˜ dx
Ë 1 + e- x ¯
e- x
= Ú e - x dx - Ú dx
1 + e- x
È f ¢( x ) ˘
= -e - x + log (1 + e - x ) ÍQ Ú dx = log f ( x )˙
Î f ( x) ˚
3.8  Method of Variation of Parameters         3.193

Substituting u and v in Eq. (1),


PI = log (1 + e - x ) e x + ÈÎ -e - x + log(1 + e - x )˘˚ e2 x
= log(1 + e - x ) e x - e x + e2 x log (1 + e - x )
Hence, the general solution is
y = c1e x + c2 e2 x + e x log(1 + e - x ) - e x + e2 x log(1 + e - x )

example 11
Solve (D2 + 1)y = x sin x.
Solution
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex)
CF = c1 cos x + c2 sin x
y1 y2 cos x sin x
Wronskian W = = = cos2 x + sin 2 x = 1
y1¢ y2¢ - sin x cos x
Let PI = u cos x + v sin x ...(1)
y2Q
where u= Ú- dx
W
sin x ◊ x sin x
= -Ú dx
1
= - Ú x sin 2 x dx
(1 - cos 2 x )
= -Ú x dx
2
1 1
= - Ú x dx + Ú x cos 2 x dx
2 2
2
x 1 È sin 2 x ( - cos 2 x ) ˘
=- + x -1
4 2 ÍÎ 2 4 ˙˚

x2 1
=- + (2 x sin 2 x + cos 2 x )
4 8
yQ
and v = Ú 1 dx
W
cos x ◊ x sin x
=Ú dx
1
sin 2 x
=Úx dx
2
3.194 Chapter 3  Ordinary Differential Equations and Applications

1 È Ê cos 2 x ˆ Ê sin 2 x ˆ ˘
= Íx - -1 - ˙
2 Î ÁË 2 ˜¯ ÁË 4 ˜¯ ˚
1
=
8
(-2 x cos 2 x + sin 2 x )
Substituting u and v in Eq. (1),
È x2 1 ˘ È1 ˘
PI = Í - + (2 x sin 2 x + cos 2 x )˙ cos x + Í ( -2 x cos 2 x + sin 2 x )˙ sin x
Î 4 8 ˚ Î8 ˚
x2 1
=- cos x + [ 2 x(sin 2 x cos x - cos 2 x sin x ) + (cos 2 x cos x + sin 2xx sin x )]
4 8
x2 1
=- cos x + [ 2 x sin(2 x - x ) + cos(2 x - x )]
4 8
x2 1
=- cos x + (2xx sin x + cos x )
4 8
Hence, the general solution is
x2 1
y = c1 cos x + c2 sin x - cos x + (2 x sin x + cos x )
4 8

example 12
Solve (D2 + 1) = cosec x cot x.
Solution
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex)
CF = c1 cos x + c2 sin x
y1 = cos x, y2 = sin x

y1 y2 cos x sin x
Wronskian W = = =1
y1¢ y2¢ - sin x cos x
Let PI = u cos x + v sin x ...(1)
y2Q
where u= Ú- dx
W
sin x cosec x cot x
= Ú- dx
1
= - Ú cot x dx
= - log (sin x )
3.8  Method of Variation of Parameters         3.195

y1Q
and v=Ú dx
W
cos x cosec x cot x
=Ú dx
1
= Ú cot 2 x dx

(
= Ú cosec 2 x - 1 dx )
= - co
ot x - x
Substituting u and v in Eq. (1),
PI = - log(sin x ) cos x + (- cot x - x )sin x
= - cos x log(sin x ) - (cot x + x ) sin x
Hence, the general solution is
y = c1 cos x + c2 sin x – cos x log (sin x) – (cot x + x) sin x

example 13
Solve (D2 - 1) y = e- x sin (e- x ) + cos(e- x ).
Solution
The auxiliary equation is
m2 – 1 = 0
m = ±1 (real and distinct)
CF = c1e x + c2 e - x
y1 = e x , y2 = e - x
y1 y2 ex e- x
Wronskian W = = = - e0 - e0 = - 2
y1¢ y2¢ e x
-e -x

Let PI = ue + ve–xx
…(1)
y2Q
where u = Ú- dx
W
e - x ÈÎe - x sin (e - x ) + cos(e - x )˘˚
= -Ú dx
-2
Let e - x = t , -e - x dx = dt ,
1

u=- (t sin t + cos t )dt

1
= - [t (- cos t ) - (- sin t ) + sin t )]
2
3.196 Chapter 3  Ordinary Differential Equations and Applications

1
= t cos t - sin t
2
1 -x
= e cos(e - x ) - sin (e - x )
2
yQ
and v = Ú 1 dx
W
e x ÈÎe - x sin(e - x ) + cos(e - x )˘˚
=Ú dx
-2
e x Ècos(e - x ) + e - x sin(e - x )˘˚
=Ú Î dx
-2

ÈQ e x { f ( x ) + f ¢( x )} dx = e x f ( x )˘
Í Ú
1
= - e x cos(e - x ) ˙
2 Í -x ˙
Î Here f ( x ) = cos e ˚
Substituting u and v in Eq. (1) ,
1 1
PI = cos(e - x ) - e x sin(e - x ) - cos(e - x )
2 2
x –x
= –e sin (e )
Hence, the general solution is
y = c1e x + c2 e - x - e x sin (e - x )

example 14
x
Solve (D2 + 3D + 2) y = ee .
Solution
The auxiliary equation is
m2 + 3m + 2 = 0
(m + 1) (m + 2) = 0
m = –1, –2 (real and distinct)
CF = c1 e–x + c2e–2x
y1 = e–x, y2 = e–2x

Wronskian W =
y1 y2 e- x e -2 x
= = -2 e -2 x e - x + e -2 x e - x = - e -3 x
y1¢ y2¢ -e- x - 2 e -2 x
Let PI = ue–x + ve–2x …(1)
y2Q
where u = Ú- dx
W
3.8  Method of Variation of Parameters         3.197

e -2 x ee
x

= -Ú dx
-e -3 x
= Ú e e e x dx
x

ÈQ e f ( x ) f ¢( x )dx = e f ( x ) ˘
= ee
x
Í Ú ˙
Í Here, f ( x ) = e x ˙
Î ˚
y1Q
and v=Ú dx
W
e - x ee
x

=Ú dx
-e -3 x

= - Ú e2 x ee dx
x

= - Ú e x ee ◊ e x dx
x

Let ex = t, exdx = dt
v = - Ú tet dt

= -(tet - et )
x x
= - e x ee + ee

Substituting u and v in Eq. (1),


x
(
PI = ee e - x + - e x ee + ee e -2 x
x x
)
x
= e -2 x ee
Hence, the general solution is
x
y = c1e - x + c2 e -2 x + e -2 x ee

example 15
Solve (D2 + 5D + 6) y = e-2 x sec 2 x(1 + 2 tan x ).

Solution
The auxiliary equation is
m2 + 5m + 6 = 0
(m + 2) (m + 3) = 0
m = –2, –3 (real and distinct)
CF = c1 e–2x + c2e–3x
3.198 Chapter 3  Ordinary Differential Equations and Applications

y1 = e–2x, y2 = e–3x
y1 y2 e -2 x e -3 x
Wronskian W = = = -3e -5 x + 2e -5 x = - e -5 x
y1¢ y2¢ -2e -2 x
- 3e -3 x

Let PI = ue -2 x + ve -3 x …(1)
y2Q
where u = Ú- dx
W
e -3 x e -2 x sec 2 x(1 + 2 tan x )
= -Ú dx
-e -5 x
2 sec 2 x
= Ú (1 + 2 tan x ) dx
2
[Multiplying and dividing by 2]

È { f ( x)}2 ˘
1 (1 + 2 tan x )2 ÍQ Ú f ( x ) ◊ f ¢ ( x ) dx = ˙
= ◊
2 2 Í 2 ˙
Í Here, f ( x ) = (1 + 2 tan x ) ˙
Î ˚
y1Q
and v=Ú dx
W
e -2 x e -2 x sec 2 x(1 + 2 tan x )
=Ú dx
-e -5 x
= - Ú e x sec 2 x(1 + 2 tan x ) dx

= - Ú e x (sec 2 x + 2 sec 2 x tan x ) dx

ÈQ e x { f ( x ) + f ¢( x )}dx = e x f ( x )˘
x
= -e sec x 2 Í Ú ˙
Í Here f ( x ) = sec 2 x ˙
Î ˚
Substituting u and v in Eq. (1),
1
PI =
4
(
(1 + 2 tan x )2 e -2 x + - e x sec 2 x e -3 x )
Hence, the general solution is
1
y = c1e -2 x + c2 e -3 x + (1 + 2 tan x )2 e -2 x - e -2 x sec 2 x
4
3.8  Method of Variation of Parameters         3.199

example 16
Solve (D2 - 2 D + 2) y = e x tan x.
Solution
The auxiliary equation is
m2 - 2m + 2 = 0
m = 1 ± i (complex )

CF = e x (c1 cos x + c2 sin x )

y1 = e x cos x, y2 = e x sin x

y1 y2
Wronskian W=
y1¢ y2¢
e x cos x e x sin x
=
e x cos x - e x sin x e x sin x + e x cos x

( ) (
= e x cos x e x sin x + e x cos x - e x sin x e x cos x - e x sin x )
= e2 x cos x sin x + e2 x cos2 x - e2 x cos x sin x + e2 x sin 2 x

(
= e2 x cos2 x + sin 2 x )
2x
=e

Let PI = ue x cos x + ve x sin x …(1)

y2Q
where u = Ú- dx
W
e x sin x ◊ e x tan x
= Ú- dx
e2 x
sin 2 x
= -Ú dx
cos x
1 - cos2 x
= -Ú dx
cos x
= - Ú sec x dx + Ú cos x dx

= - log (sec x + tan x ) + sin x


y1Q
and v=Ú dx
W
3.200 Chapter 3  Ordinary Differential Equations and Applications

e x cos x ◊ e x tan x
=Ú dx
e2 x
= Ú sin x dx
= - cos x
Substituting u and v in Eq. (1),

PI = ÈÎ - log (sec x + tan x ) + sin x ˘˚ ◊ e x cos x + ( - cos x ) ◊ e x sin x


= -e x cos x ◊ log(sec x + tan x )
Hence, the general solution is
y = e x (c1 cos x + c2 sin x ) - e x cos x ◊ log(sec x + tan x )

example 17
1
Solve (D2 + 1) y = .
1 + sin x
Solution
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex )
CF = c1 cos x + c2 sin x
y1 = cos x, y2 = sin x
y1 y2 cos x sin x
Wronskian W = = = cos2 x + sin 2 x = 1
y1¢ y2¢ - sin x cos x
Let PI = u cos x + v sin x …(1)
y2Q
where u = Ú- dx
W
sin x 1
= Ú- ◊ dx
1 1 + sin x
sin x (1 - sin x )
= -Ú ◊ dx
1 + sin x (1 - sin x )

sin x - sin 2 x
= -Ú dx
1 - sin 2 x
sin x - sin 2 x
= -Ú dx
cos2 x
3.8  Method of Variation of Parameters         3.201

( )
= - Ú tan x sec x - tan 2 x dx

= - Ú ( tan x sec x - sec x + 1) dx


2

= - (sec x - tan x + x )
y1Q
and v=Ú dx
W
cos x 1
=Ú ◊ dx
1 1 + sin x
cos x
=Ú dx
1 + sin x
È f ¢( x ) ˘
= log (1 + sin x ) ÍQ Ú f ( x ) dx = log { f ( x )}˙
Í ˙
ÍÎ Here f ( x ) = 1 + sin x ˙˚

Substituting u and v in Eq. (1),


PI = - (sec x - tan x + x ) cos x + [ log(1 + sin x )] sin x
Hence, the general solution is
y = c1 cos x + c2 sin x - (sec x - tan x + x ) cos x + [ log(1 + sin x )] sin x

example 18
e2 x
Solve y ¢¢ - 4 y ¢ + 4 y = . [Summer 2017]
x
Solution
e2 x
(D2 – 4D + 4)y =
x
The auxiliary equation is
m2 - 4m + 4 = 0
( m - 2 )2 = 0
m = 2, 2 (real and repeated)
CF = (c1 + c2 x ) e2 x

y1 = e2 x , y2 = xe2 x

y1 y2 e2 x xe2 x
Wronskian W = = = 2 xe 4 x + e 4 x - 2 xe4 x = e 4 x
y1¢ y2¢ 2e2 x 2 xe 2x
+e 2x
3.202 Chapter 3  Ordinary Differential Equations and Applications

2x 2x
Let PI = ue + vxe ...(1)
y2Q
where u=Ú - dx
W
xe2 x e2 x
= Ú- ◊ dx
e4 x x
= Ú - dx
=-x

y1 Q
and v=Ú dx
W
e2 x e2 x
=Ú ◊ dx
e4 x x
1
= Ú dx
x
= log x
Substituting u and v in Eq. (1),
PI = - xe2 x + x(log x )e2 x
= xe2 x (log x - 1)
Hence, the general solution is
y = (c1 + c2 x ) e2 x + xe2 x (log x - 1)

example 19
Solve (D3 + D) y = cosec x.
Solution
The auxiliary equation is
m3 + m = 0
m(m 2 + 1) = 0
m = 0 (real) , m = ±i (complex )
CF = c1 + c2 cos x + c3 sin x
y1 = 1, y2 = cos x, y3 = sin x

y1 y2 y3 1 cos x sin x
Wronskian W = y1¢ y2¢ y3¢ = 0 - sin x cos x
y1¢¢ y2¢¢ y3¢¢ 0 - cos x - sin x
3.8  Method of Variation of Parameters         3.203

( )
= 1 sin 2 x + cos2 x - cos x ◊ (0 - 0) + sin x ◊ (0 - 0) = 1

Let PI = u ◊ 1 + v cos x + w sin x …(1)


( y2 y3¢ - y3 y2¢ )Q
where u=Ú dx
W


[cos x cos x - sin x(- sin x)] cosec x dx
1
( )
= Ú cos2 x + sin 2 x cosec x dx

= Ú cosec x dx

= log (cosec x - cot x )


( y3 y1¢ - y1 y3¢ )Q
v=Ú dx
W


[sin x ◊ 0 - 1 ◊ cos x ] cosec x dx
1
= Ú ( - cos x ) cosec x dx

= - Ú cot x dx
= - log sin x
( y1 y2¢ - y2 y1¢ )Q
w=Ú dx
W
È1 ◊ ( - sin x ) - cos x ◊ 0 ˘˚ cosec x
=ÚÎ dx
1

= Ú -dx
= -x
Substituting u ,v and w in Eq. (1),
PI = log(cosec x - cot x ) ◊ 1 + ( - log sin x ) cos x + ( - x )sin x
= log(cosec x - cot x ) - cos x log sin x - x sin x
Hence, the general solution is
y = c1 + c2 cos x + c3 sin x + log(cosec x - cot x ) - cos x log sin x - x sin x

example 20
e2 x
Solve (D3 - 6 D2 + 12 D - 8) y = .
x
3.204 Chapter 3  Ordinary Differential Equations and Applications

Solution
The auxiliary equation is
m3 - 6 m 2 + 12 m - 8 = 0
(m - 2)3 = 0
m = 2, 2, 2 (real and repeated )
CF = (c1 + c2 x + c3 x 2 ) e2 x = c1e2 x + c2 xe2 x + c3 x 2 e2 x
y1 = e2 x , y2 = xe2 x , y3 = x 2 e2 x
y1 y2 y3
Wronskian W = y1¢ y2¢ y3¢
y1¢¢ y2¢¢ y3¢¢

e2 x xe2 x x 2 e2 x
= 2e 2 x (2 x + 1)e2 x (2 x 2 + 2 x )e2 x
4e 2 x 4( x + 1)e2 x (4 x 2 + 8 x + 2)e2 x

= e2 x ÈÎ(2 x + 1)e2 x ◊ (4 x 2 + 8 x + 2)e2 x - (2 x 2 + 2 x )e2 x ◊ 4( x + 1)e2 x ˘˚

- xe2 x ÈÎ2e2 x ◊ (4 x 2 + 8 x + 2)e2 x - 4e2 x ◊ (2 x 2 + 2 x )e2 x ˘˚

+ x 2 e2 x ÈÎ2e2 x ◊ 4( x + 1)e2 x - 4e2 x ◊ (2 x + 1)e2 x ˘˚

= 2 e6 x
Let PI = ue2 x + vxe2 x + wx 2 e2 x ...(1)

( y2 y3¢ - y3 y2¢ )Q
where u=Ú dx
W
È xe2 x (2 x 2 + 2 x )e2 x - x 2 e2 x (2 x + 1)e2 x ˘ 2 x
=ÚÎ 6x
˚ ◊ e dx
2e x
x
=Ú dx
2
x2
=
4
( y y ¢ - y y ¢ )Q
v = Ú 3 1 1 3 dx
W
È x 2 e2 x ◊ 2e2 x - e2 x ◊ (2 x 2 + 2 x )e2 x ˘ 2 x
=ÚÎ 6x
˚ ◊ e dx
2e x
3.8  Method of Variation of Parameters         3.205

= Ú -dx
= -x
( y1 y2¢ - y2 y1¢ )Q
w=Ú dx
W
Èe2 x ◊ (2 x + 1)e2 x - xe2 x ◊ 2e2 x ˘ 2 x
=ÚÎ ˚ ◊ e dx
2 e6 x x
1
=Ú dx
2x
1
= log x
2
Substituting u, v and w in Eq. (1),
Ê x2 ˆ Ê1 ˆ
PI = Á ˜ e2 x - ( x ) xe2 x + Á log x ˜ x 2 e2 x
Ë ¯
4 Ë 2 ¯

3x2 2 x x2 2 x
=- e + e log x
4 2
Hence, the general solution is
3x2 2 x x2 2 x
y = (c1 + c2 x + c3 x 2 )e2 x - e + e log x
4 2

exercIse 3.9
Solve the following differential equations:
1. (D2 + 3D + 2)y = sin e x
ÈÎ ans. : y = c1e - x + c2 e -2 x - e -2 x sin e x ˘˚

2. (D2 + 1)y = cosec x

ÎÈ ans. : y = c1 cos x + c2 sin x - x cos x + sin x log(sin x)˚˘

3. (D2 + 4)y = tan2 x


È 1 ˘
Í ans. : y = c1 cos 2 x + c2 sin 2 x - 4 cos 2 x log(sec 2 x + tan 2 x)˙
Î ˚
4. (D2 + 1)y = x - cot x
ÈÎ ans. : y = c1 cos x + c2 sin x - x cos2 x + x sin2 x - sin x log(cosec x - cot x)˘˚
3.206 Chapter 3  Ordinary Differential Equations and Applications

2 1
5. (D + D)y =
1+ ex
ÈÎ ans. : y = c1 + c2 e - x - e - x [e x log(e - x + 1) + log(e x + 1)]˘˚

6. (D2 - 2D + 2)y = e x tan x


ÈÎ ans. : y = e x (c1 cos x + c2 sin x) - e x cos x log(sec x + tan x)˘˚
7. (D2 - 4D + 4)y = 8 x 2 e 2 x sin2 x

ÈÎ ans. : y = (c1 + c2 x)e 2 x - e 2 x (2 x 2 sin 2 x + 4 x cos 2 x - 3 sin 2 x)˘˚

2 -x
8. (D + 2D + 1)y = e log x
È -x x 2 -x Ê 3ˆ ˘
Í ans. : y = (c1 + c2 x)e + e Á log x - ˜ ˙
Ë
Î 2 2¯ ˚

3.9 caucHy’s lInear equatIons


An equation of the form
dn y d n -1 y dn-2 y dy
a0 x n + a1 x n -1 n -1
+ a2 x n - 2 + K + an -1 x + an y = Q( x ) ...(3.34)
dx n
dx dx n - 2 dx
where a0, a1, a2, …, an-1, an are constants, is called Cauchy’s linear equation.
To solve Eq. (3.34),
dz dz 1 1
let x = ez, 1 = e z , = =
dx dx e z x
dy dy dz dy 1 1 dy
Now, = ◊ = ◊ =
dx dz dx dz x x dz
dy dy d d
x = , xDy = Dy, where D ≡ and D =
dx dz dz dx
d2 y d Ê dy ˆ d Ê 1 dy ˆ 1 dy 1 d Ê dy ˆ
= = =- 2 +
dx 2 dx ÁË dx ˜¯ dx ÁË x dz ˜¯ Á ˜
x dz x dx Ë dz ¯
1 dy 1 d Ê dy ˆ dz 1 dy 1 d 2 y 1
=- + ◊ Á ˜ ◊ = - + ◊
x 2 dz x dz Ë dz ¯ dx x 2 dz x dz 2 x
d2 y Ê d 2 y dy ˆ
x2 = Á - ˜ or x 2 D2 y = D(D - 1) y
dx 2 Ë dz 2 dz ¯
Similarly, x 3 D3 y = D(D - 1)(D - 2) y
...........................................
...........................................
x n D n y = D(D - 1)(D - 2)... [ D - (n - 1)] y
3.9  Cauchy’s Linear Equations        3.207

Substituting these derivatives in Eq. (3.34),


ÈÎa0 D(D - 1)K (D - n + 1) + a1D(D - 1)K (D - n + 2)
+K + an -1D + an ˘˚ y = Q(e z )
which is a linear differential equation with constant coefficients and can be solved by
the usual methods described in previous sections.

example 1
Solve x2y¢¢ – 20 y = 0.
Solution
(x2D2 – 20) y = 0
Putting x = ez,
d
[D(D - 1) - 20] y = 0 where D ∫
dz
(D 2 - D - 20) y = 0
The auxiliary equation is
m2 – m – 20 = 0
(m – 5)(m + 4) = 0
m = 5, –4 (real and distinct)
Hence, the general solution is
y = c1e5 z + c2 e -4 z
= c1 x 5 + c2 x -4
c2
= c1 x 5 +
x4

example 2
Solve (x2D2 + xD)y = 0.
Solution
( x 2 D2 + xD) y = 0
Putting x = ez,
d
[D(D - 1) + D ] y = 0 where D ∫
dz
(D 2 - D + D ) y = 0
D2 y = 0
3.208 Chapter 3  Ordinary Differential Equations and Applications

The auxiliary equation is


m2 = 0
m = 0, 0 (real and repeated)
Hence, the general solution is
y = (c1 + c1z)e0z
= c1 + c2z
= c1 + c2 log x

example 3
Solve (4 x 2 D2 + 16 xD + 9) y = 0.
Solution
(4 x 2 D2 + 16 xD + 9) y = 0
Putting x = ez,
d
[4D(D - 1) + 16D + 9] y = 0 where D ∫
dz
(4 D 2 + 12 D + 9) y = 0
The auxiliary equation is
4m 2 + 12m + 9 = 0
(2 m + 3)2 = 0
3 3
m = - , - (real and repeated)
2 2
Hence, the general solution is
3
- z
y = (c1 + c2 z )e 2

3
-
= (c1 + c2 log x ) x 2

example 4
Solve ( x 2 D2 - xD + 2) y = 6.
Solution
( x 2 D 2 - x D + 2) y = 6
Putting x = ez,
d
[D (D - 1) - D + 2] y = 6 where D ∫
dz
( D 2 - 2 D + 2) y = 6
3.9  Cauchy’s Linear Equations        3.209

The auxiliary equation is


m2 - 2m + 2 = 0
m = 1 ± i (complex)
CF = e z (c1 cos z + c2 sin z )
= x[c1 cos(log x ) + c2 sin(log x )]
1
PI = 2
6e0 z
D - 2D + 2
1
= ◊6
2
=3
Hence, the general solution is
y = x ÈÎc1 cos(log x ) + c2 sin(log x )˘˚ + 3

example 5
Solve x2 y¢¢ – xy¢ + y = x.
Solution
(x2D2 – xD + 1)y = x
z
Putting x = e ,
d
[D(D - 1) - D + 1]y = ez where D ∫
dz
(D 2 - 2 D + 1) y = e z
The auxiliary equation is
m2 – 2m + 1 = 0
(m – 1)2 = 0
m = 1, 1 (real and repeated)
CF = (c1 + c2z)ez
= (c1 + c2 log x)x
1
PI = 2
ez
D - 2D + 1
1
= ez
(D - 1)2
1
=z ez
2(D - 1)
1
= z2 ez
2
(log x )2 x
=
2
x
= (log x )2
2
3.210 Chapter 3  Ordinary Differential Equations and Applications

Hence, the general solution is


x
y = (c1 + c2 log x ) x + (log x )2
2

example 6
Solve (x2D2 – 7xD + 12)y = x2.
Solution
( x 2 D2 - 7 xD + 12) y = x 2
Putting x = ez,
d
[D(D - 1) - 7D + 12]y = (ez )2 where D ∫
dz
(D 2 - 8D + 12) y = e2 z
The auxiliary equation is
m 2 - 8m + 12 = 0
(m - 6)(m - 2) = 0
m = 2, 6 (real and distinct)
2z
CF = c1e + c2 e6 z
= c1 x 2 + c2 x 6
1
PI = e2 z
D 2 - 8D + 12
1
=z e2 z
2D - 8
1 2z
=z 2
4 -8
z
= - e2 z
4
log x 2
=- x
4
Hence, the general solution is
x2
y = c1 x 2 + c2 x 6 - log x
4

example 7
Ê 1ˆ
Solve Á xD2 + D - ˜ y = - ax 2 .
Ë x¯
3.9  Cauchy’s Linear Equations        3.211

Solution
Ê 2 1ˆ
ÁË xD + D - ˜¯ y = - ax
2
x
Multiplying the given equation by x,
( x 2 D2 + xD - 1) y = - ax 3
Putting x = ez,
d
[D(D - 1) + D - 1] y = - ae3z where D ∫
dz
(D 2 - 1) y = - ae3 z
The auxiliary equation is
m2 - 1 = 0
m = ±1 (real and distinct)
CF = c1e z + c2 e - z
= c1 x + c2 x -1
c2
= c1 x +
x
1
PI = 2
(- ae3 z )
D - 1
1
= - a e3 z
8
a
= - x3
8
Hence, the general solution is
c2 a 3
y = c1 x + - x
x 8

example 8
2 d2 y dy 1
Solve x + 4x + 2 y = x2 + 2 .
dx 2 dx x
Solution
1
( x 2 D2 + 4 xD + 2) y = x 2 +
x2
Putting x = e z,
1 d
[D(D - 1) + 4D + 2]y = e2 z + 2z
where D ∫
dz
e
(D 2 + 3D + 2) y = e2 z + e -2 z
3.212 Chapter 3  Ordinary Differential Equations and Applications

The auxiliary equation is


m 2 + 3m + 2 = 0
(m + 2)(m + 1) = 0
m = -2, - 1 (real and distinct)
-2 z
CF = c1e + c2 e - z
c1 c2
= 2
+
x x
1
PI = (e2 z + e -2 z )
D 2 + 3D + 2
1 1
= 2
e2 z + e -2 z
2
D + 3D + 2 D + 3D + 2
1 1
= e2 z + e -2 z
4 + 3(2) + 2 (D + 2)(D + 1)
e2 z 1 È 1 ˘ -2 z
= +
12 (D + 2) ÍÎ -2 + 1 ˙˚
e

e2 z 1
= - e -2 z
12 (D + 2)
e2 z 1
= - z ◊ e -2 z
12 1
2
x 1
= - (log x ) 2
12 x
Hence, the general solution is
c1 c2 x 2 1
y= + + - log x
x2 x 12 x 2

example 9
d2 y dy
Solve x 2 -x + y = sin(log x ) . [Summer 2017]
dx dx
Solution
( x 2 D2 + xD + 1) y = sin(log x )
Putting x = ez,
d
[ D(D - 1) - D + 1]y = sin z where D =
dz
3.9  Cauchy’s Linear Equations        3.213

(D 2 - D - D + 1) y = sin z

(D 2 - 2 D + 1) y = sin z
The auxiliary equation is
m2 – 2m + 1 = 0
(m – 1)2 = 0
m = 1, 1 (real and repeated)
CF = (c1 + c2z) ez
= (c1 + c2 log x) x
1
PI = 2
sin z
D - 2D + 1
1
= sin z
-1 - 2 D + 1
1
=- sin z
2D
1
= - Ú sin z dz
2
1
=- (- cos z )
2
1
= cos z
2
1
= cos(log x )
2
Hence, the general solution is
1
y = (c1 + c2 log x ) x + cos(log x )
2

example 10
2 2
Solve (4 x D +1) y = 19 cos(log x ) + 22 sin(log x ).
Solution
(4 x 2 D2 + 1) y = 19 cos(log x ) + 22 sin(log x )

Putting x = ez,
d
[4D (D – 1) + 1] y = 19 cos z + 22 sin z where D ∫
dz
3.214 Chapter 3  Ordinary Differential Equations and Applications

(4 D 2 - 4 D + 1) y = 19 cos z + 22 sin z
The auxiliary equation is

4m2 - 4m + 1 = 0

(2 m - 1)2 = 0
1 1
m= , (real and repeated )
2 2
1
z
CF = (c1 + c2 z )e 2
1
= (c1 + c2 log x ) x 2
1
PI = 2
(19 cos z + 22 sin z )
4D - 4D + 1
1
= (19 cos z + 22 sin z )
4(-12 ) - 4D + 1
1 (4D - 3)
= ◊ (19 cos z + 22 sin z )
-(4D + 3) (4D - 3)
4D - 3
= (19 cos z + 22 sin z )
-(16D 2 - 9)
4D - 3
= (19 cos z + 22 sin z )
- ÈÎ16(-12 ) - 9˘˚

1
=
25
[4(-19 sin z + 22 cos z) - 3(19 cos z + 22 sin z)]
1
= (31 cos z - 142 sin z )
25
1
=
25
[31cos(log x) - 142 sin(log x)]
Hence, the general solution is
1
1
y = (c1 + c2 log x ) x 2 +
25
[31cos(log x) - 142 sin(log x)]

example 11
d2 y 1 dy log x
Solve 2
+ = 12 2 .
dx x dx x
3.9  Cauchy’s Linear Equations        3.215

Solution
d2 y 1 dy log x
2
+ = 12 2
dx x dx x
d2 y dy
x2 2
+x = 12 log x
dx dx
( x D2 + xD) y = 12 log x
2

Putting x = ez,
d
[D(D - 1) + D ]y = 12 z where D ∫
dz
(D 2 - D + D ) y = 12 z
D 2 y = 12 z
The auxiliary equation is
m2 = 0
m = 0, 0 (real and repeated)
CF = (c1 + c2 z )e0 z
= c1 + c2 z
= c1 + c2 log x
1
PI = 12 z
D2
1
= 12 z
D2
1
= 12 Ú z dz
D
1 È z2 ˘
= 12 Í ˙
DÎ2˚
z2
= 12Ú dz
2
z3
= 12
6
= 2 z3
= 2(log x )3
Hence, the general solution is
y = c1 + c2 log x + 2(log x)3
3.216 Chapter 3  Ordinary Differential Equations and Applications

example 12
Solve (4 x 2 D2 + 1) y = log x, x > 0.

Solution
(4 x 2 D2 + 1) y = log x,

Putting x = ez,
[ 4 D(D - 1) + 1]y = z d
where D ∫
dz

(4 D 2 - 4 D + 1) y = z
The auxiliary equation is
4m2 - 4m + 1 = 0
(2 m - 1)2 = 0
1 1
m= , (real and repeated )
2 2
1
z
CF = (c1 + c2 z )e 2
1
= (c1 + c2 log x ) x 2
1
PI = 2
z
4D - 4D + 1
1
= z
(2 D - 1)2
1
= z
(1 - 2 D )2
= (1 - 2 D )-2 z

= (1 + 4 D + 12 D 2 + K)z

= z + 4 Dz + 6 D 2 z + K
= z+4+0
= log x + 4
Hence, the general solution is

y = (c1 + c2 log x ) x + log x + 4


3.9  Cauchy’s Linear Equations        3.217

example 13
dy dy
Solve x2 + 4x + 2 y = x 2 sin(log x ). [Winter 2016]
dx dx
Solution
( x 2 D 2 + 4 xD + 2) y = x 2 sin(log x )
Putting x = ez,
d
[ D(D - 1) + 4 D + 2] y = (e z )2 sin z = e2 z sin z where =D
dx
(D 2 + 3D + 2) y = e2 z
The auxiliary equation is
m2 + 3m + 2 = 0
(m + 2) (m + 1) = 0
m = –1, –2 (real and distinct)
CF = c1 e - z + c2 e -2 z
= c1 x -1 + c2 x -2
c1 c2
= +
x x2
1
PI = e2 z sin z
D 2 + 3D + 2
1
= e2 z 2
sin z
(D + 2) + 3(D + 2) + 2
1
= e2 z sin z
D 2 + 4 D + 4 + 3D + 6 + 2
1
= e2 z 2
sin z
D + 7D + 12
1
= e2 z sin z
(-1) + 7D + 12
1
= e2 z sin z
7D + 11
7D - 11
= e2 z sin z
49D 2 - 121
7D - 11
= e2 z sin z
-49 - 121
1 2z
=- e [7D - 11] sin z
170
3.218 Chapter 3  Ordinary Differential Equations and Applications

1 2z
=- e [7 cos z - 11sin z ]
170
1 2
=- x [7 cos(log x ) - 11sin(log x )]
170
Hence, the general solution is
c c 1 2
y = 1 + 22 - x [7 cos(log x ) - 11sin(log x )]
x x 170

example 14
2 2 log x
Solve ( x D + 5 xD + 3) y = .
x2
Solution
log x
( x 2 D2 + 5 xD + 3) y =
x2
Putting x = ez,
z d
[D (D - 1) + 5D + 3] y = 2z
where D ∫
dz
e
(D + 4 D + 3) y = e -2 z z
2

The auxiliary equation is


m2 + 4m + 3 = 0
(m + 1)(m + 3) = 0
m = -1, -3 (real and distinct)

CF = c1e - z + c2 e -3 z
= c1 ( x )-1 + c2 ( x )-3
c1 c2
= +
x x3
1
PI = e -2 z z
D 2 + 4D + 3
1
= e -2 z 2
z
(D - 2) + 4(D - 2) + 3
1
= e -2 z 2 z
D -1
= -e -2 z (1 - D 2 )-1 z
= -e -2 z (1 + D 2 + D 4 +K)z
3.9  Cauchy’s Linear Equations        3.219

= -e -2 z ( z + D 2 z + D 4 z + K)
= -e -2 z ( z + 0)
= -( x )-2 (log x )
log x
=- 2
x
Hence, the general solution is
c c log x
y = 1 + 23 - 2
x x x

example 15
2 d2 y dy
Solve x 2
+ 4x + 2 y = x log x.
dx dx
Solution
(x2D2 + 4xD + 2)y = x log x
z
Putting x = e ,
d
[D(D - 1) + 4D + 2]y = ez ◊ z where D ∫
dz
(D 2 + 3D + 2) y = e z
The auxiliary equation is
m 2 + 3m + 2 = 0
(m + 2)(m + 1) = 0
m = -1, - 2 (real and distinct)
-z -2 z
CF = c1e + c2 e
-1
= c1 x + c2 x -2
c1 c2
= +
x x2
1
PI = 2
ze z
D + 3D + 2
1
= ez 2
z
(D + 1) + 3(D + 1) + 2
1
= ez z
D 2 + 2 D + 1 + 3D + 3 + 2
1
= ez 2 z
D + 5D + 6
3.220 Chapter 3  Ordinary Differential Equations and Applications

ez 1
= z
6 Ê 5D + D 2 ˆ
ÁË 1 + ˜¯
6
-1
e z È 5D + D 2 ˘
= Í1 + ˙ z
6 Î 6 ˚
z È 2 ˘
e 5D + D
= Í1 - + L˙ z
6 Î 6 ˚
ez È 5 1 2 ˘
= ÍÎ z - 6 Dz - 6 D z + L˙˚
6
ez È 5 ˘
= z-
6 ÍÎ 6 ˙˚
1 È 5˘
= x Ílog x - ˙
6 Î 6˚
Hence, the general solution is
c1 c2 1 È 5˘
y= + 2 + x Ílog x - ˙
x x 6 Î 6˚

example 16
d2 y dy
Solve x2 2
- 6x + 6 y = x -3 log x. [Winter 2015]
dx dx
Solution
(x2 D2 – 6x D + 6) y = x–3 log x
Putting x = ez,
d
(D2– 7D + 6)y = z e–3z where D=
dz
The auxiliary equation is
m2 – 7m + 6 = 0
m2 – 6m – m + 6 = 0
m = 1, 6 (real and distinct)
CF = c1 ez + c2 e6z
= c1x + c2 x6
3.9  Cauchy’s Linear Equations        3.221

1
PI = 2
z e -3 z
D - 7D + 6
e -3 z
= z
(D - 3)2 - 7(D - 3) + 6
1
= e -3 z 2
z
D - 6 D + 9 - 7D + 21 + 6
1
= e -3 z 2
z
D - 13D + 36
-1
e -3 z È Ê 13D + D 2 ˆ ˘
= Í1 + Á - ˜˙ z
36 ÍÎ Ë 36 ¯ ˙˚

e -3 z È 13 ˘
= Í z + 36 ˙
36 Î ˚
1 -3 Ê 13 ˆ
= x Á log x + ˜
36 Ë 36 ¯
Hence, the general solution is
1 -3 Ê 13 ˆ
y = c1 x + c2 x 6 + x Á log x + ˜
36 Ë 36 ¯

example 17
2
Ê log x ˆ
Solve ( x 2 D2 - xD + 1) y = Á
Ë x ˜¯
.

Solution
2
Ê log x ˆ
( x 2 D2 - xD + 1) y = Á
Ë x ˜¯
Putting x = ez,
2
Ê zˆ d
[ D(D - 1) - D + 1]y = Á z ˜ where D ∫
Ëe ¯ dz
(D 2 - 2 D + 1) y = z 2 e -2 z
(D - 1)2 y = z 2 e -2 z
3.222 Chapter 3  Ordinary Differential Equations and Applications

The auxiliary equation is

(m - 1)2 = 0
m = 1, 1 (real and repeated)
CF = (c1 + c2 z )e z
= (c1 + c2 log x ) x
1
PI = ( z 2 e -2 z )
(D - 1)2
1
= e -2 z 2
z2
(D - 2 - 1)
1
= e -2 z z2
(D - 3)2
e -2 z 1
= z2
9 Ê Dˆ2
ÁË 1 - ˜¯
3
-2
e -2 z Ê D ˆ
= Á 1 - ˜¯ z2
9 Ë 3
e -2 z È 2D D2 D3 ˘
= Í1 + +3 +3 + L˙ z 2
9 Î 3 9 27 ˚
e -2 z È 2 2 2 1 2 2 1 3 2 ˘
= ÍÎ z + 3 Dz + 3 D z + 9 D z + L˙˚
9
e -2 z È 2 2 1 ˘
= Í z + (2 z ) + (2) + 0 ˙
9 Î 3 3 ˚
e -2 z È 2 4 2˘
= z + z+ ˙
9 ÍÎ 3 3˚
1 È 4 2˘
= 2 Í(log x )2 + log x + ˙
9x Î 3 3˚
Hence, the general solution is
1 È 4 2˘
y = (c1 + c2 log x ) x + 2 Í
(log x )2 + log x + ˙
9x Î 3 3˚

example 18
2 d2 y dy
Solve x 2
+x + y = log x ◊ sin(log x ). [Winter 2017]
dx dx
3.9  Cauchy’s Linear Equations        3.223

Solution
(x2 D2 – x D + 1) y = log x sin (log x)
Putting x = ez,
[D(D – 1) + D + 1]y = z sin z
(D2 + 1)y = z sin z
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex)
CF = c1 cos z + c2 sin z
= c1 cos (log x) + c2 sin (log x)
1
PI = 2
z sin z
D +1
1 2D
= z 2
sin z - sin z
D +1 (D + 1)2
2

Ê 1 ˆ 2
= zÁz sin z˜ - 2 D sin z
Ë 2D ¯ (D + 1)2

z2 2
2 Ú
= sin z dz - 2 cos z
(D + 1)2
z2 2
= (- cos z ) + 2
cos z
2 2(D + 1)2 D
z2 1
= - cos z + 3
cos z
2 2(D + D )
z2 z 1
= - cos z + cos z
2 2 3D 2 + 1
z2 z 1
= - cos z + cos z
2 2 3(-1)2 + 1
z2 z
= - cos z - cos z
2 4
(log x )2 log x
= - cos(log x ) - cos(log x )
2 4

Hence, the general solution is


(log x )2 log x
y = c1 cos (log x) + c2 sin (log x) - cos(log x ) - cos(log x )
2 4
3.224 Chapter 3  Ordinary Differential Equations and Applications

example 19
3 3 2 2 1
Solve ( x D + x D - 2) y = x + .
x3
Solution
1
( x 3 D3 + x 2 D 2 - 2) y = x +
x3
Putting x = ez,
d
[D(D - 1)(D - 2) + D(D - 1) - 2] y = ez + e-3z where D ∫
dz
(D 3 - 2 D 2 + D - 2) y = e z + e -3 z
The auxiliary equation is
m3 - 2m 2 + m - 2 = 0
(m - 2)(m 2 + 1) = 0
m = 2 (real), m = ±i (complex )
CF = c1e2 z + c2 cos z + c3 sin z
= c1 x 2 + c2 cos(log x ) + c3 sin(log x )
1
PI = 3 2
(e z + e -3 z )
D - 2D + D - 2
1 1
= ez + 3 2
e -3 z
1- 2 +1- 2 (-3) - 2(-3) - 3 - 2
1 1 -3 z
= - ez - e
2 50
1 1
= - x - ( x )-3
2 50
1 1
= - x-
2 50 x 3
Hence, the general solution is
1 1
y = c1 x 2 + c2 cos(log x ) + c3 sin(log x ) - x-
2 50 x 3

exercIse 3.10
Solve the following differential equations:
1. (x 2D2 + xD - 1)y = 0
È c2 ˘
Í ans. : y = c1x + x ˙
Î ˚
3.9  Cauchy’s Linear Equations        3.225

2. (9x 2D2 + 3xD + 10)y = 0


È 1
3 È
˘
Í ans. : y = x Îc1 cos(log x) + c2 sin(log x)˘˚ ˙
Î ˚

3. (x 3D3 - 2 xD + 4)y = 0
È c1 2˘
Í ans. : y = x + (c2 + c3 log x)x ˙
Î ˚

4. (x 3D3 + 3x 2D2 + 14 xD + 34)y = 0

È c1 ˘
Í ans. : 2 + x[c2 cos(4 log x) + c3 sin(4 log x)]˙
Î x ˚

5. (x 2D2 - 3xD + 4)y = x 3


ÈÎ ans. : y = (c1 + c2 log x)x 2 + x 3 ˘˚

3 3 2 2 12
6. (x D + 6 x D - 12)y =
x2
È c 2 c3 3 ˘
Í ans. : y = c1x + 2 + 3 - 2 log x ˙
2

Î x x x ˚

3 3 2 2
7. (4 x D + 12 x D + xD + 1)y = 50 sin(log x)

È 1
c3 ˘
Í ans. : y = (c1 + c2 log x)x + + sin(log x) + 7 cos(log x)˙
2

Î x ˚

8. (x 2D2 - 3xD + 3)y = 2 + 3log x


ÈÎ ans. : y = c1x + c2 x 3 + log x + 2˘˚

2 d2 y dy sin(log x) + 1
9. x 2
- 3x +y =
dx dx x
È ˘ 1˘
2 È
( ) (
Í ans. : y = x Íc1 cosh 3 log x + c2 sinh 3 log x ˚ +
Î
˙
6x ˙
)
Í
Í 1 ˙
ÍÎ + og x) + 6 cos(log x)]
[5 sin(lo ˙˚
61x

10. (x 2D2 - 3xD + 5)y = x 2 sin(log x)

È x2 ˘
Í ans. : y = x [c1 cos(log x) + c2 sin(log x)] - log x cos(log x)˙
2

Î 2 ˚
3.226 Chapter 3  Ordinary Differential Equations and Applications

11. (x 2 D3 + 3xD2 + D)y = x 2 log x


È x3 ˘
Í ans. : c1 + c2 log x + c3 (log x) + (log x - 1)˙
2

Î 27 ˚
Ê 1ˆ
12. (x 3D3 + 2 x 2D2 + 2)y = 10 Á x + ˜
Ë x¯

È c1 2 ˘
Í ans. : y = x + x[c2 cos(log x) + c3 sin(log x)] + 5x + x log x ˙
Î ˚
2 2
13. (x D - 2 xD + 2)y = (log x) - log x
2 2

È 1 1˘
ÍÎ ans. : y = c1x + c2 x + 2 [(log x) + log x ] + 4 ˙˚
2 2

2 2 1
14. (x D + 3xD + 1)y =
(1 - x)2
È 1 1 x ˘
Í ans. : y = x (c1 + c2 log x) + x log x - 1˙
Î ˚

3.10 legendre’s lInear equatIons

An equation of the form


dn y d n -1 y d n-2 y
a0 (a + bx )n + a1 (a + bx )n -1 + a2 (a + bx )n - 2 +K
dx n dx n -1 dx n - 2
dy
º + an -1 (a + bx )
+ an y = Q ( x ) ...(3.35)
dx
where a0, a1, a2, …, an–1, an are constants, is called Legendre’s linear equation.
Let (a + bx ) = e z
dz dz b b
b = ez , = =
dx dx e z a + bx
dy dy dz dy b
Now, = ◊ = ◊
dx dz dx dz (a + bx )
dy dy
(a + bx ) =b
dx dz
d d
(a + bx )Dy = bDy where D ∫ and D ∫
dx dz
d2 y d Ê dy ˆ
= Á ˜
dx 2 dx Ë dx ¯
3.10  Legendre’s Linear Equations        3.227

d Ê b dy ˆ
= ◊
dx ÁË a + bx dz ˜¯
b dy b d Ê dy ˆ
=– ◊b◊ + ◊ Á ˜
(a + bx ) 2 dz (a + bx ) dx Ë dz ¯
b2 dy b d Ê dy ˆ dz
=– ◊ + ◊ Á ˜◊
(a + bx ) 2 dz (a + bx ) dz Ë dz ¯ dx
b2 dyy b d2 y Ê b ˆ
=– ◊ + ◊ 2Á
(a + bx )2 dz (a + bx ) dz Ë a + bx ˜¯
d2 y Ê 2
2 d y dy ˆ
(a + bx )2 2
= b ÁË 2 - dz ˜¯
dx dz
(a + bx )2 D2 y = b2 (D 2 - D ) y = b2 D(D - 1) y

Similarly, (a + bx )3 D3 y = b3 D (D - 1)(D - 2) y
.........................................................
.........................................................
(a + bx )n D n y = b n D(D - 1)(D - 2)º[ D - (n - 1)] y
Substituting these derivatives in Eq. (3.35),

{
Î 0 1 } {
È a b n D (D - 1)º (D - n + 1) + a b n -1D (D - 1)º (D - n + 2) +º+ a D + a ˘ y
n -1 n˚ }
Ê e - aˆ z
= QÁ
Ë b ˜¯
which is a linear differential equation with constant coefficients and can be solved by
the usual methods described in previous sections.

example 1
d2 y dy
Solve (2 x + 3)2 2
- (2 x + 3) - 12 y = 6 x.
dx dx
Solution
[(2x + 3)2D2 – (2x + 3)D – 12]y = 6x

Putting 2x + 3 = ez,
Ê ez - 3 ˆ d
[4D(D - 1) - 2D - 12] y = 6 ÁË 2 ¯
˜ where D ∫
dz
(4 D 2 - 6 D - 12) y = 3e z - 9
3.228 Chapter 3  Ordinary Differential Equations and Applications

The auxiliary equation is


4 m 2 - 6 m - 12 = 0
2 m 2 - 3m - 6 = 0
3 ± 57
m= (real and distinct)
4
Ê 3 + 57 ˆ Ê 3 - 57 ˆ
ËÁ 4 ˜¯ ÁË ˜z
z
CF = c1e + c2 e 4 ¯

Ê 3 + 57 ˆ Ê 3 - 57 ˆ
Á ˜ Á ˜
= c1 (2 x + 3)Ë 4 ¯ + c2 (2 x + 3)Ë 4 ¯

1
PI = 2
(3e z - 9)
4 D - 6 D - 12
1 1
=3 2
ez - 9 2
e0 z
4D - 6D - 12 4D - 6D - 12
3 9 0z
= ez - e
4(1) - 6(1) - 12 -12
3 3
= - ez +
14 4
3 3
= - (2 x + 3) +
14 4
Hence, the general solution is
Ê 3 + 57 ˆ Ê 3 - 57 ˆ
ÁË ˜ ÁË ˜ 3 3
y = c1 (2 x + 3) 4 ¯ + c2 (2 x + 3) 4 ¯ - (2 x + 3) +
14 4

example 2
d2 y dy
Solve ( x + 2)2 2
- ( x + 2) + y = 3 x + 4.
dx dx
Solution
[(x + 2)2D2 – (x + 2) D + 1]y = 3x + 4
Putting x + 2 = ez,
d
[ D(D - 1) - D + 1] y = 3(ez - 2) + 4 where D ∫
dz
(D 2 - 2 D + 1) y = 3e z - 2
3.10  Legendre’s Linear Equations        3.229

The auxiliary equation is


m2 - 2m + 1 = 0
m = 1, 1 (real and repeated)
CF = (c1 + c2 z )e z = ÈÎc1 + c2 log( x + 2)˘˚ ( x + 2)
1
PI = (3e z - 2)
(D - 1)2
1 1
= 2
3e z - 2 e0 z
(D - 1) (D - 1)2
1 1
= 3e z - 2 e0 z
(D - 1)2 (0 - 1)2
1
= 3z e z - 2e0 z
2(D - 1)
1
= 3z 2 e z - 2
2
3
= [ log( x + 2)] ( x + 2) - 2
2
2
Hence, the general solution is
3
y = ÈÎc1 + c2 log( x + 2)˘˚ ( x + 2) +
2
[log( x + 2)] 2 ( x + 2) - 2

example 3
d2 y dy
Solve (3 x + 2)2 2
+ 3(3 x + 2) - 36 y = 3 x 2 + 4 x + 1.
dx dx
Solution
[(3x + 2)2D2 + 3(3x + 2)D – 36] y = 3x2 + 4x + 1
Putting 3x + 2 = ez
2
Ê ez - 2 ˆ Ê ez - 2 ˆ d
[9D(D - 1) + 3(3D) - 36] y = 3 ÁË 3 ˜¯ + 4 ÁË 3 ˜¯ + 1 where D ∫
dz
1 2z 4 8
(9D 2 - 36) y = (e - 4 e z + 4 ) + e z - + 1
3 3 3
1
9(D 2 - 4) y = (e2 z - 1)
3
2 1 2z
( D - 4) y = (e - 1)
27
3.230 Chapter 3  Ordinary Differential Equations and Applications

The auxiliary equation is


m2 - 4 = 0
m = ±2 (real and distinct)
2z
CF = c1e + c2 e -2 z
3 x + 2)-2
= c1 (3 x + 2)2 + c2 (3
1 È 1 2z ˘
PI = 2 ÍÎ 27 (e - 1)˙˚
D -4
1 È 1 1 ˘
= Í 2
e2 z - 2 e0 z ˙
27 Î D - 4 D -4 ˚
1 È 1 1 0z ˘
= e2 z -
27 ÍÎ (D - 2)(D + 2)
e ˙
0-4 ˚
1 È 1 1 2z 1 ˘
= ◊ e + ˙
27 ÍÎ D - 2 2 + 2 4˚
1 È 1 2z 1 ˘
= z e + ˙
27 ÍÎ 4 4˚
1
= ( ze2 z + 1)
108
1 È
Î(3 x + 2) log(3 x + 2) + 1˘˚
2
=
108
Hence, the general solution is
1 È
y = c1 (3 x + 2)2 + c2 (3 x + 2)-2 + Î(3 x + 2) log(3 x + 2) + 1˘˚
2
108

example 4
Solve [( x + 1)2 D2 + ( x + 1)D] y = (2 x + 3)(2 x + 4).
Solution
[( x + 1)2 D2 + ( x + 1)D] y = (2 x + 3)(2 x + 4)
Putting x + 1 = ez,
d
[ D (D - 1) + D ] y = [2 (e z - 1) + 3][2 (e z - 1) + 4] where D ∫
dz
D 2 y = 4e2 z + 6e z + 2
The auxiliary equation is
m2 = 0
m = 0, 0 (real and repeated)
3.10  Legendre’s Linear Equations        3.231

CF = (c1 + c2 z ) e0 z
= c1 + c2 z
= c1 + c2 log ( x + 1)
1
PI = ( 4e2 z + 6e z + 2)
D2
1 1 1
= 4 2 e 2 z + 6 2 e z + 2 2 e 0◊ z
D D D
1 2z 1 z 1 0◊ z
= 4 2 e + 6 2 e + 2z e
2 1 2D
1
= e 2 z + 6 e z + 2 z 2 e 0◊ z
2
= e2 z + 6e z + z 2
= ( x + 1)2 + 6 ( x + 1) + [log ( x + 1)]2
= x 2 + 8 x + 7 + [log ( x + 1)]2
Hence, the general solution is
y = c1 + c2 log ( x + 1) + x 2 + 8 x + 7 + [log ( x + 1)]2
Aliter: After putting x + 1 = ez,
D 2 y = 4e 2 z + 6e z + 2
1
y= ( 4e 2 z + 6e z + 2)
D2
= Ú È Ú (4e2 z + 6e z + 2) dz ˘ dz
Î ˚
= Ú (2e2 z + 6e z + 2 z + A) dz

= e2 z + 6e z + z 2 + Az + B
= ( x + 1)2 + 6 ( x + 1) + [log ( x + 1)]2 + A log ( x + 1) + B
= x 2 + 8 x + 7 + [log ( x + 1)]2 + A log ( x + 1) + B

example 5
d2 y dy
Solve (1 + x )2 + (1 + x ) + y = 2 sin [ log(1 + x )].
dx 2 dx

Solution
[(1 + x)2D2 + (1 + x)D + 1]y = 2 sin [log(1 + x)]
3.232 Chapter 3  Ordinary Differential Equations and Applications

Putting 1 + x = ez,
d
[D(D - 1) + D + 1] y = 2 sin z where D ∫
dz
(D 2 + 1) y = 2 sin z
The auxiliary equation is
m2 + 1 = 0
m = ±i (complex)
CF = c1 cos z + c2 sin z
= c1 cos [ log(1 + x )] + c2 sin [ loog(1 + x )]
1
PI = 2
2 sin z
D +1
1
= 2z ◊ sin z
2D
= z Ú sin z dz
= z(- cos z )
= - log(1 + x ) cos [ log(1 + x )]
Hence, the general solution is
y = c1[log(1 + x)] + c2 sin [log(1 + x)] – log(1 + x) cos [log(1 + x)]

example 6
d3 y d2 y dy
Solve ( x - 1)3 + 2( x - 1)2 - 4( x - 1) + 4 y = 4 log( x - 1).
dx 3 dx 2 dx
Solution
d3 y d2 y dy
( x - 1)3 3
+ 2( x - 1)2 2
- 4( x - 1) + 4 y = 4 log( x - 1)
dx dx dx
Putting (x – 1) = ez,
d
[ D (D - 1)(D - 2) + 2 D(D - 1) - 4 D + 4]y = 4 z where D ≡
dz
( D 3 - D 2 - 4 D + 4) y = 4 z
The auxiliary equation is
m3 - m 2 - 4m + 4 = 0
(m 2 - 4)(m - 1) = 0
m = ± 2, 1 (real and distinct)
3.10  Legendre’s Linear Equations        3.233

CF = c1e z + c2 e2 z + c3 e - 2 z
= c1 ( x - 1) + c2 ( x - 1)2 + c3 ( x - 1)- 2
1
PI = 3 2
◊ 4z
D - D - 4D + 4
1
= ◊ 4z
Ê 4D + D 2 - D3 ˆ
4 Á1 - ˜
Ë 4 ¯
-1
Ê 4D + D 2 - D3 ˆ
= Á1 - ˜ z
Ë 4 ¯
È 2 ˘
Í 4D + D 2 - D 3 Ê 4D + D 2 - D 3 ˆ
= 1+ +Á ˜ + º˙ z
Í 4 Ë 4 ¯ ˙
Î ˚
= z + D ( z ) + (Higherr powers of D) z
= z +1+ 0
= log ( x - 1) + 1
Hence, the general solution is
y = c1 ( x - 1) + c2 ( x - 1)2 + c3 ( x - 1)- 2 + log ( x - 1) + 1

exercIse 3.11
Solve the following differential equations:
1. [(1 + x)2 D2 + (1 + x) D + 1] y = 2 sin log (x + 1)
ÈÎ ans. : y = c1 coslog(1 + x) + c2 sinlog(1 + x) - log(1 + x)coslog(1 + x)˘˚

2. [(x + 2)2 D2 – (x + 2)D + 1] y = 3x + 4


È 3 ˘
Í ans. : y = [c1 + c2 log(x + 2)] (x + 2) + 2 [log(x + 2)] (x + 2) - 2˙
2

Î ˚
3. [(x – 1)3 D3 + 2(x – 1)2 D2 – 4 (x – 1) D + 4] y = 4 log (x – 1)
ÈÎ ans. : y = c1(x - 1) + c2 (x - 1)2 + c3 (x - 1)- 2 + log(x - 1) + 1˘˚

4. [(x + 2)2 D2 – (x + 2) D + 1] y = 3x + 4
È È 2 ˘
˘
3
{
Í ans. : y = (x + 2) Íc1 + c2 log(x + 2) + log(x + 2) ˙ - 2˙
2 ˚
}
Î Î ˚
5. [(2x + 1)2 D2 – 2(2x + 1) D – 12] y = 6x
È -1 3 1˘
Í ans. : y = c1(2 x + 1) + c2 (2 x + 1) - 8 x + 16 ˙
3

Î ˚
3.234 Chapter 3  Ordinary Differential Equations and Applications

6. [(x + a)2 D2 – 4D + 6] y = x
È 1 ˘
Í ans. : y = c1(x + a) + c2 (x + a) + 6 (3x + 2a)˙
3 2

Î ˚
7. [3x + 1)2 D2 – 3(3x + 1)D – 12] y = 9x
È È 7
-
7 ˘ È 3x + 1 1 ˘ ˘
Í ans. : y = (3x + 1) Íc1(3x + 1) 12
+ c2 (3x + 1) 12
˙ - 3Í + ˙˙
ÍÎ ÍÎ ˙˚ Î 7 4 ˚˙
˚
8. [(2x + 5)2 D2 – 6D + 8] y = 6x
È 2 È 2 - 2 ˘ - 3 x - 45 ˘
ÍÎ ans. : y = (2 x + 5) Îc1(2 x + 5) + c2 (2 x + 5)
˚ 2 8 ˙˚
9. [(2 + 3x)2 D2 + 5(2 + 3x) D – 3] y = x2 + x + 1

È 1
1 È1 1 ˘˘
Í ans. : c1(2 + 3 x ) 3
+ c2 (2 + 3x)- 1 + Í (2 + 3x) + (2 + 3x) - 7 ˙ ˙
2

Î 27 Î15 4 ˚˚

10. [(2x – 1)3 D3 + (2x – 1) D – 2] y = 0

È È 3
-
3 ˘˘
Í ans. : y = c1(2 x - 1) + (2 x - 1) Íc2 (2 x - 1) 2 + c3 (2 x - 1) 2
˙˚ ˙˚
Î Î

3.11 metHod of undetermIned coeffIcIents

This method can be used to find the particular integral only if linearly independent
derivatives of Q(x) are finite in number. This restriction implies that Q(x) can only
have the terms such as k, xn, eax, sin ax, cos ax, and combinations of such terms where
1
k, a are constants and n is a positive integer. However, when Q( x ) = or tan x or
x
secx, etc., this method fails, since each function has an infinite number of linearly
independent derivatives.
In this method, a particular integral is assumed as a linear combination of the terms in
Q(x) and all its linearly independent derivatives. Some of the choices of the particular
integral are given below.

Sr. No. Q(x) Particular Integral


ax ax
1. ke Ae
2. k sin(ax + b) or k cos (ax + b) A sin (ax + b)+ B cos (ax + b)
3. keax sin (bx + c) or A eax sin (bx + c) + Beax cos (bx + c)
keax cos (bx + c)
4. kxn Anxn + An–1 xn–1 + ... + A2x2 + A1x + A0
n = 0, 1, 2, ...
3.11  Method of Undetermined Coefficients         3.235

Sr. No. Q(x) Particular Integral


n ax
5. kx e e (Anx + An–1 xn–1 + ... + A2x2 + A1 x + A0)
ax n

n = 0, 1, 2, ....
6. kxn sin (ax + b) or xn [An sin (ax + b) + Bncos (ax + b)] + xn–1
kxn cos (ax + b) [An–1 sin (ax + b) + Bn–1 cos (ax + b)]+...
+ x[A1sin (ax + b) + B1 cos (ax + b)]
+ [A0 sin (ax + b) + B0 cos (ax + b)]
7. kxn eax sin (bx + c) or eax [xn {An sin (ax + b) + Bncos (ax + b)}
kxn eax cos (bx + c) + xn–1{An–1 sin (ax + b) + Bn–1 cos (ax + b)}
+ ... + x{A1sin(ax + b) + B1 cos (ax + b)
+ {A0 sin (ax + b) + B0 cos (ax + b)}]

In the table, A0, A1, A2, …, An are coefficients to be determined. To obtain the values
of these coefficients, we use the fact that the particular integral satisfies the given
differential equation.
However, before assuming the particular integral, it is necessary to compare the terms
of Q(x) with the complementary function. While comparing the terms following
different cases arise.
Case I If no terms of Q(x) occur in the complementary function then particular
integral is assumed from the table depending on the nature of Q(x).

Case II If a term u of Q(x) is also a term of the complementary function corresponding


to an r-fold root then the assumed particular integral corresponding to u should be
multiplied by xr.
Case III If xsu is a term of Q(x) and only u is a term of the complementary function
corresponding to an r-fold root then the assumed particular integral corresponding to
xsu should be multiplied by xr.
Note: In cases (ii) and (iii), initially similar types of terms appear in the complementary
function and in the assumed particular integral. After multiplication by xr, the terms of
the particular integral change. Hence, this method avoids the repetition of similar terms
in the complementary function and particular integral.

example 1
Solve y¢¢ + 4y = 8x2. [Summer 2016]
Solution
(D2 + 4)y = 8x2
The auxiliary equation is
m2 + 4 = 0
m2 = – 4
m = ± 2i (complex)
CF = c1 sin 2x + c2 cos 2x
3.236 Chapter 3  Ordinary Differential Equations and Applications

Q = 8x2
Let the particular integral be
y = A1x2 + A2x + A3
Dy = 2A1x + A2
D2y = 2A1
Substituting these derivatives in the given equation,
2 A1 + 4(A1 x 2 + A 2 x + A3 ) = 8 x 2
4 A1 x 2 + 4 A 2 x + (2 A1 + 4 A3 ) = 8 x 2
Comparing coefficients on both the sides,
4A1 = 8, A1 = 2
4A2 = 0, A2 = 0
2A1 + 4A3 = 0, A3 = –1
PI = 2x2 – 1
Hence, the general solution is
y = c1 sin2x + c2 cos 2x + 2x2 – 1

example 2
Solve y¢¢ + 9y = 2x2. [Summer 2017]
Solution
(D2 + 9)y = 2x2
The auxiliary equation is
m2 + 9 = 0
m = ± 3i (complex)
CF = c1 cos 3x + c2 sin 3x
Q = 2x2
Let the particular integral be
y = A1x2 + A2x + A3
Dy = 2A1x + A2
D2y = 2A1
Substituting these derivatives in the given equation,
2 A1 + 9(A1 x 2 + A 2 x + A3 ) = 2 x 2
9A1 x 2 + 9A 2 x + (2 A1 + 9A3 ) = 2 x 2
Comparing the coefficient on both the sides,
2
9A1 = 2, A1 =
9
9A 2 = 0, A2 = 0
3.11  Method of Undetermined Coefficients         3.237

2 A1 + 9A3 = 0
2 4
2◊ + 9A3 = 0, A3 = -
9 81
2 2 4
PI = x -
9 81
Hence, the general solution is
2 2 4
y = c1 cos 3 x + c2 sin 3 x + x -
9 81

example 3
Solve (D2 - 2 D + 5) y = 25 x 2 + 12 .
Solution
The auxiliary equation is
m2 - 2m + 5 = 0
2 ± 4 - 20
m= = 1 ± 2i (complex )
2
CF = e x (c1 cos 2 x + c2 sin 2 x )
Q = 25x2 + 12
Let the particular integral be
y = A1 x 2 + A 2 x + A3
Dy = 2 A1 x + A 2
D2 y = 2 A1
Substituting these derivatives in the given equation,
2 A1 - 2(2 A1 x + A2 ) + 5(A1 x 2 + A 2 x + A3 ) = 25 x 2 + 12
5A1 x 2 + (-4 A1 + 5A 2 ) x + (2 A1 - 2 A 2 + 5A3 ) = 25 x 2 + 12
Comparing coefficients on both the sides,
5A1 = 25, A1 = 5
4
- 4 A1 + 5A 2 = 0, A2 = A =4
5 1
1
2 A1 - 2 A 2 + 5A3 = 12, A3 = (12 - 10 + 8) = 2
5
PI = 5 x 2 + 4 x + 2
Hence, the general solution is
y = e x (c1 cos 2 x + c2 sin 2 x ) + 5 x 2 + 4 x + 2
3.238 Chapter 3  Ordinary Differential Equations and Applications

example 4
d2 y dy
Solve 2
+2 + 4 y = 2 x 2 + 3e- x . [Winter 2017]
dx dx
Solution
(D2 + 2 D + 4) y = 2 x 2 + 3e - x
The auxiliary equation is
m2 + 2m + 4 = 0
m = -1 ± i 3 (complex )

(
CF = e - x c1 cos 3 x + c2 sin 3 x )
2 –x
Q = 2x + 3e
Let the particular integral be
y = A1 x 2 + A 2 x + A3 + A 4 e - x
dy
= 2 A1 x + A 2 - A 4 e - x
dx
d2 y
= 2 A1 + A 4 e - x
dx 2
Substituting these derivatives in the given equation,
2 A1 + A4 e - x + 2(2 A1 x + A 2 - A4 e - x ) + 4(A1 x 2 + A 2 x + A3 + A4 e- x ) = 2 x 2 + 3e- x
(3A 4 )e - x + (4 A1 ) x 2 + (4 A1 + 4 A2 ) x + (2 A1 + 2 A 2 + 4 A3 ) = 2 x 2 + 3e - x
Comparing coefficients on both the sides,
3A 4 = 3, A4 = 1
1
4 A1 = 2, A1 =
2
1
4 A1 + 4 A 2 = 0, A 2 = - A1 = -
2
1
2 A1 + 2 A 2 + 4 A3 = 0, A3 = (A + A 2 ) = 0
2 1
1 2 1
PI = x - x + e- x
2 2
Hence, the general solution is
1 2 1
y = e - x (c1 cos 3 x + c2 sin 3 x ) + x - x + e- x
2 2
3.11  Method of Undetermined Coefficients         3.239

example 5
Solve y¢¢ – 2y¢ + 5y = 5x3 – 6x2+ 6x. [Summer 2018]
Solution
(D2 – 2D + 5)y = 5x3 – 6x2+ 6x
The auxiliary equation is
m2 - 2m + 5 = 0
2 ± 4 - 20
m= = 1 ± 2i (complex )
2
CF = e x (c1 cos 2 x + c2 sin 2 x )
Q = 5x3 – 6x2 + 6x
Let the particular integral be
y = A1 x 3 + A 2 x 2 + A3 x + A 4
y ¢ = 3A1 x 2 + 2 A 2 x + A3
y ¢¢ = 6 A1 x + 2 A 2
Substituting these derivatives in the given equation,
(6 A1 x + 2 A2 ) - 2(3A1 x 2 + 2 A 2 x + A3 ) + 5(A1 x 3 + A 2 x 2 + A3 x + A 4 ) = 5 x 3 - 6 x 2 + 6 x
(5A1 ) x 3 + (- 6 A1 + 5A 2 ) x 2 + (6 A1 - 4 A2 + 5A3 ) x + (2 A2 - 2A3 + 5A 4 )
= 5x3 - 6 x2 + 6 x
Comparing the coefficients on both the sides,
5A1 = 5, A1 = 1
1
-6 A1 + 5A 2 = -6, A2 = ( - 6 + 6A1 ) = 0
5
1
6 A1 - 4 A 2 + 5A3 = 6, A3 = (6 - 6 A1 + 4 A 2 ) = 0
5
1
2 A 2 - 2 A3 + 5A 4 = 0, A 4 = (-2 A 2 - 2 A3 ) = 0
5
PI = x3
Hence, the general solution is
y = e x (c1 cos 2 x + c2 sin 2 x ) + x 3

example 6
Solve (D2 - 2 D + 3) y = x 3 + sin x.
3.240 Chapter 3  Ordinary Differential Equations and Applications

Solution
The auxiliary equation is
m2 - 2m + 3 = 0
m = 1± i 2 (complex )

(
CF = e x c1 cos 2 x + c2 sin 2 x )
3
Q = x + sin x
Let the particular integral be
y = A1 x 3 + A 2 x 2 + A3 x + A 4 + A 5 sin x + A6 cos x
Dy = 3A1 x 2 + 2 A 2 x + A3 + A 5 cos x - A6 sin x
D2 y = 6 A1 x + 2 A 2 - A 5 sin x - A6 cos x

Substituting these derivatives in the given equation,

(6 A1 x + 2 A2 - A 5 sin x - A6 cos x ) - 2(3A1 x 2 + 2 A 2 x + A3 + A 5 cos x


- A6 sin x ) + 3(A1 x 3 + A 2 x 2 + A3 x + A 4 + A 5 sin x + A6 cos x ) = x 3 + sin x
3A1 x 3 + (- 6 A1 + 3A 2 ) x 2 + (6 A1 - 4 A2 + 3A3 ) x + (2 A2 - 2 A3 + 3A 4 )
- 2(A 5 - A6 ) coss x + 2(A 5 + A6 )sin x = x 3 + sin x
Comparing coefficients on both the sides,
1
3A1 = 1, A1 =
3
2
-6 A1 + 3A 2 = 0, A 2 = 2 A1 =
3
1 2
6 A1 - 4 A 2 + 3A3 = 0, A3 = (4 A 2 - 6 A1 ) =
3 9
2 8
2 A 2 - 2 A3 + 3A 4 = 0, A 4 = (A3 - A 2 ) = -
3 27
2(A 5 - A6 ) = 0, A 5 = A6
1 1
2(A 5 + A6 ) = 1, 2(A 5 + A 5 ) = 1, A5 = , A6 =
4 4
1 3 2 2 2 8 1
PI = x + x + x- + (sin x + cos x )
3 3 9 27 4
Hence, the general solution is
1 3 2 2 2 8 1
y = e x (c1 cos 2 x + c2 sin 2 x ) + x + x + x- + (sin x + cos x )
3 3 9 27 4
3.11  Method of Undetermined Coefficients         3.241

example 7
Solve (D2 - 9) y = x + e2 x - sin 2 x .

Solution
The auxiliary equation is
m2 - 9 = 0
m = ±3 (real and distinct )
CF = c1e3 x + c2 e -3 x
Q = x + e 2x – sin 2x
Let the particular integral be
y = A1 x + A 2 + A3 e2 x + A 4 sin 2 x + A 5 cos 2 x
Dy = A1 + 2 A3 e2 x + 2 A 4 cos 2 x - 2 A 5 sin 2 x
D2 y = 4 A3 e2 x - 4 A 4 sin 2 x - 4 A 5 cos 2 x
Substituting these derivatives in the given equation,
4 A3 e2 x - 4 A 4 sin 2 x - 4 A 5 cos 2 x - 9(A1 x + A 2 + A3 e2 x + A 4 sin 2 x + A 5 cos 2 x )
= x + e2 x - sin 2 x
(-5A3 )e2 x - 9A1 x - 9A 2 + sin 2 x(-13A 4 ) + cos 2 x(-13A 5 ) = x + e2 x - sin 2 x
Comparing coefficients on both the sides,
1
-5A3 = 1, A3 = -
5
1
-9A1 = 1, A1 = -
9
-9A 2 = 0, A2 = 0
1
-13A 4 = -1, A4 =
13
-13A 5 = 0, A5 = 0
1 1 1
PI = - x - e2 x + sin 2 x
9 5 13
Hence, the general solution is
x e2 x sin 2 x
y = c1e3 x + c2 e -3 x - - +
9 5 13
3.242 Chapter 3  Ordinary Differential Equations and Applications

example 8
Solve (D2 - 2 D) y = e x sin x .
Solution
The auxiliary equation is
m2 - 2m = 0
m = 0, - 2 (real and distinct)
CF = c1 + c2 e2 x
Q = e x sin x
Let the particular integral be
y = A1e x sin x + A 2 e x cos x
Dy = A1 (e x sin x + e x cos x ) + A 2 (e x cos x - e x sin x )
= (A1 - A 2 )e x sin x + (A1 + A 2 )e x cos x
D2 y = (A1 - A 2 )(e x sin x + e x cos x ) + (A1 + A 2 )(e x cos x - e x sin x )
= -2 A 2 e x sin x + 2 A1e x cos x
Substituting these derivatives in the given equation,
-2 A 2 e x sin x + 2 A1e x cos x - 2(A1 - A 2 )e x sin x - 2(A1 + A 2 )e x cos x = e x sin x
- 2 A1e x sin x - 2 A 2 e x cos x = e x sin x
Comparing coefficients on both the sides,
1
-2 A1 = 1, A1 = -
2
2 A 2 = 0, A2 = 0
1
PI = - e x sin x
2
Hence, the general solution is
1 x
y = c1 + c2 e2 x - e sin x
2

example 9
Solve (D3 + 3D2 + 2 D) y = x 2 + 4 x + 8.
Solution
The auxiliary equation is
m3 + 3m2 + 2m = 0
3.11  Method of Undetermined Coefficients         3.243

m(m + 1)(m + 2) = 0
m = 0, - 1, - 2 (real and distinct)
CF = c1 + c2 e -x
+ c3 e -2 x
Q = x2 + 4x + 8
Let the particular integral be
y = A1 x 2 + A 2 x + A3
Since the constant occurs in Q(x) and is also a part of CF corresponding to the 1-fold root
m = 0, multiplying the assumed particular integral by x, we get
y = A1 x 3 + A 2 x 2 + A3 x
Dy = 3A1 x 2 + 2 A 2 x + A 3
D2 y = 6 A1 x + 2 A 2
D3 y = 6 A1
Substituting these derivatives in the given equation,
6 A1 + 3(6 A1 x + 2 A 2 ) + 2(3 A1 x 2 + 2A 2 x + A3 ) = x 2 + 4 x + 8
6A1 x 2 + (18A1 + 4 A2 ) x + (6 A1 + 6 A 2 + 2 A3 ) = x 2 + 4 x + 8
Comparing coefficients on both the sides,
1
6 A1 = 1, A1 =
6
1 1
18A1 + 4 A 2 = 4, A 2 = (4 - 3) =
4 4
1 1Ê 3 ˆ 11
6 A1 + 6A 2 + 2 A3 = 8, A3 = (8 - 6 A1 - 6 A 2 ) = Á 8 - 1 - ˜ =
2 2Ë 2¯ 4
1 3 1 2 11
PI = x + x + x
6 4 4
Hence, the general solution is
x 3 x 2 11x
y = c1 + c2 e - x + c3 e -2 x + + +
6 4 4

exercIse 3.12
Solve the following differential equations using the method of
undetermined coefficients:
1. (D2 + 6D + 8)y = e -3 x + e x
È -2 x -4 x -3 x ex ˘
Í ans. : y = c1e + c 2 e - e + ˙
Î 15 ˚
3.244 Chapter 3  Ordinary Differential Equations and Applications

2. (4D2 - 1)y = e x + e 3 x
È x
-
x
1 ˘
Í ans. : y = c1e + c2 e + (35e x + 3e 3 x )˙
2 2

Î 105 ˚

3. (D2 + D - 6)y = 39 cos 3x


È -3 x 1 ˘
Í ans. : y = c1e + c2 e + 2 (sin 3x - 5 cos 3x)˙
2x

Î ˚

4. (D2 + 2D + 5)y = 6 sin 2 x + 7 cos 2 x


ÈÎ ans. : y = e - x (c1 cos 2 x + c2 sin 2 x) + 2 sin 2 x - cos 2 x ˘˚

2
5. (D + 4D - 5)y = 34 cos 2 x - 2 sin 2 x
ÈÎ ans. : y = c1e x + c2 e -5 x + 2(sin 2 x - cos 2 x)˘˚

3 2
6. (D - D + D - 1)y = 6 cos 2 x
È 2 ˘
Í ans. : y = c1e + c2 cos x + c3 sin x + 5 (cos 2 x - 2 sin 2 x)˙
x

Î ˚
2 3
7. (2D - D - 3)y = x + x + 1
È -x
3x
1 ˘
Í ans. : y = c1e + c2 e - (9x - 9x + 51x - 20)˙
2 3 2

Î 27 ˚
8. (D2 + 4)y = 8 x 2
ÈÎ ans. : y = c1 cos 2 x + c2 sin 2 x + 2 x 2 - 1˘˚

9. (3D2 + 2D - 1)y = e -2 x + x
È -x
x
1 -2 x ˘
Í ans. : y = c1e + c2 e + (e - 7 x - 14)˙
3

Î 7 ˚
2 2
10. (D - 2D + 3)y = x + sin x

È x
( 1 2 1 ˘
ÍÎ ans. : y = e c1 cos 2 x + c2 sin 2 x ) + 27 (9x + 6 x - 8) + 4 (sin x + cos x)˙˚

4 4
11. (D - 1)y = x + 1
ÈÎ ans. : y = c1e x + c2 e - x + c3 cos x + c4 sin x - x 4 - 25˘˚
3.11  Method of Undetermined Coefficients         3.245

12. (D2 - 1)y = e 3 x cos 2 x - e 2 x sin 3x


È -x 1 2x 1 3x ˘
ÍÎ ans. : y = c1e + c2 e + 30 e (2 cos 3x + sin 3x) + 40 e (cos 2 x + 3 sin 2 x)˙˚
x

2 -x 3
13. (D + 3D + 2)y = 12e sin x
È -x -2 x e-x ˘
Í ans. : y = c1e + c2 e + [(cos 3x + 3 sin 3x) - 45(cos x + sin x)]˙
Î 10 ˚
14. (D2 + 4D + 3)y = 6e - x
ÈÎ ans. : y = c1e - x + c2 e -3 x + 3xe - x ˘˚

2 -2 x 3x
15. (D - D - 6)y = 5e + 10e
ÈÎ ans. : y = c1e 3 x + c2 e -2 x + 2 xe 3 x - xe -2 x ˘˚
2
16. (D + 16)y = 16 sin 4 x
ÈÎ ans. : y = c1 cos 4 x + c2 sin 4 x - 2 x cos 4 x ˘˚

17. (D2 + 25)y = 50 cos 5x + 30 sin 5x

ÈÎ ans. : y = c1 cos 5x + c2 sin 5x - x(3 cos 5x - 5 sin 5x)˘˚

18. (D3 – 2D2 + 4D – 8)y = 8(x2 + cos2x)


È x ˘
ÍÎ ans. : y = c1e + c2 cos 2 x + c3 sin 2 x - (x + x) - 2 (cos 2 x + sin 2 x)˙˚
2x 2

2 2x
19. (D - 4D + 5)y = 16e cos x
ÈÎ ans. : y = e 2 x (c1 cos x + c2 sin x) + 8 xe 2 x sin x ˘˚

2 3x
20. (D - 6D + 13)y = 6e sin x cos x
È 3x 3 x ˘
Í ans. : y = e (c1 cos 2 x + c2 sin 2 x) - 4 e cos 2 x ˙
3x

Î ˚
3 2 x 2
21. (D + 2D - D - 2)y = e + x
È -x -2 x 1 x x2 x 5 ˘
Í ans. : y = c1e + c2 e + c3 e + xe - + - ˙
x

Î 6 2 2 4˚
2 3 2x 2x
22. (D - 4D + 4)y = x e + xe
È Ê x 5 x 3 ˆ 2x ˘
Í ans. : y = (c1 + c2 x)e + Á +
2x
e ˙
Î Ë 20 6 ˜¯ ˚
3.246 Chapter 3  Ordinary Differential Equations and Applications

2 2x
23. (D - 3D + 2)y = xe + sin x

È Ê x2 ˆ 1 3 ˘
Í ans. : y = c1e + c2 e + Á - x ˜ e 2 x + sin x + cos x ˙
x 2x

Î Ë 2 ¯ 10 10 ˚
2 3
24. (D + 1)y = sin x
È 1 3 ˘
Í ans. : y = c1 cos x + c2 sin x + 32 sin 3x - 8 x cos x ˙
Î ˚
2 2 -x
25. (D + 2D + 1)y = x e
È -x x 4 -x ˘
Í ans. : y = (c1 + c 2 x )e + e ˙
Î 12 ˚
3 2 2
26. (D - D - 4D + 4)y = 2 x - 4 x
-1 + 2 x 2 e 2 x + 5xe 2 x + e 2 x
È -2 x x 2 x 3 2x ˘
Í ans. : y = c1e + c2 e + c3 e + +
x 2x
e ˙
Î 2 6 ˚

27. (D2 - 5D - 6)y = e 3 x , y(0) = 2, y ¢(0) = 1

È 10 6 x 45 - x 1 3 x ˘
Í ans. : y = 21 e + 28 e - 12 e ˙
Î ˚

28. (D2 - 5D + 6)y = e x (2 x - 3), y(0) = 1, y ¢(0) = 3


ÈÎ ans. : y = e 2 x + xe x ˘˚

29. (D3 - D)y = 4e - x + 3e 2 x, y(0) = 0, y ¢(0) = -1, y ¢¢(0) = 2

È -x -x 1 2x ˘
Í ans. : y = c1 + c2 e + c3 e + 2 xe + 2 e ˙
x

Î ˚

30. (D3 - 2D2 + D)y = 2e x + 2 x, y(0) = 0, y ¢(0) = 0, y ¢¢(0) = 0

ÈÎ ans. : y = x 2 + 4 x + 4 + e x (x 2 - 4)˘˚
3.12  Applications of Higher Order Linear Differential Equations        3.247

3.12 aPPlIcatIons of HIgHer order lInear dIfferentIal


equatIons
3.12.1 Oscillation of a Spring
Consider a spring suspended vertically from a fixed point support (Fig. 3.1). Let a
mass m attached to the lower end A of the spring stretches the spring by a length e
called elongation and comes to rest at B. This position is called static equilibrium.
Now, the mass is set in motion from the equilibrium position. Let at any time t the mass
is at P such that BP = x. The mass m experiences the following forces:
(i) Gravitational force mg acting downwards
(ii) Restoring force k (e + x) due to displacement of the spring acting upwards
dx
(iii) Damping (frictional or resistance) force c of the medium opposing the
motion (acting upward) dt
(iv) External force F(t) considering the downward direction as positive
By Newton’s second law, the differential equation of motion of the mass m is
d2 x dx
m 2 = mg - k (e + x ) - c + F (t )
dt dt
At the equilibrium position B,
mg = ke
2
d x dx A
Hence, m 2 = - kx - c + F (t ) e
dt dt
B
d2 x c dx k
+ + x = F (t )
dt 2 m dt m x
P
c k
Let = 2l and = w2 k (e + x)
m m
mg
d2 x dx
2
+ 2l + w 2 x = F (t ) ...(3.36) fig. 3.1 Spring suspended
dt dt vertically
which represents the equation of motion and its solution gives the displacement x of
the mass m at any instant t.
Let us consider the different cases of motion.
Free Oscillation If the external force F(t) is absent and damping force is negligible
then Eq. (3.36) reduces to
d2 x
+w2x = 0
dt 2
which represents the equation of simple harmonic motion.
Hence, the motion of the mass m is SHM.
2p m
Time period = = 2p
w k
3.248 Chapter 3  Ordinary Differential Equations and Applications

w 1 k
Frequency = =
2p 2p m
Free Damped Oscillations If the external force F(t) is absent and damping is
present then Eq. (3.36) reduces to

d2 x dx
2
+ 2l + w2x = 0
dt dt

Forced undamped Oscillation If an external periodic force F(t) = Q cos nt is


applied to the support of the spring and damping force is negligible then Eq. (3.36)
reduces to
d2 x
+ w 2 x = Q cos nt
dt 2
(D2 + w 2 ) x = Q cos nt ...(3.37)

CF = c1 cos w t + c2 sin w t
1
PI = Q cos nt
D +w2 2

Hence, the general solution of Eq. (3.37) is


x = CF + PI
Ê n ˆ Êwˆ
If the frequency of the external force Á ˜ and the natural frequency Á ˜ are
Ë 2p ¯ Ë 2p ¯
same, i.e., w = n then resonance occurs.
Forced Damped Oscillation If an external periodic force F(t) = Q cos nt is applied
to the support of the spring and damping force is present then Eq. (3.36) reduces to

d2 x dx
2
+ 2l + w 2 x = Q cos nt
dt dt
The auxiliary equation is
p2 + 2l p + w2 = 0 ...(3.38)
The general solution is
x = CF + PI = xc + xp
The xc is known as the transient term and tends to zero as t Æ •. This term represents
damped oscillations. The xp is known as the steady-state term. This term represents
2p
simple harmonic motion of period .
n

- 2 l ± 4 l 2 - 4w 2
p= = -l ± l 2 - w 2
2
3.12  Applications of Higher Order Linear Differential Equations        3.249

The motion of the mass depends on the nature of the roots of Eq. (3.38), i.e., on the
discriminant l 2 - w 2 .
Case I If l 2 - w 2 > 0 then the roots of Eq. (3.38) are real and distinct.
Ê l2 -w 2 t l2 -w 2 t ˆ
xc = e - l t Á c1e + c2 e - ˜¯ .
Ë
xc → 0 as t → ∞.
This shows that in this case, damping is so large that no oscillation can occur. Hence,
the motion is called overdamped or dead-beat motion.
Case II If l 2 - w 2 = 0. then the roots of Eq. (3.37) are equal and real.
xc = (c1 + c2 t )e - l t
xc Æ 0 as t Æ •.
In this case, damping is just enough to prevent oscillation. Hence, the motion is called
critically damped.
Case III If l 2 - w 2 < 0 then the roots of Eq. (3.38) are complex.

p = -l ± i w 2 - l 2

Hence,
È ( ) ˘
xc = e -l t Îc1 cos w 2 - l 2 t + c2 sin w 2 - l 2 t ˚ ( )
In this case, the motion is oscillatory due to the presence of the trigonometric factor.
Such a motion is called damped oscillatory motion.

Free Oscillation

example 1
A body weighing 20 kg is hung from a spring. A pull of 40 kg weight will
stretch the spring to 10 cm. The body is pulled down to 20 cm below the
static equilibrium position and then released. Find the displacement of
the body from its equilibrium position at time t seconds, the maximum
velocity, and the period of oscillation.
Solution
Since a pull of 40 kg weight stretches the spring to 10 cm, i.e., 0·1 m,
40 = k ¥ 0 ◊ 1
k = 400 kg /m
Weight of the body, W = 20 kg
W 20
m= =
g 9.8
3.250 Chapter 3  Ordinary Differential Equations and Applications

The equation of motion is


d2 x k
2
+ w 2 x = 0, where w 2 = = 196
dt m
d2 x
+ 196 x = 0
dt 2
(D2 + 196) x = 0 ...(1)
The auxiliary equation is
m2 + 196 = 0
m = ± 14i (complex)
Hence, the general solution of Eq. (1) is
x = c1 cos14t + c2 sin14t
dx
= -14c1 sin 14t + 14c2 cos 14t
dt
dx
At t = 0, x = 20 cm = 0.2 m, v = = 0,
dt
0.2 = c1 and 0 = 14c2, c2 = 0
(i) Hence, displacement of the body from its equilibrium position at the time t is
given by
x = 0·2 cos14t
(ii) Amplitude = 20 cm = 0.2 m
Maximum velocity = w ¥ Amplitude = 14 ¥ 0 ◊ 2 = 2 ◊ 8 m/s
2p 2p
(iii) Period of oscillation = = = 0.45 s
w 14

Free Damped Oscillation

example 2
A 3 lb weight on a spring stretches it to 6 inches. Suppose a damping
force lv is present (l > 0). Show that the motion is (a) critically damped if
l = 1.5, (b) overdamped if l > 1.5, and (c) oscillatory if l < 1.5.
Solution
1
A 3 lb weight stretches the spring to 6 inches, i.e., ft
2
1
3=k¥
2
k = 6 lb/ft
3.12  Applications of Higher Order Linear Differential Equations        3.251

Weight = 3 lb
W 3
Mass = =
g 32
dx
Damping force = lv = l where l > 0
dt
The equation of motion is
d2 x dx
m 2
+ kx + l =0
dt dt
3 2
D x + 6 x + l Dx = 0
32
Ê 2 32 ˆ d
ÁË D + 3 l D + 64˜¯ x = 0 where D =
dt
The auxiliary equation is
32
m2 + l m + 64 = 0 ...(1)
3
2
32 Ê 32 ˆ
- l ± Á l ˜ - 256
3 Ë 3 ¯
m=
2
-32 l ± 1024 l 2 - 2304
=
6
(a) The motion is critically damped when the roots of Eq. (1) are equal, i.e.,
1024 l 2 - 2304 = 0.
l = 1·5.
(b) The motion is overdamped when the roots of Eq. (1) are real and distinct, i.e.,
1024 l 2 - 2304 > 0 .
l > 1.5.
(c) The motion is oscillatory when the roots of Eq. (1) are imaginary, i.e.,
1024 l 2 - 2304 < 0.
l < 1.5.

Forced undamped Oscillation

example 3
Determine whether resonance occurs in a system consisting of a 32 lb
weight attached to a spring with constant k = 4 lb/ft and an external
3.252 Chapter 3  Ordinary Differential Equations and Applications

1
force of 16 sin 2t and no damping force present. Initially, x = and
dx 2
= -4.
dt
Solution
The equation of motion is
d2 x
m 2 + kx = 16 sin 2t
dt
32 d 2 x
+ 4 x = 16 sin 2t
g dt 2
(D2 + 4) x = 16 sin 2t ÈQ g = 32 ft / sec 2 ˘ ...(1)
Î ˚
The auxiliary equation is
m2 + 4 = 0
m = ± 2i (complex)
CF = c1 cos 2t + c2 sin 2t
1
PI = 2 16 sin 2t
D +4
1
= 16t sin 2t
2D
Ê cos 2t ˆ
= 8t Ú sin 2t dt = 8t Á -
Ë 2 ˜¯
= -4t cos 2t
Hence, the general solution of Eq. (1) is
x = c1 cos 2t + c2 sin 2t - 4t cos 2t
dx
= -2c1 sin 2t + 2c2 cos 2t - 4 cos 2t + 8t sin 2t
dt
1 dx
Initially, at t = 0, x= and = -4
2 dt
1
= c1
2
and -4 = 2c2 - 4
c2 = 0

1
Hence, x = cos 2t - 4t cos 2t
2
k 4
w2 = =
m 1
3.12  Applications of Higher Order Linear Differential Equations        3.253

w=2
Also, n = 2
n 2 1
Frequency of the external force = = = cycles / second
2p 2p p
w 2 1
Natural frequency = = = cycles/second
2p 2p p
Since both the frequencies are same, resonance occurs in the system.

Forced Damped Oscillations

example 4
Determine the transient and steady-state solutions of mechanical
system with 6 lb weight, 12 lb/ft stiffness constant, damping force of 1.5
times the instantaneous velocity, external force of 24 cos 8t, and initial
1 dx
conditions x = ft, = 0.
3 dt
Solution
Weight = 6 lb, k = 12 lb/ft
W 6
m= = [Q g = 32 ft/s2]
g 32
dx
Damping force = 1.5
dt
The equation of motion is
d2 x dx
m 2
+ kx + 1.5 = 24 cos 8t
dt dt
6 d2 x dx
2
+ 12 x + 1.5 = 24 cos 8t
32 dt dt
d2 x dx
2
+8 + 64 x = 128 cos 8t
dt dt
(D2 + 8D + 64) x = 128 cos 8t
...(1)
The auxiliary equation is
m 2 + 8m + 64 = 0
- 8 ± 64 - 256
m= = -4 ± i 4 3 (complex)
2
3.254 Chapter 3  Ordinary Differential Equations and Applications

CF = e -4 t (c1 cos 4 3t + c2 sin 4 3t ) = x, say


which gives the transient solution
1
PI = 128 cos 8t
D2 + 8D + 64
1
= 128 cos 8t
-64 + 8D + 64
= 16 Ú cos 8t dt
sin 8t
= 16
8
= 2 sin 8t
which gives the steady-state solution.
Hence, the general solution of Eq. (1) is

x = e -4 t (c1 cos 4 3t + c2 sin 4 3t ) + 2 sin 8t


dx
= - 4e -4 t (c1 cos 4 3t + c2 sin 4 3t )
dt
+ e -4 t ( -4 3c1 sin 4 3t + 4 3 c2 cos 4 3t ) + 16 cos 8t

1 dx
Initially, at t = 0, x = and =0
3 dt
1
= c1
3
and 0 = -4c1 + 4 3 c2 + 16
11 3
c2 = -
9
Hence, transient solution is

Ê1 11 3 ˆ
xe = e -4 t Á cos 4 3t - sin 4 3t ˜
Ë3 9 ¯
e -4 t
= (3cos 4 3t - 11 3 sin 4 3 t )
9

and steady-state solution is


xp = 2 sin 8t
3.12  Applications of Higher Order Linear Differential Equations        3.255

exercIse 3.13
1. A body weighing 4·9 kg is hung from a spring. A pull of 10 kg will stretch the
spring to 5 cm. The body is pulled down 6 cm below the static equilibrium
position and then released. Find the displacement of the body from its
equilibrium position at time t seconds, the maximum velocity and the
period of oscillation.
[ ans. : 0.06 cos 20 t, 1.2 m/ s , 0.314 s]
2. A mass of 200 g is tied at the end of a spring which extends to 4 cm under
a force of 196, 000 dynes. The spring is pulled 5 cm and released. Find
the displacement t seconds after release, if there be a damping force
of 2000 dynes per cm per second. What should be the damping force for
the dead-beat motion?
È -5t Ê 25 ˆ ˘
Í ans. : e Á 5 cos 220t + sin 220t˜ , 6261˙
Î Ë 220 ¯ ˚
3. A spring of negligible weight which stretches 1 inch under tension of
2  lb  is  fixed  at  one  end  and  is  attached  to  a  weight  of  W lb at the
other. It is found that resonance occurs when an axial periodic
force of 2 cos 2t lb acts on the weight. Show that when the free
vibrations have died out, the forced vibrations are given by x = ct sin 2t,
and find the values of W and c.
È 1˘
ÍÎ ans. : W = 6g, c = 12 ˙˚

4. Find the steady-state and transient oscillations of the mechanical system


.. .
corresponding to the differential equation x + 2x + 2x = sin 2t – 2 cos 2t,
.
x (0) = x (0) = 0.
[ans. : –0.5 sin 2t, e–t sin t]
dx&
5. If weight W = 16 lb, spring constant k = 10 lb/ft, damping force = 2 ,
dt
external force F(t) is 5 cos 2t,  find  the  motion  of  the  weight  given 
x(0) = x& (0) = 0. Write the transient and steady-state solutions.

È -2t Ê 3 1 ˆ 1 1 ˘
Í ans.: x(t) = e ÁË - sin 4t - cos 4t˜¯ + cos 2t + sin2t ˙
Í 8 2 2 4 ˙
Í 5e -2t ˙
Í Transient solution : cos(4t - 0.64) ˙
Í 8 ˙
Í 5 ˙
ÍSteady-state : cos(2t - 0.46) ˙
Î 4 ˚
3.256 Chapter 3  Ordinary Differential Equations and Applications

3.12.2 Electrical Circuits


A second-order electrical circuit consists of a resistor, an inductor, and a capacitor in
series with an emf e(t) as shown in the Fig. 3.2.
Applying Kirchhoff’s voltage law to the circuit,
R L
di 1
dt C Ú
Ri + L + idt = e(t ) ...(3.39)

dq e(t) C
But i= i
dt
fig. 3.2 Second-order electrical
d2 q dq 1 circuit
L 2 +R + q = e(t ) ...(3.40)
dt dt C
Differentiating Eq. (3.39) w.r.t. t
d2i di i de(t )
L 2
+R + = ...(3.41)
dt dt C dt
Equations (3.40) and (3.41) are both second-order linear nonhomogeneous ordinary
differential equations.

example 1
A circuit consists of an inductance of 2 henrys, a resistance of 4 ohms
and capacitance of 0.05 farads. If q = i = 0 at t = 0, (a) find q(t) and
i(t) when there is a constant emf of 100 volts. (b) Find the steady-state
solutions.
Solution
(a) The differential equation of the RLC circuit
d2 q dq q
L 2
+R + = e(t )
dt dt C
2
d q dq q
2 2
+4 + = 100
dt dt 0.05
d2 q dq
+2 + 10q = 50
dt 2 dt
(D2 + 2 D + 10)q = 50

The auxiliary equation is

m 2 + 2 m + 10 = 0
m = -1 ± 3i (complex)
3.12  Applications of Higher Order Linear Differential Equations        3.257

CF = e - t (c1 cos 3t + c2 sin 3t )


1
PI = (50e0 t )
D2 + 2 D + 10
1
= ◊ 50
10
=5
The general solution is
q = e - t (c1 cos3t + c2 sin 3t ) + 5 ...(1)
At t = 0, q=0
0 = c1 + 5
c1 = -5
Differentiating Eq. (1) w.r.t. t,
dq
i= = e - t (-3c1 sin 3t + 3c2 cos 3t ) - e - t (c1 cos 3t + c2 sin 3t )
dt
At t = 0, i = 0
0 = 3c2 - c1
3c2 = c1
5
c2 = -
3
5
Hence, q(t ) = 5 + e - t (-5cos3t - sin 3t )
3
5
= 5 - e- t (3cos3t + sin 3t )
3
5
and i(t ) = e - t (15sin 3t - 5cos3t ) + e - t (5cos3t + sin 3t )
3
5 -t 5 -t
= - e (3cos3t - 9sin 3t ) + e (3cos3t + sin 3t )
3 3
(b) The steady-state solution is obtained by putting t = •.
q(t) = 5
i(t) = 0

example 2
(a) Determine q and i in an RLC circuit with L = 0.5 H, R = 6 W,
C = 0.02 F, e = 24 sin 10t and initial conditions q = i = 0 at t = 0. (b) Find
steady-state and transient solutions.
3.258 Chapter 3  Ordinary Differential Equations and Applications

Solution
The differential equation of the RLC circuit is
d2 q dq q
L 2
+R + =e
dt dt C
2
d q dq q
0.5 2
+6 + = 24 sin 10t
dt dt 0.02
d2 q dq
+ 12 + 100q = 48 sin 10t
dt 2 dt
(D2 + 12 D + 100)q = 48 sin 10t
The auxiliary solution is
m 2 + 12 m + 100 = 0
m = -6 ± 8i (complex)
CF = e -6 t (c1 cos8t + c2 sin 8t )
1
PI = 48 sin10t
D2 + 12D + 100
1
= 48 ◊ 2
sin10t
-10 + 12D + 100
48
12 Ú
= sin10t dt

Ê cos10t ˆ
= 4Á-
Ë 10 ˜¯
2
= - cos10t
5

The general solution is


2
q = e-6 t (c1 cos8t + c2 sin 8t ) - cos10t ...(1)
5
Differentiating Eq. (1) w.r.t. t

dq 2
i= = -6e -6 t (c1 cos8t + c2 sin 8t ) + e -6 t ( -8c1 sin 8t + 8c2 cos8t ) + ◊ 10 sin10t
dt 5
= e -6 t [( -6c1 + 8c2 ) cos8t - (6c2 + 8c1 )sin 8t ] + 4 sin10t

At t = 0, q = 0, i = 0
2
0 = c1 -
5
2
c1 =
5
3.12  Applications of Higher Order Linear Differential Equations        3.259

and 0 = -6c1 + 8c2


6c1 3
c2 = =
8 10
Ê2 3 ˆ 2
Hence, q(t ) = e -6 t Á cos8t + sin 8t ˜ - cos10t
Ë5 10 ¯ 5

and i(t ) = e -6 t (-5sin 8t ) + 4 sin10t


The steady-state solution is obtained by putting t = • .
2
q(t ) = - cos10t
5
i(t ) = 4 sin10t
The transient solution
Ê2 3 ˆ
q(t ) = e -6 t Á cos8t + sin 8t ˜
Ë5 10 ¯
i(t ) = e -6 t (-5sin 8t )

exercIse 3.14
1. A circuit consists of a resistance of 5 ohms, an inductance of 0.05 henrys
and capacitance of 4 × 10–4 farads. If q(0) = 0, i(0) = 0, find q(t) and i(t)
when an emf of 110 volts is applied.
È Ê 11 11 19 ˆ 11 ˘
Í ans. : q(t) = e -50t Á - cos 50 19t - sin 50 19t˜ + ,˙
Í Ë 250 4750 ¯ 250 ˙
Í 44 -50t ˙
Í i(t) = e sin 50 19t ˙
Î 19 ˚
2. Determine the charge on the capacitor at any time t in the series circuit
having a resistor of 2 W, inductor of 0.1 H, capacitor of
1
F and
260
e(t) = 100 sin 60t. If the initial current and initial charge on the capacitor
are both zero, find the steady-state solution.
È 6e -10t 5 ˘
Í ans. : q(t) = (6 sin 50t + 5 cos 50t) - (5 sin 60t + 6 cos 60t), ˙
Í 61 61 ˙
Í 5 ˙
Ístteady-state solution: q(t) = - (5 sin 60t + 6 cos 60t) ˙
Î 61 ˚
Points to remember
3.260

First-Order Differential Equation


Sr. Differential Equation Type Integrating Solution
No. Factor
1. M (x, y) dx + N (x, y) dy = 0 Exact, i.e., – (i) Ú M (x, y) dx + Ú (terms of N not containing x) dy = c
∂N ∂M
= (ii) Ú (terms of M not containing y) dx + Ú N (x, y) dy = c
∂x ∂y

2. M (x, y) dx + N (x, y) dy = 0 Non-exact and f ( x )dx (i)


IF = e Ú Ú M1 (x, y) dx + Ú (terms of N1 not containing x) dy = c
∂M ∂N
- (ii) Ú (terms of M1 not containing y) dx + Ú N1 (x, y) dy = c
∂y ∂x
= f (x)
N
3. M (x, y) dx + N (x, y) dy = 0 Non-exact and f ( y )dy (i)
IF = e Ú Ú M1 (x, y) dx + Ú (terms of N1 not containing x) dy = c
∂N ∂M
-
∂x ∂y (ii) Ú (terms of M1 not containing y) dx + Ú N1 (x, y) dy = c
= f (y)
M
Chapter 3  Ordinary Differential Equations and Applications

4. f1 (xy) y dx + f2 (xy) x dy = 0, Non-exact 1 (i)


IF = Ú M1 (x, y) dx + Ú (terms of N1 not containing x) dy = c
Mx - Ny
(ii) Ú (terms of M1 not containing y) dx + Ú N1 (x, y) dy = c
5. M (x, y) dx + N (x, y) dy = 0 Non-exact and 1 (i)
homogeneous IF = Ú M1 (x, y) dx + Ú (terms of N1 not containing x) dy = c
Mx + Ny
(ii) Ú (terms of M1 not containing y) dx + Ú N1 (x, y) dy = c
Sr. Differential Equation Type Integrating Solution
No. Factor
6. Non-exact IF = xh yk
x m1 y n1 (a1y dx + b1x dy) (i) Ú M1 (x, y) dx + Ú (terms of N1 not containing x) dy = c
m1 + h + 1
+ x m2 y n2 (a2y dx + b2x dy) = 0 where (ii) Ú (terms of M1 not containing y) dx + Ú N1 (x, y) dy = c
a1
n1 + k + 1
=
b1
m2 + h + 1
and
a2
n2 + k + 1
= b2

dy Linear in y P dx P dx P dx
7. + Py = Q, where P and Q IF = e Ú ye Ú = Ú Qe Ú dx + c
dx
are functions of x
dy Nonlinear P dx P1 dx P1 dx
8. + Py = Qy n IF = e Ú 1 ve Ú = Ú Q1e Ú dx + c where Q1 = (1 – n)Q
dx
where
P1 = (1 – n) v
and v = y 1–n
dy Nonlinear P dx P dx P dx
9. f ¢(y) + Pf (y) = Q IF = e Ú ve Ú = Ú Qe Ú dx + c where f (y) = v
dx

Note: In the cases 1 to 6 after multiplication by IF, differential equation reduces to M1(x, y) dx + N1 (x, y) dy = 0
Points to Remember        3.261
Higher Order Differential Equations
Homogeneous Linear Differential Equations with constant coefficients
3.262

Sr. No. Roots Complementary Function (CF)


1. Real and distinct roots (m1, m2, … mn) y = c1e m1 x + c2 e m2 x + c2 e m3 x + º + cn e mn x
2. Real and repeated roots (m1 = m2) y = (c1 + c2 x ) e m1 x + c3 e m3 x + c4 e m4 x + º + cn e mn x
3. Complex roots (m1 = a + ib, m2 = a – ib) y = ea x (c1 cos b x + c2 sin b x ) + c3 e m3 x + c4 e m4 x + º + cn e mn x
Complex and repeated roots m x m x
4. y = ea x [(c1 + c2x) cos b x + (c3 + c4x) sin b x] + c5 e 5 + c6 e 6 + … + cn e mn x
(m1 = m2 = a + ib, m3 = m4 = a – ib)
Nonhomogeneous Linear Differential Equations with constant coefficients
Sr. No. Q(x) Particular Integral (PI)
1. e ax + b 1 ax + b
(i) e if f (a) π 0
f (a)

(ii) xr 1 eax + b if f (r – 1) (a) = 0 and f (r) (a) π 0


f (r ) (a )
2. sin (ax + b) or cos (ax + b) 1 1
(i) sin (ax + b) or cos (ax + b) if f (– a2) π 0
f(-a 2 ) f(-a 2 )
Chapter 3  Ordinary Differential Equations and Applications

(ii) x r 1 cos (ax + b), if f (r – 1) (– a2) = 0 and f (r) (– a2) π 0


(r ) 2
f (-a )
m
3. x [f (D)]–1 xm = [1 + f (D)]–1 xm = (a0 + a1D + a2 D2 + … + am Dm) xm
4. eax V 1
eax ◊ V
f ( D + a)
5. xV 1
x V−
f ′( D) V
f ( D) [ f ( D)]2
Multiple Choice Questions        3.263

If Q(x) is not in any of the above 5 forms then the solution of the differential equation
can be obtained by the following methods:
(i) f (D) is factorized as linear factors of D and PI is obtained using the formula
1
Q(x) = eax Ú Q(x)e–ax dx
D-a
(ii) Variation of parameters: If CF = c1 y1 + c2 y2, assume PI = y = v1(x) y1 + v2 (x) y2

- y2 Q y1Q y1 y2
where v1 = Ú W
dx, v2 = Ú W
dx and W =
y1¢ y2¢

multiple Choice questions


Select the most appropriate response out of the various alternatives given in each
of the following questions:
dx 3 x 1
1. Integrating factor of the differential equation + = 2 is [Summer 2016]
dy y y
(a) y2 (b) y (c) y3 (d) 2y3
dy y
2. The general solution of the differential equation + = tan 2 x is
dx x
[Summer 2016]
Ê yˆ
(a) sin (yx) = c (b) sin Á ˜ = c
Ë x¯
(c) sin y = c (d) sin x = c
3. The orthogonal trajectory of the family of curve x2 + y2 = c2 is
[Winter 2016; Summer 2016]
x
(a) y = xc (b) y = x + c (c) y = x – c (d) y =
c
4. Particular integral of (D2 + 4)y = cos 2x is [Summer 2016]
x sin 2 x x sin 2 x x sin x
(a) (b) x sin 2x (c) (d)
2 4 4
2 1
Ê dx ˆ
5. The type, order and degree of the differential equation Á ˜ + 5 y 3 = x are
Ë dy ¯
[Summer 2016]

(a) Linear, First, Two (b) Nonlinear, First, Two


(c) Linear, Second, First (d) Nonlinear, Second, First
3.264 Chapter 3  Ordinary Differential Equations and Applications

6. The Wronskian of the two functions sin 2x and cos 2x is [Winter 2016]
(a) 1 (b) 2 (c) –1 (d) –2
7. The solution of (D2 + 6D + 9)x = 0 is [Winter 2016]
(a) (c1 + c2t)e–3t (b) c1 e–3t
t
(c) c1c2 e (d) c1 e–t
dy
8. The solution of = e3 x - 2 y + x 2 e -2 y is [Winter 2016]
dx
(a) 3e2y = 2(e3x + x3) + 6c (b) e2y = e3x + x3 + c

(c) 3e2y = (e3x + x3) + 6c (d) e2y = 2(e3x + x3) + 6c


dy y
9. Integrating factor of the differential equation + = x 2 is
dx 1 + x 2
1 x2
2 2
(a) e 1+ y (b) e y (c) y2 (d) elog y
dy
10. The Bernoulli’s differential equation - y tan x = y 4 sec x reduces to linear
differential equation d x
du
(a) + (3 tan x )u = - 3 sec x where y -3 = u
dx
du
(b) (tan x )u = 3 sec x where y -3 = u
dx
du
(c) + (tan x )u = - sec x where y -3 = u
dx
(d) None of these
2
11. The value of a so that eay is an integrating factor of the linear differential
y2
dx -
equation + xy = e 2 is
dy
1 1
(a) –1 (b) - (c) 1 (d)
2 2
dy
12. The general solution of + (cot x ) y = sin 2 x with integrating factor sin x is
dx
2 2
(a) y sin x = sin x + c (b) y sin x = sin3 x + c
3
2 3
(c) y sin x = sin x + c (d) None of these
3
Multiple Choice Questions        3.265

d2 y
13. In solving differential equation + y = tan x by method of variation of
dx 2
parameters, complementary function = c1 cos x + c2 sin x, particular integral =
u cos x + v sin x, then v is equal to
(a) –cos x (b) log(sec x + tan x) – sin x
(c) –log(sec xx + tan x) (d) cos x
14. On putting x = ez, the transformed differential equation of
d2 y dy d
x 2 2 - 3 x + 5 y = x 2 sin(log x ) using D = is
dx dx dz
(a) (D2 – 4D + 5)y = e2z sin z (b) (D2 – 4D + 5)y = x2 sin(log x)
2
(c) (D2 – 4D – 4)y = ez sin z (d) (D2 – 3D + 5)y = ez sin z
d2 y dy 1
15. Solution of differential equation x 2 + 2x = 2 is
2 dx x
dx
x2 x2
(a) (c1 x + c2 ) - (d) (c1 x 2 + c2 ) +
4 4
1 1 x2
(c) c1 + c2 + 2 (d) (c1 log x + c2 ) +
x 2x 4
16. Which of the following differential equation is not exact?
[Winter 2015; Summer 2017]
2 2
(a) (y – x )dx + 2xy dy = 0 (b) (x + 3xy )dx + (3x2y + y3) dy = 0
3 2

dy y
(c) = (d) yexdx + (2y + ex)dy = 0
dx x
17. The differential equation of the orthogonal trajectory to the equation y = cx2 is
[Winter 2015]
(a) x2 + 2y2 + c = 0 (b) x2 + y2 + c = 0
(c) x2 – 2y2 + c = 0 (d) x2 – y2 + c = 0
18. If y = c1y1 + c2y2 = ex(c1 cos x + c2 sin x) is a complementary function of a second
order differential equation, Wronskian W(y1, y2) is [Winter 2015]
(a) ex (b) e3x (c) e2x (d) e–2x
19. The general solution of (D2 + D +1)y = 0 is [Winter 2015]
Ê 3 3 ˆ Ê 3 3 ˆ
(a) et Á c1 cos t + c2 (b) e - t Á c1 cos t + c2
2 ˜¯ 2 ˜¯
t t
Ë 2 Ë 2
1
Ê 3 3 ˆ -
1
Ê 3 3 ˆ
Á c1 cos 2 t + c2 2 t ˜ Á c1 cos 2 t + c2 2 t ˜
(c) e 2 (d) e 2
Ë ¯ Ë ¯
3.266 Chapter 3  Ordinary Differential Equations and Applications

20. The order and degree of the differential equation y¢¢ + 3y2 = 3cos x are
[Summer 2017]
(a) 2, 1 (b) 1, 2 (c) 1, 1 (d) 2, 2
Ê 1ˆ
21. The integrating factor of the linear differential equation y ¢ - Á ˜ y = x 2 is
Ë x¯
[Summer 2017]
1 1
(a) (b) x (c) (d) x2
x2 x
22. The solution of the differential equation y¢¢ + 11y¢ + 10y = 0 is
(a) c1 e–x + c2 e–10x (b) c1 ex + c2 e–10x
(c) c1 e– x + c2 e10x (d)
23. If y = (c1 + c2x)ex is the complementary function of a second order differential
equation, then Wronskian W(y1, y2) is [Summer 2017]
(a) ex (b) e–x (c) e2x (d) e–2x
24. The particular integral of y¢¢¢ + y¢ = e2x is [Summer 2017]
1 2x 1 x
(a) e2x (b) e (c) e (d) ex
10 10

answers
1. (c) 2. (b) 3. (a) 4. (c) 5. (b) 6. (d) 7. (a) 8. (a)
9. (a) 10. (a) 11. (d) 12. (c) 13. (a) 14. (a) 15. (c) 16. (c)
17. (a) 18. (c) 19. (d) 20. (a) 21. (c) 22. (a) 23. (c) 24. (b)
CHAPTER
4
Series Solution of
Differential Equations

chapter outline
4.1 Introduction
4.2 Power-Series Method
4.3 Series Solution about an Ordinary Point
4.4 Frobenius Method

4.1 IntroductIon
In general, the solutions to differential equations with variable coefficients cannot be
expressed as a finite linear combination of known elementary functions. In such cases,
the solution can be obtained in the form of an infinite convergent series. In this chapter,
the power-series method and an extension of the power-series method, called the
Frobenius method, are used to solve differential equations with variable coefficients.

4.2 Power-SerIeS Method

Consider a homogeneous linear second-order differential equation with variable


coefficients
d2 y dy
P0 ( x ) 2 + P1 ( x ) + P2 ( x ) y = 0
dx dx …(4.1)
where P0, P1, and P2 are polynomials in x.
Dividing Eq. (4.1) by P0(x),

d2 y P1 ( x ) dy P2 ( x )
2
+ + y=0
dx P0 ( x ) dx P0 ( x )
4.2 Chapter 4  Series Solution of Differential Equations

d2 y dy …(4.2)
+ P( x ) + Q( x ) y = 0
dx 2 dx
P1 ( x ) P ( x)
where P( x ) = and Q( x ) = 2
P0 ( x ) P0 ( x )
Equation (4.2) is known as the standard form (normal form or canonical form) of
Eq. (4.1).
The power-series solution of Eq. (4.2) about a point x = x0 depends on the following
definitions.
ordinary Point
A point x0 is called an ordinary point of Eq. (4.2) if P(x) and Q(x) are both analytic
(i.e., differentiable ) at x0.
Notes:
(i) If P0(x) π 0 at x = x0 then x0 is an ordinary point.
(ii) The ordinary point is also known as a regular point of the equation.
Singular Point
A point x0 is called a singular point of Eq. (4.2) if either P(x) or Q(x), or both are not
analytic at x0.
Note: If P0(x) = 0 at x = x0 then x0 is a singular point.
regular Singular Point
A singular point x0 is called a regular singular point of Eq. (4.2) if (x – x0) P(x) and
(x – x0)2 Q(x) both are analytic (i.e., differentiable) at x0.
Irregular Singular Point
A singular point x0 is called an irregular singular point of Eq. (4.2) if either
(x – x0) P(x) or (x – x0)2 Q(x), or both are not analytic at x0.

example 1
Classify the singular points of the differential equation x2y¢¢ + xy¢ – 2y = 0.
Solution
x2y¢¢ + xy¢ – 2y = 0 …(1)
P0(x) = x2
At singular points,
P0(x) = 0
x2 = 0
x=0
Hence, x = 0 is a singular point.
4.2 Power-Series Method 4.3

Dividing Eq. (1) by x2,


1 2
y ¢¢ +y¢ - 2 y = 0
x x
Comparing with the standard form,
y ¢¢ + P( x ) y ¢ + Q( x ) y = 0
1 2
P( x ) = , Q( x ) = - 2
x x
xP( x ) = 1, x 2Q( x ) = -2
Since xP(x) and x2Q(x) are both analytic (i.e., differentiable) at x = 0, it is a regular
singular point of Eq. (1).

example 2
Find the ordinary points and singular points of the equation
(1 – x)2y¢¢ – 6xy¢ – 4y = 0.
Solution
(1 – x)2y¢¢ – 6xy¢ – 4y = 0 ...(1)
P0(x) = 1 – x2
At singular points,
P0(x) = 0
1 – x2 = 0
x = ±1
Hence, x = ±1 are singular points of Eq. (1).
Dividing Eq. (1) by (1 – x2),
6x 4
y ¢¢ - 2
y¢ - y=0
(1 - x ) 1 - x2
Comparing with the standard form,
y¢¢ + P(x)y¢ + Q(x) = 0
6x 4
P( x ) = - 2
, Q( x ) = -
1- x (1 - x 2 )
6x 4
= , =
( x + 1)( x - 1) ( x + 1)( x - 1)
(i) For x = 1,
6x 4( x - 1)
( x - 1)P( x ) = , ( x - 1)2 Q( x ) =
x +1 x +1
2
Since (x – 1)P(x) and (x – 1) Q(x) are both analytic (i.e., differentiable) at
x = 1, it is a regular singular point.
4.4 Chapter 4  Series Solution of Differential Equations

(ii) For x = –1,


6x 4( x + 1)
( x + 1)P( x ) = , ( x + 1)2 Q( x ) =
x -1 x -1
2
Since (x + 1) P(x) and (x + 1) Q(x) are both analytic (i.e., differentiable) at
x = –1, it is a regular singular point of the equation.
All the values of x π ± 1 are the ordinary points of the equation.

example 3
Classify the singular points of the equation
x3(x – 2)y≤ + x3y¢ + 6y = 0
Solution
x3(x – 2)y¢¢ + x3y¢ + 6y = 0 ...(1)
P0(x) = x3 (x – 2)
At singular points,
P0 ( x ) = 0
3
x ( x - 2) = 0
x = 0, x=2
Hence, x = 0 and x = 2 are singular points of Eq. (1).
Dividing Eq. (1) by x3(x – 2),
1 6
y ¢¢ + y¢ + 3 y=0
x-2 x ( x - 2)
Comparing with the standard form,
y ¢¢ + P( x ) y ¢ + Q( x ) = 0
1 6
P( x ) = , Q( x ) = 3
x-2 x ( x - 2)
(i) For x = 0,
x 6
xP ( x ) = , x 2 Q( x ) =
x-2 x ( x - 2)
Since x2Q(x) is not analytic (i.e., not differentiable) at x = 0, it is an irregular
singular point of the equation.
(ii) For x = 2,
6( x - 2)
( x - 2)P( x ) = 1, ( x - 2 )2 Q ( x ) =
x3
2
Since (x – 2) P(x) and (x – 2) Q(x) are both analytic (i.e., differentiable) at
x = 2, it is a regular singular point of the equation.
4.2 Power-Series Method 4.5

example 4
Discuss about ordinary point, singular point, regular singular point and
irregular singular point for the differential equation
x 3 ( x - 1) y ¢¢ + 3( x - 1) y ¢ + 7 xy = 0 [Summer 2017]
Solution
x 3 ( x - 1) y ¢¢ + 3( x - 1) y ¢ + 7 xy = 0 ...(1)

P0(x) = x3(x – 1)
At singular points,
P0(x) = 0
3
x (x – 1) = 0
x = 0, x = 1
Hence, x = 0 and x = 1 are singular points of Eq. (1).
Diving Eq. (1) by x3(x – 1),
3 7
y ¢¢ + 3
y¢ + 2 y=0
x x ( x - 1)
Comparing with the standard form,
y ¢¢ + P( x ) y ¢ + Q( x ) y = 0

3 7
P( x ) = 3
, Q( x ) = 2
x x ( x - 1)
(i) For x = 0,
3 7
xP ( x ) = 2
, x 2 Q( x ) =
x x -1
Since xP(x) is not analytic (i.e., not differentiable) at x = 0, it is an irregular
singular point of the equation.
(ii) For x = 1,
3( x - 1) 7( x - 1)
( x - 1) P( x ) = 3
, ( x - 1)2 Q( x ) =
x x2
Since (x – 1) P(x) and (x – 1)2 Q(x) are both analytic (i.e., differentiable) at
x = 1, it is a regular singular point of the equation.
4.6 Chapter 4  Series Solution of Differential Equations

exercISe 4.1
Find ordinary points and singular points of the following differential
equations. Also, classify the singular points.
2 2
1. x y ¢¢ - 5y ¢ + 3x y = 0
[ Ans. : x = 0, irregular singular point]
x
2. e y ¢¢ + y ¢ - xy = 0
[ Ans. : All values of x are ordinary points]
2 2
3. (x + x - 2) y ¢¢ + 3(x + 2)y ¢ + (x - 1)y = 0
È Ans. : x = -2, regular singular point,˘
Í ˙
Î x = 1, irregular singular point ˚
3
4. x y ¢¢ + 3xy ¢ + 6 y = 0
[ Ans. : x = 0, irregular singular point]
2
5. x y ¢¢ + (sin x)y ¢ + (cos x)y = 0
[ Ans. : x = 0, regular singular point]

4.3 SerIeS SolutIon About An ordInAry PoInt

Let the power-series solution of the equation


P0 ( x ) y ¢¢ + P1 ( x ) y ¢ + P2 ( x ) y = 0
...(4.3)
about an ordinary point x0 be given as

y= Â an ( x - x0 )n = a0 + a1 ( x - x0 ) + a2 ( x - x0 )2 + L
n=0

The coefficients a1, a2, a3, ... are obtained as follows:



(i) Let y = Â a n ( x - x0 ) n ...(4.4)
n=0
be the series solution of the given equation.
(ii) Differentiate y w.r.t. to x twice and substitute y, y¢, y¢¢ in Eq. (4.3).
(iii) Shift the summation index to obtain a common power of x in each term.
(iv) Equate the coefficients of various powers of x to zero to obtain a1, a2, a3, ... in
terms of a0.
(v) Substitute a1, a2, a3, ... in Eq. (4.3) to obtain the required solution of the given
equation.
4.3  Series Solution about an Ordinary Point        4.7

example 1
Find the series solution of y¢ – 2xy = 0. [Winter 2014]
Solution
y¢ – 2xy = 0 ...(1)
P(x) = 1, Q(x) = –2x
Since P(x) and Q(x) are both analytic at x = 0, it is an ordinary point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0

• •
y¢ = Â an n x n -1 = Â n an x n -1
n=0 n =1

Substituting in Eq. (1),


• •
 n an x n-1 - 2 x  an x n = 0
n =1 n=0
• •
 n an x n-1 - 2  an x n+1 = 0
n =1 n=0

To obtain common power of x in each term, putting n – 1 = m + 1 (i.e., n = m + 2) in


the first term, we get
• •
 (m + 2) am +2 x m +1 - 2  an x n+1 = 0
m =-1 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + 2)an + 2 x n +1 - 2  an x n +1 = 0
n = -1 n=0
• •
a1 + Â (n + 2)an+ 2 x n+1 - 2 Â an x n+1 = 0
n=0 n=0

Equating the constant term and the coefficient of xn + 1 to zero,


a1 = 0
and (n + 2)an + 2 - 2an = 0, n≥0
2
an + 2 = an , n≥0
n+2
4.8 Chapter 4  Series Solution of Differential Equations

Putting n = 0, 1, 2, 3, ...
a2 = a0
2
a3 = a1 = 0 [Q a1 = 0]
3
2 1
a4 = a2 = a0
4 2
2
a5 = a3 = 0
5
2 2 1 1 1
a6 = a4 = ◊ a0 = a0 = a0
6 6 2 6 3!
and so on.
Substituting in Eq. (2),
1 1
y = a0 + 0. x + a0 x 2 + 0 ◊ x 3 +
a0 x 4 + 0 ◊ x 5 + a0 x 6 + L
2 3!
Ê x 4 x6 ˆ
= a0 Á 1 + x 2 + + + L˜
Ë 2 ! 3! ¯

example 2
d2 y
Find the power-series solution of the equation + y = 0 about
dx 2
x0 = 0. [Summer 2014]
Solution
y¢¢ + y = 0 ...(1)
P0(x) = 1 π 0 at x = 0
Hence, x = 0 is an ordinary point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n = a0 + a1 x + a2 x 2 + a3 x3 + L
n=0
• •
...(2)
y¢ = Â an nx n -1 = Â nan x n -1
n=0 n =1
• •
y ¢¢ = Â an n(n - 1) x n -2 = Â n(n - 1)an x n -2
n=0 n=2

Substituting in Eq. (1),


• •
 n(n - 1)an x n-2 +  an x n = 0
n=2 n=0
4.3  Series Solution about an Ordinary Point        4.9

To obtain a common power of x in each term, putting n – 2 = m (i.e., n = m + 2) in the


first term, we get
• •
 (m + 2)(m + 1)am +2 x m +  an x n = 0
m=0 n=0

Since m is a dummy variable, replacing m by n in the first term,


• •
 (n + 2)(n + 1)an+2 x n +  an x n = 0
n=0 n=0
n
Equating the coefficient of x to zero,
(n +1) (n + 2)an + 2 + an = 0, n≥0
1
an + 2 = - a , n≥0
(n + 1)(n + 2) n
Putting n = 0, 1, 2, ...
1 1
a2 = - a0 = - a0
1◊ 2 2!
1 1
a3 = - a1 = - a1
2◊3 3!
1 1 Ê 1 ˆ 1
a4 = - a2 = - Á- a0 ˜ = a0
3◊ 4 3 ◊ 4 Ë 1◊ 2 ¯ 4!
1 1 Ê 1 ˆ 1
a5 = - a =- Á- a ˜ = a
4◊5 3 4 ◊ 5 Ë 3! 1 ¯ 5! 1
and so on.
Substituting in Eq. (2),
1 1 1 1
y = a0 + a1 x - a0 x 2 - a1 x 3 + a0 x 4 + a1 x 5 + L
2! 3! 4! 5!
Ê x2 x4 ˆ Ê x3 x5 ˆ
= a0 Á 1 - + - L˜ + a1 Á x - + - L˜
Ë 2! 4! ¯ Ë 3! 5! ¯
= a0 cos x + a1 sin x

example 3
Find the series solution of y¢¢ = 2y¢ in powers of x. [Winter 2012]
Solution
y ¢¢ = 2 y ¢
y ¢¢ - 2 y ¢ = 0 ...(1)
P0(x) = 1 π 0 at x = 0
Hence, x = 0 is an ordinary point.
4.10 Chapter 4  Series Solution of Differential Equations

Let the series solution of Eq. (1) in powers of x be



y= Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0
• •
y¢ = Â an nx n -1 = Â nan x n -1
n=0 n =1
• •
y ¢¢ = Â an n(n - 1) x n -2 = Â n(n - 1)an x n -2
n=0 n=2

Substituting in Eq. (1),


• •
 n(n - 1)an x n-2 - 2 nan x n-1 = 0
n=2 n =1

To obtain a common power of x in each term, putting n – 2 = m – 1 (i.e., n = m + 1) in


the first term, we get
• •
 (m + 1) m am +1 x m -1 - 2 nan x n -1 = 0
m =1 n =1

Since m is a dummy variable, replacing m by n,


• •
 n(n + 1)an+1 x n-1 - 2 nan x n-1 = 0
n =1 n =1

Equating the coefficient of xn – 1 to zero,


n(n + 1)an+1 – 2n an = 0, n ≥ 1
2n
an +1 = an , n ≥1
n(n + 1)
2
= an , n ≥1
n +1
Putting n = 1, 2, 3, ...
2
a2 = a1 = a1
2
2 2
a3 = a2 = a1
3 3
2 1 2 1
a4 = a3 = ◊ a1 = a1
4 2 3 3
and so on.
Substituting in Eq. (2),
2 1
y = a0 + a1 x + a1 x 2 + a1 x 3 + a1 x 4 + L
3 3
Ê 2 1 ˆ
= a0 + a1 Á x + x 2 + x 3 + x 4 + L˜
Ë 3 3 ¯
4.3  Series Solution about an Ordinary Point        4.11

example 4
d2 y
Find the power-series solution of + xy = 0 .
dx 2
[Winter 2016; Summer 2016]
Solution
y¢¢ + xy = 0 ...(1)
P0(x) = 1 π 0 at x = 0
Hence, x = 0 is an ordinary point about x = 0.
Let the series solution of Eq. (1) be

y= Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0
• •
y¢ = Â an ◊ nx n -1 = Â nan x n -1
n=0 n =1
• •
y ¢¢ = Â an n(n - 1) x n -2 = Â n(n - 1)an x n -2
n=0 n=2

Substituting in Eq. (1),


• •
 n(n - 1)an x n -2 + x  an x n = 0
n=2 n=0
• •
 n(n - 1)an x n -2 +  an x n+1 = 0
n=2 n=0

To obtain the common power of x in each term, putting n – 2 = m + 1 (i.e., n = m + 3)


in the first term, we get
• •
 (m + 3)(m + 2)am +3 x m +1 +  an x n+1 = 0
m =-1 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + 3)(n + 2)an+3 x n+1 +  an x n+1 = 0
n =-1 n=0
• •
2 a2 + Â (n + 2)(n + 3)an + 3 x n +1 + Â an x n +1 = 0
n=0 n=0

Equating the constant term and the coefficient of xn + 1 to zero,


2a2 = 0, a2 = 0
and (n + 2) (n + 3) an + 3 + an = 0, n≥0
1
an + 3 = - a , n≥0
(n + 2)(n + 3) n
4.12 Chapter 4  Series Solution of Differential Equations

Putting n = 0, 1, 2, 3, 4, ...
1
a3 = - a
2◊3 0
1
a4 =- a1
3◊ 4
1
a5 =- a2 = 0 [Q a2 = 0]
4◊5
1 1 Ê 1 ˆ 1
a6 =- a3 = - Á- ˜ a0 = a
5◊6 5◊6 Ë 2 ◊3¯ 2 ◊3◊ 5◊6 0
1 1 Ê 1 ˆ 1
a7 =- a4 = - ÁË - a1 ˜ = a1
6◊7 6◊7 3◊ 4 ¯ 3◊ 4 ◊6 ◊ 7
and so on.
Substituting in Eq. (2),
1 1 1
y = a0 + a1 x + 0 ◊ x 2 -a0 x 3 - a1 x 4 + 0 ◊ x 5 + a0 x 6
2 ◊3 3◊4 2 ◊3◊5◊6
1
+ a1 x 7 + L
3◊ 4 ◊6 ◊7
Ê x3 x6 ˆ Ê x4 x7 ˆ
= a0 Á 1 - + - L˜ + a1 Á x - + - L˜
Ë 2 ◊3 2 ◊3◊5◊6 ¯ Ë 3◊ 4 3◊ 4 ◊6 ◊7 ¯

example 5
d2 y
Solve in series the equation 2
+ x2 y = 0 .
dx
[Winter 2013; Summer 2018]
Solution
y¢¢ + x2 y = 0 ...(1)
P0(x) = 1 π 0 at x = 0
Hence, x = 0 is an ordinary point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0
• •
y¢ = Â an nx n -1 = Â nan x n -1
n=0 n =1
• •
y ¢¢ = Â an n(n - 1) x n -2 = Â n(n - 1)an x n -2
n=0 n=2
4.3  Series Solution about an Ordinary Point        4.13

Substituting in Eq. (1),


• •
 n(n - 1)an x n-2 + x 2  an x n = 0
n=2 n=0
• •
 n(n - 1)an x n-2 +  an x n+2 = 0
n=2 n=0

To obtain a common power of x in each term, putting n – 2 = m + 2 (i.e., n = m + 4) in


the first term, we get
• •
 (m + 4)(m + 3)am + 4 x m +2 +  an x n+2 = 0
m =-2 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + 3)(n + 4)an+ 4 x n+2 +  an x n+2 = 0
n =-2 n=0
• •
2 a2 + 6 a3 x + Â (n + 3)(n + 4)an + 4 x n + 2 + Â an x n + 2 = 0
n=0 n=0

Equating the constant term, the coefficient of x, and the coefficient of xn + 2 to zero,
2a2 = 0, a2 = 0
6a3 = 0, a3 = 0
and (n + 3)(n + 4)an + 4 + an = 0, n ≥ 0
1
an + 4 = - an , n≥0
(n + 3)(n + 4)
Putting n = 0, 1, 2, ...
1
a4 = - a
3◊ 4 0
1
a5 =- a1
4◊5
1
a6 =- a2 =0 [Q a2 = 0]
5◊6
1
a7 =- a3 =0 [Q a3 = 0]
6◊7
1 1 Ê 1 ˆ 1
a8 =- a4 =- ÁË - a0 ˜ = a0
7◊8 7◊8 3◊ 4 ¯ 3◊ 4 ◊ 7◊8
1 1 Ê 1 ˆ 1
a9 =- a5 =- Á- a1 ˜ = a1
8◊9 8◊ 9 Ë 4 ◊ 5 ¯ 4 ◊ 5◊8◊ 9
and so on.
4.14 Chapter 4  Series Solution of Differential Equations

Substituting in Eq. (2),


1 1
y = a0 + a1 x + 0 ◊ x 2 + 0 ◊ x 3 -
a0 x 4 - a1 x 5 + 0 ◊ x 6 + 0 ◊ x 7
3◊4 4◊5
1 1
+ a x8 + a1 x 9 + L
3◊ 4 ◊ 7 ◊8 0 4 ◊ 5◊8 ◊ 9
Ê x4 x8 ˆ Ê x5 x9 ˆ
= a0 Á 1 - + - L˜ + a1 Á x - + - L˜
Ë 3◊ 4 3◊ 4 ◊ 7 ◊8 ¯ Ë 4 ◊ 5 4 ◊ 5◊8 ◊ 9 ¯

example 6
d2 y dy
Find the series solution of ( x - 2) 2
- x2 + 9 y = 0 about x0 = 0.
dx dx
[Winter 2015]
Solution
(x – 2)y¢¢ – x2y¢ + 9y = 0 ...(1)
P0(x) = x – 2 ≠ 0 at x = 0
Hence, x = 0 is on ordinary point.
Let the series solution of Eq. (1) about x0 = 0 be

y = Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0
• •
y¢ = Â an nx n-1 = Â n an x n-1
n=0 n =1
• •
n -2
y≤ = Â an n(n - 1) x = Â n (n - 1)an x n-2
n=0 n=2
Substituting in Eq. (1),
• • •
( x - 2) Â n (n - 1)an x n - 2 - x 2 Â n an x n -1 + 9 Â an x n = 0
n=2 n =1 n=0
• • • •
 n(n - 1)an x n-1 - 2  n(n - 1)an x n-2 -  n an x n+1 + 9  an x n = 0
n=2 n=2 n =1 n=0
To obtain a common power of x in each term, putting n – 1 = m (i.e., n = m + 1) and
n – 2 = t (i.e., n = t + 2) or n + 1 = p (i.e., n = p – 1), we get
• •
 (m + 1)(m + 1 - 1)am +1 x m +1-1 - 2  (t + 2)(t + 1)at + 2 x t + 2 - 2
m +1= 2 t +2=2
• •
- Â ( p - 1)a p -1 x p -1+1 + 9 Â an x n = 0
p -1=1 n=0
4.3  Series Solution about an Ordinary Point        4.15

Since m, t and p are dummy variables, replacing m, t, p by n in the first, second and
third term respectively,
• •
 (n + 1)nan+1 x n - 2  (n + 1)(n + 2)an+ 2 x n
n =1 n=0
• •
- Â (n - 1)an -1 x n + 9 Â an x n = 0
n=2 n=0

• •
2 a2 x + Â n(n + 1)an +1 x n - 4 a2 - 12 a3 x - 2 Â (n + 1)(n + 2)an + 2 x n
n=2 n=2
• •
- Â (n - 1)an -1 x n + 9a0 + 9a1 x + Â 9an x n = 0
n=2 n=2

2 a2 x - 4 a2 - 12 a3 x + 9a0 + 9a1 x

+ Â [ n(n + 1)an +1 - 2(n + 1)(n + 2)an + 2 - (nn - 1)an -1 + 9an ]x n = 0
n=2

Equating the constant term, the coefficient of x and the coefficient of xn to zero,
9a0 – 4a2 = 0 (constant term)
4a2 = 9a0
9
a2 = a0
4
2a2 – 12a3 + 9a1 = 0 (coefficient of x)
12a3 = 2a2 + 9a1
Ê9 ˆ
= 2 Á a0 ˜ + 9a1
Ë4 ¯

18
= a0 + 9a1
4
3 3
a3 = a0 + a1
8 4
and n(n + 1) an + 1 – 2(n + 1) (n + 2) an +2 – (n – 1) an – 1 + 9an = 0 (coefficient of xn)
n = 2, 3, 4,....
Putting n = 2,
6a3 – 24a4 – a1 + 9a2 = 0
24a4 = 6a3 + 9a2 – a1
6 9 1
a4 = a3 + a2 - a
24 24 24 1
4.16 Chapter 4  Series Solution of Differential Equations

1 3 1
= a3 + a2 - a
4 8 24 1
1Ê3 3 ˆ 3Ê 9 ˆ 1
= a + a + a -
4 ÁË 8 0 4 1 ˜¯ 8 ÁË 4 0 ˜¯ 24 1
a

3 3 27 1
= a + a + a - a
32 0 16 1 32 0 24 1
30 7
= a0 + a
32 48 1
and so on.
Substituting these values in Eq. (2),
9 Ê3 3 ˆ Ê 30 7 ˆ 4
y = a0 + a1 x + a0 x 2 + Á a0 + a1 ˜ x 3 + Á a0 + a x + ...
4 Ë8 4 ¯ Ë 32 48 1 ˜¯

Ê 9 3 15 ˆ Ê 3 7 4 ˆ
= a0 Á 1 + x 2 + x 3 + x 4 + ...˜ + a1 Á x + x 3 + x + ...˜
Ë 4 8 16 ¯ Ë 4 48 ¯

example 7
Find the series solution of (1 + x2) y¢¢ + xy¢ – 9y = 0.
[Summer 2015]
Solution
(1 + x 2 ) y ¢¢ + xy ¢ - 9 y = 0 ...(1)

P0 ( x ) = 1 + x 2 π 0 at x = 0
Hence, x = 0 is an ordinary point.
Let the series solution of Eq. (1) about x = 0 be

y = Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0

• •
y¢ = Â an nx n-1 = Â n an x n-1
n=0 n =1

• •
y ¢¢ = Â an n(n - 1) x n-2 = Â n (n - 1)an x n-2
n=0 n=2
4.3  Series Solution about an Ordinary Point        4.17

Substituting in Eq. (1),


• • •
(1 + x 2 )  n(n - 1)an x n - 2 + x  n an x n -1 - 9  an x n = 0
n=2 n =1 n=0

• • • •
 n(n - 1)an x n -2 +  n(n - 1) an x n +  n an x n - 9  an x n = 0
n=2 n=2 n =1 n=0

• •
 n(n - 1)an x n -2 +  {n(n - 1) + n - 9}an x n = 0
n=2 n=0

• •
 n(n - 1)an x n-2 +  (n2 - 9)an x n = 0
n=2 n=0
To obtain the common power of x in each term, putting n – 2 = m in the first term, we
get
• •
 (m + 1)(m + 2)am+2 x m +  (n2 - 9)an x n = 0
m =0 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + 1)(n + 2) an+2 x n +  (n2 - 9) an x n = 0
n=0 n=0

n
Equating the coefficient of x to zero,
(n + 1) (n + 2) an + 2 = –(n2 – 9)an, n≥0

(n2 - 9)
an + 2 = - a , n≥0
(n + 1)(n + 2) n

Putting n = 0, 1, 2, 3, 4, ...
(-9) 9
a2 = - a0 = a0
1◊ 2 2
(-8) 4
a3 = - a1 = a1
2◊3 3
(-5) 5 5 9 15
a4 = - a2 = a2 = ◊ a0 = a
3◊ 4 12 12 2 8 0
a5 = 0
7 7 7 15 7
a6 = - a4 = - a4 = - ◊ a0 = - a0
5.6 30 30 8 16
and so on.
4.18 Chapter 4  Series Solution of Differential Equations

Substituting these values in Eq. (2),


9 4 15 7
y = a0 + a1 x + a0 x 2 + a1 x 3 + a0 x 4 - a0 x 6 + ...
2 3 8 16
Ê 9 15 7 ˆ Ê 4 ˆ
= a0 Á 1 + x 2 + x 4 - x 6 + L˜ + a1 Á x + x 3 + L˜
Ë 2 8 16 ¯ Ë 3 ¯

example 8
Using the power-series method, solve (1 - x 2 ) y ¢¢ - 2 xy ¢ + 2 y = 0.
[Winter 2017, 2013]
Solution
(1 - x 2 ) y ¢¢ - 2 xy ¢ + 2 y = 0 ...(1)
P0(x) = 1 – x2 π 0 at x = 0
Hence, x = 0 is an ordinary point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0
• •
y¢ = Â an nx n -1 = Â nan x n -1
n=0 n =1
• •
y ¢¢ = Â an n(n - 1) x n -2 = Â n(n - 1)an x n -2
n=0 n=2

Substituting in Eq. (1),


• • •
(1 - x 2 )  n(n - 1)an x n - 2 - 2 x  nan x n -1 + 2  an x n = 0
n=2 n =1 n=0
• • • •
 n(n - 1)an x n-2 -  n(n - 1)an x n - 2 n an x n + 2  an x n = 0
n=2 n=2 n =1 n=0

To obtain a common power of x in each term, putting n – 2 = m in the first term, we


get
• • • •
 (m + 2)(m + 1)am +2 x m -  n(n - 1)an x n - 2 nan x n + 2  an x n = 0
m=0 n=2 n =1 n=0
4.3  Series Solution about an Ordinary Point        4.19

Since m is a dummy variable, replacing m by n,


• • • •
 (n + 2)(n + 1)an+2 x n -  n(n - 1)an x n - 2 nan x n + 2  an x n = 0
n=0 n=2 n =1 n=0
• • •
2 a2 + 6 a3 x + Â (n + 2)(n + 1)an + 2 x n - Â n(n - 1)an x n - 2 a1 x - 2 Â nan x n
n=2 n=2 n=2

+ 2 a0 + 2 a1 x + 2 Â an x n = 0
n=2

2 a0 + 2 a2 + 6 a3 x + Â ÈÎ(n + 1)(n + 2)an + 2 - n(n - 1)an - 2 nan + 2 an ˘˚ x n = 0
n=2

2(a0 + a2 ) + 6 a3 x + Â ÈÎ(n + 1)(n + 2)a
an + 2 - (n - 1)(n + 2)an ˘˚ x n = 0
n=2

Equating the constant term, coefficient of x, and coefficient of xn to zero,


2 a2 + 2 a0 = 0
a2 = - a0
3 ◊ 2 a3 x = 0
a3 = 0
and (n + 2)(n + 1)an + 2 - n(n - 1)an - 2 nan + 2 an = 0, n ≥ 0
(n + 1)(n + 2)an + 2 - (n2 + n - 2)an = 0, n ≥ 0
(n - 1)(n + 2)
an + 2 = a , n≥0
(n + 1)(n + 2) n
n -1
= an , n ≥ 0
n +1
Putting n = 2, 3, ...
1 1
a4 = a = - a0
3 2 3
2
a5 = a3 = 0
4
3 1
a6 = a4 = - a0
5 5
and so on.
Substituting these values in Eq. (2),
1 1
y = a0 + a1 x - a0 x 2 + 0 ◊ x 3 - a0 x 4 + 0 ◊ x 5 - a0 x 6 + L
3 5
2 1 4 1 6
y = a0 + a1 x - a0 x - a0 x - a0 x L
3 5
4.20 Chapter 4  Series Solution of Differential Equations

Ê 1 1 ˆ
= a1 x + a0 Á 1 - x 2 - x 4 - x 6 L˜
Ë 3 5 ¯
where a0 and a1 are arbitrary constants.

example 9
Find the power-series solution of the equation
(x2 + 1) y≤ + xy¢ – xy = 0 about x = 0.
[Winter 2012; Summer 2017, 2013]
Solution
(x2 + 1) y≤ + xy¢ – xy = 0 ...(1)
P0(x) = 1 + x2 = 1 π 0 at x = 0
At x = 0, P0(0) = 1 π 0
Hence, x = 0 is an ordinary point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n = a0 + a1 x + a2 x 2 + L ...(2)
n=0

• •
y¢ = Â an n x n-1 = Â n an x n-1
n=0 n =1
• •
y ¢¢ = Â an n(n - 1) x n-2 = Â n(n - 1)an x n-2
n=0 n=2

Substituting in Eq. (1),


• • •
( x 2 + 1)  n(n - 1)an x n - 2 + x  n an x n -1 - x  an x n = 0
n=2 n =1 n=0
• • •
 n(n - 1)an ( x n + x n-2 ) +  n an x n -  an x n+1 = 0
n=2 n =1 n=0
• • • •
 n(n - 1)an x n-2 +  n(n - 1))an x n +  n an x n -  an x n+1 = 0
n=2 n=2 n =1 n=0

To obtain a common power of x in each term, putting n – 2 = m in the first term and
n + 1 = t in the fourth term, we get
• • • •
 (m + 2)(m + 1)am +2 x m +  n(n - 1)an x n +  n an x n -  at -1 x t = 0
m=0 n=2 n =1 t =1
4.3  Series Solution about an Ordinary Point        4.21

Since m and t are dummy variables, replacing m and t by n,


• • • •
 (n + 1)(n + 2)an+ 2 x n +  n(n - 1)an x n +  n an x n -  an -1 x n = 0
n=0 n=2 n =1 n =1

È • ˘ •
Í2 a2 + 6 a3 x + Â (n + 1)(n + 2)an + 2 x ˙ + Â n(n - 1)an x
n n

ÍÎ n=2 ˙
˚ n=2
È • ˘ È • ˘
+ Í a1 x + Â n an x n ˙ - Í a0 x + Â an -1 x n ˙ = 0
ÍÎ n=2 ˙˚ ÍÎ n=2 ˙˚

2 a2 + (6 a3 + a1 - a0 ) x + Â ÈÎ(n + 1)(n + 2)an + 2 + n(n - 1)an + nan - an -1 ˘˚ x n = 0
n=2

2 a2 + (6 a3 + a1 - a0 ) x + Â ÈÎ(n + 1)(n + 2)an + 2 + n2 an - an -1 ˘˚ x n = 1
n=2

Equating the constant term, and the coefficients of x and xn to zero,


2a2 = 0, a2 = 0
1
6 a3 + a1 - a0 = 0, a3 = (a0 - a1 )
6
2
and (n + 1)(n + 2) an + 2 + n an – an – 1 = 0, n ≥ 2
an -1 - n2 an
an + 2 = , n≥2
(n + 1)(n + 2)
Putting n = 2, 3, 4, ...
a - 4 a2 a1
a4 = 1 =
12 12
a - 9a3 9 È1 ˘ 3
a5 = 2 = - Í (a0 - a1 )˙ = (a1 - a0 )
20 20 Î 6 ˚ 40
and so on.
Substituting in Eq. (2),
1 a 3
y = a0 + a1 x + 0 ◊ x 2 + (a0 - a1 ) x 3 + 1 x 4 + (a1 - a0 ) x 5 + L
6 12 40
Ê x3 3 5 ˆ Ê x3 x 4 3 5 ˆ
= a0 Á 1 + - x + L˜ + a1 Á x - + + x + L˜
Ë 6 40 ¯ Ë 6 12 40 ¯

example 10
Solve the initial-value problem
d2 y dy
x 2
+ + 2y = 0 with y(1) = 2, y ¢(1) = 4
dx dx
4.22 Chapter 4  Series Solution of Differential Equations

Solution
xy ¢¢ + y ¢ + 2 y = 0 ...(1)
Since the initial conditions are given at x = 1, a power-series solution of Eq. (1) in
powers of (x – 1) is obtained.
P0(x) = x π 0 at x = 1
Let the series solution of Eq. (1) be

y= Â an ( x - 1)n = a0 + a1 ( x - 1) + a2 ( x - 1)2 + L ...(2)
n=0
Let x – 1 = t
dy dy dt dy dy
y¢ = = ◊ = ◊1 =
dx dt dx dt dt
d2 y
d Ê d y ˆ d Ê dy ˆ dt d 2 y
y ¢¢ = Á ˜ = Á ˜◊ = =
dx 2 dx Ë dt ¯ dt Ë dt ¯ dx dt 2
Substituting in Eq. (1),
d2 y dy
(t + 1) 2
+ + 2y = 0 ...(3)
dt dt
Putting x – 1 = t in Eq. (2), the series solution of Eq. (3) is

y= Â an n = a0 + a1t + a2 t 2 + L ...(4)
n=0

• •
dy
= Â an ◊ nt n -1 = Â nan t n -1
dt n = 0 n =1
• •
d2 y
dt 2
= Â an ◊ n(n - 1)t n -2 = Â n(n - 1)an t n -2
n=0 n=2

Substituting in Eq. (3),


• • •
(1 + t ) Â n(n - 1)an t n - 2 + Â nan t n -1 + 2 Â an t n = 0
n=2 n =1 n=0
• • • •
 n(n - 1)an t n--2 +  n(n - 1)an t n -1 +  n an t n -1 + 2  an t n = 0
n=2 n=2 n =1 n=0

To obtain a common power of t, putting n – 2 = m1 in the first term and n – 1 = m2 in


the second and third terms, we get
• •
 (m1 + 2)(m1 + 1)am + 2 t m 1
1 + Â (m2 + 1)m2 am +1t m2
2

m1 = 0 m2 =1
• •
+ Â (m2 + 1)am +1t m
2
2 + 2 Â an t n = 0
m2 = 0 n=0
4.3  Series Solution about an Ordinary Point        4.23

Since m1 and m2 are dummy variables, replacing m1 and m2 by n,


• • • •
 (n + 1)(n + 2)an+2 t n +  n(n + 1)an+1t n +  (n + 1)an+1t n + 2  an t n = 0
n=0 n =1 n=0 n=0
• •
2 a2 + Â (n + 1)(n + 2)an + 2 t n + Â n(n + 1)an +1t n + a1
n =1 n =1
• •
+ Â (n + 1)an +1t n + 2 a0 + 2 Â an t n = 0
n =1 n =1

2 a2 + a1 + 2 a0 + Â ÈÎ(n + 1)(n + 2)an + 2 + (n + 1)2 an +1 + 2 an ˘˚ t n = 0
n =1

Equating the constant term and the coefficient of tn to zero,


2 a2 + a1 + 2 a0 = 0
1
a2 = - (a1 + 2 a0 )
2
and (n + 1)(n + 2)an + 2 + (n + 1)2 an +1 + 2 an = 0, n ≥1

(n + 1)2 an +1 + 2 an
an + 2 = - , n ≥1
(n + 1)(n + 2)
Putting n = 1, 2, 3, ...
4 a + 2 a1 1 2
a3 = - 2 = ÈÎ -2(a1 + 2 a0 ) + 2 a1 ˘˚ = a0
2◊3 6 3
9a + 2 a2 1 È 2 ˘ 1
a4 = - 3 = - Í9 ◊ a0 - (a1 + 2 a0 )˙ = - (4a0 - a1 )
3◊ 4 12 Î 3 ˚ 12
and so on.
Substituting in Eq. (4),
Ê a + 2 a0 ˆ 2 2 3 1
y = a0 + a1t - Á 1 ˜ t + a0 t - (4 a0 - a1 )t + L
4
Ë 2 ¯ 3 12
1 2 1
= a0 + a1 ( x - 1) - (a1 + 2 a0 )( x - 1)2 + a0 ( x - 1)3 - (4 a0 - a1 )( x - 1)4 + L ...(5)
2 3 12
1
y ¢ = a1 - (a1 + 2 a0 )( x - 1) + 2 a0 ( x - 1)2 - (4 a0 - a1 )( x - 1)3 + L ...(6)
3
Initially, at x = 1, y = 2, and y¢ = 4
Substituting in Eqs (5) and (6),
2 = a0
and 4 = a1
Putting in Eq. (5),
4 1
y = 2 + 4( x - 1) - 4( x - 1)2 + ( x - 1)3 - ( x - 1)4 + L
3 3
4.24 Chapter 4  Series Solution of Differential Equations

exercISe 4.2
Find the power-series solutions about the origin of the following
equations:
1. y ¢ - 4 y = 0
ÈÎ Ans. : y = a0 e 4 x ˘˚

2. (1 + x)y ¢ + xy = 0
È Ê x2 x3 x4 ˆ˘
Í Ans. : y = a0 ÁË 1 - + - + L˜ ˙
¯˚
Î 2 3 8

3. (1 - x 2 )y ¢ = 2 xy
È Ans. : y = a0 (1 + x 2 + x 4 + L˘
Í ˙
ÍÎ = a0 (1 - x 2 )-1 ˙˚

4. (x - 1)y ¢ = xy
È Ê x2 x3 x4 ˆ˘
Í Ans. : y = a0 ÁË 1 - - - - L˜ ˙
¯˚
Î 2 3 8
2
5. y ¢¢ - 3x y ¢ = 0
È Ê x4 x7 ˆ˘
Í Ans. : y = a0 + a1 ÁË x + + + L˜ ˙
¯˚
Î 4 14

6. (1 - x 2 )y ¢¢ - 4 xy ¢ + 2y = 0

È Ê 2 4 ˆ Ê 1 3 4 5 ˆ˘
Í Ans. : y = a0 ÁË 1 - x - x - L˜¯ + a1 ÁË x + x + x + L˜¯ ˙
2

Î 3 3 15 ˚
2
7. (1 + x )y ¢¢ - 9y = 0

È Ê 9 2 21 4 ˆ Ê 3 3 9 5 ˆ˘
Í Ans. : y = a0 ÁË 1 + x + x + L˜¯ + a1 ÁË x + x + x + L˜ ˙
¯˚
Î 2 8 2 40

2
8. (x + 4)y ¢¢ - 6 xy ¢ + 8y = 0
È Ê 1 4 ˆ Ê 1 1 5 ˆ˘
Í Ans. : y = a0 ÁË 1 - x - x - L˜ + a1 Á x - x 3 - x - L˜ ˙
2

Î 24 ¯ Ë 12 240 ¯˚
4.4  Frobenius Method        4.25

2
9. y ¢¢ - xy ¢ + (2 x + 1)y = 0
È Ê x2 5 4 ˆ Ê x5 ˆ˘
Í Ans. : y = a0 ÁË 1 - - x + L˜ + a1 Á x -
¯ Ë
+ L˜ ˙
¯˚
Î 2 24 10

Find the power-series solutions of the following equations about the given
point.
10. xy ¢ - y = 0, x0 = 1
ÈÎ Ans. : y = a0 [1 + (x - 1)]˘˚

11. y ¢¢ + xy ¢ + y = 0, x0 = 2
È È 1 1 ˘˘
Í Ans. : y = a0 Í1 - (x - 2) + (x - 2) + L˙ ˙
2 3

Í Î 2 3 ˚˙
Í È 1 ˘˙
Í + a1 Í(x - 2) - (x - 2)2 + (x - 2)2 L˙ ˙
Î Î 3 ˚˚

12. (x + 1)y ¢ - (x + 2)y = 0, x 0 = -2


È È 1 1 ˘˘
Í Ans. : y = a0 Í1 - (x + 2) - (x - 2) - L˙ ˙
2 3

Î Î 2 3 ˚˚

Find the power-series solutions of the following initial-value equations.

13. y ¢¢ - xy = 0, y(1) = 2, y ¢(1) = 0


È 1 ˘
ÍÎ Ans. : y = 2 + (x - 1) + 3 (x - 1) + L˙˚
2 3

14. (x 2 + 2)y ¢¢ - 2 xy ¢ + 3y = 0, y(1) = 1, y ¢(1) = -1


È 5 ˘
ÍÎ Ans. : y = 1 - (x - 1) - 6 (x - 1) + L˙˚
2

4.4 FrobenIuS Method


In the previous section, the power-series solution for differential equations is obtained
when x0 is an ordinary point. To obtain the solution near a regular singular point x0, an
extension of the power-series method, known as the Frobenius method (or generalised
power-series method), is used.
Let x0 be a regular singular point of the differential equation
P0 ( x ) y ¢¢ + P1 ( x ) y ¢ + P2 ( x ) y = 0 ...(4.5)
y ¢¢ + P( x ) y ¢ + Q( x ) y = 0
4.26 Chapter 4  Series Solution of Differential Equations

P1 ( x ) P2 ( x )
where P( x ) = , Q( x ) =
P0 ( x ) P0 ( x )
(i) Let the series solution of Eq. (4.5) about x0 be

y= Â an ( x - x0 )n+r = ( x - x0 )r ÈÎa0 + a1 ( x - x0 ) + a2 ( x - x0 )2 + L˘˚ ...(4.6)
n=0
(ii) Differentiate twice and substitute y, y¢ and y¢¢ in Eq. (4.5).
(iii) Equating to zero the coefficients of the lowest degree term in (x – x0), a
quadratic equation, known as indicial equation, is obtained. The roots of the
indicial equation are called indicial roots.
(iv) Equating to zero the coefficients of other powers of x, a recurrence relation
relating the coefficients an is obtained.
(v) Using the recurrence relation for each indicial root separately, two linearly
independent solutions y1(x) and y2(x) of Eq. (4.5) are obtained.
The general solution of Eq. (4.5) is given as
y(x) = c1 y1(x) + c2 y2(x)
where c1 and c2 are arbitrary constants.
(vi) One of the solutions y1(x) or y2(x) is in the form of Eq. (4.6). The form of the
other solution depends upon the nature of the indicial roots.
Let r1 and r2 be the roots of the indicial equation. There are three cases.
case I Distinct Roots not Differing by an Integer
r1 – r2 π an integer
Then y1 = ( y)r = r 1 and y2 = ( y)r = r 2
The general solution is
y = c1 y1 + c2 y2
case II Double Root (Repeated Root)
r1 = r2 = b, say
Ê ∂y ˆ
y1 = ( y)r = b and y2 = Á ˜
Ë ∂r ¯ r = b
The general solution is
y = c1 y1 + c2 y2
Ê ∂y ˆ
= c1 ( y)r = b + c2 Á ˜
Ë ∂r ¯ r = b

case III Roots Differing by an Integer


r1 – r2 = an integer, r1 < r2
In this case, solutions corresponding to r1 and r2 may or may not be linearly indepen-
dent. This leads to two possibilities:
(i) One of the coefficients becomes infinite for the smaller indicial root r = r1.
4.4  Frobenius Method        4.27

The procedure is modified by putting a0 = c0 (r – r1), c0 π 0


Ê ∂y ˆ
y1 ( y)r = r1 and y2 = Á ˜
Ë ∂r ¯ r = r
1

The solution, corresponding to the second indicial root r2, is usually a multiple
Ê ∂y ˆ
of y1 or a part of Á ˜ . Hence, it produces a linearly dependent solution.
Ë ∂r ¯ r = r
1
The general solution is
y = c1 y1 + c2 y2
Ê ∂y ˆ
= c1 ( y)r = r1 + c2 Á ˜
Ë ∂r ¯ r = r
1

(ii) One of the coefficients becomes indeterminate for the smaller indicial root
r = r1. This root produces the complete solution as it contains two arbitrary
constants. The second indicial root r2 produces a linearly dependent solution.

example 1
d2 y dy
Solve in series the differential equation 4 x 2
+2 + y = 0.
dx dx
[Winter 2017, 2014]
Solution
4xy¢¢ + 2y¢ + y = 0 ...(1)
P0(x) = 4x = 0 at x = 0
Hence, x = 0 is a singular point.
1 1
y ¢¢ + y¢ + y=0
2x 4x
1 1
P( x ) = , Q( x ) =
2x 4x
1 x
Since xP( x ) = and x 2Q( x ) = are analytic (i.e., differentiable) at x = 0, it is a regu-
2 4
lar singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y ¢¢ = Â an (n + r )(n + r - 1) x n+r -2
n=0
4.28 Chapter 4  Series Solution of Differential Equations

Substituting in Eq. (1),


• • •
4 x  (n + r )(n + r - 1)an x n + r - 2 + 2  (n + r )an x n + r -1 +  an x n + r = 0
n=0 n=0 n=0
• • •
4 Â (n + r )(n + r - 1)an x n + r -1 + 2 Â (n + r )an x n + r -1 + Â an x n + r = 0
n=0 n=0 n=0
• •
 2(n + r )(2n + 2r - 1)an x n+r -1 +  an x n+r = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m + 1 in the first term, we


get
• •
 2(m + 1 + r )(2 m + 2 + 2r - 1)am +1 x m + r +  an x n + r = 0
m = -1 n=0

Since m is a dummy variable, replacing m by n


• •
 2(n + r + 1)(2n + 2r + 1)an+1 x n+r +  an x n+r = 0
n = -1 n=0
• •
2r ( -2 + 2r + 1)a0 x -1+ r + Â 2(n + r + 1)(2 n + 2r + 1)an +1 x n + r + Â an x n + r = 0
n=0 n=0

2r (2r - 1)a0 x r -1 + Â ÈÎ2(n + r + 1)(2 n + 2r + 1)an +1 + an ˘˚ x n + r = 0
n=0

Equating the coefficient of the lowest degree term to zero, the indicial equation is
2 a0 r (2r - 1) = 0
1
r = 0, [Q a0 π 0 ]
r=
2
Equating the coefficient of xn + r to zero,
2(n + r + 1)(2 n + 2r + 1)an +1 + an = 0, n≥0
1
an +1 = - a , n≥0 ...(3)
2(n + r + 1)(2 n + 2r + 1) n
For the first solution, putting r = 0 in Eq. (3),
1
an +1 = - an , n≥0
2(n + 1)(2 n + 1)
Putting n = 0, 1, 2, ...
1
a1 = - a0
2
1 1 Ê 1 ˆ 1
a2 = - a = - Á - a0 ˜ = a
2◊2◊3 1 12 Ë 2 ¯ 24 0
and so on.
4.4  Frobenius Method        4.29

Substituting r = 0 and values of a1, a2, ... in Eq. (2),


1 1
y1 = a0 - a0 x + a x2 - L
2 24 0
Ê x x2 ˆ
= a0 Á 1 - + - L˜
Ë 2 24 ¯
1
For the second solution, putting r = in Eq. (3),
2
1
an +1 = - an , n≥0
Ê 1 ˆ
2 Á n + + 1˜ (2 n + 1 + 1)
Ë 2 ¯
1
=- an , n≥0
Ê 3 ˆ
2 Á n + ˜ (2 n + 2 )
Ë 2¯
Putting n = 0, 1, 2, ...
1 1
a1 = - a0 = - a0
3 6
2◊ ◊2
2
1 1 Ê 1 ˆ 1
a2 = - a1 = - Á - a0 ˜ = a0
5 20 Ë 6 ¯ 120
2◊ ◊4
2
and so on.
1
Substituting r = and values of a1, a2, ... in Eq. (2),
2
1
Ê 1 1 ˆ
y2 = x 2
ÁË a0 - a0 x + a0 x 2 - L˜
6 120 ¯
Ê x x2 ˆ
= a0 x Á 1 - + - L˜
Ë 6 120 ¯
Hence, the general solution is
y = c1 y1 + c2 y2
Ê x x2 ˆ Ê x x2 ˆ
= c1a0 Á 1 - + + -L˜ + c2 a0 x Á 1 - + - L˜
Ë 2 24 ¯ Ë 6 120 ¯
Ê x x2 ˆ Ê x x2 ˆ
= A Á1 - + - L˜ + B x Á 1 - + - L˜
Ë 2 24 ¯ Ë 6 120 ¯
= A cos x + B sin x
where A = c1a0, B = c2a0
4.30 Chapter 4  Series Solution of Differential Equations

example 2
Find the series solution of 2x(x – 1)y¢¢ – (x + 1)y¢ + y = 0, x0 = 0.
[Summer 2015]
Solution
2x(x – 1)y¢¢ – (x + 1)y¢ + y = 0 ...(1)
P0(x) = 2x(x – 1) = 0 at x = 0
Hence, x = 0 is a singular point.
x +1 1
y ¢¢ - y¢ + y=0
2 x( x - 1) 2 x( x - 1)
x +1 1
P( x ) = - , Q( x ) =
2 x( x - 1) 2 x( x - 1)
x +1 x
Since x P( x ) = - and x 2Q( x ) = are analytic (i.e., differentiable) at
2( x - 1) 2( x - 1)
x = 0, it is a regular singular point.
Let the power series solution of Eq. (1) be

y = Â an x m + n = x m (a0 + a1 x + a2 x 2 + L) ...(2)
n=0


y¢ = Â an (m + n) x m + n -1
n=0

y ¢¢ = Â (m + n) (m + n - 1) an x m + n -2
n=0

Substituting in Eq. (1),



2 x( x - 1) Â (m + n)(m + n - 1)an x m + n - 2
n=0
• •
-( x + 1) Â (m + n)an x m + n -1 + Â an x m + n = 0
n=0 n=0

• •
2 Â (m + n)(m + n - 1)an x m + n - 2 Â (m + n)(m + n - 1)an x m + n -1
n=0 n=0
• • •
- Â (m + n)an x m + n - Â (m + n)an x m + n -1 + Â an x m + n = 0
n=0 n=0 n=0
4.4  Frobenius Method        4.31

• • •
2 Â (m + n)(m + n - 1)an x m + n - Â (m + n)an x m + n + Â an x m + n
n=0 n=0 n=0

• •
-2 Â (m + n + 1)(m + n)an +1 x m + n - Â (m + n + 1)an +1 x m + n = 0
n =-1 n = -1


 {2(m + n)(m + n - 1) - (m + n) + 1} an x m + n - 2m(m - 1) x m -1a0
n=0

• •
-2 Â (m + n + 1)(m + n)an +1 x m + n - ma0 x m -1 - Â (m + n + 1)an +1 x m + n = 0
n=0 n=0

Equating the coefficient of xm – 1 to zero,


[–2m (m – 1) – m] a0 = 0
–2m2 + 2m – m = 0 (Q a0 π 0)
2m2 – m = 0
m(2m – 1) = 0
1
m = 0 and m =
2

Equating the coefficient of xm + n to zero,


{2(m + n)(m + n – 1) – (m + n) + 1}an {–2(m + n + 1)(m + n) – (m + n + 1)}an + 1 = 0
{2(m + n) (m + n – 1) – (m + n) + 1}an= {2(m + n + 1)(m + n) + (m + n + 1)}an + 1

2(m + n)(m + n - 1) - (m + n) + 1
an +1 = an , m≥0 ...(3)
(m + n + 1)(2 m + 2 n + 1)

Putting m = 0,
n(2 n - 3) + 1
an +1 = an
(n + 1)(2 n + 1)

Putting n = 0, 1, 2, ...
1
a1 = a0 = a0
(1)(1)
a2 = 0
and so on.
4.32 Chapter 4  Series Solution of Differential Equations

Substituting m = 0 and values of a1, a2, ... in Eq. (2),


y1 = a0 x0 + a1 x + a2 x2 + ...
= a0 – a0x
1
Putting m = in Eq. (3),
2

Ê 1ˆ Ê 1 ˆ Ê 1ˆ
2 Á n + ˜ Á n + - 1˜ - Á n + ˜ + 1
Ë 2¯ Ë 2 ¯ Ë 2¯
an +1 = an
Ê 1 ˆ
ÁË n + + 1˜¯ (2 n + 1 + 1)
2
(2 n + 1)(2 n - 3) + 2
= an
(2 n + 3)(n + 1)

Putting n = 0, 1, 2, ...
1
a1 = - a0
3
1 1
a2 = - a1 = a
10 30 0
1 1
a3 = a2 = a
3 90 0
23 23 Ê 1 ˆ
a4 = a3 = ÁË a0 ˜¯
36 36 90
and so on.
1
Substituting m = and values of a1, a2, ... in Eq. (2),
2
1 3 5 7
y2 = a0 x 2 + a1 x 2 + a2 x 2 + a3 x 2 +L
1 3 5
1 1
= a0 x 2 - a0 x 2 + a x 2 +L
3 30 0

Hence, the general solution is


y = c1y1 + c2y2
È 1 1 3 1 5 ˘
= c1[(1 - x )] + c2 Í x 2 - x 2 + x 2 + L˙
Î 3 30 ˚
4.4  Frobenius Method        4.33

example 3
Using the Forbenius method, obtain the series solution for
2 x(1 - x ) y ¢¢ + (1 - x ) y ¢ + 3 y = 0 about x0 = 0
Solution
2x(1 – x)y¢¢ + (1 – x)y¢ + 3y = 0 ...(1)
P0(x) = 2x (1 – x) = 0 at x = 0
Hence, x = 0 is a singular point.
1 3
y ¢¢ + y¢ + y=0
2x 2 x(1 - x )
1 3
P( x ) = , Q( x ) =
2x 2 x(1 - x )
1 3x
Since xP( x ) = and x 2Q( x ) = are analytic (i.e., differentiable) at x = 0, it is
2 2(1 - x )
a regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y ¢¢ = Â an (n + r )(n + r - 1) x n+r -2
n=0

Substituting in Eq. (1),


• • •
2 x(1 - x ) Â (n + r )(n + r - 1)an x n + r - 2 + (1 - x ) Â (n + r )an x n + r -1 + 3 Â an x n + r = 0
n=0 n=0 n=0
• • •
2 Â (n + r )(n + r - 1)an x n + r -1 - 2 Â (n + r )(n + r - 1)an x n + r + Â (n + r )an x n + r -1
n=0 n=0 n=0
• •
- Â ( n + r ) an x n + r + 3 Â an x n + r = 0
n=0 n=0
• •
 (n + r )(2n + 2r - 2 + 1)an x n+r -1 -  [(n + r )(2n + 2r - 2 + 1) - 3] an x n+r = 0
n=0 n=0
• •
 (n + r )(2n + 2r - 1)an x n+r -1 -  [(n + r )(2n + 2r - 1) - 3] an x n+r = 0
n=0 n= a
4.34 Chapter 4  Series Solution of Differential Equations

To obtain a common power of x in each term, putting n = m + 1 in the first term, we


get
• •
 (m + 1 + r )(2m + 2 + 2r - 1)am +1 x m +r -  [(n + r )(2n + 2r - 1) - 3] x n+r = 0
m = -1 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + r + 1)(2 n + 2r + 1)an +1 x n + r -  [(n + r )(2 n + 2r - 1) - 3] an x n + r = 0
n = -1 n=0

r (2r - 1)a0 x r -1 + Â (n + r + 1)(2 n + 2r + 1)an +1 x n + r
n=0

- Â [(n + r )(2 n + 2r - 1) - 3] an x n + r = 0
n=0

Equating the coefficient of the lowest degree term (i.e., xr – 1) to zero, the indicial
equation is
a0 r (2r - 1) = 0
1
r = 0, r = ÈÎQ a0 π 0 ˘˚
2
Equating the coefficient of xn + r to zero,
(n + r + 1)(2 n + 2r + 1)an +1 - {(n + r )(2 n + 2r - 1) - 3} an = 0, n≥0
(n + r )(2 n + 2r - 1) - 3
an +1 = an , n≥0 ...(3)
(n + r + 1)(2 n + 2r + 1)
For the first solution, putting r = 0 in Eq. (3),
n(2 n - 1) - 3
an +1 = a , n≥0
(n + 1)(2 n + 1) n
Putting n = 0, 1, 2, 3, ...
a1 = -3a0
(2 - 1) - 3 2
a2 = a1 = - ( -3a0 ) = a0
(2)(3) 6
and so on.
Substituting r = 0 and values of a1, a2, ... in Eq. (2),
y1 = a0 - 3a0 x + a0 x 2 + L
= a0 (1 - 3 x + x 2 + L)

1
For the second solution, putting r = in Eq. (3),
2
4.4  Frobenius Method        4.35

Ê 1ˆ
ÁË n + ˜¯ 2 n - 3
2
an +1 = an , n≥0
Ê 3ˆ
ÁË n + ˜ ( 2 n + 2 )

Putting n = 0, 1, 2, ...
-3
a1 = a0 = - a0
3
◊2
2
3
◊2 - 3
a2 = 2 =0
5
◊4
2
Since a2 = 0, a3 = a4 = a5 = ... = 0
1
Substituting r = and values of a1, a2, ... in Eq. (2),
2
1
y2 = x 2 (a0 - a0 x + 0)
= a0 x (1 - x )
Hence, the general solution is
y = c1 y1 + c2 y2
= c1a0 (1 - 3 x + x 2 - L) + c2 a0 x (1 - x )
= A(1 - 3 x + x 2 - L) + B x (1 - x )
where A = c1a0, B = c2a0

example 4
Find the series solution of the equation xy¢¢ + y¢ – y = 0 about x0 = 0.
Solution
xy¢¢ + y¢ – y = 0 ...(1)
P0(x) = x = 0 at x = 0
Hence, x = 0 is a singular point.
1 1
y ¢¢ + y¢ - y = 0
x x
1 1
P( x ) = , Q( x ) = -
x x
4.36 Chapter 4  Series Solution of Differential Equations

Since xP(x) = 1 and x2Q(x) = –x are analytic (i.e., differentiable) at x = 0, it is a regular


singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y ¢¢ = Â an (n + r )(n + r - 1) x n+r -2
n=0

Substituting in Eq. (1),


• • •
x  (n + r )(n + r - 1)an x n + r - 2 +  (n + r )an x n + r -1 -  an x n + r = 0
n=0 n=0 n=0
• • •
 (n + r )(n + r - 1)an x n+r -1 +  (n + r )an x n+r -1 -  an x n+r = 0
n=0 n=0 n=0
• •
 (n + r )(n + r - 1 + 1)an x n+r -1 -  an x n+r = 0
n=0 n=0
• •
 (n + r )2 an x n+r -1 -  an x n+r = 0
n=0 n=0

To obtain the common power of x in each term, putting n = m + 1 in the first term, we
get
• •
 (m + 1 + r )2 am +1 x m + r -  an x n + r = 0
m =-1 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + r + 1)2 an+1 x n+r -  an x n+r = 0
n =-1 n=0
• •
a0 r 2 x -1+ r + Â (n + r + 1)2 an +1 x n + r - Â an x n + r = 0
n=0 n=0

Equating the coefficient of the lowest degree term to zero, the indicial equation is
a0r2 = 0
r = 0, 0 [Q a0 π 0]
which is a double root.
Equating the coefficient of xn + r to zero.
an +1 (n + r + 1)2 - an = 0, n≥0
1
an +1 = an , n≥0
(n + r + 1)2
4.4  Frobenius Method        4.37

Putting n = 0, 1, 2, ...
1
a1 = a0
(r + 1)2
1 1
a2 = 2
a1 = a0
(r + 2) (r + 2) (r + 1)2
2

and so on.
Substituting in Eq. (2),
È 1 1 ˘
y = x r Ía0 + 2 0
a x+ a x 2 + L˙
2 0
Î (r + 1) (r + 1) (r + 2)
2
˚
È 1 1 ˘
= a0 x r Í1 + x+ x 2 + L˙
+ 2
+ 2
+ 2 ...(3)
Î (r 1) (r 1) (r 2 ) ˚
For the first solution, putting r = 0 in Eq. (3),
Ê x2 ˆ
y1 = ( y)r = 0 = a0 Á 1 + x + + L˜
Ë 4 ¯
For the second solution, differentiating Eq. (3) w.r.t. r,
∂y È 1 1 ˘
= a0 x r log x Í1 + x+ x 2 + L˙
∂r Î (r + 1)
2 2
(r + 1) (r + 2) 2
˚
È 2 2 x2 2 x2 ˘
+ a0 x r Í- 3
x- 3
◊ 2
- 3
◊ 2
+ L˙
ÍÎ (r + 1) (r + 1) (r + 2) (r + 2) (r + 1) ˙˚
Putting r = 0,
Ê ∂y ˆ
y2 = Á ˜
Ë ∂r ¯ r = 0
Ê x2 ˆ Ê x2 x2 ˆ
= a0 log x Á 1 + x + + L˜ - 2 a0 Á x + + + L˜
Ë 4 ¯ Ë 4 8 ¯
Ê x2 ˆ Ê 3 ˆ
= a0 log x Á 1 + x + + L˜ - 2 a0 Á x + x 2 + L˜
Ë 4 ¯ Ë 8 ¯
Hence, the general solution is
y = c1 y1 + c2 y2
Ê x2 ˆ Ê x2 ˆ Ê 3 ˆ
= c1a0 Á 1 + x + + L˜ + c2 a0 log x Á 1 + x + + L˜ - 2c2 a0 Á x + x 2 + L˜
Ë 4 ¯ Ë 4 ¯ Ë 8 ¯
Ê x2 ˆ Ê 3 ˆ
= ( A + B log x ) Á 1 + x + + L˜ - 2 B Á x + x 2 + L˜
Ë 4 ¯ Ë 8 ¯
where A = c1 a0, B = c2 a0
4.38 Chapter 4  Series Solution of Differential Equations

example 5
Solve the differential equation by Frobenius method
x(x – 1)y¢¢ + (3x – 1)y¢ + y = 0 at x = 0
Solution
x(x – 1)y¢¢ + (3x – 1)y¢ + y = 0 ...(1)
P0(x) = x(x – 1) = 0 at x = 0
Hence, x = 0 is a singular point.
(3 x - 1) 1
y ¢¢ + y¢ + y=0
x( x - 1) x( x - 1)
3x - 1 1
P( x ) = , Q( x ) =
x( x - 1) x( x - 1)
3x - 1 x
Since xP( x ) = and x 2Q( x ) = are analytic (i.e., differentiable) at x = 0, it
x -1 x -1
is a regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y ¢¢ = Â an (n + r )(n + r - 1) x n+r -2
n=0

Substituting in Eq. (1),


• • •
( x 2 - x ) Â (n + r )(n + r - 1)an x n + r - 2 + (3 x - 1) Â (n + r )an x n + r -1 + Â an x n + r = 0
n=0 n=0 n=0
• • •
 (n + r )(n + r - 1)an x n+r -  (n + r )(n + r - 1)an x n+r -1 + 3  (n + r )an x n+r
n=0 n=0 n=0
• •
- Â (n + r )an x n+r -1 + Â an x n+r = 0
n=0 n=0
• •
- Â (n + r )(n + r - 1 + 1)an x n + r -1 + Â [(n + r )(n + r - 1) + 3(n + r ) + 1] an x n + r = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m +1 in the first term, we


get
• •
- Â (m + 1 + r )2 am +1 x m + r + Â [(n + r )(n + r + 2) + 1] an x n + r = 0
m =-1 n=0
4.4  Frobenius Method        4.39

Since m is a dummy variable, replacing m by n,


• •
- Â (n + r + 1)2 an +1 x n + r + Â [(n + r )(n + r + 2) + 1] an x n + r = 0
n =-1 n=0
• •
-r 2 a0 x -1+ r - Â (n + r + 1)2 an +1 x n + r + Â [(n + r )(n + r + 2) + 1] an x n + r = 0
n=0 n=0

Equating the coefficient of the lowest degree term (i.e., xr – 1) to zero,


-r 2 a0 = 0
r = 0, 0 [Q a0 π 0]
which is a double root.
Equating the coefficient of xn + r to zero,
-(n + r + 1)2 an +1 + [(n + r )(n + r + 2) + 1] an = 0, n≥0
(n + r )(n + r + 2) + 1
an +1 = an , n≥0
(n + r + 1)2
( n + r ) 2 + 2( n + r ) + 1
= an , n≥0
(n + r + 1)2
(n + r + 1)2
= an , n≥0
(n + r + 1)2
= an
Putting n = 0, 1, 2, ...
a1 = a0
a2 = a1 = a0
and so on.
Substituting in Eq. (2),
y = x r (a0 + a0 x + a0 x 2 + L)
= a0 x r (1 + x + x 2 + L) ...(3)
For the first solution, putting r = 0 in Eq. (3),
y1 = (y)r = 0 = a0(1 + x + x2+ ...)
For the second solution, differentiating Eq. (3) w.r.t. r,
∂y
= a0 x r log x(1 + x + x 2 L)
∂r
Putting r = 0,
Ê ∂y ˆ
y2 = Á ˜
Ë ∂r ¯ r = 0
= a0 log x(1 + x + x 2 + L)
4.40 Chapter 4  Series Solution of Differential Equations

Hence, the general solution is


y = c1 y1 + c2 y2
= c1a0 (1 + x + x 2 L) + c2 a0 log x(1 + x + x 2 + L)
= ( A + B log x )(1 + x + x 2 + L)
= ( A + B log x ) (1 - x )-1
where A = c1a0, B = c2a0

example 6
Obtain the series solution of the differential equation xy¢¢ + y¢ + xy = 0.
Solution
xy¢¢ + y¢ + xy = 0 ...(1)
P0(x) = x = 0 at x = 0
Hence, x = 0 is a singular point.
1
y ¢¢ + y ¢ + y = 0
x
1
P( x ) = , Q( x ) = 1
x
Since xP(x) = 1 and x2Q(x) = x2 are analytic (i.e., differentiable) at x = 0, it is a regular
singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â (n + r )an x n+r -1
n=0

y ¢¢ = Â (n + r )(n + r - 1)an x n+r -2
n=0

Substituting in Eq. (1),


• • •
x  (n + r )(n + r - 1)an x n + r - 2 +  (n + r )an x n + r -1 + x  an x n + r = 0
n=0 n=0 n=0
• • •
 (n + r )(n + r - 1)an x n+r -1 +  (n + r )an x n+r -1 +  an x n+r +1 = 0
n=0 n=0 n=0
• •
 (n + r )(n + r - 1 + 1)an x n+r -1 +  an x n+r +1 = 0
n=0 n=0
4.4  Frobenius Method        4.41

• •
 (n + r )2 an x n+r -1 +  an x n+r +1 = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m + 2 in the first term, we


get
• •
 (m + 2 + r )2 am +2 x m +r +1 +  an x n+r +1 = 0
m =-2 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + r + 2)2 an+ 2 x n+r +1 +  an x n+r +1 = 0
n = -2 n=0
• •
r 2 a0 x r -1 + (r + 1)2 a1 x r + Â (n + r + 2)2 an + 2 x n + r +1 + Â an x n + r +1 = 0
n=0 n=0

Equating the coefficient of the lowest degree term to zero, the indicial equation is
a0r2 = 0
r = 0, 0 [Q a0 π 0]
which is a double root.
Equating the coefficient of xr and xn + r + 1 to zero,
a1(r + 1)2 = 0
a1 = 0 [Q r π –1]
and an + 2(n + r + 2)2 + an = 0, n≥0
1
an + 2 = - an , n ≥ 0
( n + r + 2 )2
Putting n = 0, 1, 2, ...
1
a2 = - a0
(r + 2)2
1
a3 = - a1 = 0
(r + 3)2
1 1 È 1 ˘ 1
a4 = - a2 = - Í- a =
2 0˙
a
2 0
(r + 4) 2
(r + 4) Î (r + 2)
2
˚ (r + 2) (r + 4)
2

and so on.
Substituting in Eq. (2),
È 1 1 ˘
y = x r Ía0 + 0 ◊ x - a x2 + 0 ◊ x3 +
2 0
a x 4 + L˙
2 0
Î (r + 2) (r + 2) (r + 4)
2
˚
È 1 1 ˘
= a0 x r Í1 - x2 + x 4 - L˙ ...(3)
Î (r + 2) (r + 2) (r + 4)
2 2 2
˚
4.42 Chapter 4  Series Solution of Differential Equations

For the first solution, putting r = 0 in Eq. (3),


y1 = ( y)r = 0
Ê x2 x4 ˆ
= a0 Á 1 - 2 + 2 2 - L˜
Ë 2 2 ◊4 ¯
For the second solution, differentiating Eq. (3) w.r.t. r,
∂y È 1 1 ˘
= a0 x r log x Í1 - x2 + x 4 - L˙
∂r Î (r + 2)
2 2
(r + 2) ( x + 4) 2
˚
È 2 2 2 ˘
+ a0 x r Í1 + 3
x2 - 3 2
x4 - 2 3
x 4 + L˙
Î (r + 2) (r + 2) (r + 4) (r + 2) (r + 4) ˚
Putting r = 0,
Ê ∂y ˆ
y2 = Á ˜
Ë ∂r ¯ r = 0
Ê x2 x4 ˆ Ê x2 x4 x4 ˆ
= a0 log x Á 1 - 2 + 2 2 - L˜ + a0 Á 1 + 2 - 2 2 - + L˜
Ë 2 2 ◊4 ¯ Ë 2 2 ◊4 2◊4 3 ¯
Ê x2 x4 ˆ Ê x2 3 ˆ
= a0 log x Á 1 - 2 + 2 2 - L˜ + a0 Á 1 + 2 - 3 2 x 4 + L˜
Ë 2 2 ◊4 ¯ Ë 2 2 ◊4 ¯
Hence, the general solution is
y = c1 y1 + c2 y2
Ê x2 x4 ˆ Ê x2 x4 ˆ
= c1a0 Á 1 - 2 + 2 2 - L˜ + c2 a0 log x Á 1 - 2 + 2 2 - L˜
Ë 2 2 ◊4 ¯ Ë 2 2 ◊4 ¯
Ê x2 3 ˆ
+ c2 a0 Á 1 + 2 - 3 2 x 4 + L˜
Ë 2 2 ◊4 ¯
Ê x2 x4 ˆ Ê x2 3 ˆ
= ( A + B log x ) Á 1 - 2 + 2 2 - L˜ + B Á 1 + 2 - 3 2 x 4 + L˜
Ë 2 2 ◊4 ¯ Ë 2 2 ◊4 ¯
where A = c1 a0, B = c2 a0

example 7
Find the roots of the indicial equation to x 2 y ¢¢ + xy¢ - (2 - x ) y = 0.
[Winter 2015]
Solution
x2y¢¢ + xy¢ – (2 – x)y = 0 (1)
2
P0(x) = x = 0 at x = 0
Hence, x = 0 is a singular point.
4.4  Frobenius Method        4.43

y ¢ (2 - x )
y¢¢ + - y=0
x x2
1 (2 - x ) x-2
P( x ) = , Q( x ) = - 2
=
x x x2
Since x P(x) = 1 and x2 Q(x) = x – 2 are analytic (i.e., differentiable) at x = 0, it is a
regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + ...) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y¢¢ = Â an (n + r )(n + r - 1) x n + r - 2
n=0

Substituting in Eq. (1),


• • •
x 2  (n + r )(n + r - 1) an x n + r - 2 + x  an (n + r ) x n + r - 1 - (2 - x )  an x n + r = 0
n=0 n=0 n=0
• • • •
 (n + r )(n + r - 1) an x n+r +  (n + r ) an x n + r -2  an x n + r +  an x n + r + 1 = 0
n=0 n=0 n=0 n=0

To obtain a common power of x in each term, putting n = m + 1 in first, second and


third term, we get
• •
 (m + r + 1)(m + r )am + 1 x m + r + 1 +  (m + r + 1)am + 1 x m + r + 1
m = -1 m = -1

• •
-2 Â am +1 x m + r + 1 + Â an x n + r + 1 = 0
m = -1 n=0
• •
 {(m + r + 1)(m + r ) + (m + r + 1) - 2} am + 1 x m + r + 1 +  an x n + r + 1 = 0
m = -1 n=0

Since m is a dummy variable, replacing m by n,


• •
 {(n + r + 1)(n + r ) + (n + r + 1) - 2}an + 1 x n + r + 1 +  an x n + r + 1 = 0
n =-1 n=0
4.44 Chapter 4  Series Solution of Differential Equations


{r (r - 1) + r - 2} a0 x r + Â {(n + r + 1)(n + r ) + (n + r + 1) - 2}an + 1 x n + r + 1
n=0

+ Â an x n + r +1 = 0
n=0

Equating the coefficient of the lowest degree term to zero, the indicial equation is
[r(r – 1) + r – 2]a0 = 0
r2 - r + r - 2 = 0 [Q a0 π 0]
2
r –2= 0
r2 = 2
r= ± 2
r= 2, r=- 2
r + n +1
Equating the coefficient of x to zero,
{(n + r + 1) (n + r) + (n + r + 1) – 2}an + 1 + an = 0
1
an + 1 = - a
(n + r + 1)(n + r ) + (n + r + 1) - 2 n

1
=- an , n ≥ 0 ...(3)
(n + r + 1)2 - 2
For the first solution, putting r = 2 in Eq. (3),
1
an + 1= - 2
an , n ≥ 0
(n + 2 +1 - 2 )
Putting n = 0, 1, 2, 3...,
1 1 1
a1 = - 2
a0 = - a0 = - a0
( 2 +1 - 2) 2 + 2 2 +1- 2 2 2 +1

1 1 1 1
a2 = - a1 = - a1 = - a1 = a0
( 2+ 2 )
2
-2 4+2 2 +2-2 4+2 2 ( 4 + 2 2 ) (2 2 +1)
and so on.
Substituting r = 2 and values of a1, a2 ... in Eq. (2),

2
y1 = x (a0 + a1 x + a2 x 2 + ...)
4.4  Frobenius Method        4.45

Ê x x2 ˆ
Á1 - + + ...˜
2
= a0 x
Ë 1 + 2 2 (1 + 2 2 ) (4 + 2 2 ) ¯
For the second solution, putting r = - 2 in Eq. (3),
1
an + 1 = - an , n≥0
(n - 2 + 1)2 - 2
Putting n = 0, 1, 2, 3 ...,
1 1 1
a1 = - 2
a0 = - a0 = - a0
(
1- 2 ) -2 1- 2 2 + 2 - 2 1- 2 2

a2 = - 1 1 1
2
a1 = - a1 = - a1
( 2- 2 ) -2 4-2 2 +2-2 4-2 2

1
= a0
(4 - 2 2 ) (1 - 2 2 )
and so on.
Substituting r = - 2 and values of a1, a2, ... in Eq. (2),
2
y2 = x - (a0 + a1 x + a2 x 2 + ...)

Ê x2 ˆ
= a0 x -
x
Á1 - + + ...˜
2
Ë 1 - 2 2 (1 - 2 2 )(4 - 2 2 ) ¯
Hence, the general solution is
y = c1 y1 + c2 y2
Ê x x2 ˆ
Á1 - + + ...˜
2
= c1a0 x
Ë 2 2 + 1 (1 + 2 2 )(4 + 2 2 ) ¯

Ê x2 ˆ
+ c2 a0 x -
x
2
Á 1 - + + ...˜
Ë 1 - 2 2 (1 - 2 2 )(4 - 2 2 ) ¯

example 8
Find a series solution of the differential equation
x2y¢¢ + x3y¢ + (x2 – 2)y = 0 about x = 0
Solution
x2y¢¢ + x3y¢ + (x2 – 2)y = 0 ...(1)
2
P0(x) = x = 0 at x = 0
4.46 Chapter 4  Series Solution of Differential Equations

Hence, x = 0 is a singular point.


x2 - 2
y ¢¢ + xy ¢ + y=0
x2
x2 - 2
P ( x ) = x, Q( x ) =
x2
Since xP(x) = x2 and x2Q(x) = x2 – 2 are analytic (i.e., differentiable) at x = 0, it is a
regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y ¢¢ = Â an (n + r )(n + r - 1) x n+r -2
n=0

Substituting in Eq. (1),


• • •
x 2 Â (n + r )(n + r - 1)an x n + r - 2 + x 3 Â (n + r )an x n + r -1 + ( x 2 - 2) Â an x n + r = 0
n=0 n=0 n=0
• • • •
 (n + r )(n + r - 1)an x n+r +  (n + r )an x n+r +2 +  an x n+r +2 - 2  an x n+r = 0
n=0 n=0 n=0 n=0
• •
 [(n + r )(n + r - 1) - 2] an x n+r +  (n + r + 1)an x n+r +2 = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m – 2 in the second term,


we get
• •
 [(n + r )(n + r - 1) - 2] an x n+r +  (m + r - 1)am -2 x m +r = 0
n=0 m=2

Since m is a dummy variable, replacing m by n,


• •
 [(n + r )(n + r - 1) - 2] an x n+r +  (n + r - 1)an -2 x n+r = 0
n=0 n=2

[r (r - 1) - 2] a0 x + [(1 + r )r - 2] a1 x
r r +1
+ Â [(n + r )(n + r - 1) - 2 ] an x n + r
n=2

+ Â (n + r - 1)an - 2 x n + r = 0
n=2
4.4  Frobenius Method        4.47

Equating the coefficient of the lowest degree term to zero, the indicial equation is
a0[r(r – 1) – 2] = 0
a0(r + 1)(r – 2) = 0
r = –1, r = 2 [Q a0 π 0]
Equating the coefficient of xr + 1 to zero,
[r (r + 1) - 2] a1 = 0
(r - 1)(r + 2)a1 = 0
a1 = 0 [Q r π 1, r π -2]

Equating the coefficient of xn + r to zero,

[(n + r )(n + r - 1) - 2] an + (n + r - 1)an -2 = 0, n≥2


(n + r - 1)
an = - an - 2 , n≥2 ...(3)
(n + r - 1)(n + r ) - 2

For the first solution, putting r = –1 in Eq. (3),


( n - 2)
an = - an - 2 , n≥2
(n - 2)(n - 1) - 2
( n - 2)
=- 2 an - 2 , n≥2
(n - 3n + 2 - 2)
( n - 2)
=- a , n≥2
n(n - 3) n - 2

Putting n = 2, 3, 4, ...
a2 = 0
È ( n - 2) ˘ È0 ˘
a3 = lim Í- a1 ˙ ÍÎ 0 form, Q a1 = 0 ˙˚
n Æ3 Î n( n - 3) ˚
È a ˘
= lim Í- 1 ˙ [Using L’Hospital’s rule]
nÆ3 Î 2 n - 3 ˚

1
= - a1 = 0 [Q a1 = 0]
3
2
a4 = - a2 = 0
4 ◊1
3
a5 = - a =0
5◊2 3
and so on.
4.48 Chapter 4  Series Solution of Differential Equations

Putting r = –1 and values of a1, a2, a3, ... in Eq. (2),


y1 = ( y)r =-1
= x -1 (a0 + 0 ◊ x + 0 ◊ x 2 + L)
a0
=
x
For the second solution, putting r = 2 in Eq. (3),
(n + 1)
an = - an - 2 , n≥2
(n + 1)(n + 2) - 2
(n + 1)
=- 2 an - 2 , n≥2
(n + 3n)
n +1
=- an - 2 , n≥2
n(n + 3)
Putting n = 2, 3, 4, ...
3 3
a2 = - a0 = - a0
2◊5 10
4
a3 = - a1 = 0 [Q a1 = 0]
3◊6
5 5 Ê 3 ˆ 3
a4 = - a2 = - Á - a0 ˜ = a
4◊7 Ë
28 10 ¯ 56 0
and so on.
Putting r = 2 and values of a1, a2, a3, ... in Eq. (2),
y2 = ( y)r = 2
Ê 3 3 ˆ
= x 2 Á a0 + 0 ◊ x - a0 x 2 + 0 ◊ x 3 + a0 x 4 + L˜
Ë 10 56 ¯
Ê 3 3 4 ˆ
= a0 x 2 Á 1 - x 2 + x - L˜
Ë 10 56 ¯
Hence, the general solution is
y = c1 y1 + c2 y2
a0 Ê 3 3 4 ˆ
= c1 + c2 a0 x 2 Á 1 - x 2 + x - L˜
x Ë 10 56 ¯
A Ê 3 3 4 ˆ
= + Bx 2 Á 1 - x 2 + x - L˜
x Ë 10 56 ¯
where A = c1 a0, B = c2 a0
4.4  Frobenius Method        4.49

example 9
Find the general solution of 2x2y¢¢ + xy¢ + (x2 – 1)y = 0 by using
Frobenius method. [Winter 2016]
Solution
2x2y¢¢ + xy¢ + (x2 – 1) y = 0 ...(1)
P0(x) = 2x2 = 0 at x = 0
Hence, x = 0 is a singular point.
1 Ê x 2 - 1ˆ
y ¢¢ + y¢ + Á ˜ y=0
2x Ë 2 x2 ¯
1 1Ê 1ˆ
P( x ) = , Q( x ) = Á 1 - 2 ˜
2x 2Ë x ¯
1 1
Since xP(x) = and x2Q(x) = (x2 – 1) are analytic (i.e., differentiable) at x = 0, it
2 2
is a regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n + r = x 2 (a0 + a1 x + a2 x 2 + L) ...(2)
n=0


y¢ = Â an ( n + r ) x n + r - 1
n=0

y ¢¢ = Â an (n + r ) (n + r - 1) x n + r - 2
n=0

Substituting in Eq. (1),


• • •
2 x 2  an (n + r ) (n + r - 1) x n + r - 2 + x  an (n + r )x n + r -1 + ( x 2 - 1)  an x n + r =0
n=0 n=0 n=0

• • • •
2 Â (n + r ) (n + r - 1) an x n + r + Â an ( n + r ) x n + r + Â an x n + r + 2 - Â an x n + r = 0
n=0 n=0 n=0 n=0

• •
 an x n + r + 2 +  [2(n + r ) (n + r - 1) + (n + r ) - 1] an x n + r = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m – 2 in the first term, we get
• •
 am - 2 x m + r +  [2(n + r ) (n + r - 1) + (n + r ) - 1] an x n + r = 0
m=2 n=0
4.50 Chapter 4  Series Solution of Differential Equations

Since m is a dummy variable, replacing m by n,


• •
 an - 2 x n + r +  [2(n + r ) (n + r - 1) + (n + r ) - 1] an x n + r = 0
n=2 n=0

[2r (r - 1) + r - 1]a0 xr + [2(r + 1)r + (r + 1) - 1]a1 xr +1



+ Â ÈÎan - 2 + 2(n + r )(n + r - 1) + (n + r ) - 1˘˚ an x n + r = 0
n=2

Equating the coefficient of the lowest degree term (i.e. xr) to zero, the indicial equation is
[2r(r – 1) + r – 1]a0 = 0
When a0 π 0, we get 2r2 – r – 1 = 0
2r2(r – 1) + (r – 1) = 0
(r – 1) (2r + 1) = 0
1
r = 1, r = -
2
Equating the coefficient of the degree term (i.e., xr + 1) to zero,
[2r2 + 2r + r + 1 – 1] a1 = 0
(2r2 + 3r) a1 = 0
∵ (2r2 + 3r) π 0, a1 = 0
n+r
Equating the coefficient of x to zero,
an - 2
an = , n≥2 ...(3)
2(n + r )(n + r - 1) + (n + r ) - 1
1
For the first solution, putting r = - in Eq. (3),
2
an - 2
an = - , n≥2
Ê 1ˆ Ê 3ˆ Ê 1ˆ
2Án - ˜ Án - ˜ + Án - ˜ - 1
Ë 2¯ Ë 2¯ Ë 2¯
Putting n = 2, 3, 4, ...
a1 = 0
1 1 1
a2 = - a0 = - a0 = - a0
3 1 3 3-1 2
2◊ ◊ + -1
2 2 2
1
a3 = - a1 = 0
9
1
a4 = - a0
40
a5 = 0
1
a6 = - a
2160 0
and so on.
4.4  Frobenius Method        4.51

1
Putting r = – and values of a1, a2, ... in Eq. (2),
2

y1 = x r  an x n
n=0

1
-
= x 2 (a0 + a1 x + a2 x 2 + a3 x 3 + L)
1
- Ê 1 2 1 4 1 6 ˆ
ÁË a0 - 2 a0 x + 40 a0 x - 2160 a0 x + L˜¯
= x 2

-
1
Ê x2 x4 x6 ˆ
Á 1 - 2 + 40 - 2160 + L˜
= a0 x 2
Ë ¯
For the second solution, putting r = 1 in Eq. (3),
an - 2
an = - , n≥2
2 (n + 1)n + n
an - 2
an = - , n≥2
n (2 n + 3)
Putting n = 2, 3, 4, ...
a1 = 0
1 1
a2 = - a = - a0
2 ◊ (4 + 3) 1 14
1
a3 = - a1 = 0
3◊9
1 1 1
a4 = - a2 = - a2 = a0
4 (11) 44 616
and so on.
Substituting r = 1 and values of a1, a2, a3, a4 in Eq. (2),

y2 = x
r
 an x n = x(a0 + a1 x + a2 x 2 + L)
n=0

Ê 1 1 ˆ
= x Á a0 - a0 x 2 + a0 x 4 + L˜ ...(5)
Ë 14 616 ¯
Hence, the general solution is
y = c1y1 + c2y2
-
1
Ê x2 x4 x6 ˆ
y = c1a0 x Á 1 - 2 + 40 - 2160 + L˜
2
Ë ¯
Ê x2 x4 ˆ
+ c2 a0 x Á 1 - + + L˜ [From E q. (4) and Eq. (5)]
Ë 14 616 ¯
4.52 Chapter 4  Series Solution of Differential Equations

-
1
Ê x2 x4 x6 ˆ Ê x2 x4 ˆ
Á 1 - 2 + 40 - 2160 + L˜ + Bx Á 1 - 14 + 616 + L˜
y = Ax 2
Ë ¯ Ë ¯
where A = c1a0 B = c2a0

example 10
Find the series solution of 8x2y¢¢ + 10xy¢ – (1 + x)y = 0.
[Summer 2018]
Solution
8x2y¢¢ + 10xy¢ – (1 + x) y = 0 ...(1)
P0(x) = 8x2 = 0 at x = 0
Hence, x = 0 is a singular point.
5 Ê 1+ x ˆ
y ¢¢ + y¢ - Á 2 ˜ y = 0
4x Ë 8x ¯
5 1+ x
P( x ) = , Q( x ) = - 2
4x 8x
5 1+ x
Since xP(x) = and x2Q(x) = – are analytic (i.e., differentiable) at x = 0, it is a
4 8
regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n + r = x r (a0 + a1 x + a2 x 2 + L) ...(2)
n=0


y¢ = Â an ( n + r ) x n + r - 1
n=0

y ¢¢ = Â an (n + r ) (n + r - 1) x n + r - 2
n=0

Substituting in Eq. (1),


• • •
8 x 2  an (n + r ) (n + r - 1) x n + r - 2 + 10 x  an (n + r )x n + r -1 - (1 + x )  an x n + r =0
n=0 n=0 n=0

• • • •
8 Â an (n + r ) (n + r - 1) x n + r + 10 Â an (n + r )x n + r - Â an x n + r - Â an x n + r +1 = 0
n=0 n=0 n=0 n=0
4.4  Frobenius Method        4.53

• •
 [8(n + r ) (n + r - 1) + 10(n + r ) - 1] an x n + r -  an x n + r +1 = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m – 1 in the second term, we get
• •
 [2(n + r ) (4n + 4r + 1) - 1] an x n + r -  am -1 x m + r = 0
n=0 m =1

Since m is a dummy variable, replacing m by n,


• •
 [2(n + r ) (4n + 4r + 1) - 1] an x n + r -  an -1 x n + r = 0
n=0 n =1
• •
[2r (4r + 1) - 1] a0 xr + Â [2(n + r )(4n + 4r + 1) - 1] an x n +r - Â an -1 x n +r = 0
n =1 n =1

Equating the coefficient of the lowest degree term to zero, the indicial equation is
a0[2r(4r + 1) – 1] = 0
a0[8r2 + 2r – 1] = 0
1 1
r= ,r = - [Q a0 π 0]
4 2
Equating the coefficient of xn+r to zero,
[2 (n + r)(4n + 4r + 1) – 1]an – an – 1 = 0, n≥1
1
an = a ...(3)
2(n + r )(4 n + 4r + 1) - 1 n -1

1
For the first solution, putting r = in Eq. (3),
4
1
an = an -1 , n ≥1
Ê 1ˆ
2 Á n + ˜ (4 n + 1 + 1) - 1
Ë 4¯

2
= a , n ≥1
(4 n + 1) (4 n + 2) - 2 n -1

1
= a , n ≥1
(4 n + 1) (2 n + 1) - 1 n -1

Putting n = 1, 2, 3, ...
1
a1 = a
14 0
4.54 Chapter 4  Series Solution of Differential Equations

1 1 1 1
a2 = a1 = ◊ a0 = a
44 44 14 616 0
and so on.
1
Substituting r = and values of a1, a2, ... in Eq. (2),
4
1
y1 = x 4 (a0 + a1 x + a2 x 2 +L)
1
Ê 1 1 2 ˆ
= a0 x 4 Á 1 + x+ x + L˜
Ë 14 616 ¯
1
For the second solution, putting r = - in Eq. (3),
2
1
an = , n ≥1
Ê 1ˆ
2 Á n - ˜ (4 n - 2 + 1) - 1
Ë 2¯
1
= a , n ≥1
(2 n - 1) (4 n - 1) - 1 n -1
Putting n = 1, 2, 3, ...
1
a1 = a
2 0
1
a2 = a
20 0
and so on.
1
Substituting r = - and values of a1, a2, ... in Eq. (2),
2
1
-
y2 = x 2 (a
0 + a1 x + a2 x 2 +L)
1
- Ê 1 1 2 ˆ
ÁË 1 + 2 x + 20 x + L˜¯
= a0 x 2

Hence, the general solution is


y = c1y1 + c2y2
1 1
Ê 1 1 2 ˆ - Ê 1 1 2 ˆ
= c1 a0 x 4 Á 1 + x+ x + L˜ + c2 a0 x 2 ÁË 1 + 2 x + 20 x + L˜¯
Ë 14 616 ¯
1 1
Ê 1 1 2 ˆ - Ê 1 1 2 ˆ
y = Ax 4 Á 1 + x+ x + L˜ + Bx 2 ÁË 1 + 2 x + 20 x + L˜¯
Ë 14 616 ¯

where A = c1a0, B = c2a0


4.4  Frobenius Method        4.55

example 11
Find the series solution of the differential equation
(x2 – x)y¢¢ – xy¢ + y = 0 about x = 0
Solution
(x2 – x)y¢¢ – xy¢ + y = 0 ...(1)
P0(x) = x2 – x = 0 at x = 0
Hence, x = 0 is a singular point.
1 1
y ¢¢ - y¢ + y=0
x -1 x( x - 1)

1 1
P( x ) = - , Q( x ) =
x -1 x( x - 1)

x x
Since xP( x ) = - and x 2Q( x ) = are analytic (i.e., differentiable) at x = 0, it
x -1 x -1
is a regular singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â an (n + r ) x n+r -1
n=0

y ¢¢ = Â an (n + r )(n + r - 1) x n+r -2
n=0

Substituting in Eq. (1),


• • •
( x 2 - x )  (n + r )(n + r - 1)an x n + r - 2 - x  (n + r )an x n + r -1 +  an x n + r = 0
n=0 n=0 n=0
• • •
 (n + r )(n + r - 1)an x n+r -  (n + r )(n + r - 1)an x n+r -1 -  (n + r )an x n+r
n=0 n=0 n=0

+ Â an x n + r = 0
n=0

• •
 [(n + r )(n + r - 1) - (n + r ) + 1] an x n+r -  (n + r )(n + r - 1)an x n+r -1 = 0
n=0 n=0
• •
- Â (n + r )(n + r - 1)an x n + r -1 + Â [(n + r )(n + r - 2) + 1] an x n + r = 0
n=0 n=0
4.56 Chapter 4  Series Solution of Differential Equations

To obtain a common power of x in each term, putting n = m + 1 in the first term, we


get
• •
- Â (m + 1 + r )(m + r )am +1 x m +r + Â [(n + r )(n + r - 2) + 1] an x n+r = 0
m =-1 n=0

Since m is a dummy variable, replacing m by n and multiplying by the negative sign,


• •
 (n + r + 1)(n + r )an+1 x n+r -  [(n + r )(n + r - 2) + 1] an x n+r = 0
n =-1 n=0
• •
r (r - 1)a0 x r -1 + Â (n + r + 1)(n + r )an +1 x n + r - Â [(n + r )(n + r - 2) + 1] an x n + r = 0
n=0 n=0

Equating the coefficient of the lowest degree term to zero, the indicial equation is
r(r – 1) a0 = 0
r = 0, r = 1 [Q a0 π 0]
Equating the coefficient of xn + r to zero,
(n + r + 1)(n + r )an +1 - [(n + r )(n + r - 2) + 1] an = 0, n ≥ 0

(n + r )(n + r - 2) + 1
an +1 = a , n≥0
(n + r )(n + r + 1) n
(n + r )2 - 2(n + r ) + 1
= an , n≥0
(n + r )((n + r + 1)
(n + r - 1)2
= a , n≥0
(n + r )(n + r + 1) n

Putting n = 0, 1, 2, ...
(r - 1)2
a1 = a0
r (r + 1)
r2
a2 = a1
(r + 1)(r + 2)
and so on.
At r = 0, a1 = • and, hence, a2 = a3 = ... = •
To obtain the solution of Eq. (1), the procedure is modified by assuming a0 = c0r, c0 π 0.
Substituting a0 = c0r in a1, a2, ...
(r - 1)2 (r - 1)2
a1 = c0 r = c0
r (r + 1) (r + 1)
4.4  Frobenius Method        4.57

r2 (r - 1)2 r 2 (r - 1)2
a2 = c0 = c0
(r + 1)(r + 2) (r + 1) (r + 1)2 (r + 2)
and so on.
Substituting in Eq. (2),

È (r - 1)2 r 2 (r - 1)2 ˘
y = c0 x r Ír + x+ x 2 + L˙ ...(3)
ÍÎ (r + 1) (r + 1) (r + 2)
2
˙˚
For the first solution, putting r = 0 in Eq. (3),
y1 ( y)r = 0 = c0 (0 + x + 0) = c0 x

For the second solution, putting r = 1 in Eq. (3),


y2 = (y)r =1 = c0x = y1
Hence, differentiating Eq. (3) w.r.t. r to obtain the second solution,
∂y È (r - 1)2 (terms containing higher powerss of ˘
= c0 x r log x Ír + x+ ˙
∂r Î (r + 1) r in the numerator) ˚
È 2(r - 1) (r - 1)2 (terms containing higher powers of ˘
+ c0 x r Í1 + x- x+ ˙
Î r +1 (r + 1) 2 r in the numeratorr) ˚
Putting r = 0,
Ê ∂y ˆ
y2 = Á ˜ = c0 log x(0 + x + 0) + c0 (1 - 2 x - x + 0)
Ë ∂r ¯ r = 0
= c0 ( x log x + 1 - 3 x )
Hence, the general solution is
y = c1 y1 + c2 y2
= c1c0 x + c2 c0 ( x log x + 1 - 3 x )
= Ax + B( x log x + 1 - 3 x )
= ( A + B log
g x ) x + B(1 - 3 x )
where A = c1c0, B = c2c0

example 12
Solve in series the differential equation xy¢¢ + 2y¢ + xy = 0.
Solution
xy¢¢ + 2y¢ + xy = 0 ...(1)
4.58 Chapter 4  Series Solution of Differential Equations

P0(x) = x = 0 at x = 0
Hence, x = 0 is a singular point.
2
y ¢¢ + y ¢ + y = 0
x
2
P( x ) = , Q( x ) = 1
x
Since xP(x) = 2 and x2Q(x) = x2 are analytic (i.e., differentiable) at x = 0, it is a regular
singular point.
Let the series solution of Eq. (1) about x = 0 be

y= Â an x n+r = xr (a0 + a1 x + a2 x 2 + L) ...(2)
n=0

y¢ = Â (n + r )an x n+r -1
n=0

y ¢¢ = Â (n + r )(n + r - 1)an x n+r -2
n=0

Substituting in Eq. (1),


• • •
x  (n + r )(n + r - 1)an x n + r - 2 + 2  (n + r )an x n + r -1 + x  an x n + r = 0
n=0 n=0 n=0
• • •
 (n + r )(n + r - 1)an x n+r -1 + 2  (n + r )an x n+r -1 +  an x n+r +1 = 0
n=0 n=0 n=0
• •
 (n + r )(n + r - 1 + 2)an x n+r -1 +  an x n+r +1 = 0
n=0 n=0
• •
 (n + r )(n + r + 1)an x n+r -1 +  an x n+r +1 = 0
n=0 n=0

To obtain a common power of x in each term, putting n = m + 2 in the first term, we


get
• •
 (m + 2 + r )(m + 2 + r + 1)am +2 x m +r +1 +  an x n+r +1 = 0
m =-2 n=0

Since m is a dummy variable, replacing m by n,


• •
 (n + r + 2)(n + r + 3)an+2 x n+r +1 +  an x n+r +1 = 0
n =-2 n=0

r (r + 1)a0 x r -1 + (r + 1)(r + 2)a1 x r + Â (n + r + 2)(n + r + 3)an + 2 x n + r +1
n=0

+ Â an x n + r +1 = 0
n=0
4.4  Frobenius Method        4.59

Equating the coefficient of the lowest degree term to zero, the indicial equation is
a0 r (r + 1) = 0
r = 0, r = -1 ÎÈQ a0 π 0 ˘˚

Equating the coefficient of xr to zero,


a1 (r + 1)(r + 2) = 0
a1 π 0 [Q r = -1]
Thus, for the smaller root r = –1, a1 is an arbitrary constant.
For r = 0, a1 = 0.
Equating the coefficient of xn + r + 1 to zero,
(n + r + 2)(n + r + 3)an + 2 + an = 0, n≥0
1
an + 2 = - a , n≥0 ...(3)
(n + r + 2)(n + r + 3) n
For the first solution, putting r = –1,
1
an + 2 = - a , n≥0
(n + 1)(n + 2) n
Putting n = 0, 1, 2, ...
1 1
a2 = - a0 = - a0
2 2!
1 1
a3 = - a1 = - a1
2◊3 3!
1 1 Ê 1 ˆ 1
a4 = - a2 = - Á - a0 ˜ = a0
3◊ 4 3 ◊ 4 Ë 2! ¯ 4!
1 1 Ê 1 ˆ 1
a5 = - a3 = - Á- a ˜ = a
4◊5 4 ◊ 5 Ë 3! 1 ¯ 5! 1
and so on.
Substituting r = –1 and values of a1, a2, a3, ... in Eq. (2),
y1 = ( y)r =-1
Ê 1 1 1 1 ˆ
= x -1 Á a0 + a1 x - a0 x 2 - a1 x 3 + a0 x 4 + a1 x 5 - L˜
Ë 2! 3! 4! 5! ¯
a0 Ê x2 x4 ˆ Ê x2 x4 ˆ
= ÁË 1 - + - L˜ + a1 Á 1 - + - L˜ ...(4)
x 2! 4! ¯ Ë 3! 5! ¯
For the second solution, putting r = 0 in Eq. (3),
1
an + 2 = - a , n≥0
(n + 2)(n + 3) n
4.60 Chapter 4  Series Solution of Differential Equations

Putting n = 0, 1, 2, ...
1 1
a2 = - a = - a0
2◊3 0 3!
1
a3 = - a1 = 0 [Q a1 = 0]
3◊ 4
1 1 Ê 1 ˆ 1
a4 = - a2 = - Á - a0 ˜ = a0
4◊5 4 ◊ 5 Ë 3! ¯ 5!
1
a5 = - a =0
5◊6 3
and so on.
Substituting r = 0 and values of a1, a2, a3, ... in Eq. (2),
y2 = ( y)r = 0
Ê 1 1 ˆ
= x 0 Á a0 + 0 ◊ x - a0 x 2 + 0 ◊ x 3 + a0 x 4 + 0 ◊ x 5 - L˜
Ë 3! 5! ¯
Ê x2 x4 ˆ
= a0 Á 1 - - - L˜
Ë 3! 5! ¯
But this solution is a constant multiple of the first solution in Eq. (4).
Hence, the solution represented by Eq. (4) is the required general solution with two
arbitrary constants as a0 and a1.

exercISe 4.3
Find the series solutions of the following differential equations by the
Frobenius method:
1. 4 x 2 y ¢¢ - 8 xy ¢ + 5y = 0
È 1 5
˘
ÍÎ Ans. : y = Ax 2 + Bx 2 ˙˚

2. 2 x 2 y ¢¢ + (2 x 2 - x)y ¢ + y = 0
È Ê x2 ˆ Ê 2 22 2 ˆ˘
Í Ans. : y = A x ÁË 1 - x + - L˜ + Bx Á 1 - x +
¯ Ë 3
x - L˜ ˙
¯˚
Î 2 3◊5
3
3. (2 x + x )y ¢¢ - y ¢ - 6 xy = 0
È Ê 3 4 ˆ
3
Ê 3 2 3 4 ˆ˘
Í Ans. : y = c1Á 1 + 3 x 2
+ x + ˜ + c x 2
Á 1+ x - x + L˜ ˙
Ë ¯ Ë 8 ¯˚
L 2
Î 5 128
4. 2 xy ¢¢ + (x + 1)y ¢ + 3y = 0
È Ê 7 21 2 ˆ˘
Í Ans. : y = c1(1 - 3x + 2 x - L) + c2 x ÁË 1 - x + x - L˜ ˙
2

Î 6 40 ¯˚
4.4  Frobenius Method        4.61

5. 3xy ¢¢ - (x - 2)y ¢ + 2y = 0
È Ê 1 2 ˆ
1
Ê 5 5 2 ˆ˘
Í Ans. : y = A ÁË 1 - x + x - L˜ + Bx 3 Á 1 - x +
¯ Ë
x - L˜ ˙
¯˚
Î 10 12 252

6. x 2 y ¢¢ + x(x - 1)y ¢ + (1 - x)y = 0


È 2Ê x x2 ˆ˘
Í Ans. : y = x( A + B log x) - Bx ÁË 1 - + - L˜ ˙
¯˚
Î 4 18

7. xy ¢¢ + (1 - 2 x)y ¢ + (x - 1)y = 0
È Ê 2 ˆ˘
Í Ans. : y = ( A + B log x) ÁË 1 + x + 2 2 x + L˜¯ ˙
2

Î 1 ◊2 ˚
2
8. (x + x ) y ¢¢+ (1 + x) y ¢- y = 0
È Ê x2 x3 ˆ˘
Í Ans. : y = (1 + x )( A + B log x ) - B ÁË 2 x + - - L˜ ˙
Î 2 6 ¯˚

9. x 2 y ¢¢ + 4 xy ¢ + (x 2 + 2)y = 0
È 1 ˘
ÍÎ Ans. : y = x 2 ( A cos x + B sin x)˙˚

2 2
10. x y ¢¢ + 6 xy + (6 - 4 x )y = 0
È -3 Ê 2 4 ˆ -3 Ê 2 3 2 5 ˆ˘
Í Ans. : y = Ax ÁË 1 + 2 x + x + L˜¯ + c1x ÁË x + x + x + L˜¯ ˙
2

Î 3 3 15 ˚
2 2
11. x y ¢¢ + xy ¢ + (x - 1)y = 0
È Ê x3 ˆ B È x2 Ê 2 1 ˆ ˘˘
Í Ans. : y = ( A + B log x) ÁË x - + L˜ + Í1 + 2 - Á 3
¯ xÎ 2
+ 2 2 ˜ x 4 + L˙ ˙
Ë2 ◊4 2 ◊4 ¯
Î 2◊4 ˚˚

12. x(1 + x)y ¢¢ + (x + 5)y ¢ - 4 y = 0


È Ê 4 x2 ˆ ˘
Í Ans. : y = A ÁË 1 + x + + L˜ + Bx -4 (1 + 4 x + 5x 2 + L)˙
5 5 ¯
Î ˚
2 3 2
13. x y ¢¢ + x y ¢ + (x - 2)y = 0
È Ê 2 3 4 3 4 ˆ˘ B
Í Ans. : y = A ÁË x - x + x - L˜ ˙ +
¯˚ x
Î 10 56
4.62 Chapter 4  Series Solution of Differential Equations

Points to remember
Series Solution about an Ordinary Point
The power-series solution of the equation
P0 ( x ) y ¢¢ + P1 ( x ) y ¢ + P2 ( x ) y = 0 ...(1)
about an ordinary point x0 be given as

y= Â an ( x - x0 )n = a0 + a1 ( x - x0 ) + a2 ( x - x0 )2 + L ...(2)
n=0

The coefficients a1, a2, a3, ... are obtained by substituting Eq.(2) and its derivatives
in Eq.(1).

Frobenius Method
To obtain the solution near a regular singular point x0, an extension of the power-
series method, known as the Frobenius method (or generalised power-series method),
is used.
Let x0 be a regular singular point of the differential equation
P0 ( x ) y ¢¢ + P1 ( x ) y ¢ + P2 ( x ) y = 0 ...(3)
y ¢¢ + P( x ) y ¢ + Q( x ) y = 0
P1 ( x ) P2 ( x )
where P ( x ) = , Q( x ) =
P0 ( x ) P0 ( x )
The series solution of Eq. (3) about x0 be

y= Â an ( x - x0 )n+r = ( x - x0 )r ÈÎa0 + a1 ( x - x0 ) + a2 ( x - x0 )2 + L˘˚ ...(4)
n=0

The general solution of Eq. (3) is given as


y(x) = c1 y1(x) + c2 y2(x)
where y1(x), y2(x) are two linearly independent solutions and c1 and c2 are arbitrary
constants.
Multiple Choice Questions 4.63

Multiple choice Questions


Select the most appropriate response out of the various alternatives given in each
of the following questions:
1. The singular points of the differential equation x3(x – 1)y¢¢ + 2(x – 1)y¢ + y = 0
are
(a) 0, 1 (b) 1, 0 (c) –2, 1 (d) 1, 2
2 2
2. The regular singular point of 2x y¢¢ + 3xy¢ + (x – 4)y = 0 is [Summer 2016]
(a) x = –2 (b) x = 1 (c) x = 0 (d) x = –1
3. The roots of the indicial equation for the power series solution of the differential
equation 2x2y¢¢ + xy¢ + (x2 – 3)y = 0 are
3 3 2 2
(a) ,1 (b) , - 1 (c) , 1 (d) , - 1
2 2 3 3
3 3
4. The regular singular point of x (x – 2)y¢¢ + x y¢ + 6y = 0 is
(a) x = 0 (b) x = 1 (c) x = –1 (d) x = 2
5. The irregular singular point of the differential equation
x2(x – 2)2y¢¢ + 2(x – 2)y¢ + (x + 3)y = 0 is
(a) x = 1 (b) x = 0 (c) x = –1 (d) x = 2
6. The roots of the indicial equation for the power series solution of the differential
d2 y dy
equation 3 x +2 + y = 0 are
2
dx dx
1 1 1
(a) 0, (b) 0, 1 (c) 0, (d) 1,
2 3 3
7. The roots of the indicial equation for the power series solution of the differential
equation xy¢¢ + 2y¢ + xy = 0 are
(a) 0, –1 (b) 0, 1 (c) 1, 2 (d) 0, –2
8. The singular point of the differential equation (1 – x2)y¢¢ – 2xy¢ + n(n + 1)y = 0
is [Summer 2017]
(a) x = –1 (b) x = 2 (c) x = 1 (d) x = –2

Answers
1. (a) 2. (c) 3. (b) 4. (d) 5. (b) 6. (c) 7. (a) 8. (c)
CHAPTER
5
Laplace Transforms
and Applications

chapter outline
5.1 Introduction
5.2 Laplace Transform
5.3 Laplace Transform of Elementary Functions
5.4 Basic Properties of Laplace Transform
5.5 Differentiation of Laplace Transforms (Multiplication by t)
5.6 Integration of Laplace Transforms (Division by t)
5.7 Laplace Transforms of Derivatives
5.8 Laplace Transforms of Integrals
5.9 Evaluation of Integrals using Laplace Transform
5.10 Unit Step Function
5.11 Dirac’s Delta Function
5.12 Laplace Transforms of Periodic Functions
5.13 Inverse Laplace Transform
5.14 Convolution Theorem
5.15 Solution of Linear Ordinary Differential Equations

5.1 IntroductIon

Laplace transform is the most widely used integral transform. It is a powerful mathematical
technique which enables us to solve linear differential equations by using algebraic
methods. It can also be used to solve systems of simultaneous differential equations, partial
differential equations, and integral equations. It is applicable to continuous functions,
piecewise continuous functions, periodic functions, step functions, and impulse functions.
It has many important applications in mathematics, physics, optics, electrical engineering,
control engineering, signal processing, and probability theory.
5.2 Chapter 5 Laplace Transforms and Applications

5.2 LapLace transform


[Winter 2016]

- st
If f (t) is a function of t defined for all t ≥ 0 then Ú0 e f (t) dt is defined as the Laplace

transform of f (t), provided the integral exists and is denoted by L { f (t)}.



- st
L{ f (t)} =
Ú0 e f (t) dt

The integral is a function of the parameter s and is denoted by F (s), f (s) or f (s).

Sufficient Conditions for Existence of Laplace Transforms


The Laplace transform of the function f (t) exists when the following sufficient
conditions are satisfied:
(i) f (t) is piecewise continuous, i.e., f (t) is continuous in every sub-interval and
f (t) has finite limits at the end points of each sub-interval.
(ii) f (t) is of exponential order of a, i.e., there exists M, a such that | f (t)| £ Mea t,
for all t ≥ 0. In other words,
lim {e -a t f (t )} = finite quantity
t Æ•
e.g.,
■ L{tan t} does not exist since tan t is not piecewise continuous.
t2 t2
■ L{e } does not exist since e is not of any exponential order.

5.3 LapLace transform of eLementary functIons

(i) f (t) = 1 [Winter 2012]



- st
Proof: L{1} = Ú0 e dt

e - st
=
-s
0
1
=
s
(ii) f (t) = tn [Winter 2014, 2013; Summer 2013]

- st
Proof: L{t n } = Ú0 e t n dt

dx
Putting st = x, dt =
s
n
• Ê x ˆ dx
L{t n } = Ú e - x Á ˜
0 Ë s¯ s
5.3 Laplace Transform of Elementary Functions 5.3

1 • -x
=
s n +1 Ú0 e x n dx

n +1
= s > 0, n + 1 > 0
s n +1
If n is a positive integer, n + 1 = n !

n!
L {t n } =
s n +1

(iii) f (t) = e–at [Winter 2014; Summer 2015, 2013]



Proof: L {e - at } = Ú e - st e - at dt
0

= Ú e - ( s + a )t dt
0

e - ( s + a )t
=
-( s + a )
0
1
=
s+a
at 1
Similarly, L{e } =
s-a

(iv) f (t) = sin at



Proof: L{sin at} = Ú e - st sin at dt
0

e - st
= (- s sin at - a cos at )
s2 + a 2 0

1
= 0- (- a)
s + a2
2

a
=
s2 + a 2

(v) f (t) = cos at



Proof: L{cos at} = Ú e - st cos at dt
0

e - st
= (- s cos at + a sin at )
s2 + a 2 0

1
= 0- ( - s)
s + a2
2
5.4 Chapter 5 Laplace Transforms and Applications

s
=
s2 + a 2
(vi) f (t) = sinh at [Winter 2014, 2012; Summer 2015, 2014]

Proof: L{sinh at} = Ú e - st sinh at dt
0

• Ê e at - e - at ˆ
= Ú e - st Á ˜ dt
0 Ë 2 ¯
1 È • - ( s - a )t
dt - Ú e - ( s + a )t dt ˘˙

2 ÎÍ Ú0
= e
0 ˚
1È 1 1 ˘
= -
2 Î s - a s + a ˙˚
Í

1 È 2a ˘
=
2 ÍÎ s2 - a 2 ˙˚

a
=
s - a2
2

(vii) f (t) = cosh at [Winter 2014]


• - st
Proof: L{cosh at} = Ú e cosh at dt
0

• Ê e at + e - at ˆ
= Ú e - st Á ˜ dt
0 Ë 2 ¯
1 È • - ( s - a )t
dt + Ú e - ( s + a )t dt ˘˙

= Í
2Î 0Ú e
0 ˚
1È 1 1 ˘
= +
2 Î s - a s + a ˙˚
Í

1 È 2s ˘
=
2 ÍÎ s2 - a 2 ˙˚
s
=
s - a2
2

Example 1
Find the Laplace transform of f (t) = 0 0£t<3
=4 t≥3
[Winter 2014]
5.3 Laplace Transform of Elementary Functions 5.5

Solution

- st
L{ f (t )} = Ú0 e f ( t ) dt

3 •
= Ú e - st ◊ 0 dt + Ú e - st ◊ 4 dt
0 3

e - st
=0+4
-s 3

0 e -3s
=4 -
-s -s

4 -3s
= e
s

Example 2
Ït 0 < t <1
Find the Laplace transform of f (t ) = Ì
Ó0 t >1
Solution

L{ f (t )} = Ú e - st f (t ) dt
0
1 •
= Ú e - st t dt + Ú e - st ◊ 0 dt
0 1
1
Ê e - st ˆ Ê e - st ˆ
= tÁ ˜ - (1) Á 2 ˜ +0
Ë -s ¯ Ë s ¯0
1
te - st e - st
= - - 2
s s 0

Ê e e ˆ Ê -s
1ˆ -s
= Á- - 2 ˜ -Á0 - 2 ˜
Ë s s ¯ Ë s ¯
Ê1 1 ˆ 1
= -e- s Á + 2 ˜ + 2
Ës s ¯ s
Ê s + 1ˆ 1
= -e- s Á 2 ˜ + 2
Ë s ¯ s

1
= [1 - e - s (s + 1)]
s2
5.6 Chapter 5 Laplace Transforms and Applications

Example 3
Find the Laplace transform of f (t) = (t – 2)2 t>2
=0 0<t< 2
Solution

- st
L{f (t)} = Ú0 e f ( t ) dt

2 •
- st
= Ú0 e ◊ 0 dt + Ú e - st (t - 2)2 dt
2


e - st e - st e - st
= 0+ (t - 2)2 - 2 2(t - 2) + 3 2
-s s -s 2

e -2 s
= 0- 2
- s3
2
= e -2 s
s3

Example 4
Find the Laplace transform of f (t) = 1 0<t<1
= et 1<t<4
=0 t>4
Solution

- st
L{f (t)} = Ú0 e f ( t ) dt

1 4 •
- st
= Ú0 e ◊ 1 dt + Ú e - st et dt + Ú e- st ◊ 0 dt
1 4

1 4
e - st et (1- s )
= + +0
-s 1- s
0 1

e - s - 1 e 4(1- s ) - e(1- s )
= +
-s 1- s
1 - e - s e(1- s ) - e 4(1- s )
= +
s s -1
5.3 Laplace Transform of Elementary Functions 5.7

Example 5
Ïsin t 0<t <p
Find the Laplace transform of f (t ) = Ì
Ó0 t >p
Solution

L{f (t)} = Ú e - st f (t ) dt
0

= Ú e - st sin t dt + Ú e - st (0) dt
p
0 p
p
e - st
= (- s sin t - cos t ) + 0
s2 + 1 0

e -p s È 1 ˘
= 2
(- s sin p - cos p ) - Í 2 (0 - 1)˙
s +1 Î s +1 ˚
e -p s 1
= 2
+ 2
s +1 s +1
1 + e -p s
=
s2 + 1

Example 6
Ï0 0<t <p
Find the Laplace transform of f (t ) = Ì
Ósin t t > p
[Summer 2015]
Solution

L{ f (t )} = Ú e - st f (t ) dt
0

= Ú e - st (0) dt + Ú e - st sin t dt
p
0 p

e - st
=0+ 2 (- s sin t - cos t )
s +1 p

e -p s
=0- (- s sin p - cos p )
s2 + 1

e -p s
=- (0 + 1)
s2 + 1
e -p s
=-
s2 + 1
5.8 Chapter 5 Laplace Transforms and Applications

Example 7
Ïcos t 0 < t < 2p
Find the Laplace transform of f (t ) = Ì
Ó0 t > 2p
Solution

L{ f (t )} = Ú e - st f (t ) dt
0
2p •
- st - st
= Úe cos t dt + Úe ◊ 0 dt
0 2p
2p
e - st
= (- s cos t + sin t ) +0
s2 + 1 0

È e -2p s ˘ È 1 ˘
=Í 2 (- s cos 2p + sin 2p )˙ - Í 2 ( - s + 0)˙
ÍÎ s + 1 ˙˚ Î s + 1 ˚
e -2p s s
= ( - s + 0) +
s2 + 1 s2 + 1
s
= 2
(1 - e -2p s )
s +1

Example 8 Ê 2p ˆ 2p
Find the Laplace transform of f (t) = cos Á t - ˜ t>
Ë 3 ¯ 3
2p
=0 t<
3
Solution
• - st
L{f (t)} = Ú0 e f ( t ) dt
2p
• Ê 2p ˆ
=Ú 3 e - st ◊ 0 dt + Ú 2p e - st cos Á t - dt
0
3
Ë 3 ˜¯
• Ê 2p ˆ
= Ú 2p e - st cos Á t - dt
3
Ë 3 ˜¯
2p
Putting t – = x, dt = dx
3
5.3 Laplace Transform of Elementary Functions 5.9

2p
When t= , x=0
3
When t Æ •, xÆ•
Ê 2p ˆ
• - s ÁË x + 3 ˜¯
L{f (t)} =
Ú0 e cos x dx

2p
- s • - xs
=e 3
Ú0 e cos x dx

2p •
-
3
s e - xs
=e ( - s cos x + sin x)
s2 + 1 0
2p
- s
e 3
= (0 + s)
s2 + 1
2p
- s
se 3
=
s2 + 1

Example 9
Find the Laplace transform of f (t) = cos t 0<t<p
= sin t t>p
Solution

- st
L{f (t)} = Ú0 e f ( t ) dt

p •
- st
= Ú0 e cos t dt + Ú e - st sin t dt
p

p •
e - st e - st
= (- s cos t + sin t ) + (- s sin t - cos t )
s2 + 1 0
s2 + 1 p

1
Èe -p s(- s cos p ) - (- s cos 0) + 0 - e -p s (- cos p )˘
=
s +1 Î
2 ˚
1 È -p s
= 2 e (s - 1) + s ˘˚
s +1 Î
5.10 Chapter 5 Laplace Transforms and Applications

Example 10
1
Find the Laplace transform of f (t) = t 0<t<
2
1
=t–1 <t<1
2
=0 t>1
Solution

L{f (t)} = Ú e - st f (t ) dt
0
1
1 •
2 e - st t dt + Ú 1 e - st (t - 1) dt + Ú e - st ◊ 0 dt
= Ú0 1
2
1
1
e - st e - st 2 e - st e - st
= t - 2 ◊1 + (t - 1) - 2 ◊ 1 + 0
-s s -s s 1
0
2
s -s s
- Ê 1 1 ˆ 0Ê 1ˆ e - Ê 1 1ˆ
= e 2 ÁË - 2 s - 2 ˜¯ - e ÁË 0 - 2 ˜¯ - 2 - e
2
ÁË 2 s - 2 ˜¯
s s s s

Ê 1 ˆ 1 e- s
s
-
=e 2
ÁË - s ˜¯ + 2 - 2
s s
s
-
1 e- s e 2
= - -
s2 s2 s

Example 11
Find the Laplace transform of f (t) = 0 0<t<p
2
= sin (t – p ) t>p
Solution

- st
L{f (t)} = Ú0 e f ( t ) dt

p
- st •
= Ú0 e ◊ 0 dt + Ú e - st sin 2 (t - p ) dt
p

• È 1 - cos 2(t - p ) ˘
= 0 + Ú e - st Í ˙ dt
p Î 2 ˚
1 • - st
= Ú e [1 - cos(2p - 2t )]dt
2 p
5.3 Laplace Transform of Elementary Functions 5.11

1 • - st
2 Úp
= e (1 - cos 2t )dt

= ÈÍ Ú e - st dt - Ú e - st cos 2t dt ˘˙
1 • •

2Î p p ˚
È • •˘
1 Í e - st e - st
= - 2 (- s cos 2t + 2 sin 2t ) ˙
2 Í -s s + 4 ˙
Î p p ˚

1 ÈÊ e -p s ˆ ÏÔ e -p s Ô¸˘
= ÍÁ 0 + - Ì 0 - ( - cos 2 + 2 sin 2 ) ˝˙
s ˜¯ ÔÓ
s p p
2 ÍÎË s2 + 4 Ô˛˙˚
e -p s È 1 s ˘
= -
2 ÍÎ s s2 + 4 ˙˚

Example 12
1
Find the Laplace transform of . [Winter 2016]
t
Solution

L{ f (t )} = Ú e - st f (t )dt
0

1
= Ú e - st dt
0 t
• 1
-
= Ú e - st t 2 dt

0
dx
Putting st = x, dt =
s
When t = 0, x=0
When t Æ •, xÆ•
1
• -
-x Ê xˆ 2 dx
L{f (t )} = Ú e ÁË s ˜¯
0
s
• 1
1 -
-x
=
s
Úe x 2 dx

0
• 1
1 -1
-x
=
s
Ú e x 2 dx
0
5.12 Chapter 5 Laplace Transforms and Applications

1 1
=
s 2
p È 1 ˘
= ÍQ = p ˙
s ÍÎ 2 ˙˚

exercIse 5.1
Find the Laplace transforms of the following functions:

1. f (t) = t 0<t<3
=6 t>3
È 1 Ê 3 1 ˆ -3 s ˘
Í Ans. : 2 + ÁË - 2 ˜¯ e ˙
Î s s s ˚
2. f (t) = t2 0<t<1
=1 t>1
È 1 -s 2e - s 2 -s ˘
Í Ans. : (1 - e ) - 2 + 3 (1 - e )˙
Î s s s ˚

3. f (t) = (t – a)3 t>a


=0 t<a
È 6 - as ˘
Í Ans. : s 4 e ˙
Î ˚
4. f (t) = 0 0£t£1
=t 1<t<2
=0 t>2
È Ê 1 1ˆ - s Ê 1 2 ˆ -2 s ˘
Í ans. : ÁË 2 + ˜¯ e - ÁË 2 + ˜¯ e ˙
Î s s s s ˚
5. f (t) = t2 0<t<2
=t–1 2<t<3
=7 t>3
È 2 e -2 s e -3 s ˘
Í Ans. : 3 - 3 (2 + 3s + 3s ) + 2 (5s - 1)˙
2

Î s s s ˚
5.4 Basic Properties of Laplace Transform 5.13

6. f (t) = et 0<t<1
=0 t>1
È 1 1- s ˘
Í Ans. : 1 - s (e - 1)˙
Î ˚
Ê 2p ˆ 2p
7. f (t) = cos Á t - t>
Ë 3 ˜¯ 3
=0 2p
t<
3
È -
2π s
s ˘
Í Ans. : e
3
˙
Î s + 1˚
2

8. f (t) = sin 2t 0<t<p


=0 t>p
È 2(1 - e - p s ) ˘
Í ans. : ˙
Î s2 + 4 ˚

5.4 BasIc propertIes of LapLace transform

5.4.1 Linearity
If L{ f1(t)} = F1(s) and L{ f2(t)} = F2(s) then

L{a f1(t) + b f2(t)} = a F1(s) + b F2(s)


where a and b are constants.

Proof: L{ f (t )} = Ú e - st f (t )dt
0

L{af1 (t ) + bf2 (t )} = Ú e - st {af1 (t ) + bf2 (t )} dt
0
• •
= a Ú e - st f1 (t )dt + b Ú e - st f2 (t )dt
0 0

= a F1 (s) + b F2 (s)

Example 1
2
Find the Laplace transform of ( t - 1) .
Solution
L {( t - 1) } = L {t - 2 t + 1}
2
5.14 Chapter 5 Laplace Transforms and Applications

= L{t} - 2 L { t } + L{1}
3
2
1 1
= 2 - 32 +
s s
s2
1 1
2◊
1 2 2 +1
= -
s2 3 s
s2
1 p 1
= 2
- 3
+
s s
s2

Example 2
3
Ê 1ˆ
Find the Laplace transform of Á t - ˜ .
Ë t¯
Solution

ÔÏÊ 1 ˆ Ô¸ ÔÏ - ¸
3 3 1 1 3
- Ô
L ÌÁ t - ˜ ˝ = L Ìt 2 - 3t 2 + 3t 2 - t 2 ˝
ÔÓË t¯ Ô
˛ ÔÓ ˛Ô
ÏÔ 3 ¸Ô ÏÔ 1 ¸Ô ÏÔ - 1 ¸Ô ÏÔ - 3 ¸Ô
= L Ìt 2 ˝ - 3L Ìt 2 ˝ + 3L Ìt 2 ˝ - L Ìt 2 ˝
ÓÔ ˛Ô ÓÔ ˛Ô ÓÔ ˛Ô ÓÔ ˛Ô

5 3 1 1
3 3 -
= 5 - 3 + 1 - 12
2 2 2
-
s2 s2 s2 s 2

3 1 1 1 1 1 1 ÈQ n +1 = n n ˘
◊ 3◊ 3 Í ˙
= 2 25 2 - 23 2 + 12 - 2
Í n + 1˙
1
Í n=
n ˙˚
1 -
s2 s2 s2 - s 2 Î
2
p Ê 3 3 ˆ
= - + 3 + 2 s˜
s ÁË 4s2 2s ¯
5.4 Basic Properties of Laplace Transform 5.15

Example 3
Find the Laplace transform of t2 + sin 2t.
Solution
L{t 2 + sin 2t} = L{t 2 } + L{sin 2t}
2 2
= 3+ 2
s s +4

Example 4
Find the Laplace transform of 4t2 + sin 3t + e2t.
Solution
L{4t 2 + sin 3t + e2 t } = 4 L{t 2 } + L{sin 3t} + L{e2 t }
2 3 1
= 4◊ 3
+ 2
+
s s +9 s-2
8 3 1
= 3
+ 2
+
s s +9 s-2

Example 5
Find the Laplace transform of sin 2t sin 3t. [Summer 2014]
Solution
Ï cos t - cos 5t ¸
L{sin 2t sin 3t} = L Ì ˝
Ó 2 ˛
1 1
= L{cos t} - L{cos 5t}
2 2
s s
= -
2(s + 1) 2(s + 25)
2 2

Example 6
Find the Laplace transform of sin2 3t. [Winter 2014]
5.16 Chapter 5 Laplace Transforms and Applications

Solution
Ï 1 - cos 6t ¸
L{sin 2 3t} = L Ì ˝
Ó 2 ˛
1
= ÈÎ L{1} - L {cos 6t }˘˚
2
1 È1 s ˘
= Í - 2
2 Î s s + 36 ˙˚
1 È s2 + 36 - s2 ˘
= Í ˙
ÍÎ s (s + 36) ˙˚
2 2

18
=
s (s2 + 36)

Example 7
Find the Laplace transform of sin3 2t.
Solution
Ï3 1 ¸
L{sin3 2t} = L Ì sin 2t - sin 6t ˝
Ó4 4 ˛
3 1
= L{sin 2t} - L{sin 6t}
4 4
3Ê 2 ˆ 1Ê 6 ˆ
= Á 2 -
4 Ë s + 4 ˜¯ 4 ÁË s2 + 36 ˜¯
3 3
= -
2(s + 4)
2
2(s + 36)
2

Example 8
Find the Laplace transform of cos2 t. [Summer 2018]
Solution
Ï 1 + cos 2t ¸
L{cos2 t} = L Ì ˝
Ó 2 ˛
1
= [ L{1} + L{cos 2t}]
2
1 È1 s ˘
= Í + 2
2 Î s s + 4 ˙˚
1 È s2 + 4 + s2 ˘
= Í ˙
2 ÍÎ s(s2 + 4) ˙˚
s2 + 2
=
s( s 2 + 4 )
5.4 Basic Properties of Laplace Transform 5.17

Example 9
Find the Laplace transform of t2 – e–2t + cosh2 3t.
Solution
L{t 2 - e -2 t + cosh 2 3t} = L{t 2 } - L{e -2 t } + L{cosh 2 3t}
1
= L{t 2 } - L{e -2 t } + L{1 + cosh 6t}
2
2 1 1 s
= 3
- + +
s s + 2 2 s 2(s2 - 36)

Example 10
Find the Laplace transform of (sin 2t – cos 2t)2.
Solution
L{(sin 2t - cos 2t )2 } = L{sin 2 2t + cos2 2t - 2 cos 2t sin 2t}
= L{1 - sin 4t}
= L{1} - L{sin 4t}
1 4
= -
s s2 + 16

Example 11
Find the Laplace transform of cos (w t + b).
Solution
L{cos(w t + b)} = L{cos w t cos b - sin w t sin b}
= cos b L{cos w t} - sin b L{sin w t}
s w
= cos b ◊ 2 2
- sin b ◊
s +w s +w2
2

Example 12
Find the Laplace transform of cos t cos 2t cos 3t.
Solution
Ï1 ¸
L{cos t cos 2t cos3t} = L Ì (cos3t + cos t ) cos3t ˝
Ó2 ˛
1
= L{cos2 3t + cos t cos3t}
2
1 Ï 1 + cos6t cos 4t + cos 2t ¸
= LÌ + ˝
2 Ó 2 2 ˛
5.18 Chapter 5 Laplace Transforms and Applications

Ï1 1 1 1 ¸
= L Ì + cos 6t + cos 4t + cos 2t ˝
Ó4 4 4 4 ˛
Ï1 ¸ 1 1 1
= L Ì ˝ + L{cos 6t} + L{cos 4t} + L{cos 2t}
Ó ˛
4 4 4 4
1 s s s
= + 2
+ 2
+ 2
4 s 4(s + 36) 4(s + 16) 4(s + 4)

Example 13
Find the Laplace transform of cosh5 t.
Solution
ÏÊ t 5¸
Ô e +e ˆ Ô
-t
5
L{cosh t} = L ÌÁ ˜ ˝
ÔÓË 2 ¯ Ô˛

Ï1 ¸
= L Ì 5 (e5t + 5e 4 t e - t + 10e3t e-2 t + 10 e2 t e-3t + 5et e -4 t + e-5t ) ˝
Ó2 ˛
1
= L{(e5t + e -5t ) + 5(e3t + e -3t ) + 10(et + e - t )}
32
1
= L{cosh 5t + 5cosh 3t + 10 cosh t}
16
1
= [ L{cosh 5t} + 5L{cosh 3t} + 10 L{cosh t}]
16
1 È s 5s 10 s ˘
= + 2 + 2
Í
16 Î s - 25 s - 9 s - 1 ˙˚
2

Example 14
Find the Laplace transform of sin t .
Solution
We know that
x3 x5
sin x = x - + -L
3! 5!
3 5
1
t2 t2
sin t = - t2 + -L
3! 5!
ÏÔ 1 ¸Ô 1 ÏÔ 3 ¸Ô 1 ÏÔ 5 ¸Ô
L{sin t } = L Ìt 2 ˝ - L Ìt 2 ˝ + L Ìt 2 ˝ - L
3! Ô Ô 5! Ô Ô
ÓÔ ˛Ô Ó ˛ Ó ˛
5.4 Basic Properties of Laplace Transform 5.19

3 5 7
1 1
= 23 - 2 + 2 -L
3! 5 5! 7
s2 s2 s2
1 1 3 1 1 5 3 1 1
◊ ◊ ◊
2 2 1 2 2 2 1 2 2 2 2
= 3 - 5
+ 7
-L
3! 5!
s2 s2 s2
1
È 1 1Ê 1ˆ
2 ˘
2
= 3 1 - + Á ˜ - L˙
Í
Í 4 s 2! Ë 4 s ¯ ˙˚
2 s2 Î
1
p -
(4 s )
= 3
e
2s 2

Example 15
cos t
Find the Laplace transform of .
t
Solution
We know that
x2 x4
cos x = 1 - + -L
2! 4!
t t2
cos t = 1 - + -L
2! 4!
1 3
1
cos t -
2
t2 t2
=t - + -L
t 2! 4!
ÏÔ cos t ¸Ô ÏÔ - 1 ¸Ô 1 ÏÔ 1 ¸Ô 1 ÏÔ 3 ¸Ô
LÌ ˝ = L Ìt 2 ˝ - L Ìt 2 ˝ + L Ìt 2 ˝ -L
ÓÔ t Ô˛ ÓÔ ˛Ô
2! Ô Ô 4! Ô Ô
Ó ˛ Ó ˛
1 3 5
2 1 2 1 2
= 1 - + -L
2! 3 4! 5
s2 s2 s2
1 1 1 3 1 1

2 1 2 2 1 2 2 2
= 1 - + -L
2! 3 4! 5
s 2 s 2 s 2
5.20 Chapter 5 Laplace Transforms and Applications

p È 1 1 ˘
= Í1 - + - L˙
s Í 4 s 2 !( 4 s )2 ˙
Î ˚
1
p - (4 s)
= e
s

exercIse 5.2
Find the Laplace transforms of the following functions:
2t 3
1. e + 4t - 2 sin3t + 3 cos3t
È 1 24 3(s - 2) ˘
Í Ans. : s - 2 + s 4 + s 2 + 9 ˙
Î ˚
2t 3
2. e + 4t - sin2t cos3t
È 1 24 5 1 1 ˘
Í Ans. : + 4 - ◊ 2 + ˙
Î s - 2 s 2 s + 25 2( s 2
+ 1) ˚
2 -t 3
3. 3t + e + sin 2t
È 6 1 3 1 3 1 ˘
Í Ans. : s 3 + s + 1 + 2 ◊ s 2 + 4 - 2 ◊ s 2 + 36 ˙
Î ˚

4. (t 2 + a)2
È a 2 s 4 + 4 as 2 + 24 ˘
Í Ans. : ˙
Î s5 ˚

5. sin (w t + a )
È w s ˘
Í Ans. : cos a ◊ s 2 + w 2 + sin a ◊ s 2 + w 2 ˙
Î ˚
6. sin2t cos3t
È 2(s 2 - 5) ˘
Í Ans. : 2 ˙
Î (s + 1)(s + 25) ˚
2

7. cos3 2t
È s(s 2 + 28) ˘
Í Ans. : 2 ˙
Î (s + 36)(s 2 + 4) ˚

8. sinh3 3t
È 162 ˘
Í Ans. : 2 ˙
Î (s - 81)(s - 8) ˚
2
5.4 Basic Properties of Laplace Transform 5.21

1 + 2t
9.
t È p Ê 1ˆ ˘
Í Ans. : 1+ ˙
ÎÍ s ÁË s ˜¯ ˚˙

10. sin(t + a )cos(t - a )


È 1 sin2a ˘
Í Ans. : s 2 + 4 + s ˙
Î ˚

5.4.2 Change of Scale


1 Ê sˆ
If L{ f (t )} = F (s) then L{ f (at )} = F .
a ÁË a ˜¯

Proof: L{ f (t )} = Ú e - st f (t )dt
0

L{ f (at )} = Ú e - st f (at )dt
0

dx
Putting at = x, dt =
a
When t = 0, x=0
When t Æ •, xÆ•
Ê xˆ
• - s ÁË a ˜¯ dx
L{ f (at )} = Ú e f ( x)
0 a
Ê sˆ
1 • -Á ˜ x
= Ú e Ë a ¯ f ( x )dx
a 0
1 Ê sˆ
= F
a ÁË a ˜¯

Example 1
Ê s + 3ˆ
If L{ f (t )} = log Á , find L{ f (2t )}.
Ë s + 1 ˜¯

Solution
Ê s + 3ˆ
L{ f (t )} = log Á
Ë s + 1 ˜¯
5.22 Chapter 5 Laplace Transforms and Applications

By change-of-scale property,
Ê s ˆ
+3
1 Á 2 ˜
L{ f (2t )} = log Á ˜
2 s
Á +1˜
Ë 2 ¯
1 Ê s + 6ˆ
= log Á
2 Ë s + 2 ˜¯

Example 2
1
If L{ f (t )} = , find L{ f (3t )}.
2
s +1
Solution 1
L{ f (t )} =
2
s +1
By change-of-scale property,
1 1
L{ f (3t )} =
3 2
Ê sˆ
ÁË 3 ˜¯ + 1

1
=
2
s +9

Example 3
1
p -
(4 s )
If L{sin t } = e , find L{sin 2 t }.
2s s
Solution
1
p -
(4 s )
L{sin t } = e
2s s
By change-of-scale property,
L{sin 2 t } = L{sin 4t }
1
-
Ê sˆ
1 p 4Á ˜
Ë 4¯
= e
4 s s
2◊
4 4
5.4 Basic Properties of Laplace Transform 5.23

1
p -
s
= e
2s s

Example 4
1
If L{ f (t )} = , find L{ f (2 t )}.
s s +1
Solution
1
L{ f (t )} =
s s +1
By change-of-scale property,
L{ f (2 t )} = L{ f ( 4t )}
1 1
=
4 s s
+1
4 4
2
=
s s+4

exercIse 5.3
8(s - 3)
1. If L{ f (t)} = , find L{ f (2t)}.
(s - 6 s + 25)2
2

È 32(s - 6) ˘
Í Ans. : 2 2 ˙
Î ( s - 12 s + 100) ˚
2 -s
2. If L{ f (t)} = e , find L{ f (3t)}.
s3
È 18 - 3s ˘
Í Ans. : 3 e ˙
Î s ˚
s2 - s - 1
3. If L{ f (t)} = , find L{ f (2t)}.
(2s + 1)2 (s - 1)
È s 2 - 2s - 4 ˘
Í Ans. : ˙
Î 4(s + 1)2 (s - 2) ˚

5.4.3 First Shifting Theorem


If L{ f (t )} = F (s) then L{e - at f (t )} = F (s + a ).
5.24 Chapter 5 Laplace Transforms and Applications


Proof: L{ f (t )} = Ú e - st f (t )dt
0

- at •
L{e f (t )} = Ú e - st e - at f (t )dt
0

= Ú e ( ) f (t )dt
• - s+a t
0
= F (s + a)

Example 1
Find the Laplace transform of e-3t t 4 .
Solution
4!
L{t 4 } =
s5
By the first shifting theorem,
4!
L{ e -3t t 4 } =
(s + 3)5

Example 2
1
-
t 2.
Find the Laplace transform of e t
Solution
1
ÏÔ - 1 ¸Ô
L Ìt 2 ˝ = 21
ÓÔ ˛Ô s 2
p
=
s
By the first shifting theorem,
ÏÔ - 1 ¸Ô p
L Ìe t t 2 ˝ =
ÔÓ Ô˛ s -1

Example 3
Find the Laplace transform of (t + 1)2 et .
Solution
L{t + 1)2 } = L{t 2 + 2t + 1}
2 2 1
= 3
+ 2
+
s s s
5.4 Basic Properties of Laplace Transform 5.25

By the first shifting theorem,


2 2 1
L{(t + 1)2 et } = + +
(s - 1)3 (s - 1)2 s -1

Example 4
Find the Laplace transform of et (1 + t )4 .
Solution
L{(1 + t )4 } = L{1 + 4 t + 6( t )2 + 4( t )3 + ( t )4 }

ÏÔ 1 3 ¸Ô
= L Ì1 + 4t 2 + 6t + 4t 2 + t 2 ˝
ÓÔ ˛Ô
3 5
4 4
1 2 +62+ 2 + 3
= + 3
s s2 5
s3
s2 s2
1 1 3 1 1
4◊ 4◊ ◊
1 2 2+ + 2 2 2+ 2
6
= + 3
s s2 5
s3
s2 s2
1 2 p 6 3 p 2
= + 3 + 2+ 5 + 3
s s s
s2 s2
By the first shifting theorem,
1 2 p 6 3 p 2
L{et (1 + t )4 } = + 3
+ 2
+ 5
+
s -1 (s - 1) (s - 1)3
(s - 1) 2 (s - 1) 2

Example 5
Find the Laplace transform of e2t sin 3t. [Summer 2018]
Solution
3
L{sin 3t} = 2
s +9
By the first shifting theorem,
3
L{e2 t sin 3t} =
(s - 2)2 + 9
3
=
s2 - 4 s + 13
5.26 Chapter 5 Laplace Transforms and Applications

Example 6
Find the Laplace transform of e - at cos bt.
Solution
s
L{cos bt} =
s + b2
2

By the first shifting theorem,


s+a
L{e - at cos bt} =
( s + a )2 + b 2

Example 7
Find the Laplace transform of e-3t (2 cos 5t - 3sin 5t ). [Summer 2014]

Solution
L{2 cos 5t - 3sin 5t} = 2 L{cos 5t} - 3L{sin 5t}
2s 3(5)
= 2 - 2
s + 25 s + 25
2s 15
= 2 -
s + 25 s2 + 25

By the first shifting theorem,


2(s + 3) 15
L{e -3t (2 cos 5t - 3sin 5t )} = -
(s + 3) + 25 (s + 3)2 + 25
2

2 s + 6 - 15
=
s2 + 6 s + 9 + 25
2s - 9
=
s2 + 6 s + 34

Example 8
Find the Laplace transform of e2t sin2t. [Summer 2017]

Solution
Ï 1 - cos 2t ¸
L{sin 2 t} = L Ì ˝
Ó 2 ˛
5.4 Basic Properties of Laplace Transform 5.27

1
= [ L{1} - L{cos 2t}]
2
1 Ê1 s ˆ
= Á - 2
2 Ë s s + 4 ˜¯
1 È s2 + 4 - s2 ˘
= Í ˙
ÍÎ s(s + 4) ˚˙
2 2

1 È 4 ˘
= Í 2 ˙
2 Î s ( s + 4 ) ˚
2
=
s( s 2 + 4 )

By the first shifting theorem,


2
L (e2 t sin 2 t ) =
(s - 2) [(s - 2)2 + 4]
2
=
( s - 2 ) ( s 2 - 4 s + 8)

Example 9
Find the Laplace transform of e4 t sin 3 t.
Solution
1
L{sin 3 t} = L{3sin t - sin 3t}
4
3 3
= 2
- 2
4(s + 1) 4(s + 9)
By the first shifting theorem,
3 3
L{e 4 t sin 3 t} = 2
-
4[(s - 4) + 1] 4[(s - 4)2 + 9]
3 3
= 2
- 2
4(s - 8s + 17) 4(s - 8s + 25)
3[(s - 8s + 25) - (s2 - 8s + 17)]
2
=
4(s2 - 8s + 17)(s2 - 8s + 25)
6
=
( s - 8s + 7)(s2 - 8s + 25)
2
5.28 Chapter 5 Laplace Transforms and Applications

Example 10
Find the Laplace transform of e-2 t (sin 4t + t 2 ) ◊ [Winter 2014]

Solution
4 2
L{sin 4t + t 2 } = 2
+
s + 16 s3
By the first shifting theorem,
4 2
L{e -2 t (sin 4t + t 2 )} = 2
+
(s + 2) + 16 (s + 2)3

Example 11
Find the Laplace transform of cosh at cos at.
Solution
Ê e at + e - at ˆ
cosh at cos at = Á ˜ cos at
Ë 2 ¯
1 at
= (e cos at + e - at cos at )
2
s
L{cos at} =
s + a2
2

1
L{cosh at cos at} = L {e at cos at + e - at cos at}
2
By the first shifting theorem,
1È s-a s+a ˘
L{cosh at cos at} = Í + ˙
2 Î ( s - a )2 + a 2 ( s + a )2 + a 2 ˚
1È s-a s+a ˘
= + 2
2 Î s + 2 a - 2 as s + 2 a + 2 as ˙˚
Í 2 2 2

1 È (s - a )(s2 + 2 a 2 + 2 as) + (s + a )(s2 + 2 a 2 - 2 as) ˘


= Í ˙
2 ÍÎ ( s 2 + 2 a 2 )2 - 4 a 2 s 2 ˙˚
s3
=
s4 + 4a 4
5.4 Basic Properties of Laplace Transform 5.29

Example 12
t 3
Find the Laplace transform of sinh sin t.
2 2
Solution
Ê t - ˆ
t
t 3 Á e2 - e 2 ˜ 3
sinh sin t=Á ˜ sin 2 t
2 2 2
ÁË ˜¯

1Ê 2 3 ˆ
t t
3 -
= Á e sin t - e sin
2 t˜
2Ë 2 2 ¯

3
ÔÏ 3 Ô¸
L Ìsin t˝ = 2
ÔÓ 2 Ô˛ 3
s2 +
4
ÏÔ 3 ¸Ô 1 ÏÔ 2 3 ¸Ô
t t
t 3 -
L Ìsinh sin t ˝ = L Ìe sin t - e 2 sin t˝
ÓÔ 2 2 Ô˛ 2 Ô
Ó
2 2 Ô
˛
By the first shifting theorem,
È 3 3 ˘
Í ˙
ÔÏ t 3 Ô¸ 1 Í 2 2 ˙
L Ìsinh sin t˝ = Í 2
- 2 ˙
ÔÓ 2 2 Ô˛ 2 Ê
Í Á s - 1 ˆ˜ + 3 ÊÁ s + 1 ˆ˜ + 3 ˙
ÍÎ Ë 2¯ 4 Ë 2¯ 4 ˙˚

3È 1 1 ˘
= -
4 ÍÎ s2 + 1 - s s2 + 1 + s ˙˚
3 s
=
2 s + s2 + 1
4

Example 13
Find the Laplace transform of e-3t cosh 4t sin 3t.
Solution
Ê e 4 t + e -4 t ˆ
e -3t cosh 4t sin 3t = e -3t Á ˜ sin 3t
Ë 2 ¯
1 t
= (e sin 3t + e -7t sin 3t )
2
3
L{sin 3t} =
s2 + 9
5.30 Chapter 5 Laplace Transforms and Applications

1
L{e -3t cosh 4t sin 3t} = L{et sin 3t + e -7t sin 3t}
2
By the first shifting theorem,
1È 3 3 ˘
L{e -3t cosh 4t sin 3t} = Í + ˙
2 Î (s - 1)2 + 9 (s + 7)2 + 9 ˚

3(s2 + 6 s + 34)
=
(s2 - 2 s + 10)(s2 + 14 s + 58)

Example 14
Find the Laplace transform of sin 2t cos t cosh 2t.
Solution
Ê sin 3t + sin t ˆ Ê e2 t + e -2 t ˆ
sin 2t cos t cosh 2t = Á ˜¯ Á ˜
Ë 2 Ë 2 ¯
1 2t
= (e sin 3t + e2 t sin t + e -2 t sin 3t + e -2 t sin t )
4
1
L{sin t} =
s2 + 1
3
L{sin 3t} = 2
s +9
1
L{sin 2t cos t cosh 2t} = L{e2 t sin 3t + e2 t sin t + e -2 t sin 3t + e -2 t sin t}
4
By the first shifting theorem,
1È 3 1 3 1 ˘
L{sin 2t cos t cosh 2t} = Í 2
+ 2
+ 2
+ 2 ˙
4 Î ( s - 2) + 9 ( s - 2) + 1 ( s + 2) + 9 ( s + 2) + 1 ˚

1È 3(s2 + 13) s2 + 5 ˘
= Í 2 2
+ 2 2 ˙
2 ÎÍ (s - 4 s + 13)(s + 4s + 13) (s - 4s + 5)(s + 4s + 5) ˚˙

1 È 3(s2 + 13) s2 + 5 ˘
= Í 4 2
+ 4 2 ˙
2 ÍÎ s + 10 s + 169 s - 6 s + 25 ˙˚

Example 15
cos 2t sin t
Find the Laplace transform of .
et
5.4 Basic Properties of Laplace Transform 5.31

Solution
cos 2t sin t Ê sin 3t - sin t ˆ
= e- t Á ˜¯
e t Ë 2
1 -t
= (e sin 3t - e - t sin t )
2
1
L{sin t} =
s2 + 1
3
L{sin 3t} =
s2 + 9
Ï cos 2t sin t ¸ 1 -t -t
LÌ ˝ = L {e sin 3t - e sin t}
Ó et ˛ 2
By the first shifting theorem,
Ï cos 2t sin t ¸ 1 È 3 1 ˘
LÌ ˝= Í - ˙
˛ 2 Î (s + 1) + 9 (s + 1) + 1 ˚
t 2 2
Ó e

1 2s2 + 4s - 4
=
2 (s2 + 2 s + 10)(s2 + 2 s + 2)

s2 + 2s - 2
=
(s2 + 2 s + 10)(s2 + 2 s + 2)

Example 16
Find the Laplace transform of e-4 t sinh t sin t.
Solution
Ê et - e - t ˆ
e -4 t sinh t sin t = e -4 t Á ˜ sin t
Ë 2 ¯
1 -3t
= (e sin t - e -5t sin t )
2
1
L{sin t} =
s2 + 1

1
L{e -4 t sinh t sin t} = L {e -3t sin t - e -5t sin t}
2
By the first shifting theorem,
1È 1 1 ˘
L{e -4 t sinh t sin t} = Í 2
- 2 ˙
2 Î (s + 3) + 1 (s + 5) + 1 ˚
5.32 Chapter 5 Laplace Transforms and Applications

1 4 s + 16
=
2 (s + 6 s + 10)(s2 + 10 s + 26)
2

2(s + 4)
=
(s + 6 s + 10)(s2 + 10 s + 26)
2

exercIse 5.4
Find the Laplace transforms of the following functions:
1. t3 e–3t
È 6 ˘
Í ans. : ˙
Î (s + 3)4 ˚

2. e–t cos 2t
È s +1 ˘
Í Ans. : s 2 + 2s + 5 ˙
Î ˚
3. 2e3t sin 4t
È 8 ˘
Í Ans. : s 2 - 6 s + 25 ˙
Î ˚
4. (t + 2)2 et
È 4s2 - 4s + 2 ˘
Í ans. : ˙
Î (s - 1)3 ˚

5. e2t(3 sin 4t – 4 cos 4t)


È 20 - 4 s ˘
Í Ans. : s 2 - 4 s + 20 ˙
Î ˚
6. e–4t cosh 2t
È s+4 ˘
Í Ans. : s 2 + 8s + 12 ˙
Î ˚
7. (1 + te–t)3
È 1 3 6 6 ˘
Í Ans. : + + + ˙
Î s ( s + 1)2
( s + 2)3
( s + 3)4 ˚

8. e–t(3 sinh 2t – 5 cos 2t)


È 1 - 5s ˘
Í Ans. : s 2 + 2s - 3 ˙
Î ˚
5.4 Basic Properties of Laplace Transform 5.33

9. et sin 2t sin 3t
È 12(s - 1) ˘
Í Ans. : 2 ˙
Î (s - 2s + 2)(s - 2s + 26) ˚
2

10. e–3t cosh 5t sin 4t


È 4(s 2 + 6 s + 50) ˘
Í Ans. : ˙
Î (s - 4 s + 20)(s + 16 s + 20) ˚
2 2

11. e–4t cosh t sin t

È s 2 + 8s + 18 ˘
Í Ans. : 2 ˙
Î (s + 6 s + 10)(s + 10 s + 26) ˚
2

12. e2t sin4 t


È 3 s-2 s-4 ˘
Í Ans. : - + ˙
Î 8(s - 2) 2(s - 4 s + 8) 8(s - 8s + 32) ˚
2 2

5.4.4 Second Shifting Theorem [Summer 2013]


If L{ f (t )} = F (s)
and g (t ) = f (t - a ) t>a
=0 t<a
then L{g(t )} = e - as F (s)

Proof: L{ f (t )} = Ú e - st f (t )dt
0

L{g(t )} = Ú e - st g(t )dt
0
a •
= Ú e - st ◊ 0 dt + Ú e - st f (t - a )dt
0 a

Putting t – a = x, dt = dx
When t = a, x = 0
When t Æ •, x Æ •

L{g(t )} = Ú e - s( a + x ) f ( x )dx
0

= e - as Ú e - sx f ( x )dx
0

= e - as Ú e - st f (t )dt
0
- as
=e F ( s)
5.34 Chapter 5 Laplace Transforms and Applications

Example 1
Find the Laplace transform of g(t) = e t–a t > a
=0 t<a
Solution
Let f (t) = et
1
L{ f (t )} = F (s) =
s -1
By the second shifting theorem,
1
L{g(t )} = e - as
s -1

Example 2
Find the Laplace transform of g(t) = cos (t – a) t > a
=0 t<a
Solution
Let f (t) = cos t
s
L{ f (t )} = F (s) = 2
s +1
By the second shifting theorem,
s
L{g(t )} = e - as 2
s +1

Example 3
Ê pˆ p
Find the Laplace transform of g(t ) = sin Á t - ˜ t>
Ë 4¯ 4
p
=0 t<
4
Solution
Let f (t) = sin t
1
L{ f (t )} = F (s) = 2
s +1
By the second shifting theorem,
ps
-
4
1
L{g(t )} = e
s2 + 1
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.35

Example 4
Find the Laplace transform of g(t) = (t – 1)3 t>1
=0 t<1
Solution
Let f (t) = t3
3!
L{ f (t )} = F (s) =
s4
By the second shifting theorem,
3!
L{g(t )} = e- s
s4

exercIse 5.5
Find the Laplace transforms of the following functions:
Ê 2p ˆ 2p
1. f (t) = cos Á t - t>
Ë 3 ˜¯ 3
2p
=0 t<
3
È -
2π s
s ˘
Í Ans. : e 3
˙
Î s + 1˚
2

2
2. f (t) = (t - 2) t>2
=0 t<2 È -2 s 2 ˘
Í ans. : e s 3 ˙
Î ˚

Ê pˆ p
3. f (t) = 5 sin3 Á t - ˜ t>
Ë 4¯ 4
p
=0 t<
4
È -
ps
1 ˘
Í Ans. : e
4
˙
Î s + 9˚
2

5.5 dIfferentIatIon of LapLace transforms


(muLtIpLIcatIon By t)

dn
If L{ f (t )} = F (s) then L{t n f (t )} = (-1)n F (s). [Winter 2014, 2013]
ds n
5.36 Chapter 5 Laplace Transforms and Applications


Proof: L{ f (t )} = F (s) = Ú e - st f (t )dt
0
Differentiating both the sides w.r.t. s using DUIS,
d d •
F (s) = Ú e - st f (t )dt
ds ds 0
• ∂ - st
=Ú e f (t )dt
0 ∂s

= Ú (-t e - st ) f (t )dt
0

= Ú e - st {-t f (t )}dt
0

= - L{t f (t )}
d
L{t f (t )} = (-1) F ( s)
ds
d2
Similarly, L{t 2 f (t )} = (-1)2 F ( s)
ds 2
dn
In general, L{t n f (t )} = (-1)n F ( s)
ds n

Example 1
Find the Laplace transform of te–t.
Solution
1
L{e - t } =
s +1
d
L{te - t } = - L{e - t }
ds
d Ê 1 ˆ
=-
ds ÁË s + 1˜¯

È -1 ˘
=-Í 2˙
Î (s + 1) ˚
1
=
(s + 1)2
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.37

Example 2
Find the Laplace transform of t cos at.
Solution
s
L{cos at} =
s + a2
2

d
L{t cos at} = - L{cos at}
ds
d È s ˘
=- Í 2
ds Î s + a 2 ˙˚
È (s2 + a 2 )(1) - s(2 s) ˘
=-Í ˙
ÍÎ ( s 2 + a 2 )2 ˙˚
È s2 + a 2 - 2s2 ˘
=-Í 2 2 ˙
ÎÍ (s + a ) ˚˙
2

È - s2 + a 2 ˘
=-Í 2 2 2˙
ÎÍ (s + a ) ˚˙
s2 - a 2
=
( s 2 + a 2 )2

Example 3
Find the Laplace transform of t sin at. [Summer 2016]

Solution
a
L{sin at} =
s + a2
2

d
L{t sin at} = - L{sin at}
ds
d Ê a ˆ
=-
ds ÁË s2 + a 2 ˜¯
È (s2 + a 2 )(0) - a(2 s) ˘
= -Í ˙
ÍÎ ( s 2 + a 2 )2 ˙˚
2 as
=
( s + a 2 )2
2
5.38 Chapter 5 Laplace Transforms and Applications

Example 4
Find the Laplace transform of t sin 2t. [Summer 2015]
Solution
2
L{sin 2t} = 2
s +4
d
L{t sin 2t} = - L{sin 2t}
ds
d Ê 2 ˆ
=- Á 2
ds Ë s + 4 ˜¯
È (s2 + 4)(0) - 2(2s) ˘
= -Í ˙
ÍÎ (s2 + 4)2 ˙˚
4s
=
(s + 4)2
2

Example 5
Find the Laplace transform of t cosh at.
Solution
s
L{cosh at} =
s - a2
2

d
L{t cosh at} = - L{cosh at}
ds
d Ê s ˆ
=- Á 2
ds Ë s - a 2 ˜¯
È (s2 - a 2 )(1) - s(2 s) ˘
=-Í ˙
ÍÎ ( s 2 - a 2 )2 ˙˚
È s2 - a 2 - 2s2 ˘
=-Í 2 2 ˙
ÎÍ (s - a ) ˚˙
2

È - s2 - a 2 ˘
=-Í 2 2 2˙
ÍÎ (s - a ) ˙˚
s2 + a 2
=
( s 2 - a 2 )2
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.39

Example 6
Find the Laplace transform of t cos2 t.
Solution
Ï 1 + cos 2t ¸
L{cos2 t } = L Ì ˝
Ó 2 ˛
1
= L{1 + cos 2t}
2
1Ê1 s ˆ
= Á + 2
2 Ë s s + 4 ˜¯
d
L{t cos2 t } = - L{cos2 t }
ds
1 d Ê1 s ˆ
=- + 2
2 ds Ë s s + 4 ˜¯
Á

1 È 1 (s2 + 4)(1) - s(2 s) ˘


= - Í- 2 + ˙
2 ÎÍ s (s2 + 4)2 ˚˙
1 s2 - 4
= 2
+
2s 2(s2 + 4)2

Example 7
Find the Laplace transform of t sin2 3t. [Winter 2017]
Solution
Ï 1 - cos6t ¸
L{sin 2 3t } = L Ì ˝
Ó 2 ˛
1
= L{1 - cos6t}
2
1Ê1 s ˆ
= Á - 2
2 s s + 36 ˜¯
Ë
d
L{t sin 2 3t } = - L{sin 2 3t}
ds
1 d Ê1 s ˆ
=- - 2
2 ds Ë s s + 36 ˜¯
Á

1È 1 - s2 + 36 ˘
= - Í- 2 - 2 ˙
2 ÎÍ s (s + 36)2 ˚˙

1 - s2 + 36
= +
2s2 2(s2 + 36)2
5.40 Chapter 5 Laplace Transforms and Applications

Example 8
Find the Laplace transform of t sin3 t.
Solution
Ï 3 sin t - sin 3t ¸
L{sin3 t } = L Ì ˝
Ó 4 ˛
1Ê 3 3 ˆ
= Á 2 - 2
4 Ë s + 1 s + 9 ˜¯
3Ê 1 1 ˆ
= -
4 ÁË s2 + 1 s2 + 9 ˜¯
d
L{t sin 3 t } = - L{sin 3 t}
ds
3 d Ê 1 1 ˆ
=- - 2
4 ds Ë s + 1 s + 9 ˜¯
Á 2

3 È -2 s 2s ˘
=- Í 2 + 2 ˙
4 Î (s + 1) 2
(s + 9)2 ˚

3s È (s2 + 9)2 - (s2 + 1)2 ˘


= Í ˙
2 ÎÍ (s2 + 1)2 (s2 + 9)2 ˚˙

3s È s 4 + 18s2 + 81 - s 4 - 2 s2 - 1 ˘
= Í ˙
2 ÍÎ (s2 + 1)2 (s2 + 9)2 ˙˚
3s 16(s2 + 5)
=
2 (s2 + 1)2 (s2 + 9)2

24 s(s2 + 5)
=
(s2 + 1)2 (s2 + 9)2

Example 9
Find the Laplace transform of t sin 2t cosh t.
Solution
ÏÔ Ê et + e- t ˆ ¸Ô
L{sin 2t cosh t } = L Ìsin 2t Á ˜˝
ÔÓ Ë 2 ¯ Ô˛
1
= L{et sin 2t + e - t sin 2t }
2
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.41

1È 2 2 ˘
= Í + ˙
2 Î (s - 1) + 4 (s + 1) + 4 ˚
2 2

1 1
= 2
+ 2
s - 2s + 5 s + 2s + 5
d
L{t sin 2t cosh t} = - L{sin 2t cosh t}
ds
d Ê 1 1 ˆ
=- +
ds ÁË s2 - 2 s + 5 s2 + 2 s + 5 ˜¯
2s - 2 2s + 2
= 2 2
+
(s - 2 s + 5) (s + 2 s + 5)2
2

Example 10
Find the Laplace transform of t sin 3t cos 2t. [Winter 2016]
Solution
Ï sin 5t + sin t ¸
L{sin 3t cos 2t} = L Ì ˝
Ó 2 ˛
1 1
= L{sin 5t} + L{sin t}
2 2
5 1
= +
2 (s2 + 25) 2 (s2 + 1)
d
L{t sin 3t cos 2t} = - L{sin 3t cos 2t}
ds
d È 5 1 ˘
=- Í 2 +
ds Î 2 (s + 25) 2 (s2 + 1) ˙˚
1 È -5(2 s) 1(2 s) ˘
=- -
2 ÍÎ (s2 + 25)2 (s2 + 1)2 ˙˚
5s s
= +
(s2 + 25) (s2 + 1)2

Example 11
Find the Laplace transform of t 1 + sin t .
Solution
Ï t t¸
L{ 1 + sin t } = L Ìsin + cos ˝
Ó 2 2 ˛
5.42 Chapter 5 Laplace Transforms and Applications

1
2 s
= +
1 1
s2 + s2 +
4 4
1 4 4s
= ◊ 2 + 2
2 4s + 1 4s + 1
4s + 2
=
4s2 + 1
d
{ }
L t 1 + sin t = - L
ds
{ 1 + sin t }
d Ê 4s + 2 ˆ
=-
ds ÁË 4 s2 + 1˜¯
È (4 s2 + 1)4 - (4 s + 2)8s ˘
= -Í ˙
ÎÍ (4 s2 + 1)2 ˚˙
-16 s2 - 4 + 32 s2 + 16 s
=
(4 s2 + 1)2

16 s2 + 16 s - 4
=
(4 s2 + 1)2
4(4 s2 + 4 s - 1)
=
(4 s2 + 1)2

Example 12
Find the Laplace transform of te–t cos t.
Solution
s
L{cos t} =
s2 + 1
d
L{t cos t} = - L{cos t}
ds
d Ê s ˆ
=- Á 2 ˜
ds Ë s + 1¯
È (s2 + 1)(1) - s(2 s) ˘
=-Í ˙
ÎÍ (s2 + 1)2 ˚˙
È s2 + 1 - 2s2 ˘
=-Í 2 ˙
ÍÎ (s + 1) ˙˚
2
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.43

s2 - 1
=
(s2 + 1)2
By the first shifting theorem,
(s + 1)2 - 1
L{e - t t cos t} =
[(s + 1)2 + 1]2

Example 13
Find the Laplace transform of t e4t cos 2t. [Summer 2017]
Solution
s
L{cos 2t} = 2
s +4
By the first shifting theorem,
s-4
L{e 4 t cos 2t} =
( s - 4 )2 + 4
s-4
= 2
s - 8s + 20
d
L{t e 4 t cos 2t} = -L{e 4 t cos 2t}
ds
d Ê s-4 ˆ
=- Á 2
ds Ë s - 8s + 20 ˜¯

È (s2 - 8s + 20) (1) - (s - 4) (2 s - 8) ˘


= -Í ˙
ÍÎ (s2 - 8s + 20)2 ˙˚
È s - 8s + 20 - 2ss + 8s + 8s - 32 ˘
2 2
= -Í ˙
ÍÎ (s2 - 8s + 20)2 ˙˚
È - s2 + 8s - 12 ˘
= -Í 2 2˙
ÍÎ (s - 8s + 20) ˙˚

s2 - 8s + 12
=
(s2 - 8s + 20)2
( s - 4 )2 - 4
=
( s - 4 )2 + 4
5.44 Chapter 5 Laplace Transforms and Applications

Example 14
Find the Laplace transform of te at sin at. [Winter 2013]
Solution
a
L{sin at} =
s + a2
2

a
L{e at sin at} =
( s - a )2 + a 2
a
=
s2 - 2 as + 2 a 2
d
L{te at sin at} = - L{eat sin at}
ds
d È a ˘
=- Í
ds Î (s - a )2 + a 2 ˙˚
d Ê a ˆ
=-
ds ÁË s2 - 2 as + 2 a 2 ˜¯
a
= (2 s - 2 a )
(s2 - 2 as + 2 a 2 )2
2a (s - a)
=
(s2 - 2 as + 2 a 2 )2

Example 15 2
Ê sin t ˆ
Find the Laplace transform of t Á t ˜ .
Ë e ¯
Solution
2
Ê sin t ˆ
tÁ t ˜ = t e -2 t sin 2 t
Ë e ¯
Ê 1 - cos 2t ˆ
= t e -2 t Á ˜¯
Ë 2
1 -2 t
= t e (1 - cos 2t )
2
1 s
L{1 - cos 2t} = -
s s2 + 4
d
L{t (1 - cos 2t )} = - L (1 - cos 2t )
ds
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.45

d Ê1 s ˆ
=- - 2
Á
ds Ë s s + 4 ˜¯
È 1 (s2 + 4)(1) - s(2 s) ˘
= - Í- 2 - ˙
ÎÍ s (s2 + 4)2 ˚˙
1 4 - s2
= +
s2 (s2 + 4)2
By the first shifting theorem,
Ï1 ¸ 1È 1 4 - ( s + 2 )2 ˘
L Ì te-2 t (1 - cos 2t ) ˝ = Í + ˙
˛ 2 ÍÎ (s + 2) {(s + 2)2 + 4}2 ˙˚
2
Ó2

Example 16
Find the Laplace transform of sin 2t – 2t cos 2t.
Solution
L{sin 2t - 2t cos 2t} = L{sin 2t} - 2 L{t cos 2t}
2 È d ˘
= 2
- 2 Í- L{cos 2t}˙
s +4 Î d s ˚
2 d Ê s ˆ
= +2
2
s +4 ds ÁË s2 + 4 ˜¯

2 È (s2 + 4)(1) - s(2 s) ˘


= + 2 Í ˙
s2 + 4 ÍÎ ( s 2 + 4 )2 ˙˚
2 È s2 + 4 - 2s2 ˘
= 2 + 2Í 2 2 ˙
s +4 ÍÎ (s + 4) ˙˚
2 È 4 - s2 ˘
= + 2 Í 2 2˙
s2 + 4 ÍÎ (s + 4) ˙˚
2 È 4 - s2 ˘
= 2 Í1 + 2 ˙
s + 4 ÍÎ s + 4 ˙˚
2 È s2 + 4 + 4 - s2 ˘
= 2 Í ˙
s + 4 ÍÎ s2 + 4 ˙˚
2 È 8 ˘
= 2 Í ˙
s + 4 ÍÎ s2 + 4 ˙˚
16
= 2
( s + 4 )2
5.46 Chapter 5 Laplace Transforms and Applications

Example 17
Find the Laplace transform of t (sin t – t cos t). [Winter 2015]
Solution
L{t (sin t – t cos t)} = L{t sin t – t2 cos t}
d
L{t sin t} = - L{sin t}
ds
d 1
= -
ds (s2 + 1)
È -2 s ˘
= -Í 2 2˙
Î (s + 1) ˚
2s
=
(s + 1)2
2

d2
L{t2 cos t} = (-1)2 L{cos t}
ds2
d2 Ê s ˆ
= (-1)2 Á ˜
ds2 Ë s2 + 1 ¯
d2 Ê s ˆ
= Á ˜
ds2 Ë s2 + 1¯
d È d Ê s ˆ˘
= Í ˙
ds Î ds ÁË s2 + 1˜¯ ˚

d È (s2 + 1)(1) - s(2 s) ˘


= Í ˙
ds ÍÎ (s2 + 1)2 ˙˚

d È s2 + 1 - 2s2 ˘
= Í ˙
ds ÍÎ (s2 + 1)2 ˙˚

d È 1 - s2 ˘
= Í ˙
ds ÍÎ (s2 + 1)2 ˙˚

(s2 + 1)2 (-2 s) - (1 - s2 ) ◊ 2(s2 + 1)2 s


=
(s2 + 1)4
(s2 + 1)(-2 s) - 4 s(1 - s2 )
=
(s2 + 1)3
-2 s3 - 2 s - 4 s + 4 s3
=
(s2 + 1)3
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.47

2 s3 - 6 s
=
(s2 + 1)3
2s 2 s3 - 6 s
L{t sin t – t2 cos t} = -
(s2 + 1)2 (s2 + 1)3
2 s(s2 + 1) - (2 s3 - 6 s)
=
(s2 + 1)3
2 s3 + 2 s - 2 s3 + 6 s
=
(s2 + 1)3
8s
=
(s + 1)3
2

Example 18
Find the Laplace transform of t2 sin w t. [Winter 2014]
Solution
w
L{sin w t} =
s + w2
2

d2
L{t 2 sin w t} = (-1)2 L {sin w t }
ds2
d2 Ê w ˆ
= Á ˜
ds 2 Ë s 2 + w 2 ¯
d È w (2 s ) ˘
= Í- 2 ˙
ds Î (s + w 2 )2 ˚
È 1 2s ˘
= -2w Í 2 - 2 ◊ 2s˙
Î (s + w ) (s + w )
2 2 2 3
˚
È s2 + w 2 - 4s2 ˘
= -2w Í 2 3 ˙
ÍÎ (s + w ) ˙˚
2

2w (3s2 - w 2 )
=
(s2 + w 2 )3

Example 19
Find the Laplace transform of t2 cosh 3t. [Summer 2016]
5.48 Chapter 5 Laplace Transforms and Applications

Solution
s
L{cosh 3t} =
s2 - 9

d2
L{t 2 cosh 3t} = (-1)2 L{cosh 3t}
ds2
d2 Ê s ˆ
=
ds2 ÁË s2 - 9 ˜¯
d È 1 s ˘
= Í 2 - 2 2
(2 s ) ˙
ds Î s - 9 ( s - 9) ˚
1 4s 4s2
=- (2 s ) - + (2 s)
( s 2 - 9) 2 (s2 - 9)2 (s2 - 9)3
-(s2 - 9)2 s - 4 s(s2 - 9) + 8s3
=
(s2 - 9)3
-2s3 + 18s - 4 s3 + 36 s + 8s3
=
(s2 - 9)3
2 s3 + 54 s
=
(s2 - 9)3
2s(s2 + 27)
=
(s2 - 9)3

Example 20
Find the Laplace transform of t2 cosh p t. [Winter 2014]
Solution
s
L{cosh p t} =
s -p2
2

d2
L{t 2 cosh p t} = (-1)2 L{cosh p t}
ds2
d2 Ê s ˆ
= Á ˜
ds2 Ë s2 - p 2 ¯
d È 1 s ˘
= Í 2 2
- 2 2 2
(2 s) ˙
ds Î s - p (s - p ) ˚
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.49

1 4s 4s2
=- 2 2 2
(2 s ) - 2 2 2
+ (2 s )
(s - p ) (s - p ) (s - p 2 )3
2

-2 s3 + 2p 2 s - 4 s3 + 4p 2 s + 8s3
=
(s2 - p 2 )3
2 s3 + 6p 2 s
=
(s2 - p 2 )3
2 s(s2 + 3p 2 )
=
(s2 - p 2 )3

Example 21
Find the Laplace transform of t2et sin 4t.
Solution
4
L{sin 4t} = 2
s + 16
d2
L{t 2 sin 4t} = (-1)2 L{sin 4t}
ds2
d2 Ê 4 ˆ
= Á ˜
ds2 Ë s2 + 16 ¯

d È 4(2 s) ˘
=- Í ˙
ds Î (s2 + 16)2 ˚

d È 8s ˘
=- Í 2 2 ˙
ds Î (s + 16) ˚
È (s2 + 16)2 (8) - 8s ◊ 2(s2 + 16)(2 s) ˘
= -Í ˙
ÎÍ (s2 + 16)4 ˚˙
-8s2 - 128 + 32 s2
=
(s2 + 16)3
24 s2 - 128
=
(s2 + 16)3
8(3s2 - 16)
=
(s2 + 16)3
5.50 Chapter 5 Laplace Transforms and Applications

By the first shifting theorem,


8 ÈÎ3(s - 1)2 - 16 ˘˚
2 t
L{t e sin 4t} = 3
È(s - 1)2 + 16 ˘
Î ˚
8(3s2 - 6s - 13)
=
(s2 - 2 s + 17)3

exercIse 5.6
Find the Laplace transforms of the following functions:
3
1. t cos t
È 1 È -s 2 + 9 s 2 + 3 ˘˘
Í Ans. : Í 2 + ˙˙
ÍÎ 4 Î(s + 9)2 (s 2 + 1)2 ˚ ˙˚

2. t cos(w t - a )
È (s 2 - w 2 )cos a + 2w s sin a ˘
Í ans. : ˙
Î (s 2 + w 2 )2 ˚

3. t 1 - sin t
È 4(4 s 2 - 4 s - 1) ˘
Í Ans. : ˙
Î (4 s 2 + 1)2 ˚

4. t cosh3t
È s2 + 9 ˘
Í ans. : ˙
Î (s 2 - 9)2 ˚

5. t sinh2t sin3t
È È s-2 s-2 ˘˘
Í ans. : 3 Í 2 - 2 2 ˙˙
Î Î ( s - 4 s + 13)2
( s + 4 s + 13) ˚˚

6. t(3 sin2t - 2 cos 2t)

È 8 + 12s - 2s 2 ˘
Í ans. : ˙
Î (s 2 + 4)2 ˚
7. t e 3t sin2t

È 4(s - 3) ˘
Í Ans. : 2 ˙
Î (s - 6 s + 13)2 ˚
5.5  Differentiation of Laplace Transforms (Multiplication by t)         5.51

8. t 1 + sin 2t
È s 2 + 2s - 1˘
Í Ans . : ˙
Î (s 2 + 1)2 ˚

9. t e 2t (cos t - sin t)

È s 2 - 6s + 7 ˘
Í ans. : 2 ˙
Î (s - 4 s + 5)2 ˚

10. (t 2 - 3t + 2)sin3t

È 6 s 4 - 18s 3 + 126 s 2 - 162s + 432 ˘


Í Ans. : ˙
Î (s 2 + 9)3 ˚

11. (t + sin2t)2

È 2 s 1 s ˘
Í Ans. : 3 + 2 + - ˙
Î s (s + 1)2
2s 2(s + 4) ˚
2

12. (t sinh2t)2
È 1È 1 1 ˘˘
Í ans. : Í + ˙˙
Î 2 Î(s - 4) (s + 4)3 ˚ ˚
3

13. t 2 e -3t cosh2t


È 1 1 ˘
Í Ans. : + ˙
Î (s + 1) (s + 5)3 ˚
3

2 -2t
14. t e sin3t
È 18(s 2 + 4 s + 1) ˘
Í Ans. : 2 ˙
Î (s + 4 s + 13)2 ˚

15. (t cos 2t)2

 1 s(48 − s 2 ) 
 Ans. : s3 − (s 2 + 16)3 
 

16. t 2 sin t cos 2t


 9(s 2 − 3) 1 − 3s 2 
 Ans. : (s 2 + 9)3 + (s 2 + 1)3 
 
5.52 Chapter 5 Laplace Transforms and Applications

17. t3 cos t
 6s 4 − 36s 2 + 6 
 Ans. : (s 2 + 9)3 
 

5.6 IntegratIon of LapLace transforms (dIvIsIon By t)

Ï f (t ) ¸ •
If L{ f (t )} = F (s) then L Ì ˝ = Ús F (s)ds. [Winter 2014; Summer 2014]
Ó t ˛

Proof: L{ f (t )} = F (s) = Ú e - st f (t )dt
0

Integrating both the sides w.r.t. s from s to •,


• • • - st
Ús F (s)ds = Ú
s Ú0 e f (t )dt ds

Since s and t are independent variables, interchanging the order of integration,

F (s)ds = Ú ÈÍ Ú e - st f (t ) ds ˘˙ dt
• • •
Ús 0 Î s ˚

• e - st
=Ú f ( t ) dt
0 -t
s
• f (t )
= Ú e - st dt
0 t
Ï f (t ) ¸
= LÌ ˝
Ó t ˛

Ï f (t ) ¸ •
LÌ ˝ = Ús F (s)ds
Ó t ˛

Example 1
1 - e- t
Find the Laplace transform of .
t
Solution
1 1
L{1 - e - t } = -
s s +1
5.6  Integration of Laplace Transforms (Division by t)        5.53

ÏÔ 1 - e - t ¸Ô • -t
LÌ ˝ = Ús L{1 - e }ds
ÓÔ t ˛Ô
•Ê1 1 ˆ
=Ú Á - ds
s Ës s + 1˜¯

= log s - log(s + 1) s

s
= log
s +1 s


1
= log
1
1+
s s

Ê 1 ˆ
= log 1 - log
Á 1˜
ÁË 1 + ˜¯
s
Ê s ˆ
= - log Á
Ë s + 1˜¯
Ê s + 1ˆ
= log Á
Ë s ˜¯

Example 2
- at - bt
Find the Laplace transform of e - e .
t
Solution
1 1
L{e - at - e - bt } = -
s+a s+b

ÔÏ e - e Ô¸
- at - bt • - at - bt
LÌ ˝ = Ús L {e - e }ds
ÔÓ t Ô˛
•Ê 1 1 ˆ
=Ú Á - ds
s Ë s+a s + b ˜¯

= log(s + a ) - log(s + b) s
5.54 Chapter 5 Laplace Transforms and Applications


s+a
= log
s+b s


a
1+
= log s
b
1+
s s

Ê aˆ
1+
Á s˜
= log1 - log Á

Á 1+ ˜
Ë s¯
Ê s + aˆ
= - log Á
Ë s + b ˜¯

Ê s + bˆ
= log Á
Ë s + a ˜¯

Example 3
sinh t
Find the Laplace transform of .
t
Solution
ÏÔ et - e - t ¸Ô
L{sinh t} = L Ì ˝
ÓÔ 2 ˛Ô

1Ê 1 1 ˆ
= -
2 ÁË s - 1 s + 1˜¯

Ï sinh t ¸ •
LÌ ˝ = Ús L{sinh t}ds
Ó t ˛
1 •Ê 1 1 ˆ
2 Ús ÁË s - 1 s + 1˜¯
= - ds

1 •
= log(s - 1) - log(s + 1) s
2

1 s -1
= log
2 s +1 s
5.6  Integration of Laplace Transforms (Division by t)        5.55


1
1-
1 s
= log
2 1
1+
s s

È Ê 1ˆ˘
1- ˙
1Í Á s˜
= Ílog1 - log Á ˜˙
2Í 1
Á 1+ ˜ ˙
ÎÍ Ë s ¯ ˚˙

1 Ê s - 1ˆ
=- log Á
2 Ë s + 1˜¯
1 Ê s + 1ˆ
= log Á
2 Ë s − 1˜¯

Example 4
sin 2t
Find the Laplace transform of . [Winter 2014, 2012]
t
Solution
2
L{sin 2t} =
s +4
2

Ï sin 2t ¸ •
LÌ ˝ = Ús L{sin 2t} ds
Ó t ˛
• 2
=Ú 2 ds
s s +4

1 Ê sˆ
= 2 tan -1 Á ˜
2 Ë 2¯
s
p Ê sˆ
= - tan -1 Á ˜
2 Ë 2¯

Ê sˆ
= cot -1 Á ˜
Ë 2¯
Ê 2ˆ
= tan -1 Á ˜
Ë s¯

Example 5
1 - cos 2t
Find the Laplace transform of . [Winter 2017]
t
5.56 Chapter 5 Laplace Transforms and Applications

Solution
1 s
L{1 - cos 2t} = - 2
s s +4

Ï 1 - cos 2t ¸ •
LÌ ˝ = Ús L{1 - cos 2t}ds
Ó t ˛
•Ê 1 s ˆ
=Ú Á - 2 ˜ ds
s Ës s + 4¯

1
= log s - log(s2 + 4)
2 s

1 •
=- log (s2 + 4) - log s2
2 s

1 Ê s2 + 4 ˆ
=- log Á 2 ˜
2 Ë s ¯ s

1 Ê 4ˆ
=- log Á 1 + 2 ˜
2 Ë s ¯ s

1 1 Ê 4ˆ
= - log 1 + log Á 1 + 2 ˜
2 2 Ë s ¯

1 Ê s2 + 4 ˆ
= log Á 2 ˜
2 Ë s ¯

Example 6
cos at - cos bt
Find the Laplace transform of . [Summer 2016]
t
Solution
s s
L{cos at - cos bt} = -
s2 + a 2 s2 + b2
Ï cos at - cos bt ¸ •
LÌ ˝ = Ús L{cos at - cos bt} ds
Ó t ˛
•Ê s s ˆ
=Ú Á 2 - 2 ˜ ds
s Ë s + a2 s + b2 ¯

1 1
= log(s2 + a 2 ) - log(s2 + b2 )
2 2 s
5.6  Integration of Laplace Transforms (Division by t)        5.57


1 s2 + a 2
= log 2
2 s + b2 s

a2
1+
1
= log s2
2 b2
1+ 2
s s

Ê a2 ˆ
Á 1+ 2 ˜
1 1 s
= log 1 - log Á ˜
2 2 Á b2 ˜
ÁË 1 + 2 ˜¯
s
1 Ê s2 + a 2 ˆ
= - log Á
2 Ë s2 + b2 ˜¯

1 Ê s2 + b2 ˆ
= log Á
2 Ë s2 + a 2 ˜¯

Example 7
e- t sin t
Find the Laplace transform of .
t
Solution
1
L{sin t} = 2
s +1
1
L{e - t sin t} =
(s + 1)2 + 1

ÔÏ e sin t Ô¸
-t • -t
LÌ ˝ = Ús L{e sin t} ds
ÔÓ t Ô˛
• 1
=Ú ds
s (s + 1)2 + 1

= tan -1 (s + 1)
s

p
= - tan -1 (s + 1)
2
= cot -1 (s + 1)
5.58 Chapter 5 Laplace Transforms and Applications

Example 8
Find the Laplace transform of cosh 2t sin 2t .
t
Solution
ÔÏÊ e + e ˆ ¸Ô
2t -2 t
Ï cosh 2t sin 2t ¸
LÌ ˝ = L ÌÁ ˜ sin 2t ˝
Ó t ˛ ÓÔË 2t ¯ ˛Ô
1 È ÏÔ e2 t sin 2t Ô¸ ÔÏ e sin 2t Ô¸˘
-2 t
= ÍL Ì ˝+ LÌ ˝˙
2 ÍÎ ÔÓ t Ô˛ ÔÓ t Ô˛˙˚
2
L{sin 2t} = 2
s +4
Ï sin 2t ¸ •
LÌ ˝ = Ús L{sin 2t}ds
Ó t ˛
• 2
=Ú ds
s s2 + 4

= tan -1
s
2 s
p Ê sˆ
= - tan -1 Á ˜
2 Ë 2¯
Ê sˆ
= cot -1 Á ˜
Ë 2¯
By the first shifting theorem,
Ï cosh 2t sin 2t ¸ 1 È Ï 2 t sin 2t ¸ Ï -2 t sin 2t ¸˘
LÌ ˝ = Í L Ìe ˝ + L Ìe ˝˙
Ó t ˛ 2 Î Ó t ˛ Ó t ˛˚

1 È -1 Ê s - 2 ˆ Ê s + 2ˆ ˘
= Ícot ÁË + cot -1 Á
2Î 2 ¯ ˜ Ë 2 ˜¯ ˙˚

Example 9
e-2 t sin 2t cosh t
Find the Laplace transform of .
t
Solution
ÏÔ e -2 t sin 2t cosh t ¸Ô ÏÔ e -2 t sin 2t (et + e - t ) ¸Ô
LÌ ˝= LÌ ˝
ÔÓ t Ô˛ ÔÓ t 2 Ô˛
5.6  Integration of Laplace Transforms (Division by t)        5.59

1 È ÏÔ e - t sin 2t Ô¸ ÔÏ e sin 2t Ô¸˘


-3t
= ÍL Ì ˝+ LÌ ˝˙
2 ÍÎ ÔÓ t Ô˛ ÔÓ t Ô˛˙˚
2
L{sin 2t} = 2
s +4
Ï sin 2t ¸ •
LÌ ˝ = Ús L{sin 2t}ds
Ó t ˛
• 2
=Ú ds
s s2 + 4

1 s
= 2 ⋅ tan -1
2 2 s

p Ê sˆ
= - tan -1 Á ˜
2 Ë 2¯
Ê sˆ
= cot -1 Á ˜
Ë 2¯

ÏÔ e -2 t sin 2t cosh t ¸Ô 1 È ÏÔ e - t sin 2t ¸Ô ÏÔ e -3t sin 2t ¸Ô˘


LÌ ˝ = ÍL Ì ˝+ LÌ ˝˙
ÓÔ t ˛Ô 2 ÍÎ ÔÓ t ˛Ô ÓÔ t ˛Ô˙˚
1 È -1 Ê s + 1ˆ Ê s + 3ˆ ˘
= Ícot ÁË + cot -1 Á
2Î 2 ˜¯ Ë 2 ˜¯ ˙˚

Example 10
1 - cos t
Find the Laplace transform of .
t2
Solution
1 s
L{1 - cos t} = - 2
s s +1
Ï 1 - cos t ¸ • •
LÌ 2 ˝ = Ús Ús L{1 - cos t} ds ds
Ó t ˛
• • È1 s ˘
=Ú Ú Í - 2 ˙ ds ds
s s Îs s + 1˚

• 1
= Ú log s - log(s2 + 1) ds
s 2 s
5.60 Chapter 5 Laplace Transforms and Applications


• s
= Ú log ds
s2 + 1
s
s
•È ˘ s
= Ú Í0 - log ˙ ds
s2 + 1 ˚
s
Î
• s
= - Ú log ds
2
s +1
s

• s2 + 1
= Ú log ds
s s
1 • Ê s2 + 1ˆ
= Ú log Á 2 ˜ ds
2 s Ë s ¯
1 • Ê 1ˆ
= Ú log Á 1 + 2 ˜ ds
2 s Ë s ¯
1È Ê 2 ˆ ˘˙

Í s log ÊÁ 1 + ˆ˜ - Ú s
1 • 1
= - ds
2Í Ë s2 ¯ s s Ê 1 ˆ ÁË s3 ˜¯ ˙
Í ÁË 1 + 2 ˜¯ ˙
Î s ˚
1È Ê 1ˆ • 1 ˘
= Í0 - s log Á 1 + 2 ˜ + 2 Ú 2 ds ˙
2Î Ë s ¯ s s +1 ˚
1 Ê 1ˆ •
=- s log Á 1 + 2 ˜ + tan -1 s
2 Ë s ¯
s

Ê s2 + 1ˆ p
log Á 2 ˜ + - tan -1 s
s
=-
2 Ë s ¯ 2
Ê s2 + 1ˆ
log Á 2 ˜ + cot -1 s
s
=-
2 Ë s ¯

Example 11
sin 2 t
Find the Laplace transform of .
t2
Solution
ÏÔ sin 2 t ¸Ô Ï 1 - cos 2t ¸
LÌ 2 ˝= LÌ 2 ˝
ÓÔ t ˛Ô Ó 2t ˛
1 Ï 1 - cos 2t ¸
= LÌ ˝
2 Ó t2 ˛
5.6  Integration of Laplace Transforms (Division by t)        5.61

1 s
L{1 - cos 2t} = - 2
s s +4
Ï 1 - cos 2t ¸ •
LÌ ˝ = Ús L{1 - cos 2t}ds
Ó t ˛
•Ê 1 s ˆ
=Ú Á - 2 ˜ ds
s Ës s + 4¯

1
= log s - log(s2 + 4)
2 s


s
= log
s2 + 4 s

1
= log
4
1+
s2 s

Ê 1 ˆ
= log1 - log Á 4 ˜
Á 1+ 2 ˜
Ë s ¯

Ê s ˆ
= - log Á 2 ˜
Ë s +4¯

1 Ê s2 + 4 ˆ
= log Á
2 Ë s2 ˜¯

Ï 1 - cos 2t ¸ • Ï 1 - cos 2t ¸
LÌ 2 ˝ = Ús L Ì ˝ ds
Ó t ˛ Ó t ˛
1 • ÏÔ s2 + 4 ¸Ô
2 Ús
= log Ì 2 ˝ ds
ÓÔ s ˛Ô
È • ˘
1Í Ê s2 + 4 ˆ • s2 ÏÔ 2 s(s2 ) - 2 s(s2 + 4) ¸Ô ˙
Ë s2 ˜¯ s Ús s2 + 4 ÔÓ
= s log Á - s Ì ˝ d s
2Í s4 Ô˛ ˙
Î ˚
1È Ê s2 + 4 ˆ • 8 ˘
= Í- s log Á 2 ˜ - Ús - 2 ds ˙
2 ÍÎ Ë s ¯ s + 4 ˙˚
5.62 Chapter 5 Laplace Transforms and Applications


•˘
Ê s2 + 4 ˆ 1 -1 s
= Í- s log Á + 8 ◊ tan ˙

Î Ë s2 ˜¯ 2 2 s˙
˚
1È Ê s + 4ˆ
2 Ïp Ê s ˆ ¸˘
= Í- s log Á ˜ + 4 Ì - tan -1 Á ˜ ˝˙
2 ÍÎ Ë s ¯2
Ó2 Ë 2 ¯ ˛˙˚

1È Ê s2 + 4 ˆ -1 Ê s ˆ
˘
= Í- s log Á 2 ˜ + 4 cot Á ˜ ˙
2 ÍÎ Ë s ¯ Ë 2 ¯ ˙˚

ÏÔ sin 2 t ¸Ô 1 Ï 1 - cos 2t ¸
LÌ 2 ˝= LÌ 2 ˝
ÓÔ t ˛Ô 2 Ó t ˛

1È Ê s2 + 4 ˆ -1 Ê s ˆ
˘
= Í- s log Á 2 ˜ + 4 cot Á ˜ ˙
4 ÎÍ Ë s ¯ Ë 2 ¯ ˚˙

exercIse 5.7
Find the Laplace transforms of the following functions:

sin2 t
1.
t
È 1 Ê s2 + 4 ˆ ˘
Í Ans. : log Á 2 ˜ ˙
ÎÍ 4 Ë s ¯ ˚˙

2
 sin2t 
2. 
 t 
 1  s 2 + 16  
 ans.: log  
 4  s 2  

sin3 t
3.
t
È 1Ê -1 -1 s ˆ ˘
Í Ans. : ÁË 3 cot s - cot ˜¯ ˙
Î 4 3 ˚

1 − cos at
4.
t
È 1 Ê s2 + a2 ˆ ˘
Í ans. : log Á ˙
ÍÎ 2 Ë s 2 ˜¯ ˙˚
5.7  Laplace Transforms of Derivatives        5.63

sin t sin5t
5.
t
È 1 Ê s 2 + 36 ˆ ˘
Í Ans. : log Á 2 ˙
ÎÍ 2 Ë s + 16 ˜¯ ˙˚

2 sin t sin2t
6.
t È 1 Ê s2 + 9ˆ ˘
Í ans. : log ÁË s 2 + 1 ˜¯ ˙
ÍÎ 2 ˙˚

e 2t sin t
7.
t
ÈÎ Ans. : cot -1(s - 2)˘˚

e 2t sin3 t
8.
t
È 3 -1 1 -1 Ê s - 2 ˆ ˘
Í ans. : cot (s - 2) - cot ÁË ˙
Î 4 4 3 ˜¯ ˚

5.7 LapLace transforms of derIvatIves

If L{ f (t )} = F (s) then L{ f ¢ (t )} = s F (s) - f (0)

L{ f ¢¢(t )} = s2 F (s) - s f (0) - f ¢(0)


In general,
L{ f n (t )} = s n F (s) - s n -1 f (0) - s n - 2 f ¢(0) - s n - 3 f " (0) - K - f ( n -1) (0)


Proof: L{ f ¢ (t )} = Ú e - st f ¢(t )dt
0

Integrating by parts,
• •
L{ f ¢(t )} = e - st f (t ) - Ú (- se - st ) f (t )dt
0 0

• - st
= - f (0) + s Ú e f (t )dt
0

= - f (0) + s L{ f (t )}

Similarly, L{ f ¢¢(t )} = - f ¢(0) + s L{ f ¢(t )}


= - f ¢(0) + s [ - f (0) + sL{ f (t )}]

= - f ¢(0) - s f (0) + s2 L{ f (t )}

In general, L{ f n (t )} = s n F (s) - s n -1 f (0) - s n - 2 f ¢(0) - s n - 3 f ¢¢(0) -º - f n -1 (0)


5.64 Chapter 5 Laplace Transforms and Applications

Example 1

Find L{ f (t )} and L{ f ¢(t )} of f (t) = sin t .


t
Solution
Ï sin t ¸
L{ f (t )} = F (s) = L Ì ˝
Ó t ˛

= Ú L{sin t}ds
s
• 1
=Ú 2
ds
s s +1

= tan -1 s
s

p
= - tan -1 s
2
= cot -1 s
L{ f ¢(t )} = sF (s) - f (0)
sin t
= s cot -1 s - lim
t Æ0 t

= s cot -1 s - 1

Example 2
Find L{f(t)} and L{f¢(t)} of f (t ) = 3 0£t<5
=0 t>5

Solution

L{ f (t )} = F (s) = Ú e - st f (t )dt
0
5 •
= Ú e - st ◊ 3dt + Ú 0 ◊ dt
0 5
5
e - st
=3 +0
-s
0

-3 -5s
= (e - 1)
s
5.7  Laplace Transforms of Derivatives        5.65

3
= (1 - e -5s )
s
L{ f ¢(t )} = sF (s) - f (0)
3
= s (1 - e -5s ) - 3
s
= -3e -5s

Example 3
Find L{f(t)} and L{f¢(t)} of f (t ) = e-5t sin t.
Solution
L{ f (t )} = F (s) = L{e -5t sin t}
1
=
(s + 5)2 + 1
L{ f ¢(t )} = sF (s) - f (0)
Ê 1 ˆ 0
= sÁ 2 - e sin 0
Ë s + 10 s + 26 ˜¯
s
= 2
s + 10 s + 26

Example 4
Find L{f(t)} and L{f¢(t)} of f (t ) = t 0£t<3
=6 t >3
Solution

L{ f (t )} = F (s) = Ú e - st f (t )dt
0

3 •
= Ú e - st t dt + Ú e - st ◊ 6 dt
0 3
3 3 •
e - st e - st e - st
= ◊t - 2 +6
-s s -s
0 0 3

3e -3s e-3s 1 6 -3s


=- - 2 + 2+ e
s s s s
1 Ê3 1 ˆ
= + e -3s Á - 2 ˜
s2 Ës s ¯
5.66 Chapter 5 Laplace Transforms and Applications

L{ f ¢(t )} = s F (s) - f (0)


È1 Ê 3 1 ˆ˘
= s Í 2 + e -3s Á - 2 ˜ ˙ - 0
Îs Ë s s ¯˚
1 Ê 1ˆ
= + e -3s Á 3 - ˜
s Ë s¯

exercIse 5.8
Find L{f¢(t)} of the following functions:

Ê 1 - cos 2t ˆ
1. f (t) = Á ˜¯
Ë t
È Ê s2 + 4 ˆ ˘
Í ans. : s log Á ˜˙
Î Ë s ¯˚

2. f (t) = t + 1 0£t£2
=3 t>2
È 1 -2 s ˘
Í ans. : s (1 - e )˙
Î ˚

5.8 LapLace transforms of IntegraLs

If L{ f (t )} = F (s) then L {Ú 0
t
f (t )dt =} F ( s)
s
.

Proof: L {Ú t
0 } •
f (t )dt = Ú e - st
0 {Ú 0
t
}
f (t )dt dt

Integrating by parts,

{Ú } Ê e - st ˆ • ÈÊ e st ˆ Ê d ˆ˘
-
t t t
L
0
f (t )dt = Ú0 f (t )dt Á
Ë -s ¯
˜ - Ú ÍÁ
0 Ë -s ˜
ÍÎ
Á
¯ Ë dt
Ú0 f (t )dt ˜¯ ˙˙ dt
0 ˚
• 1 - st
=Ú e f (t )dt
0 s
1
= L{ f (t )}
s
F ( s)
=
s
5.8 Laplace Transforms of Integrals 5.67

Example 1
t -t
Find the Laplace transform of Ú0 e dt.
Solution
1
L{e - t } =
s +1

{
t -t 1
}
L Ú e dt = L{e - t }
0 s
1
=
s(s + 1)

Example 2
t -2 t 3
Find the Laplace transform of Ú0 e t dt .
Solution
3!
L{e -2 t t 3} =
(s + 2)4
6
=
(s + 2)4

L {Ú 0
t -2 t 3
e t dt =} 1
s
{
L e -2 t t 3 }
6
=
s(s + 2)4

Example 3
t
-t
Find the Laplace transform of Ú e cos t dt. [Summer 2013]
0

Solution
s
L{cos t} = 2
s +1
s +1
L{e - t cos t} =
(s + 1)2 + 1
s +1
=
s2 + 2s + 2
5.68 Chapter 5 Laplace Transforms and Applications

L {Ú t -t
0
e }
cos t dt =
1
s
L{e - t cos t}

s +1
=
s + 2s2 + 2s
3

Example 4
t
Find the Laplace transform of Ú eu (u + sin u)du. [Winter 2015]
0
Solution
L{t + sin t} = L{t} + L{sin t}
1 1
= 2
+ 2
s s +1
1 1
L{et(t + sin t)} = 2
+
(s - 1) (s - 1)2 + 1

ÏÔ t ¸Ô 1
L Ì Ú eu (u + sin u) du ˝ = L {et (t + sin t )}
ÔÓ 0 Ô˛ s
1È 1 1 ˘
= Í 2 + 2 ˙
s ÍÎ s - 2 s + 1 s - 2 s + 2 ˙˚

Example 5
t
Find the Laplace transform of Ú0 t cosh t dt.
Solution
ÏÔ Ê et + e - t ˆ ¸Ô
L{t cosh t} = L Ìt Á ˜˝
ÓÔ Ë 2 ¯ ˛Ô
1
= L{t et + t e - t }
2
1È 1 1 ˘
= Í + ˙
2 Î (s - 1) 2
(s + 1)2 ˚

1 2(s2 + 1)
= ⋅
2 (s2 - 1)2
5.8 Laplace Transforms of Integrals 5.69

s2 + 1
=
(s2 - 1)2

L {Ú0
t
}
t cosh t dt =
1
s
L{t cosh t}

s2 + 1
=
s(s2 - 1)2

Example 6
t -4 t
Find the Laplace transform of Ú0 t e sin 3t dt.

Solution
d
L{t sin 3t} = - L{sin 3t}
ds
d Ê 3 ˆ
=-
ds ÁË s2 + 9 ˜¯
6s
=
(s + 9)2
2

6(s + 4)
L{t e -4 t sin 3t} = 2
È(s + 4)2 + 9˘
Î ˚
6(s + 4)
=
(s2 + 8s + 25)2

L {Ú
0
t
}
t e -4 t sin 3t dt =
1
s
L{t e -4 t sin 3t}

6(s + 4)
=
s (s + 8s + 25)2
2

Example 7
Find the Laplace transform of e-4 t Ú0 t sin 3t dt.
t

Solution
d
L{t sin 3t} = - L{sin 3t}
ds
d Ê 3 ˆ
=-
ds ÁË s2 + 9 ˜¯
5.70 Chapter 5 Laplace Transforms and Applications

6s
=
(s2 + 9)2

L {Ú0
t
}
t sin 3t =
1
s
L{t sin 3t}

6
=
(s + 9)2
2

{
L e -4 t Ú t sin 3t =
0
t
} 6
È(s + 4)2 + 9˘
2
Î ˚
6
=
(s + 8s + 25)2
2

Example 8
t
Find the Laplace transform of cosh t Ú0 et cosh t dt.

Solution
s
L{cosh t} = 2
s -1
s -1
L{et cosh t} =
(s - 1)2 - 1
s -1
= 2
s - 2s + 1 - 1
s -1
=
s(s - 2)

L {Út t
0
e cosh t dt = } 1
s
L{et cosh t}

s -1
= 2
s (s - 2)

{ t
L cosh t Ú et cosh t dt = L ÌÁ
0
ÓÔË 2 ¯
}
ÏÔÊ et + e - t ˆ t t
˜ Ú0
¸Ô
e cosh t dt ˝
˛Ô

=

Í

t
{ } {
t
} ˘
L et Ú et cosh t dt + L e - t Ú et cosh t dt ˙
0 0 ˚
5.8 Laplace Transforms of Integrals 5.71

1È (s - 1) - 1 (s + 1) - 1 ˘
= Í + ˙
2 Î (s - 1) (s - 1 - 2) (s + 1) (s + 1 - 2) ˚
2 2

1È s-2 s ˘
= Í + ˙
2 Î (s - 1) (s - 3) (s + 1) (s - 1) ˚
2 2

Example 9
sin t
Find the Laplace transform of e- t Ú0
t
dt .
t
Solution
Ï sin t ¸ •
LÌ ˝ = Ús L{sin t}ds
Ó t ˛
• 1
=Ú 2
ds
s s +1

= tan -1 s
s

p
= - tan -1 s
2
= cot–1 s
Ï t sin t ¸ 1 Ï sin t ¸
L ÌÚ dt ˝ = L Ì ˝
Ó 0 t ˛ s Ó t ˛
1
= cot -1 s
s
Ï t sin t ¸ 1
L Ìe - t Ú dt ˝ = cot -1 (s + 1)
Ó 0 t ˛ s +1

Example 10
t
sin t
Find the Laplace transform of Ú et dt. [Winter 2016]
0 t

Solution
1
L{sin t} = 2
s +1
5.72 Chapter 5 Laplace Transforms and Applications


Ï sin t ¸

Ó t ˛
˝= Ú L{sin t} ds
s

1
= Ú s +1
2
ds
s

= tan -1 s s

p
= - tan -1 s
2
= cot -1 s
Ï sin t ¸ -1
L Ìe t ˝ = cot (s - 1)
Ó t ˛
ÏÔ t t sin t ¸Ô 1 Ï t sin t ¸
L ÌÚ e dt ˝ = L Ìe ˝
ÓÔ 0 t ˛Ô s Ó t ˛
1
= cot -1 (s - 1)
s

Example 11
Find the Laplace transform of t Ú0 e -4 t sin 3t dt.
t

Solution
3
L{sin 3t} = 2
s +9
3
L{e -4 t sin 3t} =
( s + 4 )2 + 9
3
=
s2 + 8s + 25

L {Ú t -4 t
0
e sin 3t dt = } 1
s
L{e -4 t sin 3t}

3
=
s + 8s2 + 25s
3

{ t
L t Ú e -4 t sin 3t dt = -
0 } d
ds
L {Ú
0
t -4 t
e sin 3t dt }
5.8 Laplace Transforms of Integrals 5.73

d Ê 3 ˆ
=-
ds ÁË s3 + 8s2 + 25s ˜¯

3(3s2 + 16 s + 25)
=
(s3 + 8s2 + 25s)2

Example 12
t -3t
Find the Laplace transform of Ú0 t e sin 2 t dt.
Solution
Ï 1 - cos 2t ¸
L{sin 2 t} = L Ì ˝
Ó 2 ˛
1Ê1 s ˆ
= - 2
2 Ë s s + 4 ˜¯
Á

d
L{t sin 2 t} = - L{sin 2 t}
ds
1 d Ê1 s ˆ
=- - 2
2 ds Ë s s + 4 ˜¯
Á

1 È 1 ÏÔ s2 + 4 - s(2 s) ¸Ô˘
= - Í- 2 - Ì ˝˙
ÓÔ (s + 4)
2 ÎÍ s 2 2
˛Ô˚˙
1È1 s2 - 4 ˘
= Í 2- 2 ˙
2 ÎÍ s (s + 4)2 ˚˙

1È 1 (s + 3)2 - 4 ˘
L{t e -3t sin 2 t} = Í 2
- ˙
2 ÎÍ (s + 3) {(s + 3)2 + 4}2 ˚˙

1È 1 s2 + 6s + 5 ˘
= Í - ˙
2 ÍÎ (s + 3)2 (s2 + 6 s + 13)2 ˙˚

L {Ú
0
t
}
t e -3t sin 2 t dt =
1
s
L{t e -3t sin 2 t}

1 È 1 s2 + 6s + 5 ˘
= Í - ˙
2 s ÍÎ (s + 3)2 (s2 + 6 s + 13)2 ˙˚
5.74 Chapter 5 Laplace Transforms and Applications

Example 13
t t
Find the Laplace transform of Ú0 Ú0 sin at dt dt. [Summer 2013]
Solution
a
L{sin at} =
s + a2
2

L {Ú 0
t
sin at dt = } 1
s
L {sin at}

1Ê a ˆ
= Á 2
s Ë s + a 2 ˜¯
a
=
s( s 2 + a 2 )

L {Ú Ú
t
0 0
t
sin at dt dt = } {Ú 1
s
L
t
0
sin at dt }
1 a
=
s s( s 2 + a 2 )

a
=
s (s + a 2 )
2 2

Example 14
t t t
Find the Laplace transform of Ú0 Ú0 Ú0 t sin t dt dt dt.
Solution
d
L{t sin t} = - L{sin t}
ds
d Ê 1 ˆ
=-
ds ÁË s2 + 1˜¯
2s
=
(s + 1)2
2

L {Ú
0
t
}
t sin t dt =
1
s
L{t sin t}
5.8 Laplace Transforms of Integrals 5.75

L {Ú Út
0 0
t
} {Ú
t sin t dt =
1
s
L
t
0
t sin t dt }
1 1
= ◊ L{t sin t}
s s
t t t
0 0 0{ 1
s
t t
} {
L Ú Ú Ú t sin t dt = L Ú Ú t sin t dt
0 0 }
1 1 1
= ◊ ◊ L{t sin t}
s s s
1 2s
= 3◊ 2
s (s + 1)2
2
=
s2 (s2 + 1)2

exercIse 5.9

Find the Laplace transforms of the following functions:


t
1. Ú
0
e -tt 4 dt
È 4! ˘
Í Ans. : ˙
Î s( s + 1)5 ˚
1 + e -t
t
2. Ú
0 t
dt

È 1 ˘
ÍÎ ans. : s log ÈÎs(s + 1)˘˚˙˚

et sin t
t
3. Ú0 t dt
È 1 -1 ˘
Í Ans. : s cot (s - 1)˙
Î ˚
t
Ú te
-2t
4. sin3t dt
0

È 1 3(2s + 4) ˘
Í Ans. : s ◊ (s 2 + 4 s + 13)2 ˙
Î ˚
t
5. e -3t Ú t sin3t dt
0

È 6 ˘
Í Ans. : - (s 2 + 6 s + 18)2 ˙
Î ˚
5.76 Chapter 5 Laplace Transforms and Applications

t
Út
2
6. sin t dt
0
È 2 (1 - 3s 2 ) ˘
Í Ans. : - ˙
Î s (s 2 + 1)3 ˚

t
Ú t cos
2
7. t dt
0

È 1 1 s2 - 4 ˘
Í Ans. : 3 + ◊ 2 ˙
Î 2s 2 s(s + 4)2 ˚
t
Ú te
-3t
8. cos2 2t dt
0

È 1 1 s 2 + 6s - 7 ˘
Í ans. : + ◊ ˙
Î 2s(s + 3)2 2 s(s 2 + 6 s + 25)2 ˚

5.9 evaLuatIon of IntegraLs usIng LapLace transform

Example 1
• -3t 5
Evaluate Ú0 e t dt.

Solution • - st 5
Ú0 e t dt = L{t 5}
5!
=
s6
120 ... (1)
=
s6
Putting s = 3 in Eq. (1),
• -3t 5 120
Ú0 e t dt =
36
40
=
243

Example 2
• -2 t
Evaluate Ú0 e sin 3 t dt.
Solution
• - st
Ú0 e sin 3 t dt = L{sin 3 t}
5.9  Evaluation of Integrals using Laplace Transform        5.77

Ï 3sin t - sin 3t ¸
= LÌ ˝
Ó 4 ˛
3 1 1 3
= -
4 s + 1 4 s2 + 9
2

3 È s2 + 9 - s2 - 1 ˘
= Í ˙
4 ÍÎ (s2 + 1)(s2 + 9) ˙˚

6
= ... (1)
(s + 1)(s2 + 9)
2

Putting s = 2 in Eq. (1),


• -2 t 6 6
Ú0 e sin 3 t dt = =
(4 + 1)(4 + 9) 65

Example 3
• -2 t 3
If Ú0 sin(t + a ) cos(t - a )dt = , find a .
e
8
Solution
• - st 1 • - st
Ú0 e sin(t + a ) cos(t - a )dt =
2 Ú0
e (sin 2t + sin 2a )dt

1
= L{sin 2t + sin 2a}
2
1Ê 2 1ˆ
= Á 2 + sin 2a ◊ ˜ ... (1)
2Ës +4 s¯
Putting s = 2 in Eq. (1),
• -2 t 1Ê 2 1 ˆ
Ú0 e sin(t + a ) cos(t - a ) dt = + sin 2a ˜
2 ÁË 4 + 4 2 ¯
1 1
= + sin 2a
8 4
• -2 t 3
But Ú0 e sin(t + a ) cos(t - a )dt =
8
1 1 3
+ sin 2a =
8 4 8
1 1
sin 2a =
4 4
sin 2 a = 1
5.78 Chapter 5 Laplace Transforms and Applications

p
2a =
2
p
a=
4

Example 4

-2 t
Evaluate Ú te cos t dt .
0

Solution

- st
Úe t cos t dt = L{t cos t}
0

d
=- L{cos t}
ds
d Ê s ˆ
=-
ds ÁË s2 + 1˜¯

È (s2 + 1)(1) - s(2 s) ˘


= -Í ˙
ÎÍ (s2 + 1) ˚˙
È s2 + 1 - 2s2 ˘
=-Í 2 ˙
ÎÍ (s + 1) ˚˙
2

s2 - 1
= ...(1)
(s2 + 1)2
Putting s = 2 in Eq. (1),

-2 t (2)2 - 1 3
Úe t cos t dt =
ÈÎ(2)2 + 1˘˚
2
=
25
0

Example 5
• -2 t 2 18
Show that Ú0 e t sin 3t dt = .
2197
Solution
• - st 2
Ú0 e t sin 3t dt = L{ t 2 sin 3t}
5.9  Evaluation of Integrals using Laplace Transform        5.79

d2
= (-1)2 L{sin 3t}
ds2
d2 Ê 3 ˆ
= Á ˜
ds2 Ë s2 + 9 ¯
d È 3(2 s) ˘
= Í- 2 ˙
ds Î (s + 9)2 ˚
È (s2 + 9)2 (1) - s ◊ 2(s2 + 9)2 s ˘
= -6 Í ˙
ÎÍ (s2 + 9)4 ˚˙
È s2 + 9 - 4s2 ˘
= -6 Í 2 3 ˙
ÍÎ (s + 9) ˙˚
-6(-3s2 + 9)
=
(s2 + 9)3
18(s2 - 3)
= ... (1)
(s2 + 9)3
Putting s = 2 in Eq. (1),
• -2 t 2 18(4 - 3) 18
Ú0 e t sin 3t dt =
( 4 + 9) 3
=
2197

Example 6
• - 2t sin t sinh t p
Show that Ú0 e dt = .
t 8
Solution
• - st sin t sinh t Ï sin t sinh t ¸
Ú0 e t
dt = L Ì
Ó t
˝
˛
ÏÔÊ et - e - t ˆ sin t ¸Ô
= L ÌÁ ˜ ˝
ÓÔË 2 ¯ t Ô˛
Ï sin t ¸ •
LÌ ˝ = Ús L{sin t}ds
Ó t ˛
• 1
=Ú 2
ds
s s +1

= tan -1 s
s
5.80 Chapter 5 Laplace Transforms and Applications

p
= - tan -1 s
2
• - st sin t sinh t 1 È Ï sin t ¸ Ï - t sin t ¸˘ È Using first shifting ˘
Ú0 e t
dt = Í L Ì e t
2Î Ó
˝ - L Ìe
t ˛ Ó
˝˙ Í
t ˛˚ Î theorem
˙
˚
1 Èp p ˘
= Í - tan -1 (s - 1) - + tan -1 (s + 1)˙
2 Î2 2 ˚
1 È -1
= tan (s + 1) - tan -1 (s - 1)˘˚ . ... (1)

Putting s = 2 in Eq. (1),
• - 2t sin t sinh t 1
Ú0 e dt = ÈÎtan -1 ( 2 + 1) - tan -1 ( 2 - 1)˘˚
t 2
1 ÏÔ 2 + 1 - 2 + 1 ¸Ô
= tan -1 Ì ˝
2 ÓÔ 1 + ( 2 + 1) ( 2 - 1) ˛Ô
1 Ê 2 ˆ
= tan -1 Á
2 Ë 1 + 2 - 1˜¯
1
= tan -1 1
2
1 p
= ◊
2 4
p
=
8

Example 7
• - t t sin u
Evaluate Ú0 e 0 Ú u
du dt.

Solution
1
L{sin u} = 2
s +1
Ï sin u ¸ •
LÌ ˝ = Ús L{sin u}ds
Ó u ˛
• 1
=Ú 2
ds
s s +1

= tan -1 s
s
5.9  Evaluation of Integrals using Laplace Transform        5.81

p
= - tan -1 s
2
= cot –1 s
Ï t sin u ¸ 1 Ï sin u ¸
L ÌÚ du ˝ = L Ì ˝
Ó 0 u ˛ s Ó u ˛
1
= cot -1 s
s
• - st t sin u 1
Now, Ú0 e Ú0 du dt = cot -1 s
u s
Putting s = 1,
• -t t sin u p
Ú0 e Ú0 du dt = cot -1 1 = .
u 4

exercIse 5.10
Evaluate the following integrals using the Laplace transform:

1. Ú
0
e -3t cos2 t dt
È 11 ˘
ÍÎ Ans. : 39 ˙˚

2. Ú
0
e -5t sinh3 t dt

È 1˘
Í Ans. : 64 ˙
• Î ˚
3. Ú
0
e -3t cos3 t dt

È 4˘
ÍÎ Ans. : 15 ˙˚

4. Ú
0
e -2tt 3 sin t dt
È 576 ˘
Í Ans. : - 25 ˙
Î ˚

5. Ú
0
e -3tt 2 sinh2t dt
È 124 ˘
Í Ans. : 125 ˙
Î ˚

6. Ú
0
e -2tt sin2 t dt
È 1˘
Í Ans. : 8 ˙
Î ˚
5.82 Chapter 5 Laplace Transforms and Applications

• e -t - e -3t
7. Ú
0 t
dt

[Ans.: log 3]
∞ (1− cos 2t ) dt
8. ∫ 0
e− t
2t
È 1 ˘
Í Ans. : 4 log5˙
Î ˚
• (cos3t - cos 2t )dt
9. Ú
0
e -t
t
È 1 1˘
Í Ans. : 2 log 2 ˙
Î ˚
• sin 3t
10. Ú 0
e -t
t
dt
È p˘
Í Ans. : 3 ˙
Î ˚
• sinh t
11. Ú 0
e -2t
t
dt

È 1 ˘
Í Ans. : 2 log 3˙
Î ˚
• t
12. Ú 0
e -t Ú t cos2 t dt dt
0

È 12 ˘
Í Ans. : 50 ˙
Î ˚
13. Ú

0 ( t
e -t t Ú e -4 u cos u du dt
0 )
È 9˘
Í Ans. : 64 ˙
Î ˚
• Ê1 t ˆ
14. Ú 0
e -t Á Ú e - u sin u du˜ dt
Ët 0 ¯

È 1 1 -1 ˘
Í Ans. : 4 log5 - 2 cot 2˙
Î ˚
5.10 Unit Step Function 5.83

5.10 unIt step functIon


u(t)
Unit step function (Fig. 5.1) is defined as
1
u(t) = 0 t<0
=1 t>0 0 t
The displaced (delayed) unit step function u(t – a) Fig. 5.1 Unit step function
(Fig. 5.2) represents the function u(t) which is u(t−a)
displaced by a distance ‘a’ to the right.
1
u(t – a) = 0 t<a
0 a t
=1 t>a
Fig. 5.2 Delayed unit step
function
Laplace Transforms of Unit Step Functions
(i) Laplace transform of the unit step function u(t)
u(t) = 0 t<0
=1 t>0
• - st
L{u(t)} = Ú0 e u(t )dt
• - st
= Ú0 e dt

e - st
=
-s
0
1
=
s
(ii) Laplace transform of the displaced unit step function u(t – a)
u(t – a) = 0 t<a
=1 t>a
• - st
L{u(t – a)} = Ú0 e u( t - a ) d t


= Ú e - st dt
a

e - st
=
-s
a
1
= e - as
s
5.84 Chapter 5 Laplace Transforms and Applications

(iii) Laplace transform of the function f(t) u(t – a)


f(t) u(t – a) = 0 t<a
= f (t) t>a
• - st
L{ f (t) u(t – a)} = Ú0 e f (t ) u(t - a )dt
• - st
= Úa e f (t )dt
Putting t – a = x, dt = dx
When t = a, x=0
When t Æ •, x Æ •
• - s( x + a )
L{ f (t) u(t – a)} = Ú0 e f ( x + a ) dx

= e - as Ú e - sx f ( x + a )dx
0

= e - as Ú e - st f (t + a )dt
0

= e - as L{ f (t + a )}
= e–asF(s + a)
(iv) Laplace transform of the function f(t – a) u(t – a)
f (t – a) u(t – a) = 0 t<a
= f (t – a) t>a

• - st
L{ f (t – a) u(t – a)} = Ú0 e f (t - a ) u(t - a )dt


= Ú e - st f (t - a )dt
a
Putting t – a = x, dt = dx
When t = a, x=0
When t Æ •, x Æ •

• - s( a + x )
L{ f (t – a) u(t – a)} = Ú0 e f ( x )dx

• - sx
= e - as Ú0 e f ( x )dx

= e - as L{ f ( x )}
= e– as F(s)

Example 1
Find the Laplace transform of e–3tu(t – 2). [Winter 2017]
5.10 Unit Step Function 5.85

Solution
L{ f (t ) u (t - a ) = e - as L{ f (t + a )}
L{e -3t u (t - 2)} = e -2 s L{e -3( t + 2)}
= e -2 s e -6 L{e -3t }
1
= e - (2 s + 6)
s+3

Example 2
Find the Laplace transform of t2 u(t – 2). [Winter 2014]
Solution
L{ f (t) u(t – a)} = e–as L{ f (t + a)}
L{t 2 u(t – 2)} = e–2s L {(t + 2)2}
= e–2s L {t 2 + 4t + 4}
Ê 2 4 4ˆ
= e–2s Á 3 + 2 + ˜
Ës s s¯

Example 3
Ê pˆ Ê 3p ˆ
Find the Laplace transform of sin t u Á t - ˜ - u Á t - .
Ë 2¯ Ë 2 ˜¯
Solution
L{ f (t) u(t – a)} = e–as L{ f (t + a)}
Ï Ê pˆ Ê 3p ˆ ¸ Ï Ê p ˆ¸ Ï Ê 3p ˆ ¸
L Ìsin t u Á t - ˜ - u Á t - ˜ ˝ = L Ìsin t u Á t - ˜ ˝ - L Ìu Á t - ˜ ˝
Ó Ë 2 ¯ Ë ¯
2 ˛ Ó Ë ¯
2 ˛ Ó Ë 2 ¯˛
3p s
ps -
- Ï
2 L sin Ê t
p ˆ¸ e 2
=e Ì ÁË + 2 ˜¯ ˝ - s
Ó ˛
3p s
-p s -
e 2
= e 2 L{cos t} -
s
-p s 3p s
2
s -
2
1
=e 2
-e
s +1 s
5.86 Chapter 5 Laplace Transforms and Applications

Example 4
Find the Laplace transform of e–t sin t u(t – p ).
Solution
L{f (t) u(t – a)} = e– as L{ f (t + a)}
L{e–t sint u(t – p)} = e–p s L{e–(t + p) sin (t + p)}
= – e–p s e–p L {e–t sint}
1
= – e–p (s + 1)
(s + 1)2 + 1
1
= – e–p (s + 1)
2
s + 2s + 2

Example 5
Find the Laplace transform of (1 + 2t – 3t2 + 4t3) u(t – 2) and, hence,
• –t
evaluate Ú0 e (1 + 2t – 3t2 + 4t3) u(t – 2)dt.
Solution
L{f (t) u(t – a)} = e–as L{f (t + a)}
L {(1 + 2t – 3t 2 + 4t 3) u(t – 2)} = e–2s L[1 + 2(t + 2) – 3(t + 2)2 + 4(t + 2)3]
= e–2s L {1 + 2(t + 2) –3 (t 2 + 4t + 4)
+ 4(t 3 + 6t 2 + 12t + 8)}
= e–2s L {25 + 38t + 21t 2 + 4t 3}
Ê 25 1 2! 3! ˆ
= e–2s Á + 38 ◊ 2 + 21 ◊ 3 + 4 ◊ 4 ˜
Ë s s s s ¯
Ê 25 38 42 24 ˆ
= e–2s Á + 2 + 3 + 4 ˜
Ë s s s s ¯
• –st Ê 25 38 42 24 ˆ
Now, Ú0 e (1 + 2t – 3t2 + 4t3) u(t – 2) dt = e–2s Á + 2 + 3 + 4 ˜ … (1)
Ë s s s s ¯
Putting s = 1 in Eq. (1),
• Ê 25 38 42 24 ˆ
Ú0 e–t (1 + 2t – 3t2 + 4t 3) u(t – 2)dt = e–2 ÁË + + +
1 12 13 14 ˜¯
129
=
e2
5.10 Unit Step Function 5.87

Example 6
Find the Laplace transform of f (t) = t 2 0<t<1
= 4t t>1
Solution
Expressing f (t) in terms of the unit step function,
f (t) = t2 u(t) – t2 u(t – 1) + 4t u(t – 1)
L{ f (t)} = L{t2 u(t) – t2 u(t – 1) + 4t u(t – 1)}
= L{t2 u(t)} – L{t 2 u(t – 1) + 4 L{t u(t – 1)}
2
= –e–s L{(t + 1)2} + 4e–s L{(t + 1)}
s3
2  2 2 1  1 1
= − e − s  3 + 2 +  + 4e − s  2 + 
s3 s s s s s

2 Ê 2 2 3ˆ
= + e- s Á - 3 + 2 + ˜
3
s Ë s s s¯

Example 7
Find the Laplace transform of f (t) = sin 2t 2p < t < 4p
=0 otherwise
Solution
Expressing f (t) in terms of the unit step function,
f (t) = sin 2t u(t – 2p) – sin 2t u(t – 4p)
L{ f (t)} = L{sin 2t u(t – 2p) – sin 2t u(t – 4p)}
= L{sin 2t u(t – 2p)} – L{sin 2t u(t – 4p)}
= e–2ps L{sin 2(t + 2p)} – e– 4p s L{sin 2(t + 4p)}
= e–2ps L{sin 2t} – e– 4p s L{sin 2t}
-2p s 2 2 2
= e 2
- e -4p s 2
= 2
(e -2p s - e -4p s )
s +4 s +4 s +4

Example 8
Find the Laplace transform of f(t) = cos t 0<t<p
= sin t t>p
Solution
Expressing f (t) in terms of the unit step function,
f (t) = cos t u(t) – cos t u(t – p ) + sin t u(t – p )
5.88 Chapter 5 Laplace Transforms and Applications

L{ f (t)} = L{cos t u(t) – cos t u(t – p ) + sin t u(t – p )}


= L{cos t u(t)} – L{cos t u(t – p )} + L{sin t u(t – p )}
s
= 2 – e–p s L{cos (t + p)} + e–p s L{sin (t + p)}
s +1
s
= 2 – e–p s L{–cos t} + e–p s L{–sin t}
s +1
s
= 2 + e–p s L{cos t} – e–p s L{sin t}
s +1
s s 1
= 2 + e -p s ◊ 2 - e -p s ◊ 2
s +1 s +1 s +1
1
= 2 [s + e– p s (s – 1)]
s +1

Example 9
Find the Laplace transform of f(t) = cos t 0<t<p
= cos 2t p < t < 2p
= cos 3t t > 2p
Solution
Expressing f (t) in terms of the unit step function,
f (t) = [cos t u(t) – cos t u(t – p)] + [cos 2t u(t – p) – cos 2t u(t – 2p)]
+ cos 3t u(t – 2p)
= cost u(t) + (cos 2t – cos t) u(t – p) + (cos 3t – cos 2t) u(t – 2p)
L{f(t)} = L{cos t u(t)} + L{(cos 2t – cos t) u(t – p)} + L{(cos 3t – cos 2t) u(t – 2p)}
s
= 2
+ e–p s L{cos 2(t + p) – cos (t + p)} + e–2p s L{cos 3(t + 2p)
s +1
– cos 2(t + 2p)}
s
= 2
+ e–p s L{cos 2t + cos t} + e–2p s L{cos 3t – cos 2t}
s +1
Ê s s ˆ Ê s s ˆ
+ e -p s Á 2 + e -2p s Á 2
s
= + 2 ˜ - 2
s2 + 1 Ë s + 4 s + 1 ¯ Ë s + 9 s + 4 ˜¯

exercIse 5.11
(I) Find the Laplace transforms of the following functions:
1. t4 u(t – 2)
È - 2 s Ê 16 32 48 48 24 ˆ ˘
Í Ans. : e ÁË + 2 + 3 + 4 + 5 ˜¯ ˙
Î s s s s s ˚
5.10 Unit Step Function 5.89

2. (1 + 3t – 4t2 + 2t3) u(t – 3)


È - 3 s Ê 28 33 28 12 ˆ ˘
Í Ans. : e ÁË + 2 + 3 + 4 ˜˙
Î s s s s ¯˚

3. t e–2t u(t – 1)
È ( s + 2)
s+3 ˘
Í Ans. : e - ˙
Î ( s + 2)2 ˚
4. cos t u(t – 1)
È Ê s cos1 - sin1ˆ˘
Í Ans. : e - ÁË
s
˙
Î s 2 + 1 ˜¯˚

(II) Express the following functions in terms of the unit step function and,
hence, find the Laplace transform.
1. f (t) = t 0<t<2
2
=t t>2
È 1 -2 s Ê 2 3 2ˆ ˘
Í Ans. : 2 + e ÁË 3 + 2 + ˜¯ ˙
Î s s s s ˚

2. f (t) = et cos t 0<t<p


t
= e sin t t>p
È s -1 s-2 ˘
Í Ans. : 2 + e - p ( s -1) ◊ 2 ˙
Î s - 2s + 2 s - 2s + 2˚
3. f (t) = sin t 0<t<p
= sin 2t p < t < 2p
= sin 3t t > 2p
È 1 Ê 2 1 ˆ Ê 3 2 ˆ˘
Í Ans. : 2 + e -p s Á 2 + 2 ˜ - e -2p s Á 2 + 2 ˜˙
Î s + 1 Ë s + 4 s + 1¯ Ë s + 9 s + 4¯ ˚

4. f (t) = t – 1 1<t<2
=3–t 2<t<3
=0 t>3 È (1 - e - s )2 ˘
Í Ans. : ˙
Î s2 ˚
5. f (t) = sin t 0<t<p
=t t>p
È 1 + e -p s Ê p s + 1ˆ ˘
Í Ans. : + e -ps ÁË s 2 ˜¯ ˙
Î s 2
+ 1 ˚
5.90 Chapter 5 Laplace Transforms and Applications

5.11 dIrac’s deLta functIon


Consider the function f (t) as shown in Fig. 5.3. f (t)
1
1 T T T
f (t) = - <t<
T 2 2
= 0 otherwise
− T 0 T t
1 2 2
The width of this function is T and its amplitude is .
T
Hence, the area of this function is one unit. As Fig. 5.3 A function
T Æ 0, the function becomes a delta function or a
d (t)
unit impulse function.
1
lim f (t ) = d (t )
T Æ0

Dirac’s delta, or unit impulse (Fig. 5.4), function has 0 t


zero amplitude everywhere except at t = 0. At t = 0, the
amplitude of the function is infinitely large such that Fig. 5.4 Unit impulse
the area under its curve is equal to one unit. Hence, it function
is defined as
d (t) = 0 tπ0
• d (t −a)
and Ú-• d (t ) dt = 1 t=0
1
The displaced (delayed) delta or unit impulse function
d (t – a) (Fig. 5.5) represents the function d (t) which
0 a t
is displaced by a distance ‘a’ to the right.
d (t – a) = 0 tπa Fig. 5.5 Delayed unit

and Ú d ( t - a ) dt = 1
-•
t=a impulse function

Properties of unit impulse functions



(i) Ú-• f (t ) d (t ) dt = f (0)

(ii) Ú0 f (t ) d (t ) dt = f (0)

(iii) Ú-• f (t ) d (t - a) dt = f (a)

(iv) Ú0 f ( t ) d ( t - a ) dt = f ( a )

Laplace Transforms of the Unit Impulse Functions


(i) Laplace transform of δ (t)
d (t) = 0 tπ0

Ú-• d (t ) dt = 1 t=0
• - st
L{d (t)} = Ú0 e d ( t ) dt
5.11 Dirac’s Delta Function 5.91

= [e– st]t = 0
=1
(ii) Laplace transform of δ (t – a)
d (t – a) = 0 tπa

and Ú-• d (t - a) dt = 1 t=a
• - st
L{d (t – a)} = Ú0 e d ( t - a ) dt

= [e–st]t = a [From Property (iii)]


= e–as
(iii) Laplace transform of f(t) δ (t – a)
f (t) d (t – a) = 0 tπa

and Ú-• f (t ) d (t - a) dt = f (a) t=a
• - st
L{f(t) d (t – a)} = Ú0 e f ( t ) d ( t - a ) dt

= [e–st f(t)]t = a [From Property (iii)]


–as
= e f (a)

Example 1
Ê pˆ
Find the Laplace transform of sin 2t d Á t - ˜ – t2 d (t – 2).
Ë 4¯

Solution
L{f (t) d (t – a)} = e–as f (a)
-p s
Ï Ê pˆ ¸ 4 sin 2 Ê
p ˆ -2 s 2
L Ìsin 2t d Á t - ˜ - t 2d (t - 2) ˝ = e ÁË 4 ˜¯ - e (2)
Ó Ë 4¯ ˛
-p s
p
=e 4 sin - 4e -2 s
2
-p s
=e 4 - 4 e -2 s

Example 2
Find the Laplace transform of t u(t – 4) + t2 d (t – 4).

Solution
L{ f (t) d (t – a)} = e–as f (a)
5.92 Chapter 5 Laplace Transforms and Applications

L{t u(t – 4) + t2 d (t – 2)} = e–4s L{f(t + 4)} + L{t2 d (t – 4)}


= e–4s L{t + 4} + e–4s (4)2
Ê 1 4ˆ
= e–4s Á 2 + ˜ + 16 e–4s
Ës s¯
Ê 1 4 ˆ
= e–4s Á 2 + + 16˜
Ës s ¯

Example 3
Find the Laplace transform of t2 u(t – 2) – cosh t d (t – 2).
Solution
L{f (t) d (t – a)} = e–as f (a)
and L{f (t) u(t – a)} = e–as L{f(t + a)}
L{t2 u(t – 2) – cosh t d (t – 2)} = L{t2 u(t – 2)} – L{cosh t d (t – 2)}
= e–2s L{(t + 2)2} – e–2s cosh 2
-2 s Ê 2 4 4ˆ -2 s
= e Á 3 + 2 + ˜ - e cosh 2
Ës s s¯

-2 s Ê 2 4 4 ˆ
= e Á 3 + 2 + - cosh 2˜
Ës s s ¯

Example 4
• Ê pˆ
Evaluate Ú0 cos 2t d Á t - ˜ dt.
Ë 4¯
Solution

Ú0 f ( t ) d ( t - a ) dt = f ( a )
• Ê pˆ 2p
Ú0 cos 2t d ÁË t - 4 ˜¯ dt = cos 4
=0

Example 5
• 2 -t
Evaluate Ú0 t e sin t d (t − 2)dt.
Solution

Ú0 f (t ) d (t - a )dt = f (a )
• 2
Ú0 t e - t sin t d (t - 2) dt = (2)2 e -2 sin 2 = 4e -2 sin 2
5.11 Dirac’s Delta Function 5.93

Example 6
• m
Evaluate Ú0 t (log t )n d (t - 3) dt.

Solution

Ú0 f ( t ) d ( t - a ) dt = f ( a )

• m
Ú0 t (log t )n d (t - 3) dt = 3m (log 3)n

exercIse 5.12
(I) Find the Laplace transforms of the following functions:
1. t u(t – 4) – t2 d (t – 2)
È 1 -2 s ˘
Í Ans. : e s 2 (1 + 4 s) - 4e ˙
-4 s

Î ˚
2. sin 2t d (t – 2)
[Ans. : e–2s sin 4]
3. t2 u(t – 2) – cos ht d (t – 4)
È 2e -2 s -4 s ˘
Í Ans. : 3 (2s + 2s + 1) - e cos h 4 ˙
2

Î s ˚

4. t e–2t d (t – 2)
[Ans. : 2e–(4 + 2s)]
e -t sin t
5. d (t - 3)
t
È 1 -( s + 3) ˘
Í Ans. : 3 e sin3˙
Î ˚
6. (e–4t + log t) d (t – 2)
[Ans. : (e–8 + log 2) e–2s]

(II) Evaluate the following integrals:


• Ê pˆ
1. Ú0
sin 4t d Á t - ˜ dt
Ë 8¯
È -p s
˘
Í Ans. : e ˙
8

Î ˚
5.94 Chapter 5 Laplace Transforms and Applications


2. Ú 0
e -t sin t d (t - a) dt
[Ans. : e–a (sin a – cos a)]

5.12 LapLace transforms of perIodIc functIons

A function f (t) is said to be periodic if there exists a constant T(T > 0) such that
f (t + T) = f (t), for all values of t.
f (t + 2T) = f (t + T + T) = f (t + T) = f (t)

In general, f (t + nT) = f (t) for all t, where n is an integer (positive or negative) and T
is the period of the function.
If f (t) is a piecewise continuous periodic function with period T then
1 T - st
L{ f (t )} =
1- e - Ts Ú0 e f (t )dt

• T •
Proof: L{ f (t )} = Ú e - st f (t )dt = Ú e - st f (t )dt + Ú e- st f (t )dt
0 0 T

In the second integral, putting t = x + T, dt = dx


When t = T, x = 0
When t Æ •, x Æ •
T •
L{ f (t )} = Ú e - st f (t )dt + Ú e - s( x +T ) f ( x + T )dx
0 0
T - st •
=Ú e f (t )dt + e-Ts Ú e - sx f ( x )dx
0 0
T - st -Ts • - st
=Ú e f (t )dt + e Ú0 e f (t )dt
0
T
= Ú e - st f (t )dt + e -Ts L{ f (t )}
0
- Ts T
(1 - e ) L{ f (t )} = Ú e - st f (t )dt
0
1 T - st
L{ f (t )} =
1- e - Ts Ú0 e f (t )dt

Example 1
Find the Laplace transform of f (t) = et 0 < t < 2p
if f (t) = f (t + 2p).
Solution
The function f (t) is a periodic function with period 2p.
5.12 Laplace Transforms of Periodic Functions 5.95

1 2p - st
L{f (t)} =
1- e -2p s Ú0 e f ( t ) dt

1 2p - st t
=
1- e -2p s Ú0 e e dt

1 2p (1- s )t
=
1 - e -2p s
Ú0 e dt

2p
1 e(1- s )t
=
1 - e -2p s 1- s
0

1 È e(1- s )2p 1 ˘
= Í - ˙
1 - e -2p s ÍÎ 1 - s 1 - s ˙˚

e(1- s )2p - 1
=
(1 - e -2p s ) (1 - s)

Example 2
Find the Laplace transform of f (t) = t2 0<t<2
if f (t) = f (t + 2).
Solution
The function f (t) is a periodic function with period 2.
1 2 - st
L{f (t)} =
1- e -2 s Ú0 e f ( t ) dt

1 2 - st
=
1- e -2 s Ú0 e t 2 dt

2
1 Ê e - st ˆ Ê e - st ˆ Ê e - st ˆ
= t2 Á ˜ - 2t Á 2 ˜ + 2 Á 3 ˜
1 - e -2 s Ë -s ¯ Ë s ¯ Ë -s ¯ 0

1 Ê e -2 s
e e 2ˆ -2 s -2 s
= -2 s ÁË - 4 s - 4 2 - 2 3 + 3 ˜¯
1- e s s s
1
= ( 2 − 2e −2 s − 4 s e −2 s − 4 s 2 e −2 s )
(1 − e −2 s ) s3
5.96 Chapter 5 Laplace Transforms and Applications

Example 3
f (t)
Find the Laplace transform of 1

f(t) = 1 0 < t < a 0 a 2a 3a 4a t


= –1 a < t < 2a −1

and f(t) is periodic with period 2a. Fig. 5.6

Solution
1 2 a - st
L{f (t)} =
1- e -2 as Ú0 e f ( t ) dt

1 È a e - st dt + 2 a e - st (-1) dt ˘
=
1- e -2 as ÍÎ Ú0 Úa ˙˚

È - st a 2a ˘
1 Íe e - st ˙
= +
1 - e -2 as Í -s s ˙
Î 0 a ˚

1 Ê e - as 1 e -2 as e - as ˆ
= ÁË - + + - ˜
1 - e -2 as s s s s ¯
(1 - e - as )2
=
s (1 + e - as )(1 - e - as )
1 - e - as
=
s (1 + e - as )
as as
-
1 e2 -e 2
= ◊
s Ê as - ˆ
as
2 +e 2
Á e ˜
Ë ¯
1 Ê as ˆ
= tanh Á ˜
s Ë 2¯

Example 4
f (t)
Find the Laplace transform of 1

t 0 T 2T 3T t
f (t) = 0<t<T
T
Fig. 5.7
if f (t) = f (t + T ).
Solution
The function f (t) is a periodic function with period T.
5.12 Laplace Transforms of Periodic Functions 5.97

1 T - st
L{f (t)} =
1- e - Ts Ú0 e f (t )dt

1 T - st t
=
1- e - Ts Ú0 e T
dt

1 1 T - st
=
1- e - Ts T Ú0 e t dt

T
1 e - st e - st
= t - 2
T (1 - e -Ts ) - s s 0

1 Ê e e- Ts
1ˆ - Ts
= - Ts ÁË -T s - 2 + 2 ˜¯
T (1 - e ) s s
1 È Te -Ts 1 ˘
= - Ts Í- + 2 (1 - e -Ts )˙
T (1 - e ) ÍÎ s s ˙˚
1 e -Ts
= -
Ts2 s(1 - e -Ts )

Example 5
Find the Laplace transform of
2
f (t) = t 0£t£3
3
if f (t) = f (t + 3 ). [Winter 2017]
Solution
The function f (t) is a periodic function with period 3.
1 3 - st
L{f (t)} =
1- e -3 s Ú0 e f (t )dt

1 3 - st 2
=
1- e -3 s Ú0 e 3
t dt

1 2 3 - st
3 Ú0
= -3 s
e t dt
1- e
3
2 e - st e - st
= t - 2
3(1 - e -3s ) - s s 0

2 Ê e -3 s
e 1ˆ -3 s
= -3 s ÁË -3 s - 2 + 2 ˜¯
3(1 - e ) s s
5.98 Chapter 5 Laplace Transforms and Applications

2 È 3e -3s 1 -3 s
˘
= Í - + (1 - e ) ˙
3(1 - e -3s ) ÍÎ s s2 ˙˚
2 2e -3s
= -
3s2 s(1 - e -3s )

Example 6
Find the Laplace transform of
f (t)
f (t) = t 0<t<1 a

=0 1<t<2 t
0 1 2 3
if f (t) = f (t + 2 ).
Fig. 5.8
Solution
The function f (t) is a periodic function with period 2.
1 2 - st
-2 s Ú0
L{f (t)} = e f (t )dt
1- e
1 È 1 e - st t dt + 2 e - st ◊ 0 dt ˘
=
1- e -2 s ÍÎ Ú0 Ú1 ˙˚

È - st - st
1 ˘
1 Íe t-e
= + 0˙
1 - e -2 s Í -s s2 ˙
Î 0 ˚
1 Ê e- s e- s 1 ˆ
= ÁË - s - 2 + 2 ˜¯
1 - e -2 s s s
1
= 2 -2 s
(1 - e - s - se - s )
s (1 - e )

Example 7
Find the Laplace transform of f (t)
a
f (t) = t 0<t<a
= 2a – t a < t < 2a 0 a 2a 3a 4a t

if f (t) = f (t + 2a). Fig. 5.9

Solution
The function f (t) is a periodic function with period 2a.
1 2 a - st
L{f(t)} =
1- e -2 as Ú0 e f ( t ) dt
5.12 Laplace Transforms of Periodic Functions 5.99

1 È a e - st t dt + 2 a e - st (2 a - t ) dt ˘
ÍÎ Ú0 Úa
=
1- e -2 as ˙˚

È - st - st
a 2a ˘
1 Íe t-e e - st e - st ˙
= + (2 a - t ) + 2
(1 - e -2 as ) Í - s s2 -s s ˙
Î 0 a ˚
1 Ê e - as 1 e -2 as e - as ˆ
= Á- + 2 + 2 - 2 ˜
(1 - e -2 as ) Ë s2 s s s ¯
-2e - as + 1 + e -2 as
=
s2 (1 - e -2 as )
(1 - e - as )2
=
s2 (1 - e - as ) (1 + e - as )
1 - e - as
=
s2 (1 + e - as )
as - as
e2 -e 2
=
Ê as - as ˆ
s2 Ë e 2 + e 2 ¯
Ê as ˆ
tanh Á ˜
Ë 2¯
=
s2

Example 8
Find the Laplace transform of
p
f (t) = sin w t 0<t<
w
p 2p
=0 <t< Fig. 5.10
w w
Ê 2p ˆ
if f (t) = f Á t + ˜ .
Ë w¯
Solution
The function f (t) is a periodic function with period 2p .
w
2p
1
L{f (t)} = Úw e - st f (t ) dt
Ê 2p ˆ 0
-Á ˜ s
Ë w ¯
1- e
5.100 Chapter 5 Laplace Transforms and Applications

1 Ê p 2p ˆ
- st - st
= Á Ú e sin w t dt + Ú pw e ◊ 0 dt ˜
w
-
2p s ÁË 0 ˜¯
1- e w w

p
1 1 w
= 2p s
◊ e - st (- s sin w t - w cos w t )
- s2 + w 2 0
1- e w

1 1È - ps ˘
= ◊ Íe w (w ) + w ˙
-
2p s
s + w ÍÎ
2 2
˙˚
1- e w

Ê - ˆ
ps
w Á1 + e w ˜
ÁË ˜¯ 1
= ◊
Ê -p s ˆ Ê -p s ˆ s +w2
2

Á 1+ e w 1- e w
˜Á ˜
ÁË ˜¯ ÁË ˜¯

w 1
= ◊
Ê -p s ˆ s +w2
2

Á 1- e w ˜
ÁË ˜¯

w
=
Ê -p s ˆ

( 2 2
ÁË )
s + w Á1 - e w ˜
˜¯

Example 9 f (t)
a
Find the Laplace transform of

|
f (t) = sin w t | t≥0 0 t

Fig. 5.11
Solution
Ê pˆ Ê pˆ
f Á t + ˜ = sin w Á t + ˜
Ë w¯ Ë w¯

= sin (w t + p )

= - sin w t
= sin w t
p
Hence, the function f(t) is periodic with period .
w
5.12 Laplace Transforms of Periodic Functions 5.101

p
1
L{f(t)} = ps Ú w e - st f (t ) dt
- 0
1- e w

p
1
= ps Ú w e - st sin w t dt
- 0
1- e w
1
p ÈQ sin w t = sin w t ˘
= Ú w e - st sin w t dt Í ˙
-
ps 0 Í 0<t<

1- e w
ÍÎ w ˙˚
p
1 e - st w
= (- s sin w t - w cos w t )
-
ps
s2 + w 2 0
1- e w

1 1È -p s ˘
= Í e w (w ) - ( -w )˙
-
ps
s2 + w 2 ÍÎ ˙˚
1- e w

1 1 Ê - ˆ
ps
= ◊ w Á1 + e w ˜
s2 + w 2 -
ps ÁË ˜¯
1- e w

Ê ps -
ps ˆ
2w + e 2w
Á
w e ˜
= 2
s + w 2 ÁÁ p s -
ps ˜
Ë e 2w - e 2w ˜¯
w Ê p sˆ
= ◊ cot h Á
2
s +w Ë 2w ˜¯
2

exercIse 5.13
Find the Laplace transforms of the following periodic functions:
1. f (t) = 1 0<t<1
=0 1<t<2
= –1 2<t<3
f (t) = f (t + 3) È 1Ê 3 1 ˆ˘
Í Ans. : ÁË - - 1˜ ˙
Î s 1- e -3 s
1- e -s
¯˚

2. f (t) = t 0<t<a
2a − t
= a < t < 2a
a
f (t) = f (t + 2a) È 1 as ˘
Í Ans. : as 2 tanh 2 ˙
Î ˚
5.102 Chapter 5 Laplace Transforms and Applications

3. f (t) = t 0<t<p
=p–t p < t < 2p
f (t) = f (t + 2p)
È 1 - (1 + p s)e - p s ˘
Í Ans. : ˙
Î (1 + e - p s)s 2 ˚

4. f (t) = |cos w t| t>0


È 1 Ê p sˆ ˘
Í Ans. : 2
s + w2 ÁË s + w cosech 2w ˜¯ ˙
Î ˚
p
5. f (t) = cos w t 0<t<
w
p 2p
=0 <t<
w w
È ˘
Í s ˙
Í Ans. : ˙
Í Ê -
ps
ˆ 2 2 ˙
Í ÁË 1 - e w
˜¯ ( s + w ) ˙
ÍÎ ˙˚

p
6. f (t) = E 0<t<
2

p
= –E <t<p
2
f (t) = f (t + p)
È E Ê p sˆ ˘
Í Ans. : tanh ÁË ˜¯ ˙
Î s 4 ˚
2
Ê p - tˆ
7. f (t) = Á 0 < t < 2p
Ë 2 ˜¯
f (t) = f (t + 2p)
È 1 ˘
Í Ans. : s 3 (2p s coth p s- p s - 2)˙
2 2

Î ˚

5.13 Inverse LapLace transform

If L{f (t)} = F(s) then f (t) is called the inverse Laplace transform of F(s) and is
symbolically written as
f (t) = L–1{F(s)}
where L–1 is called the inverse Laplace transform operator.
5.13  Inverse Laplace Transform        5.103

Inverse Laplace transforms of simple functions can be found from the properties of
Laplace transforms.

Table of Inverse Laplace Transforms

Sr. No. F(s) f(t)

1
1 1
s

1 t n-1
2 n
s n

1
3 eat
s-a

1 t n-1
4 n e at
(s - a ) n

1 1
5 sin at
s + a2
2
a

s
6 cos at
s + a2
2

1 1
7 sinh at
s - a2
2
a

s cosh at
8
s - a2
2

1 1 - bt
e sin at
9 a
( s + b )2 + a 2

s+b
10 e–bt cos at
( s + b )2 + a 2

1 1 - bt
11 2 2 e sinh at
( s + b) - a a

s+b
12 e–bt cosh at
( s + b )2 - a 2
5.104 Chapter 5 Laplace Transforms and Applications

5.13.1 Linearity
If L–1{F1(s)} = f1(t) and L–1{F2(s)} = f2(t) then L–1{aF1(s) + bF2(s)} = af1(t) + bf2(t)
where a and b are constants.

Example 1
s2 - 3s + 4
Find the inverse Laplace transform of .
s3
Solution

s2 - 3s + 4
Let F(s) =
s3
1 3 4
= - +
s s 2 s3

-1 Ï 1 ¸ -1 Ï 1 ¸ -1 Ï 1 ¸
L–1{F(s)} = L Ì ˝ - 3L Ì 2 ˝ + 4 L Ì 3 ˝
Ós˛ Ós ˛ Ós ˛
= 1 – 3t + 2t2

Example 2
6s
Find the inverse Laplace transform of . [Winter 2012]
s2 - 16
Solution
6s
Let F ( s) = 2
s - 16

ÔÏ s Ô¸
L-1{F (s)} = 6 L-1 Ì 2 ˝ = 6 cosh 4t
ÔÓ s - 16 Ô˛

Example 3
3(s2 - 2)2
Find the inverse Laplace transform of .
2s5
Solution
3(s2 - 2)2
Let F ( s) =
2s5
5.13  Inverse Laplace Transform        5.105

3 ( s 2 - 2 )2
=
2 s5
3 s 4 - 4s2 + 4
=
2 s5
3Ê1 4 4 ˆ
= - +
2 ÁË s s3 s5 ˜¯
3 È -1 Ï 1 ¸ -1 Ï 1 ¸ -1 Ï 1 ¸˘
L-1{F (s)} = Í L Ì ˝ - 4 L Ì 3 ˝ + 4 L Ì 5 ˝˙
2 Î Ós˛ Ós ˛ Ó s ˛˚
3È Ê t2 ˆ Ê t4 ˆ ˘
= Í1 - 4 Á ˜ + 4 Á ˜ ˙
2Î Ë 2! ¯ Ë 4! ¯ ˚
3È t4 ˘
= Í1 - 2t + ˙
2
2Î 6˚
3 t4
= - 3t 2 +
2 4
1
= (t 4 - 12t 2 + 6)
4

Example 4
2s + 1
Find the inverse Laplace transform of .
s(s + 1)
Solution
2s + 1
Let F ( s) =
s(s + 1)
s + (s + 1)
=
s(s + 1)
1 1
= +
s +1 s
Ï 1 ¸ -1 Ï 1 ¸
L-1{F (s)} = L-1 Ì ˝+ L Ì ˝
Ó s +1˛ Ós˛
= e- t + 1

Example 5
3s + 4
Find the inverse Laplace transform of .
s2 + 9
5.106 Chapter 5 Laplace Transforms and Applications

Solution
3s + 4
Let F(s) =
s2 + 9
3s 4
= 2
+ 2
s +9 s +9
-1 Ï s ¸ -1 Ï 1 ¸
L–1{F(s)} = 3L Ì 2 ˝ + 4L Ì 2 ˝
Ós + 9˛ Ós + 9˛
4
= 3 cos 3t + sin 3t
3

Example 6
s 2 + 9s - 9
Find the inverse Laplace transform of .
Solution
s3 - 9s
s 2 + 9s - 9
Let F ( s) =
s3 - 9s
(s2 - 9) + 9s
=
s(s2 - 9)
1 9
= + 2
s s -9
Ï1 ¸ Ï 1 ¸
L-1{F (s)} = L-1 Ì ˝ + 9 L-1 Ì 2 ˝
Ós˛ Ós - 9˛
= 1 + 3 sinh 3t

Example 7
4 s + 15
Find the inverse Laplace transform of .
16 s2 - 25
Solution
4 s + 15
Let F(s) =
16 s2 - 25
4 s + 15
=
Ê 25 ˆ
16 Á s2 - ˜
Ë 16 ¯
1 s 15 1
= +
4 2 25 16 2 25
s - s -
16 16
5.13  Inverse Laplace Transform        5.107

È Ï ¸ Ï ¸˘
1 Í Ô
Ô s Ô
Ô 15 Ô
-1 Ô 1 ÔÔ˙
L–1{F(s)} = Í L-1 Ì ˝+ L Ì ˝˙
4 Í Ô 2 25 Ô 4 Ô s2 - 25 Ô˙
s -
ÍÎ ÔÓ 16 Ô˛ ÔÓ 16 Ô˛˙˚
1 5 3 5
= cosh t + sinh t
4 4 4 4

exercIse 5.14
Find the inverse Laplace transforms of the following functions:
2s - 5
1.
s2 - 4
È 5 ˘
Í Ans. : 2 cosh 2t - 2 sinh 2t ˙
Î ˚
3s - 8
2.
4 s 2 + 25
[Ans.: e–t + 1]
3s - 12
3.
s 2 + 18
ÈÎ Ans. : 3 cos 2 2t - 3 2 sin 2 2 t ˘˚

4. s + 1
4
s3
È -2 1 ˘
Í t 3 + 3t 3 ˙
Í Ans. : ˙
Í 1 ˙
Í ˙
Î 3 ˚
2
Ê s - 1ˆ
5. Á
Ë s ˜¯
È 4 t˘
Í Ans. : 1 + t - ˙
Î p ˚

s2 - 1
6.
s5
È t4 ˘
Í Ans. : 1 - t 2
- ˙
Î 24 ˚
5.108 Chapter 5 Laplace Transforms and Applications

5.13.2 Change of Scale


1 Êtˆ
If L-1{F (s)} = f (t ) then L-1{F (as)} = f Á ˜,a >0.
a Ë a¯

Example 1
Ï s ¸ 1 Ï 8s ¸
If L-1 Ì 2 2˝
= t sin t then find L-1 Ì 2 ˝.
Ó (s + 1) ˛ 2 Ó (4 s + 1) ˛
2

Solution
s
Let F ( s) =
(s + 1)2
2

as
F (as) =
(a 2 s2 + 1)2

1 Êtˆ
L-1{F (as)} = fÁ ˜
a Ë a¯
ÏÔ as ¸Ô 1 1 t t È -1 ÏÔ s ¸Ô 1 ˘
L-1 Ì 2 2 2˝
= ◊ sin ÍQ L Ì 2 2˝
= t sin t ˙
ÓÔ (a s + 1) ˛Ô 2 a a a ÍÎ ÓÔ (s + 1) ˛Ô 2 ˙˚
t t
= 2
sin
2a a
Putting a = 2,
ÏÔ 2s ¸Ô t t
L-1 Ì 2 2˝
= sin
ÓÔ ( 4 s + 1) ˛Ô 8 2

ÔÏ 8s Ô¸ Êt tˆ
L-1 Ì 2 2˝
= 4 Á sin ˜
Ë 2¯
ÓÔ (4 s + 1) ˛Ô 8
t t
= sin
2 2

Example 2
ÏÔ s2 - 1 ¸Ô Ï
-1 Ô 9s - 1 Ô
2 ¸
If L-1 Ì 2 ˝ = t cos t then find L Ì 2˝
.
ÓÔ (s + 1) ˛Ô ÔÓ (9s + 1) ˛Ô
2 2

Solution
s2 - 1
Let F ( s) =
(s2 + 1)2
5.13  Inverse Laplace Transform        5.109

a 2 s2 - 1
F (as) =
(a 2 s2 + 1)2
1 Êtˆ
L-1{F (as)} = fÁ ˜
a Ë a¯
ÏÔ a 2 s2 - 1 ¸Ô 1 t t È ÏÔ s2 - 1 ¸Ô ˘
L-1 Ì 2 2 2˝
= ◊ cos ÍQ L-1 Ì 2 ˝ = t cos t ˙
ÓÔ (a s + 1) ˛Ô a a a ÍÎ ÔÓ (s + 1) ˛Ô ˙˚
Putting a = 3,

ÔÏ 9s - 1 Ô¸ 1 t
2
t
L-1 Ì 2 2˝
= ◊ cos
ÔÓ (9s + 1) Ô˛ 3 3 3
t t
= cos
9 3

Example 3
s
Find the inverse Laplace transform of .
s a + b2
2 2

Solution
s 1 as 1
2 2 2
= 2 2
= F (as), say
s a +b a (as) + b a
as
where F (as) =
(as)2 + b2
Replacing as by s,
s
F ( s) =
s 2
+ b2
1 Êtˆ
L-1{F (as)} = fÁ ˜
a Ë a¯
ÔÏ as Ô¸ 1 t È -1 Ï s ¸ ˘
L-1 Ì 2 2 2˝
= cos b ÍQ L Ì 2 2˝
= cos bt ˙
ÓÔ s a + b ˛Ô a a Î Ós + b ˛ ˚
ÏÔ s ¸Ô 1 b
aL-1 Ì 2 2 2˝
= cos t
ÓÔ s a + b ˛Ô a a

ÔÏ s Ô¸ 1 b
L-1 Ì 2 2 2˝
= 2 cos t
ÔÓ s a + b Ô˛ a a
5.110 Chapter 5 Laplace Transforms and Applications

Example 4
s
Find the inverse Laplace transform of 2
.
2s - 8
Solution
s 2s 2s
2
= 2
= = F (2 s), say
2s - 8 4 s - 16 (2 s)2 - 16
Replacing 2s by s,
s
F ( s) =
s 2
- 16
1 Ê tˆ
L-1{F (2 s)} = fÁ ˜
2 Ë 2¯
Ï 2s ¸ 1 4tt È -1 Ï s ¸ ˘
L-1 Ì 2 ˝ = cosh ÍQ L Ì 2 ˝ = cosh 4t ˙
Ó 4 s - 16 ˛ 2 2 Î Ó s - 16 ˛ ˚
Ï s ¸ 1
L-1 Ì 2 ˝ = cosh 2t
Ó 2s - 8 ˛ 2

exercIse 5.15
3s
1. Find the inverse Laplace transform of 2
.
9s + 16
È 1 4 ˘
Í Ans. : 3 cos 3 t ˙
Î ˚

Ï ¸ Ï ¸
-1 Ô 2as Ô -1 Ô 6as Ô
2. If L Ì ˝ = t sin at then find L Ì 2 2 ˝
.
( ) ( )
2
ÔÓ s + a 2
2
Ô˛ ÔÓ 9s + a 2 Ô˛
È 1 at ˘
Í Ans. : 9 t sin 3 ˙
Î ˚

5.13.3 First Shifting Theorem


If L–1{F(s)} = f(t) then L–1{F(s + a)} = e–at f(t).

Example 1
1
Find the inverse Laplace transform of .
(s + 2)3
5.13  Inverse Laplace Transform        5.111

Solution
1
Let F ( s) =
(s + 2)3
Ï1¸
L-1{F (s)} = e -2 t L-1 Ì 3 ˝
Ós ˛
t2
= e -2 t
2!
e -2 t 2
= t
2

Example 2
10
Find the inverse Laplace transform of . [Winter 2012]
( s - 2)4
Solution
10
Let F ( s) =
( s - 2)4
Ï1¸
L-1{F (s)} = 10e2 t L-1 Ì 4 ˝
Ós ˛
t3
= 10e2 t
3!
5 2tt 3
= e t
3

Example 3
1
Find the inverse Laplace transform of .
s+2
Solution
1
Let F ( s) =
s+2
ϸ
-1 Ô
Ô 1
L {F (s)} = L Ì
-1
1 ˝
Ô Ô
Ó ( s + 2) 2 ˛
Ï ¸
Ô1 Ô
= e -2 t L-1 Ì 1 ˝
Ô 2 Ô
Ós ˛
5.112 Chapter 5 Laplace Transforms and Applications

1
-
t 2
-2 t
=e
1
2
e -2 t 1 È 1 ˘
= ÍQ = p˙
p t Î 2 ˚

Example 4
1
Find the inverse Laplace transform of 2
.
s + 4s + 4
Solution
1
Let F ( s) =
s2 + 4s + 4
1
=
( s + 2 )2
Ï1¸
L-1{F (s)} = e -2 t L-1 Ì 2 ˝
Ós ˛
= e -2 t t

Example 5
s
Find the inverse Laplace transform of .
(2 s + 1)2
Solution
s
Let F(s) =
(2 s + 1)2
1 1
s+ -
1 2 2
= 2
4 Ê 1ˆ
ÁË +
2 ˜¯
s

È ˘
Í ˙
= Í ˙
1 1 1 1
- ◊
4 Í 1 2 Ê 1ˆ

Ís + ÁË s + 2 ˜¯ ˙˙
ÍÎ 2
˚
5.13  Inverse Laplace Transform        5.113

Ï ¸
1 Ô 1 Ô 1 - t -1 Ï 1 ¸
L–1{F(s)} = L-1 Ì ˝- e 2L Ì 2 ˝
4 1
Ôs + Ô 8 Ós ˛
ÓÔ 2 ˛Ô
t t
1 -2 1 -2
= e - e t
4 8
t
- Ê1 1 ˆ
ÁË - t ˜¯
= e 2
4 8

Example 6
1
Find the inverse Laplace transform of .
2s + 3
Solution
1
Let F(s) =
2s + 3
1 1
=
1
2
Ê 3ˆ 2
ÁË s + 2 ˜¯

3t Ï ¸
2 L-1 Ô
–1 1 - 1 Ô
L {F(s)} = e Ì 1˝
2 Ô 2Ô
Ós ˛
1
3t -
2
1 -
2
t
= e
2 1
2
1 -
1
-
3t
È 1 ˘
= t 2 e 2
ÍQ = p ˙
2p ÍÎ 2 ˙˚

Example 7
Find the inverse Laplace transform of 3s + 1 .
(s + 1)4
Solution
3s + 1
Let F(s) =
(s + 1)4
3(s - 1) - 2
=
(s + 1)4
5.114 Chapter 5 Laplace Transforms and Applications

3 2
= 3
-
(s + 1) (s + 1)4
-t Ï 1 ¸ -t Ï 1 ¸
L–1{F(s)} = 3e L Ì 3 ˝ - 2e Ì 4 ˝
Ós ˛ Ós ˛
t2 t3
= 3e - t - 2e - t
2! 3!
3 -t 2 1 -t 3
= e t - e t
2 3
Ê3 1 ˆ
= e- t Á t 2 - t 3 ˜
Ë2 3 ¯

Example 8
s+2
Find the inverse Laplace transform of .
s2 + 4s + 8
Solution
s+2
Let F ( s) =
s + 4s + 8
2

ÔÏ s + 2 Ô¸
L-1{F (s)} = L-1 Ì 2 ˝
ÔÓ s + 4s + 8 Ô˛
ÏÔ s + 2 ¸Ô
= L-1 Ì ˝
ÓÔ (s + 2) + 4 ˛Ô
2

ÔÏ s Ô¸
= e -2 t L-1 Ì 2 ˝
ÔÓ s + 4 Ô˛
= e -2 t cos 2t

Example 9
2s + 2
Find the inverse Laplace transform of 2
.
s + 2 s + 10
Solution
2s + 2
Let F(s) = 2
s + 2 s + 10
2(s + 1)
=
(s + 1)2 + 9
5.13  Inverse Laplace Transform        5.115

- t -1 Ï s ¸
L–1{F(s)} = 2e L Ì 2 ˝
Ós + 9˛
= 2 e–t cos 3t

Example 10
s
Find the inverse Laplace transform of .
Solution
(s + 2)2 + 1
s
Let F ( s) =
( s + 2 )2 + 1
s+2-2
=
( s + 2 )2 + 1
s+2 2
= -
( s + 2 )2 + 1 ( s + 2 )2 + 1
ÔÏ s + 2 Ô¸ Ï
-1 Ô 1 Ô¸
L-1{F (s)} = L-1 Ì ˝ - 2L Ì ˝
ÓÔ (s + 2) + 1 ˛Ô ÓÔ (s + 2) + 1 ˛Ô
2 2

ÏÔ s ¸Ô -2 t -1 Ï 1 ¸
= e -2 t L-1 Ì 2 ˝ - 2e L Ì 2 ˝
ÓÔ s + 1 ˛Ô Ó s + 1˛
= e -2 t cos t - 2e -2 t sin t
= e -2 t (cos t - 2 sin t )

Example 11
2s + 3
Find the inverse Laplace transform of 2
.
s - 4 s + 13
Solution
2s + 3
Let F ( s) =
s - 4 s + 13
2

ÔÏ 2s + 3 Ô¸
L-1{F (s)} = L-1 Ì 2 ˝
ÓÔ s - 4s + 13 ˛Ô
ÏÔ 2s + 3 ¸Ô
= L-1 Ì ˝
ÓÔ (s - 2) + 13 - 4 ˛Ô
2

ÔÏ 2 s + 3 Ô¸
= L-1 Ì ˝
ÔÓ (s - 2) + 9 Ô˛
2

ÏÔ 2 s - 4 + 7 ¸Ô
= L-1 Ì ˝
ÓÔ (s - 2) + 9 ˛Ô
2
5.116 Chapter 5 Laplace Transforms and Applications

ÏÔ 2 (s - 2) ¸Ô Ï
-1 Ô 1 ¸Ô
= L-1 Ì ˝ + 7 L Ì ˝
ÓÔ (s - 2) + 9 ˛Ô ÓÔ (s - 2) + 9 ˛Ô
2 2

Ï s ¸ Ï 1 ¸Ô
2 t -1 Ô
= 2e2 t L-1 Ì 2 ˝ + 7e L Ì 2 ˝
Ós + 9˛ ÔÓ s + 9 Ô˛
7 2t
= 2e2 t cos 3t + e sin 3t
3
1 2t
= e (6 cos 3t + 7 sin 3t )
3

Example 12
s-3
Find the inverse Laplace transform of 2
.
s + 4 s + 13
Solution
s-3
Let F ( s) =
s + 4s + 13
2

s-3
=
(s + 2)2 + 13 - 4
s-3
=
( s + 2 )2 + 9
s+2-5
=
( s + 2 )2 + 9
s+2 5
= -
( s + 2 )2 + 9 ( s + 2 )2 + 9
ÔÏ s + 2 5 Ô¸
L-1{F (s)} = L-1 Ì - ˝
ÓÔ (s + 2) + 9 (s + 2) + 9 ˛Ô
2 2

ÏÔ s ¸Ô Ï
-1 Ô 1 ¸Ô
= e -2 t L-1 Ì 2 ˝ - 5L Ì ˝
ÓÔ s + 9 ˛Ô ÓÔ (s + 2) + 9 Ô˛
2

ÔÏ 1 Ô¸
= e -2 t cos 3t - 5e -2 t L-1 Ì 2 ˝
ÔÓ s + 9 Ô˛
5
= e -2 t cos 3t - e -2 t sin 3t
3
-2 t Ê 5 ˆ
= e Á cos 3t - sin 3t ˜
Ë 3 ¯
5.13  Inverse Laplace Transform        5.117

Example 13
s+7
Find the inverse Laplace transform of 2
. [Summer 2017]
s + 8s + 25

Solution
s+7
Let F ( s) =
s2 + 8s + 25

ÔÏ s+7 Ô¸
L-1{F (s)} = L-1 Ì 2 ˝
ÔÓ s + 8s + 16 + 9 Ô˛
ÏÔ s + 7 ¸Ô
= L-1 Ì ˝
ÓÔ (s + 4) + 9 ˛Ô
2

ÔÏ (s + 4) + 3 Ô¸
= L-1 Ì ˝
ÔÓ (s + 4) + 9 Ô˛
2

ÔÏ s + 4 Ô¸ Ï
-1 Ô 3 Ô¸
= L-1 Ì ˝+L Ì ˝
ÓÔ (s + 4) + 9 ˛Ô ÓÔ (s + 4) + 9 ˛Ô
2 2

ÏÔ s ¸Ô -4 t -1 ÏÔ 3 ¸Ô
= e -4 t L-1 Ì 2 ˝+e L Ì 2 ˝
ÔÓ s + 9 Ô˛ ÔÓ s + 9 Ô˛

= e -4 t cos 3t + e -4 t sin 3t
= e -4 t (sin 3t + cos 3t )

Example 14
3s + 7
Find the inverse Laplace transform of 2
.
s - 2s - 3
Solution
3s + 7
Let F(s) = 2
s - 2s - 3
3(s - 1) + 10
=
(s - 1)2 - 4
3(s - 1) 1
= 2
+ 10
(s - 1) - 4 (s - 1)2 - 4
5.118 Chapter 5 Laplace Transforms and Applications

Ï s ¸ t -1 Ï 1 ¸
L–1{F(s)} = 3et L-1 Ì ˝ + 10 e L Ì 2 ˝
Ó s -4˛ Ó s -4˛
2

= 3 et cosh 2t + 5 e t sinh 2t
= et (3 cosh 2t + 5 sinh 2t)

exercIse 5.16
Find the inverse Laplace transforms of the following functions:
5
1.
(s + 2)5 È 5 4 -2t ˘
Í Ans. : 24 t e ˙
Î ˚
4 s + 12
2.
s 2 + 8s + 16
ÈÎ Ans. : 4e -4t (1 - t)˘˚

1
3.
(s + 2s + 5)2
2
È e -t ˘
Í Ans. : (sin2t - 2t cos 2t)˙
Î 16 ˚
s
4.
(s - 2)6 È t5 ˆ ˘
2t Ê t
4

Í Ans. : e Á + ˜˙
ÍÎ Ë 24 60 ¯ ˙˚
s
5. 2
s + 2s + 2
ÈÎ Ans. : e -t (cos t - sin t)˘˚

1
6.
(s + 2)4 È 1 -2t 3 ˘
Í Ans. : 6 e t ˙
Î ˚

5.13.4 Second Shifting Theorem


If L–1{F(s)} = f(t) then L–1{e–asF(s)} = g(t)
where g(t ) = f (t - a ) t>a
=0 t<a
The above result can also be expressed as
Ï f (t - a ) t>a
L-1{e - as F (s)} = Ì
Ó 0 t<a
Or L–1{e–asF(s)} = f(t – a) u(t – a)
5.13  Inverse Laplace Transform        5.119

Example 1
e- as
Find the inverse Laplace transform of .
s
Solution
Let 1
F ( s) =
s
L-1{F (s)} = 1
L-1{e - as F (s)} = 1 ◊ u(t - a ) = u(t - a )

Example 2
e-2 s
Find the inverse Laplace transform of .
s-3
Solution
1
Let F ( s) =
s-3
L-1{F (s)} = e3t
L-1{e -2 s F (s)} = e3(t - 2 )u(t - 2)

Example 3
Ê 1+ s ˆ
Find the inverse Laplace transform of e- s Á 3 ˜ .
Ë s ¯
Solution
Ê 1+ s ˆ
Let F ( s) = Á 3 ˜
Ë s ¯

Ï ¸
-1 -1 Ô 1 Ô
1
L {F (s)} = L Ì 3 + 5 ˝
Ôs Ô
Ó s2 ˛
3
t2 t 2
= +
2! 5
2
5.120 Chapter 5 Laplace Transforms and Applications

3
t2 t2
= +
2 3 1 1
2 2 2
3
t 2 4t 2
= +
2 3 p
È 3 ˘
-1 -s Í (t - 1)2 4(t - 1) 2 ˙
L {e F (s)} = Í + ˙ u (t - 1)
Í 2 3 p ˙
Î ˚

Example 4
e-2 s
Find the inverse Laplace transform of .
(s + 4)3
Solution
1
Let F ( s) =
(s + 4)3
Ï1¸
L-1{F (s)} = e -4 t L-1 Ì 3 ˝
Ós ˛
t2
= e -4 t
2
(t - 2)2
L-1{e -2 s F (s)} = e -4(t - 2) u(t - 2)
2

Example 5
e 4 -3 s
Find the inverse Laplace transform of 5
.
(s + 4) 2

Solution
1
Let F ( s) = 5
(s + 4) 2
Ï ¸
Ô1 Ô
L-1{F (s)} = e -4 t L-1 Ì 5 ˝
Ô 2 Ô
Ós ˛
5.13  Inverse Laplace Transform        5.121

-4 t t2
=e
5
2
3
e -4 t t 2
=
3 1 1

2 2 2
3
4e -4 t t 2
=
3 p
3
e4 ◊ 4
L-1{e 4 - 3s F (s)} = e -4(t - 3) (t - 3) 2 u(t - 3)
3 p
3
4
= e -4(t - 4) (t - 3) 2 u(t - 3)
3 p

Example 6
e-3s
Find the inverse Laplace transform of .
s2 + 4
Solution
1
Let F ( s) =
s2 + 4
1
L-1{F (s)} = sin 2t
2
1
L-1{e -3s F (s)} = sin 2(t - 3) u(t - 3)
2

Example 7
Êpˆ
-Á ˜ s
Ë 2¯
se
Find the inverse Laplace transform of .
s2 + 4
Solution
s
Let F ( s) = 2
s +4
5.122 Chapter 5 Laplace Transforms and Applications

L–1{F(s)} = cos 2t

{
L-1 e
Êpˆ
-Á ˜ s
Ë 2¯ } Ê pˆ Ê pˆ
F (s) = cos 2 Á t - ˜ u Á t - ˜
Ë 2¯ Ë 2¯
Ê pˆ
= cos(2t - p )u Á t - ˜
Ë 2¯
Ê pˆ
= cos(p - 2t ) u Á t - ˜
Ë 2¯
Ê pˆ
= - cos 2t u Á t - ˜
Ë 2¯

Example 8
Find the inverse Laplace transform of e -3s [Winter 2016]
.
s2 + 8s + 25
Solution
1
Let F ( s) =
s2 + 8s + 25
1
= 2
s + 8s + 16 + 9
1
=
(s + 4)2 + 9
ÏÔ 1 ¸Ô
L-1{F (s)} = L-1 Ì ˝
ÓÔ (s + 4) + 9 ˛Ô
2

1
= e -4 t ◊ sin 3t
3
1 -4(t - 3)
L-1{e -3s F (s)} = e sin 3(t - 3) u(t - 3)
3
1 12 - 4 t
= e sin(3t - 9) u(t - 3)
3

Example 9
e-2 s
Find the inverse Laplace transform of . [Winter 2015]
(s2 + 2)(s2 - 3)
5.13  Inverse Laplace Transform        5.123

Solution
1
Let F ( s) =
(s + 2) (s2 - 3)
2

Ï ¸
L-1 {F (s)} = 1 L-1 ÔÌ 1 - 1 Ô˝
ÔÓ s - 3 s + 2 Ô˛
5 2 2

1 È -1 Ï 1 ¸ -1 ÏÔ 1 Ô¸˘
= ÍL Ì ˝- L Ì 2 ˝˙
5 ÍÎ Ó s2 - 3 ˛ ÔÓ s + 2 Ô˛˙˚

1È 1 1 ˘
= Í sinh 3t - sin 2 t ˙
5Î 3 2 ˚

È 1 1 ˘
L-1{e -2 s F (s)} = Í sinh 3 (t - 2) - sin 2 (t - 2)˙ u(t - 2)
Î 5 3 5 2 ˚

Example 10
e -p s
Find the inverse Laplace transform of .
s2 - 2s + 2
Solution
1
Let F ( s) = 2
s - 2s + 2
ÔÏ 1 Ô¸
L-1{F (s)} = L-1 Ì ˝
ÓÔ (s - 1) + 1 ˛Ô
2

Ï 1 ¸
= et L-1 Ì 2 ˝
Ó s + 1˛
= et sin t
L-1{e -p sF (s)} = e(t -p ) sin(t - p ) u (t - p )

Example 11
(s + 1)e-2 s
Find the inverse Laplace transform of .
s2 + 2s + 2
Solution
s +1
Let F ( s) =
s2 + 2s + 2
5.124 Chapter 5 Laplace Transforms and Applications

ÏÔ (s + 1) ¸Ô
L-1{F (s)} = L-1 Ì ˝
ÓÔ (s + 1) + 1 ˛Ô
2

Ï s ¸
= e - t L-1 Ì 2 ˝
Ó s + 1˛
= e–t cos t
L-1{e -2 s F (s)} = e - (t - 2) cos(t - 2) u (t - 2)

Example 12
se-2 s
Find the inverse Laplace transform of .
s2 + 2s + 2
Solution
s
Let F ( s) = 2
s + 2s + 2
ÔÏ s + 1 - 1 Ô¸
L-1{F (s)} = L-1 Ì ˝
ÔÓ (s + 1) + 1 Ô˛
2

ÔÏ s + 1 1 Ô¸
= L-1 Ì - ˝
ÓÔ (s + 1) + 1 (s + 1) + 1 ˛Ô
2 2

Ï s 1 ¸
= e - t L-1 Ì 2 - 2 ˝
Ó s + 1 s + 1˛
= e–t (cos t – sin t)
L-1{e -2 s F (s)} = e - (t - 2) [cos(t - 2) - sin (t - 2)]u (t - 2)

exercIse 5.17
Find the inverse Laplace transforms of the following functions:

e - as
1. 5
(s + b) 2
È 4 - b(t - a )
3
˘
Í Ans . : e (t - a) 2
u(t - a)˙
Î 3 p ˚
5.13  Inverse Laplace Transform        5.125

e -π s
2.
s2 + 9 È 1 ˘
Í Ans . : 3 sin3 (t - p ) u(t - p )˙
Î ˚
e -π s
3.
s 2 (s 2 + 1)
ÈÎ Ans . : ÎÈ(t - p ) + sin(t - p )˚˘u(t - p )˘˚
e -4 s
4.
2s + 7
È -7(t - 4)
˘
Í Ans . : e 2 u(t - 4)˙
Í 2p (t - 4) ˙
ÍÎ ˙˚

(s + 1)e - s
5.
s2 + s + 1

È - (t -1) È Ê (t - 1) ˆ 1 Ê 3(t - 1) ˆ ˘ ˘
Í Ans . : e 2 Ícos Á 3 ˜ + sin Á ˜ ˙ u(t - 1)˙
ÍÎ ÍÎ Ë 2 ¯ 3 Ë 2 ¯ ˙˚ ˙˚

se -3 s
6.
s2 - 1
ÈÎAns . : cosh(t - 3) u(t - 3)˘˚

se - as
7.
s 2 + b2
ÈÎAns . : cos b (t - a) u(t - a)˘˚
2
ÔÏ1 - s Ô¸
-s
8. e Ì 2 ˝
ÔÓ s Ô˛
È È(t - 1)3 16 5
(t - 1)2 ˘ ˘
Í Ans . : Í - (t - 1) 2 + ˙ u(t - 1)˙
ÎÍ Î 6 15 p 2 ˚ ˚˙

5.13.5 Multiplication by s
d È -1
If L–1{F(s)} = f(t) and f(0) = 0 then L-1{sF (s)} = f ¢(t ) = Î L {F (s)}˘˚ .
dt

In general, L–1{sn F(s)} = f n(t), if f(0) = 0 = f ¢(0) ... = f n – 1(0).


5.126 Chapter 5 Laplace Transforms and Applications

Example 1
s
Find the inverse Laplace transform of .
s - a2
2

Solution
1
Let F ( s) =
s - a2
2

1
L-1{F (s)} = sinh at
a
d
L-1{sF (s)} = ÈÎ L-1{F (s)}˘˚
dt
Ï s ¸ d È -1 Ï 1 ¸ ˘
L-1 Ì 2 2˝
= ÍL Ì 2 ˝˙
Ó s - a ˛ dt Î Ó s - a2 ˛˚
d È1 ˘
= Í sinh at ˙
dt Î a ˚
1
= cosh at (a )
a
= cosh at

Example 2
s
Find the inverse Laplace transform of .
2s2 - 1
Solution
1
Let F ( s) =
2s - 1
2

Ï 1 ¸
L-1{F (s)} = L-1 Ì 2 ˝
Ó 2s - 1 ˛
Ï 1 ¸
1 -1 Ô Ô
= L Ì 2 1˝
2 ÔÓ s -
2 Ô˛
Ï 1 ¸
1 -1 Ô Ô
= L Ì 2 1˝
2 ÔÓ s -
2 Ô˛
Ï 1 ¸
1 -1 Ô 2Ô
= L Ì 2 Ê 1 ˆ ˝
2 Ô s - ÁË 2 ˜¯ Ô
Ó ˛
5.13  Inverse Laplace Transform        5.127

1 1 Ê 1 ˆ
= sinh Á t˜
2 1 Ë 2 ¯
2
1 Ê t ˆ
= sinh Á
2 Ë 2 ˜¯
d È -1
L-1{sF (s)} = Î L {F (s)}˘˚
dt
È s ˘ d È 1 Ê t ˆ˘
L-1 Í 2 ˙ = dt Í sinh Á ˙
Î 2s - 1 ˚ Î 2 Ë 2 ˜¯ ˚

1 Ê t ˆÊ 1 ˆ
= cosh Á
2 Ë 2 ˜¯ ÁË 2 ˜¯

1 Ê t ˆ
= cosh Á
2 Ë 2 ˜¯

Example 3
s
Find the inverse Laplace transform of .
(s + 2)4
Solution
1
Let F ( s) =
(s + 2)4
Ï1¸
L-1{F (s)} = e -2 t L-1 Ì 4 ˝
Ós ˛
1 È6˘
= e -2 t L-1 Í 4 ˙
6 Îs ˚
e -2 t 3
= t
6
d
L-1{sF (s)} = ÈÎ L-1{F (s)}˘˚
dt
ÔÏ s Ô¸ d È -1 ÔÏ 1 Ô¸˘
L-1 Ì ˝ = ÍL Ì 4˝
˙
ÓÔ (s + 2) ˛Ô dt ÍÎ ÓÔ (s + 2) ˛Ô˙˚
4

d È e -2 t 3 ˘
= Í t ˙
dt ÎÍ 6 ˚˙
1 d È -2 t 3 ˘
= e t ˚
6 dt Î
5.128 Chapter 5 Laplace Transforms and Applications

1 È -2 t 2
= e (3t ) + t 3 e -2 t (-2)˘˚

1
= ÈÎ3t 2 e -2 t - 2t 3 e -2 t ˘˚
6
1
= t 2 e -2 t (3 - 2t )
6

Example 4
s2
Find the inverse Laplace transform of .
(s - 3)2
Solution
1
Let F ( s) =
(s - 3)2
Ï1¸
L-1{F (s)} = e3t L-1 Ì 2 ˝
Ós ˛
= e3 t t
d 2 È -1
L-1{s2 F (s)} = L {F (s)}˘˚
dt 2 Î
d 2 È 3t ˘
= te
dt 2 Î ˚
d
= ÈÎt (3e3t ) + e3t (1)˘˚
dt
d
= ÈÎe3t (3t + 1)˘˚
dt
= e3t (3) + (3t + 1)3e3t
= 3e3t (3t + 2)

exercIse 5.18
Find the inverse Laplace transforms of the following functions:

s
1.
(s + 2)2
[Ans . : e–2t (1 – 2t)]
5.13  Inverse Laplace Transform        5.129

s2
2.
(s 2 - a 2 )2 È 1 ˘
Í Ans. : 2a (sinh at + at cosh at)˙
Î ˚
s2
3.
(s - 1)3
È et 2 ˘
Í Ans. : (t + 4t + 2)˙
Î 2 ˚

s2
4.
(s + 4)3
[Ans . : e−4t (8t2 – 8t + 1)]

s-3
5. 2
s + 4 s + 13
È -2t Ê 5 ˆ˘
Í Ans. : e ÁË cos 3t - sin 3t˜¯ ˙
Î 3 ˚

5.13.6 Division by s
Ï F ( s) ¸ t t -1
If L–1 {F(s)} = f(t) then L-1 Ì ˝ = Ú0 f (t ) dt = Ú0 L {F (s)} dt.
Ó s ˛

Ï F ( s) ¸ t t
Similarly, L-1 Ì = Ú Ú f (t )dt dt
2 ˝
Ó s ˛ 0 0

Example 1
1
Find the inverse Laplace transform of .
s( s + 2 )
Solution
1
Let F ( s) =
s+2
L-1{F (s)} = e -2 t
Ï F (s) ¸
˝ = Ú0 L {F (s)} dt
t -1
L-1 Ì
Ó s ˛
Ï 1 ¸ t -2 t
L-1 Ì ˝ = Ú0 e dt
Ó s( s + 2 ) ˛
t
e -2 t
=
-2
0
5.130 Chapter 5 Laplace Transforms and Applications

1
= - (e -2 t - 1)
2
1
= (1 - e -2 t )
2

Example 2
1
Find the inverse Laplace transform of .
s( s 2 + a 2 )
Solution
1
Let F ( s) =
s + a2
2

1
L-1{F (s)} = sin at
a
Ï F ( s ) ¸ t -1
L-1 Ì ˝ = Ú0 L {F (s)}dt
Ó s ˛
ÏÔ 1 ¸Ô t 1
L-1 Ì 2 2 ˝
= Ú sin at dt
ÔÓ s(s + a ) Ô˛ 0 a
1 t
= Ú sin at dt
a 0
t
1 - cos at
=
a a 0
1 t
=- cos at 0
a2
1
=- (cos at - 1)
a2
1
= 2 (1 - cos at )
a

Example 3
1
Find the inverse Laplace transform of 2
.
s( s + 2 s + 2 )
Solution
1
Let F ( s) = 2
s + 2s + 2
5.13  Inverse Laplace Transform        5.131

Ï 1 ¸
L-1{F (s)} = L-1 Ì 2 ˝
Ó s + 2s + 2 ˛
ÔÏ 1 Ô¸
= L-1 Ì ˝
ÔÓ (s + 1) + 1 Ô˛
2

Ï 1 ¸
= e - t L-1 Ì 2 ˝
Ó s + 1˛
= e - t sin t
Ï F ( s) ¸ t -1
L-1 Ì ˝ = Ú0 L {F (s)} dt
Ó s ˛
ÔÏ 1 Ô¸ t -t
L-1 Ì 2 ˝ = Ú0 e sin t dt
ÔÓ s(s + 2 s + 2) Ô˛
t
e-t
= ( - sin t - cos t )
2
0
-1 È - t t ˘
= Í e (sin t + cos t ) ˙
2 Î 0˚

1
= - ÈÎe - t (sin t + cos t ) - (0 + 1)˘˚
2

= 1 - e - t (sin t + cos t )˘˚

Example 4
1
Find the inverse Laplace transform of 2
. [Winter 2015]
s(s - 3s + 3)
Solution
1
Let F ( s) = 2
s - 3s + 3
Ï ¸
Ô 1 Ô
L–1{F(s)} = L-1 Ì ˝
9 9
Ô s 2 - 3s + + 3 - Ô
ÔÓ 4 4 Ô˛
Ï ¸
Ô Ô
Ô 1 Ô
= L-1 Ì 2 ˝
ÔÊ 3ˆ 3Ô
Ô ÁË s - 2 ˜¯
+
4 Ô˛
Ó
5.132 Chapter 5 Laplace Transforms and Applications

Ï ¸
Ô Ô
Ô
-1 Ô 1 ÔÔ
= L Ì 2˝
ÔÊ 3ˆ
2
Ê 3ˆ Ô
Ô ÁË s - ˜¯ + Á ˜ Ô
ÔÓ 2 Ë 2 ¯ ˛Ô

Ï ¸
Ô 2 Ô
2
3t
ÔÔ 3 ÔÔ
= e 2 L-1 Ì 2˝
3 Ô 2 Ê 3ˆ Ô
Ôs +Á ˜ Ô
ÔÓ Ë 2 ¯ Ô˛

2 Ê 3tˆ
3t
= e 2 sin Á ˜
3 Ë 2 ¯
t
Ï F ( s) ¸
L-1 Ì -1
˝ = Ú L {F (s)}dt
Ó s ˛ 0

ÔÏ 1 Ô¸
t
2 Ê 3t ˆ
3t
L-1 Ì 2 ˝ = Ú e 2 sin Á ˜ dt
ÔÓ s(s - 3s + 3) Ô˛ 0 3 Ë 2 ¯
t
3t
2 e2 ÏÔ 3 Ê 3t ˆ 3 Ê 3t ˆ ¸Ô
= - Ì sin Á ˜ - cos Á ˜˝
3 9+3 ÓÔ 2 Ë 2 ¯ 2 Ë 2 ¯ ˛Ô
4 4 0
t
2
3t ÏÔ 3 Ê 3t ˆ 3 Ê 3t ˆ ¸Ô
= e2 Ì sin Á ˜ - cos Á ˜˝
3 3 ÔÓ 2 Ë 2 ¯ 2 Ë 2 ¯ Ô˛
0
3t È 1 Ê 3t ˆ 1 Ê 3t ˆ ˘ 2 3
= e2 Í sin Á ˜ - cos Á ˜ ˙+ ◊
ÍÎ 3 Ë 2 ¯ 3 Ë 2 ¯ ˙˚ 3 3 2
3t È
1 Ê 3t ˆ 1 Ê 3t ˆ 1 ˘
= e2 Í sin Á ˜ - cos Á ˜+ ˙
ÍÎ 3 Ë 2 ¯ 3 Ë 2 ¯ 3 ˙˚

Example 5
1
Find the inverse Laplace transform of .
s(s - 1)(s2 + 1)
2
Solution
1
Let F ( s) =
(s - 1)(s2 + 1)
2
5.13  Inverse Laplace Transform        5.133

1 È (s2 + 1) - (s2 - 1) ˘
= Í ˙
2 ÍÎ (s2 - 1)(s2 + 1) ˙˚
1Ê 1 1 ˆ
= Á - 2 ˜
Ë
2 s - 1 s + 1¯
2

1 È -1 Ï 1 ¸ -1 Ï 1 ¸˘
L-1{F (s)} = ÍL Ì ˝- L Ì 2 ˝˙
2 Î Ó s2 - 1 ˛ Ó s + 1 ˛˚
1
= (sinh t - sin t )
2
Ï F ( s) ¸ t -1
L-1 Ì ˝ = Ú0 L {F (s)} dt
Ó s ˛
ÔÏ 1 Ô¸ t1
L-1 Ì 2 ˝ = Ú0 (sinh t - sin t )dt
ÓÔ s(s - 1)(s + 1) ˛Ô
2 2
1 t
2 Ú0
= (sinh t - sin t )dt

1 t
= cosh t + cos t 0
2
1
= [(cosh t + cos t ) - (1 + 1)]
2
1
= [ cosh t + cos t - 2 ]
2

Example 6
1
Find the inverse Laplace transform of .
s (1 + s2 )
2

Solution
1
Let F ( s) =
1 + s2
L-1{F (s)} = sin t
Ï F (s) ¸
L-1 Ì 2 ˝ = Ú Ú L-1 {F (s)} dt dt
t t

Ó s ˛ 0 0

ÔÏ 1 Ô¸ t t
L-1 Ì 2 2 ˝
= Ú Ú sin t dt dt
ÔÓ s (1 + s ) Ô˛ 0 0

t
= Ú - cos t 0 dt
t
0
t
= Ú (- cos t + 1)dt
0
t
= Ú (1 - cos t ) dt
0
5.134 Chapter 5 Laplace Transforms and Applications

t
= t - sin t 0
= (t - sin t ) - (0 - 0)
= t - sin t

exercIse 5.19
Find the inverse Laplace transforms of the following functions:
1
1.
(s + a 2 )2
2

È 1 ˘
Í Ans. : 2a 3 (sin at - at cos at)˙
Î ˚
s2 + 2
2.
s(s 2 + 4)
È 1 ˘
Í Ans. : 2 (1 + cos 2t)˙
Î ˚
s
3.
(s + 4)2
2

È 1 ˘
Í Ans. : 4 t sin 2t ˙
Î ˚
1
4.
s (s + a 2 )
2 2
È 1 Ê 1 ˆ˘
Í Ans. : 2
a ÁË t - a sin at˜¯ ˙
Î ˚
s +1
5.
s (s 2 + 1)
2
[Ans . : 1 + t − cos t − sin t]

1
6. 2
s(s + 4 s + 5)
È 1 ˘
Í Ans. : 5 ÈÎ1 - e (2 sin t + cos t)˘˚ ˙
-2t

Î ˚

5.13.7 Differentiation of Transforms


1
If L-1{F (s)} = f (t ) then L-1{F (s)} = - L-1{F ′(s)}.
t

Example 1
Find the inverse Laplace transform of log ÊÁ s + a ˆ˜ . [Summer 2013]
Ë s + b¯
5.13  Inverse Laplace Transform        5.135

Solution
Ê s + aˆ
F (s) = log Á
Let Ë s + b ˜¯
= log (s + a ) - log (s + b)
1 1
F ¢( s) = -
s+a s+b
1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï Ê s + a ˆ ¸ 1 Ï 1 1 ¸
L-1 Ìlog Á ˜ ˝ = - L-1 Ì - ˝
Ó Ë s + b¯˛ t Ós + a s + b˛
1
= - (e - at - e - bt )
t

Example 2
Ê w2 ˆ
Find the inverse Laplace transform of log Á 1 + 2 ˜ . [Summer 2014]
Ë s ¯
Solution
Ê w2 ˆ
Let F (s) = log Á 1 + 2 ˜
Ë s ¯
Ê s2 + w 2 ˆ
= log Á ˜
Ë s2 ¯
= log (s2 + w 2 ) - log s2
2s 2s
F ¢( s) = -
s +w
2
s2 2

2s 2
= 2 -
s +w 2 s
1
L-1 {F (s)} = - L-1 {F ¢(s)}
t
ÔÏ Ê w ˆ Ô¸ 2 1 -1 Ï 2 s 2¸
L-1 Ìlog Á 1 + ˜ ˝=- L Ì 2 - ˝
ÓÔ Ë s ¯ ˛Ô Ós +w
2 t 2 s˛
2 Ï s 1¸
= - L-1 Ì 2 - ˝
Ós +w
t 2 s˛
2
= - (cos w t - 1)
t
2
= (1 - cos w t )
t
5.136 Chapter 5 Laplace Transforms and Applications

Example 3
Ê 2 2ˆ
Find the inverse Laplace transform of log Á s + b ˜ .
Ë s2 + a 2 ¯
Solution
Ê s2 + b2 ˆ
F (s) = log Á
Let Ë s2 + a 2 ˜¯
= log (s2 + b2 ) - log (s2 + a 2 )
2s 2s
F ¢( s) = 2 2
-
s +b s + a2 2

1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï
Ô Ê s +b ˆÔ
2 2 ¸ 1 -1 Ï 2 s 2s ¸
L-1 Ìlog Á ˜ ˝=- L Ì 2 - 2 ˝
ÓÔ Ë s + a ¯ ˛Ô Ós + b s + a2 ˛
2 2 t 2

1
= - (2 cos bt - 2 cos at )
t
2
= (cos at - cos bt )
t

Example 4
s2 + a 2
Find the inverse Laplace transform of log .
( s + b )2
Solution
s2 + a 2
Let F (s) = log
( s + b )2
= log (s2 + a 2 ) - log (s + b)2
= log (s2 + a 2 ) - 2 log (s + b)
2s 2
F ¢( s) = 2 2
-
s +a s+b
1
L-1{F (s)} = - L-1{F′ (s)}
t
ÏÔ s + a ¸Ô
2 2
1 Ï 2s 2 ¸
L-1 Ìlog 2˝
= - L-1 Ì 2 - ˝
ÔÓ (s + b) Ô˛ t Ós + a
2 s+b˛
1
= - (2 cos at - 2e - bt )
t
5.13  Inverse Laplace Transform        5.137

2 - bt
= (e - cos at )
t

Example 5
s2 - a 2
Find the inverse Laplace transform of log .
s2
Solution
s2 - a 2
Let F (s) = log
s2

= log s2 - a 2 - log s2
1
= log (s2 - a 2 ) - log s
2
1 2s 1
F ¢( s) = -
2 s2 - a 2 s
1
L-1{F (s)} = - L-1{F ¢(s)}
t
ÏÔ s2 - a 2 ¸Ô 1 -1 Ï s 1¸
L-1 Ìlog ˝=- L Ì 2 - ˝
Ós - a
2 t 2 s˛
ÔÓ s Ô˛
1
= - (cosh at - 1)
t
1
= (1 - cosh at )
t

Example 6
s -1
Find the inverse Laplace transform of log .
s +1
Solution
s -1
Let F (s) = log
s +1
= log s - 1 - log s + 1
1 1
= log (s - 1) - log (s + 1)
2 2
1 1 1 1
F ¢( s) = -
2 s -1 2 s +1
5.138 Chapter 5 Laplace Transforms and Applications

1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï
Ô s -1 Ô¸ 1 -1 Ï 1 1 1 1 ¸
L-1 Ìlog ˝=- L Ì - ˝
ÓÔ s + 1 ˛Ô t Ó 2 s - 1 2 s +1˛
1Ê1 1 ˆ
= - Á et - e - t ˜
t Ë2 2 ¯
1
= - sinh t
t

Example 7
s2 + 1
Find the inverse Laplace transform of log .
s(s + 1)
Solution
s2 + 1
Let F (s) = log
s(s + 1)
1
= Èlog (s2 + 1) - log s - log (s + 1)˘˚

1 Ê 2s 1 1 ˆ
F ¢( s) = - -
2 ÁË s2 + 1 s s + 1˜¯
1
L-1{F (s)} = - L-1{F ¢(s)}
t
ÏÔ s2 + 1 ¸Ô 1 -1 1 Ï 2 s 1 1 ¸
L-1 Ìlog ˝=- L Ì 2 - - ˝
ÔÓ s ( s + 1) Ô˛ t 2 Ó s + 1 s s +1˛

1
=- (2 cos t - 1 - e - t )
2t

Example 8
Ê s2 + a 2 ˆ
Find the inverse Laplace transform of s log Á .
Ë s2 + b2 ˜¯
Solution
Ê s2 + a 2 ˆ
Let F (s) = log Á
Ë s2 + b2 ˜¯
= log (s2 + a 2 ) - log (s2 + b2 )
2s 2s
F ¢( s) = 2 2
-
s +a s + b2
2
5.13  Inverse Laplace Transform        5.139

1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï
Ô Ê s +a ˆÔ
2 2 ¸ 1 -1 Ï 2 s 2s ¸
L-1 Ìlog Á ˝=- L Ì 2 - 2 ˝
Ë 2˜¯ Ós + a s + b2 ˛
2
ÓÔ s + b ˛Ô
2 t
1
= - (2 cos at - 2 cos bt )
t
2
= (cos bt - cos at )
t
d È -1
L-1{s F (s)} = L {F (s)}˘˚
dt Î
ÏÔ Ê s2 + a 2 ˆ ¸Ô d È 2 ˘
L-1 Ìs log Á ˝= Í t (cos bt - cos at )˙
Ë 2˜¯
ÔÓ s + b ˛Ô
2 dt Î ˚
2b -2 cos bt 2 a sinn at 2 cos at
= (- sin bt ) + +
t t2 t t2
1È 2(cos bt - cos at ) ˘
= Í 2(a sin at - b sin bt ) - ˙
tÎ t ˚

Example 9
Find the inverse Laplace transform of tan−1 s.
Solution
Let F (s) = tan -1 s
1
F ¢( s) = 2
s +1
1
L {F (s)} = - L-1{F ¢(s)}
-1
t
1 Ï 1 ¸
L-1{tan -1 s} = - L-1 Ì 2 ˝
t Ó s + 1˛
1
= - sin t
t

Example 10
Ê s + aˆ
Find the inverse Laplace transform of tan -1 Á .
Ë b ˜¯
Solution
Ê s + aˆ
Let F (s) = tan -1 Á
Ë b ˜¯
5.140 Chapter 5 Laplace Transforms and Applications

1 1
F ¢( s) = 2

Ê s + aˆ b
1+ Á
Ë b ˜¯
b
=
( s + a )2 + b 2
1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï Ê s + aˆ¸ 1 -1 ÔÏ b Ô¸
L-1 Ìtan -1 Á ˜ ˝=- L Ì ˝
Ó Ë b ˛¯ t ÓÔ (s + a ) + b ˛Ô
2 2

1
= - e - at sin bt
t

Example 11
Ê 2ˆ
Find the inverse Laplace transform of tan -1 Á ˜ .
Ë s¯
Solution
Ê 2ˆ
Let F (s) = tan -1 Á ˜
Ë s¯
1 Ê 2ˆ
F ¢( s) = -
4 ÁË s2 ˜¯
1+ 2
s
2
=- 2
s +4
1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï 2¸ 1 Ï 2 ¸
L-1 Ìtan -1 ˝ = - L-1 Ì- 2 ˝
Ó s ˛ t Ó s +4˛
2 -1 Ï 1 ¸
= L Ì 2 ˝
t Ós + 4˛
2 1
= ◊ sin 2t
t 2
1
= sin 2t
t

Example 12
Ê 2ˆ
Find the inverse Laplace transform of tan -1 Á 2 ˜ .
Ës ¯
5.13  Inverse Laplace Transform        5.141

Solution
Ê 2ˆ
Let F (s) = tan -1 Á 2 ˜
Ës ¯
1 Ê 4ˆ
F ¢( s) = -
4 ÁË s3 ˜¯
1+ 4
s
4s
=- 4
s +4
1
L-1{F (s)} = - L-1{F ¢(s)}
t
Ï 2 ¸ 1 Ï 4s ¸
L-1 Ìtan -1 2 ˝ = - L-1 Ì- 4 ˝
Ó s ˛ t Ó s +4˛
4 -1 Ï s ¸
= L Ì 4 ˝
t Ós + 4˛
4 -1 ÔÏ s Ô¸
= L Ì 2 2˝
ÓÔ (s + 2) - (2 s) ˛Ô
t 2

4 1 -1 Ï 1 1 ¸
= ◊ L Ì 2 - 2 ˝
t 4 Ó s - 2s + 2 s + 2s + 2 ˛
1 -1 ÔÏ 1 1 ¸Ô
= L Ì - ˝
ÓÔ (s - 1) + 1 (s + 1) + 1 ˛Ô
t 2 2

1
= (et sin t - e - t sin t )
t
sin t t
= (e - e - t )
t
2
= sin t sinh t
t

Example 13
Find the inverse Laplace transform of cot–1 s.
Solution
Let F(s) = cot–1 s
1
F ¢( s) = - 2
s +1
1
L-1{F (s)} = - L-1{F ¢(s)}
t
5.142 Chapter 5 Laplace Transforms and Applications

1 Ï 1 ¸
L-1{cot -1 s} = - L-1 Ì- 2 ˝
t Ó s + 1˛
1
= sin t
t

Example 14
Ê kˆ
Find the inverse Laplace transform of cot -1 Á ˜ .
Ë s¯
Solution
Ê kˆ
Let F (s) = cot -1 Á ˜
Ë s¯
1 Ê kˆ k
F ¢( s) = - Á- ˜ =
k 2 Ë s2 ¯ s2 + k 2
1+ 2
s
1
L-1 {F (s)} = - L-1{F ¢(s)}
t
Ï Ê kˆ¸ 1 Ï k ¸
L-1 Ìcot -1 Á ˜ ˝ = - L-1 Ì 2 2˝
Ó Ë s ¯ ˛ t Ós + k ˛
1
= - sin kt
t

Example 15
Find the inverse Laplace transform of cot–1(s + 1).
Solution
Let F (s) = cot -1 (s + 1)
1
F ¢( s) = -
(s + 1)2 + 1
1
L-1{F (s)} = - L-1{F ¢(s)}
t
1 ÏÔ 1 ¸Ô
L-1{cot -1 (s + 1)} = - L-1 Ì- ˝
ÓÔ (s + 1) + 1 ˛Ô
t 2

1 -t
= e sin t
t
5.13  Inverse Laplace Transform        5.143

Example 16
Find the inverse Laplace transform of 2 tanh–1 s.
Solution
Let F (s) = 2 tanh -1 s
1 1+ s
= 2 ◊ log
2 1- s
= log (1 + s) - log (1 - s)
1 1
F ¢( s) = +
1+ s 1- s
1
L-1{F (s)} = - L-1{F ¢(s)}
t
1 Ï 1 1 ¸
L-1{2 tanh -1 s} = - L-1 Ì + ˝
t Ó1 + s 1 - s ˛
1
= - (e - t - e t )
t
2
= sinh t
t

exercIse 5.20
Find the inverse Laplace transforms of the following functions:
Ê a2 ˆ
1. log Á 1 + 2 ˜
Ë s ¯
È 2 ˘
Í Ans . : t (1 - cos at)˙
Î ˚
Ê 1ˆ
2. log Á 1 - 2 ˜
Ë s ¯
È 2 ˘
Í Ans . : t (1 - cosh t)˙
Î ˚
s2 - 4
3. log
(s - 3)2
È 2 3t ˘
Í Ans . : t (e - cosh2t)˙
Î ˚
s2 + 1
4. log
s2
È 1 ˘
Í Ans . : t (1 - cos t)˙
Î ˚
5.144 Chapter 5 Laplace Transforms and Applications

(s - 2)2
5. log
s2 + 1
È 2 2t ˘
Í Ans . : t (cos t - e )˙
Î ˚
1
Ê s2 - 4 ˆ 3
6. log Á 2 ˜
Ë s ¯
È 2 ˘
Í Ans . : 3t (1 - cosh2t)˙
Î ˚
1Ê 1ˆ
7. log s ÁË 1 + s 2 ˜¯
È t 2(1 - cos t) ˘
Í Ans . : Ú0 dt ˙
Î t ˚
1 s +1
8. log
s s+2
È te
-2t
- e -t ˘
Í Ans . : Ú0 dt ˙
Î t ˚
-1
9. tan (s + 1)
È 1 -t ˘
Í Ans . : - t e sin t ˙
Î ˚
Ê sˆ
10. tan-1 Á ˜
Ë 2¯
È 1 ˘
Í Ans . : - t sin2t ˙
Î ˚
11. cot (as)
-1

È 1 t˘
Í Ans . : t sin a ˙
Î ˚
-1 Ê 2 ˆ
12. cot Á 2 ˜
Ës ¯
È 2 ˘
Í Ans . : - 7 sin t sinh t ˙
Î ˚

5.13.8 Integration of Transforms

If L-1 {F (s)} = f (t ) then L-1 {F (s)} = t L-1 ÈÍ Ú F (s) ds ˘˙ .


Î s ˚
5.13  Inverse Laplace Transform        5.145

Example 1
1
Find the inverse Laplace transform of .
(s + 1)2
Solution
1
Let F ( s) =
(s + 1)2
• • 1
Ús F ( s ) ds = Ú
s (s + 1)2
ds


Ê 1 ˆ
= -Á
Ë s + 1˜¯ s

Ê 1 ˆ
= -Á0 -
Ë s + 1˜¯
1
=
s +1
L-1 {F (s)} = t L-1 ÈÍ Ú F (s) ds ˘˙

Î s ˚
Ï 1 ¸
= t L-1 Ì ˝
Ó s +1˛
= t e- t

Example 2
2
Find the inverse Laplace transform of .
(s - a )3
Solution
2
Let F ( s) =
(s - a )3
∞ ∞ 2
Ús F (s) ds = Ú
s (s - a )3
ds


1
=2-
2( s - a ) 2 s
1
=
( s - a )2
5.146 Chapter 5 Laplace Transforms and Applications

L-1 {F (s)} = t L-1 ÈÍ Ú F (s) ds ˘˙


Î s ˚
È 1 ˘
= t L-1 Í ˙
Î ( s - a )2 ˚
Ï1¸
= t e at L-1 Ì 2 ˝
Ós ˛
= t e at . t
= t 2 e at

Example 3
2s
Find the inverse Laplace transform of .
(s + 1)2
2
Solution
2s
Let F ( s) =
(s + 1)2
2

∞ • 2s
Ús F ( s ) ds = Ú
s (s2 + 1)2
ds


-1
=
s2 + 1 s
1
= 0+ 2
s +1
1
= 2
s +1
L {F (s)} = t L-1 ÈÍ Ú F (s) ds ˘˙
-1 •

Î s ˚
Ï 1 ¸
= t L-1 Ì 2 ˝
Ó s +1˛
= t sin t

Example 4
s
Find the inverse Laplace transform of 2 .
( s - a 2 )2
Solution
s
Let F ( s) =
( s - a 2 )2
2
5.13  Inverse Laplace Transform        5.147

∞ ∞ s
Ús F (s) ds = Ú
( s - a 2 )2
s 2
ds

1 ∞ 2s
= Ú ds
2 s ( s 2 - a 2 )2

1 Ê 1 ˆ
= -
2 ÁË s2 - a 2 ˜¯ s
1 1
=
2 s - a2
2

L-1{F (s)} = t L-1 ÈÍ Ú F (s) ds ˘˙


Î s ˚
Ï 1 1 ¸
= t L-1 Ì 2 ˝
Ó2 s - a ˛ 2

t 1
= sinh at
2 a
t
= sinh at
2a

exercIse 5.21
Find the inverse Laplace transforms of the following functions:
2s
1.
(s 2 - 4)2
È t ˘
Í Ans. : 2 sin h 2t ˙
Î ˚
s+2
2.
(s + 4 s + 5)2
2

È t -2t ˘
Í Ans. : 2 e sin t ˙
Î ˚
s
3.
s2 - a2
È t ˘
Í Ans. : 2a sinh at ˙
Î ˚

5.13.9 Partial Fraction Expansion


P ( s)
Any function F(s) can be written as , where P(s) and Q(s) are polynomials in s.
Q( s )
To perform partial fraction expansion, the degree of P(s) must be less than the degree
of Q(s). If not, P(s) must be divided by Q(s), so that the degree of P(s) becomes less
5.148 Chapter 5 Laplace Transforms and Applications

than that of Q(s). Assuming that the degree of P(s) is less than that of Q(s), four
possible cases arise depending upon the factors of Q(s).
Case I Factors are linear and distinct
P ( s)
F(s) =
(s + a )(s + b)
By partial fraction expansion,
A B
F(s) = +
s+a s+b
Case II Factors are linear and repeated
P ( s)
F(s) =
(s + a )(s + b)n
By partial fraction expansion,
A B B2 Bn
F(s) = + 1 + + .... +
s + a s + b ( s + b) 2
( s + b)n
Case III Factors are quadratic and distinct
P ( s)
F(s) =
(s + as + b)(s2 + cs + d )
2

By partial fraction expansion,


As + B Cs + D
F(s) = 2
+ 2
s + as + b s + cs + d
Case IV Factors are quadratic and repeated
P ( s)
F(s) =
(s2 + as + b)(s2 + cs + d )n
By partial fraction expansion,

As + B C1s + D1 C2 s + D2 Cn s + Dn
F(s) = + + + ... +
2
s + as + b 2
s + cs + d 2
(s + cs + d ) 2
(s + cs + d )n
2

Example 1
1
Find the inverse Laplace transform of . [Summer 2018]
(s + 1)(s + 2)
Solution
1
Let F ( s) =
(s + 1)(s + 2)
5.13  Inverse Laplace Transform        5.149

By partial fraction expansion,


A B
F ( s) = +
s +1 s + 2
1 = A(s + 2) + B(s + 1)
Putting s = − 1 in Eq. (1),
A =1
Putting s = − 2 in Eq. (2),
1 = B ( −1)
B = −1
1 1
F ( s) = -
s +1 s + 2
Ï 1 ¸ -1 Ï 1 ¸
L-1 {F (s)} = L-1 Ì ˝- L Ì ˝
Ó s +1˛ Ós + 2˛
= e - t - e -2 t

Example 2
1
Find the inverse Laplace transform of . [Summer 2015]
(s - 2)(s + 3)

Solution
1
Let F(s) =
(s - 2)(s + 3)
By partial-fraction expansion,
A B
F ( s) = +
s-2 s+3
1 = A(s + 3) + B(s – 2) ...(1)
Putting s = 2 in Eq. (1),
1
A=
5
Putting s = –3 in Eq. (1),
1
B=-
5
1 1 1 1
F ( s) = ◊ - ◊
5 s-2 5 s+3
5.150 Chapter 5 Laplace Transforms and Applications

1 -1 Ï 1 ¸ 1 -1 Ï 1 ¸
L-1{F (s)} = L Ì ˝- L Ì ˝
5 Ós - 2˛ 5 Ó s + 3˛
1 2 t 1 -3t
= e - e
5 5

Example 3
1
Find the inverse Laplace transform of .
(s + 2 ) (s - 3 )
[Summer 2016]
Solution
1
Let f ( s) =
(s + 2 ) (s - 3 )
By partial fractional expansion,
A B
F ( s) = +
(s + 2 ) (s - 3 )

1 = A(s - 3 ) + B(s + 2 ) ...(1)

Putting s = - 2 in Eq. (1),

1 = A(- 2 - 3 )

1
A=-
( 3 + 2)

Putting s = 3 in Eq.(1) ,

1 = B( 3 + 2 )

1
B=
( 3 + 2)

1 È 1 1 ˘
F ( s) = Í- + ˙
( 3 + 2 ) Î (s + 2 ) (s - 3 ) ˚

1 È -1 ÔÏ 1 1 Ô¸˘
L-1{F (s)} = Í L Ì- + ˝˙
3 + 2 ÍÎ ÔÓ (s + 2 ) (s - 3 ) Ô˛˙˚

1 2t 3t
= [- e- +e ]
3+ 2
5.13  Inverse Laplace Transform        5.151

3t 2t
e - e-
=
3+ 2

Example 4
s+2
Find the inverse Laplace transform of .
s(s + 1)(s + 3)

Solution
s+2
Let F(s) =
s(s + 1)(s + 3)
By partial fraction expansion,
A B C
F(s) = + +
s s +1 s + 3
s + 2 = A(s + 1)(s + 3) + Bs(s + 3) + Cs(s +1) … (1)
Putting s = 0 in Eq. (1),
2 = 3A
2
A=
3
Putting s = –1 in Eq. (1),
1 = B(–1)(2)
1
B= -
2
Putting s = –3 in Eq. (1),
–1 = C(–3) (–2)
1
C= -
6
2 1 1 1 1 1
F(s) = ◊ - ◊ - ◊
3 s 2 s +1 6 s + 3

2 -1 Ï 1 ¸ 1 -1 Ï 1 ¸ 1 -1 Ï 1 ¸
L–1{F(s)} = L Ì ˝- L Ì ˝- L Ì ˝
3 Ós˛ 2 Ó s +1˛ 6 Ós +3˛

2 1 - t 1 -3t
= - e - e
3 2 6
5.152 Chapter 5 Laplace Transforms and Applications

Example 5
3s 2 + 2
Find the inverse Laplace transform of .
(s + 1)(s + 2) (s + 3)
[Winter 2014]
Solution
3s2 + 2
Let F(s) =
(s + 1) (s + 2) (s + 3)
By partial fraction expansion,
A B C
F(s) = + +
s +1 s + 2 s + 3
3s2 + 2 = A (s + 2) (s + 3) + B(s + 1)(s + 3) + C(s + 1) (s + 2) ...(1)
Putting s = –1 in Eq. (1),
5 = 2A
5
A=
2
Putting s = –2 in Eq. (1),
14 = –B
B = –14
Putting s = –3 in Eq. (1),
29 = 2C
29
C=
2
5 1 1 29 1
F ( s) = ◊ - 14 ◊ + ◊
2 s+1 s+2 2 s+3
5 -1 Ï 1 ¸ -1 Ï 1 ¸ 29 -1 Ï 1 ¸
L-1{F (s)} = L Ì ˝ - 14 L Ì ˝+ L Ì ˝
2 Ó s + 1˛ Ós + 2˛ 2 Ós + 3˛
5 -t 29 -3t
= e - 14e -2 t + e
2 2

Example 6
s+2
Find the inverse Laplace transform of 2
.
s (s + 3)
Solution
s+2
Let F(s) = 2
s (s + 3)
5.13  Inverse Laplace Transform        5.153

By partial fraction expansion,


A B C
F(s) = + 2+
s s s+3
s + 2 = As(s + 3) + B(s + 3) + C s2 … (1)
Putting s = 0 in Eq. (1),
2 = 3B
2
B=
3
Putting s = –3 in Eq. (1),
–1 = 9C
1
C= -
9
Equating the coefficients of s2,
0=A+C
1
A=
9
1 1 2 1 1 1
F(s) = ◊ + ◊ 2 - ◊
9 s 3 s 9 s+3
1 -1 Ï 1 ¸ 2 -1 Ï 1 ¸ 1 -1 Ï 1 ¸
L–1{F(s)} = L Ì ˝+ L Ì 2 ˝- L Ì ˝
9 Ós˛ 3 Ós ˛ 9 Ós +3˛
1 2 1
= + t - e -3t
9 3 9

Example 7
s
Find the inverse Laplace transform of . [Winter 2014]
(s + 1) (s - 1)2
Solution
s
Let F(s) =
(s + 1) (s - 1)2
By partial fraction expansion,
A B C
F(s) = + +
s + 1 s - 1 (s - 1)2
s = A(s – 1)2 + B(s +1)(s – 1) + C(s + 1) ...(1)
Putting s = –1 in Eq. (1),
–1 = 4 A
1
A= -
4
5.154 Chapter 5 Laplace Transforms and Applications

Putting s = 1 in Eq. (1),


1=2C
1
C=
2
Putting s = 0 in Eq. (1),
0=A–B+C
1 1 1
B = A+C =- + =
4 2 4
1 1 1 1 1 1
F(s) = - ◊ + ◊ + ◊
4 s + 1 4 s - 1 2 (s - 1)2
1 -1 Ï 1 ¸ 1 -1 Ï 1 ¸ 1 -1 ÏÔ 1 ¸Ô
L-1{F (s)} = - L Ì ˝+ L Ì ˝+ L Ì 2˝
4 Ó s + 1˛ 4 Ó s -1˛ 2 ÔÓ (s - 1) Ô˛
1 1 1
= - e - t + et + tet
4 4 2

Example 8
5s2 - 15s - 11
Find the inverse Laplace transform of .
(s + 1)(s - 2)2
Solution
5s2 - 15s - 11
Let F(s) =
(s + 1)(s - 2)2
By partial fraction expansion,
A B C
F(s) = + +
s + 1 s - 2 (s - 2)2
5s2 – 15s – 11 = A(s – 2)2 + B(s + 1) (s – 2) + C(s + 1) … (1)
Putting s = –1 in Eq. (1),
9=9A
A=1
Putting s = 2 in Eq. (1),
–21 = 3C
C = –7
Equating the coefficients of s2,
5=A+B
B=4
1 4 7
F(s) = + -
s + 1 s - 2 (s - 2)2
5.13  Inverse Laplace Transform        5.155

-1 Ï 1 ¸ -1 Ï 1 ¸ -1 Ï
Ô 1 ¸Ô
L–1{F(s)} = L Ì ˝+4L Ì ˝ - 7L Ì 2˝
Ó s +1˛ Ós - 2˛ ÔÓ (s - 2) Ô˛
= e–t + 4e2t – 7 te2t

Example 9
s+2
Find the inverse Laplace transform of .
(s + 3)(s + 1)3
Solution
s+2
Let F(s) =
(s + 3)(s + 1)3
By partial fraction expansion,
A B C D
F(s) = + + 2
+
s + 3 s + 1 (s + 1) (s + 1)3
s + 2 = A(s + 1)3 + B(s + 3) (s + 1)2 + C(s + 3) (s + 1) + D(s + 3) ... (1)
Putting s = –3 in Eq. (1),
–1 = –8A
1
A=
8
Putting s = –1 in Eq. (1),
1 = 2D
1
D=
2
Equating the coefficients of s3,
0=A+B
1
B= -
8
Equating the coefficients of s2,
0 = 3A + 5B + C
3 5 1
C= - + =
8 8 4
1 1 1 1 1 1 1 1
F(s) = ◊ - ◊ + ◊ + ◊
8 s + 3 8 s + 1 4 (s + 1)2 2 (s + 1)3
1 -1 Ï 1 ¸ 1 -1 Ï 1 ¸ 1 -1 ÏÔ 1 Ô¸ 1 -1 ÔÏ 1 Ô¸
L–1{F(s)} = L Ì ˝- L Ì ˝+ L Ì 2˝
+ L Ì 3˝
8 Ós + 3˛ 8 Ó s +1˛ 4 ÔÓ (s + 1) Ô˛ 2 ÔÓ (s + 1) Ô˛
5.156 Chapter 5 Laplace Transforms and Applications

1 -3t 1 - t 1 - t 1 t 2 - t
= e - e + t e + ◊ ◊e
8 8 4 2 2
1
= ÈÎe -3t + (2t 2 + 2t - 1)e - t ˘˚
8

Example 10
3 2
Find the inverse Laplace transform of s + 6 s + 14 s .
(s + 2)4
Solution
s3 + 6 s2 + 14 s
Let F(s) =
(s + 2)4
By partial fraction expansion,
A B C D
F(s) = + + +
2 3
s + 2 (s + 2) (s + 2) (s + 2)4
s3 + 6s2 + 14s = A(s + 2)3 + B(s + 2)2 + C(s + 2) + D
= As3 + (6A + B)s2 + (12A + 4B + C)s + (8A + 4B + 2C + D) ... (1)
Equating the coefficients of s3,
A=1
Equating the coefficients of s2,
6 = 6A + B
B=0
Equating the coefficients of s,
14 = 12A + 4B + C
C = 14 – 12 – 0 = 2
Equating the coefficients of s0,
0 = 8A + 4B + 2C + D
D = – 8 – 0 – 4 = –12
1 2 12
F(s) = + -
s + 2 (s + 2)3 (s + 2)4

-1 Ï 1 ¸ -1 ÏÔ 1 Ô¸ -1 ÔÏ 1 Ô¸
L–1{F(s)} = L Ì ˝ + 2L Ì ˝ - 12 L Ì 4˝
Ós + 2˛ ÓÔ (s + 2) Ô˛ ÓÔ (s + 2) ˛Ô
3

-2 t t 2 -2 t t3
= e + 2◊ ◊ e - 12 ◊ ◊ e -2 t
2 6
= e–2t (1 + t2 – 2t3)
5.13  Inverse Laplace Transform        5.157

Example 11
s2 + 1
Find the inverse Laplace transform of .
(s + 1)(s - 2)2

Solution
s2 + 1
Let F ( s) =
(s + 1)(s - 2)2
By partial fraction expansion,
A B C
F ( s) = + +
s + 1 s - 2 ( s - 2 )2
s2 + 1 = A(s − 2)2 + B(s + 1) (s − 2) + C(s + 1) …(1)
Putting s = −1 in Eq. (1),
2 = 9A
2
A=
9
Putting s = 2 in Eq. (1),
5 = 3C
5
C=
3
Equating the coefficients of s2,
1= A+ B
7
B=
9
2 1 7 1 5 1
F ( s) = . + ◊ + ◊
9 s + 1 9 s - 2 3 ( s - 2 )2
2 -1 Ï 1 ¸ 7 -1 Ï 1 ¸ 5 -1 ÔÏ 1 ¸Ô
L-1{F (s)} = L Ì ˝+ L Ì ˝+ L Ì 2˝
9 Ó s +1˛ 9 Ós - 2˛ 3 ÓÔ (s - 2) ˛Ô
2 - t 7 2 t 5 2 t -1 Ï 1 ¸
= e + e + e L Ì 2˝
9 9 3 Ós ˛
2 -t 7 2t 5 2t
= e + e + te
9 9 3
5.158 Chapter 5 Laplace Transforms and Applications

Example 12
1
Find the inverse Laplace transform of .
(s + 1)(s2 + 1)
Solution
1
Let F ( s) =
(s + 1)(s2 + 1)
By partial fraction expansion,
A Bs + C
F ( s) = +
s + 1 s2 + 1
1 = A (s2 + 1) + (Bs + C) (s + 1) …(1)
Putting s = −1, in Eq. (1),
1 = 2A
1
A=
2
Equating the coefficients of s2,
0 = A+ B
1
B=-
2
Equating the coefficients of s,
0 = B+C
1
C=
2
1 1 1 s 1 1
F ( s) = . - ◊ 2 + . 2
2 s +1 2 s +1 2 s +1
1 -1 Ï 1 ¸ 1 -1 Ï s ¸ 1 -1 Ï 1 ¸
L-1{F (s)} = L Ì ˝- L Ì 2 ˝+ L Ì 2 ˝
2 Ó s +1˛ 2 Ó s +1˛ 2 Ó s +1˛
1 1 1
= e - t - cos t + siin t
2 2 2
1
= (e - t - cos t + sin t )
2

Example 13
Find the inverse Laplace transform of 3s + 1
.
(s + 1)(s2 + 2)
5.13  Inverse Laplace Transform        5.159

Solution
3s + 1
Let F(s) =
(s + 1)(s2 + 2)
By partial fraction expansion,
A Bs + C
F(s) = + 2
s +1 s + 2
3s + 1 = A(s2 + 2) + (Bs + C) (s + 1) ... (1)
Putting s = –1 in Eq. (1),
–2 = 3A
2
A= -
3
Equating the coefficients of s2,
0=A+B
2
B= -
3
Equating the coefficients of s0,
1 = 2A + C
4 7
C = 1+ =
3 3
2 1 2 s 7 1
F(s) = - ◊ + ◊ + ◊
3 s + 1 3 s2 + 2 3 s2 + 2
2 -1 Ï 1 ¸ 2 -1 Ï s ¸ 7 -1 Ï 1 ¸
L–1{F(s)} = - L Ì ˝+ L Ì 2 ˝+ L Ì 2 ˝
3 Ó s +1˛ 3 Ós + 2˛ 3 Ós + 2˛
2 2 7
= - e - t + cos 2 t + sin 2 t
3 3 3 2

Example 14
s+4
Find the inverse Laplace transform of .
s (s - 1)(s2 + 4)

Solution
s+4
Let F(s) =
s(s - 1)(s2 + 4)
By partial fraction expansion,
A B Cs + D
F(s) = + + 2
s s -1 s + 4
5.160 Chapter 5 Laplace Transforms and Applications

s + 4 = A(s – 1)(s2 + 4) + Bs(s2 + 4) + (Cs + D) s(s – 1) … (1)


Putting s = 0 in Eq. (1),
4 = –4A
A = –1
Putting s = 1 in Eq. (1),
5 = 5B
B=1
Equating the coefficients of s3,
0=A+B+C
C=1–1=0
Equating the coefficients of s,
1 = 4A + 4B – D
D = –4 + 4 – 1 = –1
1 1 1
F(s) = - + -
s s + 1 s2 + 4
-1 Ï 1 ¸ -1 Ï 1 ¸ -1 Ï 1 ¸
L−1{F(s)} = - L Ì ˝ + L Ì ˝- L Ì 2 ˝
Ós˛ Ó s + 1˛ Ós + 4˛
1
= –1 + et – sin 2t
2

Example 15
1
Find the inverse Laplace transform of 4
. [Summer 2016]
s - 81

Solution
1 1
Let F ( s) = = 2
s - 81 (s - 9)(s2 + 9)
4

1
=
(s - 3) (s + 3) (s2 + 9)
By partial fraction expansion,
A B Cs + D
F ( s) = + +
s - 3 s + 3 s2 + 9

1 = A(s + 3) (s2 + 9) + B(s - 3)(s2 + 9) + (Cs + D)(s2 - 9) ...(1)


Putting s = 3 in Eq. (1),
1 = 6A (18)
5.13  Inverse Laplace Transform        5.161

1
A=
108
Putting s = – 3 in Eq. (1),
1 = (–6) B (18)
1
B=-
108
Putting s = 0 in Eq. (1),
1= 27A – 27B – 9D
1 1 1 1
9D = 27A – 27B – 1 = + -1= -1= -
4 4 2 2
1
D=-
18
Equating the coefficient of s3 from Eq. (1),
A+B+C=0
1 1
- +C =0
108 108
C=0
1 1 Ê 1 ˆ 1 Ê 1ˆ 1
F ( s) = + Á- ˜¯ + Á- ˜ 2
108 s - 3 Ë 108 s + 3 Ë 18 ¯ s + 9

1 -1 Ï 1 ¸ 1 -1 Ï 1 ¸ 1 -1 ÔÏ 1 Ô¸
L-1{F (s)} = L Ì ˝- L Ì ˝- L Ì 2 ˝
108 Ó s - 3 ˛ 108 Ó s + 3 ˛ 18 ÔÓ s + 9 Ô˛
1 3t 1 -3t 1
= e - e - sin 3t
108 108 54

Example 16
s
Find the inverse Laplace transform of .
(s + 1)(s2 + 4)
2

Solution
s
Let F(s) =
(s + 1)(s2 + 4)
2

s È s2 + 4 - s2 - 1 ˘
= Í ˙
3 ÍÎ (s2 + 1)(s2 + 4) ˙˚
5.162 Chapter 5 Laplace Transforms and Applications

1È s s ˘
- 2
3 Î s + 1 s + 4 ˙˚
Í
= 2

1 È -1 Ï s ¸ -1 Ï s ¸˘
L–1{F(s)}= ÍL Ì ˝- L Ì 2 ˝˙
3 Î Ó s2 + 1 ˛ Ó s + 4 ˛˚
1
= (cos t - cos 2t )
3

Example 17
s3
Find the inverse Laplace transform of . [Summer 2018]
s4 - a 4
Solution
s3
Let F(s) =
s4 - a 4
s3
=
(s2 + a 2 ) (s2 - a 2 )
s È (s2 + a 2 ) + (s2 - a 2 ) ˘
= Í ˙
2 ÎÍ (s2 + a 2 ) (s2 - a 2 ) ˚˙

sÈ 1 1 ˘
= +
2 ÍÎ s2 - a 2 s2 + a 2 ˙˚
1È s s ˘
= Í + 2 ˙
2 Îs - a
2 2
s + a2 ˚

1 È -1 Ï s ¸ -1 Ï s ¸˘
L–1{F(s)} = ÍL Ì ˝+ L Ì 2 2 ˝˙
2 Î Ó s2 - a 2 ˛ Ó s + a ˛˚

1
=
2
[cosh at + cos at ]

Example 18
s2
Find the inverse Laplace transform of .
(s2 + a 2 )(s2 + b2 )
Solution
s2
Let F(s) =
(s2 + a 2 ) (s2 + b2 )
5.13  Inverse Laplace Transform        5.163

Let s2 = x
x
G(x) =
( x + a ) ( x + b2 )
2

By partial fraction expansion,


A B
G(x) = 2
+
x+a x + b2
x = A(x + b2) + B(x + a2) … (1)

Putting x = –a2 in Eq. (1),


–a2 = A (–a2 + b2)
a2
A=
a 2 - b2
Putting x = – b2 in Eq. (1),

– b2 = B (– b2 + a2)

b2
B= -
a 2 - b2
a2 1 b2 1
G(x) = 2 2 2
-
a -b x+a a - b x + b2
2 2

a2 1 b2 1
F(s) = -
a 2 - b2 s2 + a 2 a 2 - b2 s2 + b2

a2 -1 Ï 1 ¸ b2 Ï 1 ¸
L–1{F(s)} = L Ì 2 2˝
- L-1 Ì 2 2˝
a 2 - b2 Ó s + a ˛ a 2
- b 2
Ós + b ˛

a2
1 b2 1
= 2 2 a
sin at - 2 2 b
sin bt
a -b a -b

1
= (a sin at – b sin bt)
a - b2
2

Example 19
2s2 - 1
Find the inverse Laplace transform of .
(s2 + 1) (s2 + 4)
[Winter 2016]
5.164 Chapter 5 Laplace Transforms and Applications

Solution
2s2 - 1
Let F ( s) =
(s + 1) (s2 + 4)
2

Let s2 = x
2x -1
G( x ) =
( x + 1) ( x + 4)
By partial fraction expansion,
A B
G( x ) = +
x +1 x + 4
2x – 1 = A(x + 4) + B(x + 1) ...(1)
Putting x = –1 in Eq. (1),
–3 = 3A
A = –1
Putting x = – 4 in Eq. (1),
– 9 = B(–3)
B=3
1 3
G( x ) = - +
x +1 x + 4
1 3
F (s) = - 2 +
s + 1 s2 + 4

ÏÔ 1 ¸Ô -1 Ï
Ô 1 ¸Ô
L-1{F (s)} = - L-1 Ì 2 ˝+3L Ì 2 ˝
ÓÔ s + 1 ˛Ô ÓÔ s + 4 ˛Ô
3
= - sin t + sin 2t
2

Example 20
5s + 3
Find the inverse Laplace transform of .
(s - 1)(s2 + 2 s + 5)
[Summer 2014]
Solution
5s + 3
Let F(s) =
(s - 1)(s2 + 2 s + 5)
5.13  Inverse Laplace Transform        5.165

By partial fraction expansion,


A Bs + C
F(s) = +
s - 1 s2 + 2s + 5
5s + 3 = A(s2 + 2s + 5) + (Bs + C) (s – 1)
= s2(A+ B) + s(2A – B + C) + (5A – C)
Equating the coefficients of s2, s and s0,
A+B=0
2A – B + C = 5
5A – C = 3
Solving these equations,
A = 1, B = –1, C = 2
1 -s + 2
F(s) = +
s - 1 s2 + 2s + 5
1 s +1- 3
= -
s - 1 (s + 1)2 + 22
1 s +1 3
= - 2 2
+
s - 1 (s + 1) + 2 (s + 1)2 + 22
Ï 1 ¸ Ï
-1 Ô s +1 ¸Ô ÔÏ 1 Ô¸
L–1{F(s)} = L-1 Ì ˝-L Ì 2˝
+ 3L-1 Ì 2˝
Ó s - 1 ˛ ÓÔ (s + 1) + 2 Ô˛
2
ÓÔ (s + 1) + 2 ˛Ô
2

3 -t
= et - e - t cos 2t + e sin 2t
2

Example 21
s2 + 2s + 3
Find the inverse Laplace transform of .
(s2 + 2 s + 5)(s2 + 2 s + 2)

Solution
s2 + 2s + 3
Let F(s) =
(s2 + 2 s + 5) (s2 + 2 s + 2)
2
Let s + 2s = x
x+3
G(x) =
( x + 5) ( x + 2)
By partial fraction expansion,
A B
G(x) = +
x+5 x+2
x + 3 = A(x + 2) + B(x + 5) … (1)
Putting x = –5 in Eq. (1),
–2 = –3A
5.166 Chapter 5 Laplace Transforms and Applications

2
A=
3
Putting x = –2 in Eq. (1),
1 = 3B
1
B=
3
2 1 1 1
G(x) = ⋅ + ⋅
3 x+5 3 x+2
2 1 1 1
F(s) = ⋅ + ⋅
3 (s2 + 2 s + 5) 3 (s2 + 2 s + 2)

2 1 1 1
= ⋅ + ⋅
3 (s + 1) + 4 3 (s + 1)2 + 1
2

2 -1 ÏÔ 1 ¸Ô 1 -1 ÏÔ 1 ¸Ô
L–1{F(s)} = L Ì ˝+ L Ì ˝
ÓÔ (s + 1) + 4 Ô˛ 3 ÓÔ (s + 1) + 1 ˛Ô
3 2 2

2 -t 1 1
= e ◊ sin 2t + e - t sin t
3 2 3
1 -t
= e (sin 2t + sin t )
3

Example 22
s+2
Find the inverse Laplace transform of .
(s + 4 s + 8)(s2 + 4 s + 13)
2

Solution
s+2
Let F ( s) =
(s + 4 s + 8) (s2 + 4s + 13)
2

s+2 È s2 + 4 s + 13 - s2 - 4s - 8 ˘
= Í 2 2 ˙
5 ÍÎ (s + 4s + 8) (s + 4s + 13) ˙˚

1 È s+2 s+2 ˘
= - 2
5 Î s + 4 s + 8 s + 4 s + 13 ˙˚
Í 2

1 È s+2 s+2 ˘
= Í - ˙
5 Î (s + 2) + 4 (s + 2)2 + 9 ˚
2
5.13  Inverse Laplace Transform        5.167

1 È -1 ÔÏ s + 2 ¸Ô -1 ÔÏ s + 2 Ô¸˘
L-1{F (s)} = ÍL Ì ˝- L Ì ˝˙
5 ÍÎ ÓÔ (s + 2)2 + 4 ˛Ô ÓÔ (s + 2) + 9 ˛Ô˙˚
2

1 È -2 t -1 Ï s ¸ -2 t -1 Ï s ¸˘
= Íe L Ì 2 ˝-e L Ì 2 ˝˙
5Î Ós + 4˛ Ó s + 9 ˛˚
1 È -2 t
= e cos 2t - e -2 t cos 3t ˘˚

e -2 t
= (cos 2t - cos 3t )
5

Example 23
s
Find the inverse Laplace transform of . [Winter 2013]
s + 4a 4
4

Solution
s
Let F ( s) =
s + 4a 4
4

s
=
(s 4 + 4a 2 s2 + 4a 4 ) - 4a 2 s2
s
=
(s2 + 2 a 2 )2 - (2 as)2
s
=
(s2 + 2 as + 2 a 2 )(s2 - 2 as + 2 a 2 )

1 È s2 + 2 as + 2a 2 - s2 + 2as - 2 a 2 ˘
= Í ˙
4 a ÍÎ (s2 + 2as + 2 a 2 )(s2 - 2 as + 2 a 2 ) ˙˚
1 È 1 1 ˘
= Í - 2 ˙
4 a Î s - 2 as + 2 a
2 2
s + 2 as + 2 a ˚
2

1 È 1 1 ˘
= Í - ˙
4a Î (s - a) + a
2 2
(s + a ) + a ˚
2 2

1 È -1 ÏÔ 1 Ô¸ Ï
-1 Ô 1 Ô¸˘
L-1{F (s)} = ÍL Ì ˝-L Ì ˝˙
4 a ÍÎ ÔÓ (s - a ) + a Ô˛
2 2
ÔÓ (s + a ) + a Ô˛˙˚
2 2

1 È at -1 Ï 1 ¸ - at -1 Ï 1 ¸˘
= Íe L Ì 2 ˝-e L Ì 2 2 ˝˙
Ós + a ˛ Ó s + a ˛˚
4a Î 2
5.168 Chapter 5 Laplace Transforms and Applications

1 È at 1 1 ˘
= Í e ◊ sin at - e - at ◊ sin at ˙
4a Î a a ˚
1 Ê e at - e - at ˆ
= sin at Á ˜¯
2a Ë 2 2
1
= 2 sin at sinh at
2a

Example 24
s
Find the inverse Laplace transform of .
s + s2 + 1
4

Solution
s
Let F ( s) =
s + s2 + 1
4

s
=
s + 2s + 1 - s2
4 2

s
=
(s + 1)2 - s2
2

s
=
( s + 1 + s) ( s 2 + 1 - s)
2

1 È s2 + 1 + s - s2 - 1 + s ˘
= Í ˙
2 ÎÍ (s2 + 1 + s) (s2 + 1 - s) ˚˙

1È 1 1 ˘
= - 2
2 Î s + 1 - s s + 1 + s ˙˚
Í 2

È ˘
Í ˙
1Í 1 1 ˙
= Í 2
- 2 ˙
2 Ê
Í Á s - 1 ˆ˜ + 3 ÊÁ s + 1 ˆ˜ + 3 ˙
ÍÎ Ë 2¯ 4 Ë 2¯ 4 ˙˚

È Ï ¸ Ï ¸˘
Í Ô Ô Ô Ô˙
1Í Ô 1 Ô -1 Ô 1 Ô˙
L-1{F (s)} = Í L-1 Ì 2 ˝ - L Ì 2 ˝˙
2
Í ÔÊ s - 1ˆ + 3 Ô ÔÊ
+

+
3 Ô˙
ÍÎ ÔÓ ÁË 2 ˜¯ Ô ÁË 2 ˜¯
s
4 Ô˛ Ó 4 Ô˛˙˚
5.13  Inverse Laplace Transform        5.169

È Ï ¸ Ï ¸˘
1 Í 2 -1 Ô 1 Ô - 2 -1 Ô 1 Ô˙
t t
= Íe L Ì ˝-e L Ì ˝˙
2Í Ô s2 + 3 Ô Ô s 2 + 3 Ô˙
ÎÍ ÓÔ 4 ˛Ô ÓÔ 4 ˛Ô˚˙

1È 2 2 3 ˘
t t
3 - 2
= Í e sin t - e 2 sin t˙
2Í 3 2 3 2 ˙
Î ˚
Ê t - ˆ
t
2 3 Á e2 - e 2 ˜
sin t
3 2 Á 2 ˜
= ÁË ˜¯

2 3 t
= sin t sinh
3 2 2

Example 25
1
Find the inverse Laplace transform of .
3
s +1
Solution
1
Let F(s) = 3
s +1
1
=
(s + 1) (s2 - s + 1)
By partial fraction expansion,
A Bs + C
F ( s) = + 2
s +1 s - s +1
1 = A(s2 - s + 1) + ( Bs + C ) (s + 1) … (1)
Putting s = –1 in Eq. (1),
1 = 3A
1
A=
3
Equating the coefficients of s2,
0 = A+ B
1
B=-
3
Equating the coefficients of s,
0 = -A + B + C
5.170 Chapter 5 Laplace Transforms and Applications

2
C=
3
1 1 1 s 2 1
F ( s) = ◊ - ◊ 2 + ◊ 2
3 s +1 3 s - s +1 3 s - s +1
1 1 1 Ê s-2 ˆ
= -
3 s + 1 3 ÁË s2 - s + 1˜¯
È ˘
Í s- 1 - 3 ˙
=
1 1
-
1 Í 2 2 ˙
3 s +1 3 Í 2 ˙
Í ÊÁ s - 1 ˆ˜ + 3 ˙
ÍÎ Ë 2¯ 4 ˙˚
1 3
s-
1 1 1 2 1 2
= - + ◊
3 s +1 3 Ê 1ˆ
2
3 3 Ê 1ˆ
2
3
ÁË - + - +
2 ˜¯ ÁË 2 ˜¯
s s
4 4
Ï ¸ Ï ¸
Ô 1 Ô Ô Ô
s-
1 Ï 1 ¸ 1 -1 Ô Ô 1 -1 Ô 1 Ô
L-1{F (s)} = L-1 Ì ˝- L Ì
2
˝ + L Ì ˝
Ó s + 1˛ 3
3 2 2 2
ÔÊ 1ˆ 3Ô ÔÊ 1ˆ 3Ô
Ô ÁË s - 2 ˜¯ + 4 Ô Ô ÁË s - 2 ˜¯ + 4 Ô
Ó ˛ Ó ˛
Ï ¸ Ï ¸
1 -1 Ï 1 ¸ 1 2 -1 Ô s Ô 1 2 -1 Ô 1 Ô
t t
= L Ì ˝- e L Ì ˝+ e L Ì ˝
3 Ó s + 1˛ 3 Ô s2 + 3 Ô 2 Ô s2 + 3 Ô
ÓÔ 4 ˛Ô ÔÓ 4 ˛Ô
t t
1 -t 1 2 3 1 2 3
= e - e cos t + e2 sin t
3 3 2 2 3 2
t t
1 -t 1 2 3 1 2 3
= e - e cos t+ e sin t
3 3 2 3 2

Example 26 3 2
Find the inverse Laplace transform of s - 3s + 6 s - 4 .
(s2 - 2 s + 2)2
Solution
s3 - 3s2 + 6 s - 4
Let F ( s) =
(s2 - 2 s + 2)2
5.13  Inverse Laplace Transform        5.171

By partial fraction expansion,


As + B Cs + D
F ( s) = 2 +
(s - 2 s + 2) (s2 - 2 s + 2)2
s3 - 3s2 + 6 s - 4 = ( As + B) (s2 - 2 s + 2) + Cs + D
= As3 + s2 ( B - 2 A) + s(2 A - 2 B + C ) + 2 B + D
Equating the coefficients of s3,
A=1
Equating the coefficients of s2,
–3 = B – 2A
B = –3 + 2 = –1
Equating the coefficients of s,
6 = 2A – 2B + C
C=6–2–2=2
Equating the coefficients of s0,
–4 = 2B + D
D = –4 + 2 = –2
s -1 2s - 2
F ( s) = 2 + 2
(s - 2 s + 2) (s - 2 s + 2)2
s -1 2(s - 1)
= +
(s - 1) + 1
2
È(s - 1)2 + 1˘
2
Î ˚
Ï ¸
-1 -1 Ï
Ô s -1¸Ô -1 Ô s -1 Ô
L {F (s)} = L Ì ˝+2 L Ì 2˝
ÔÓ (s - 1) + 1 Ô˛
2
Ô È(s - 1)2 + 1˘ Ô
Ó Î ˚ ˛
Ï s ¸ t -1 ÏÔ s ¸Ô
= et L-1 Ì 2 ˝ + 2e L Ì 2 2˝
Ó s + 1˛ ÔÓ (s + 1) Ô˛
t
= et cos t + 2et sin t
2
= et (cos t + t sin t )

exercIse 5.22
Find the inverse Laplace transforms of the following functions:
2s 2 - 4
1.
(s + 1) (s - 2) (s - 3)
È 1 -t 4 2t 7 3t ˘
Í Ans.: - 6 e - 3 e + 2 e ˙
Î ˚
5.172 Chapter 5 Laplace Transforms and Applications

s+2
2. 2
s (s + 3)
È 1 -3t ˘
Í Ans.: 9 (1 + 6t - e )˙
Î ˚
1
3.
s(s + 1)2
ÈÎ Ans.: 1 - e -t - te -t ˘˚
1
4.
s (s + 3)2
2

È 1 -3t 2 -3t ˘
Í Ans.: 27 (-2 + 3t + 2e + 3t e )˙
Î ˚
s2
5.
(s + 4)3
ÈÎ Ans.: e -4t (1 - 8t + 8t 2 )˘˚
1
6.
(s - 2)4 (s + 3)

È e 2t Ê t 3 3 6 6 ˆ 1 -3t ˘
Í Ans.: Á - t2 + t- ˜ + e ˙
ÍÎ 6 Ë 5 25 125 625 ¯ 625 ˙˚

5s 2 - 7 s + 17
7.
(s - 1) (s 2 + 4)
È 5 ˘
Í Ans.: 3e + 2 cos 2t - 2 sin2t ˙
t

Î ˚
2s 3 - s 2 - 1
8.
(s + 1)2 (s 2 + 1)2
È 1 1 -t ˘
Í Ans.: 2 sin t + 2 t cos t - te ˙
Î ˚
1
9. 3
s (s - 1)
È t2 -t ˘
Í Ans.: 1 - t + - e ˙
Î 2 ˚
s
10.
(s + 1) (s 2 + 1)
2

È 1 -t ˘
Í Ans.: 2 (sin t - te )˙
Î ˚
5.14  Convolution Theorem        5.173

5s + 3
11.
(s - 1) (s 2 + 2s + 5)
È -t 3 -t ˘
Í Ans . : e - e cos 2t + 2 e sin2t ˙
t

Î ˚
s
12.
(s 2 - 2s + 2) (s 2 + 2s + 2)
È 1 ˘
Í Ans . : 2 sin t sinh t ˙
Î ˚
10
13.
s(s 2 - 2s + 5)
ÈÎ Ans . : 2 - et (2 cos 2t - sin2t)˘˚

s 2 + 8s + 27
14.
(s + 1) (s 2 + 4 s + 13)
ÈÎ Ans . : 2e -t + e -2t (sin3t - cos3t)˘˚
2s - 1
15.
s4 + s2 + 1
È 1 t 3 3 21 3 1 -1 3 5 - 21 3 ˘
Í Ans . : e 2 cos t+ e sin t - e 2 cos t- e sin t˙
ÍÎ 2 2 2 2 2 2 2 3 2 ˙˚

s
16.
s + 4a 4
4

È 1 ˘
Í Ans . : 2a 2 sin at sinh at ˙
Î ˚
s2
17.
s 4 + 4a 4
È 1 ˘
Í Ans . : 2a ÎÈsinh at cos at + cosh at sin at ˚˘˙
Î ˚

5.14 convoLutIon theorem

If L-1{F1 (s)} = f1 (t ) and L-1{F2 (s)} = f2 (t ) then


t
L-1{F1 (s) ◊ F2 (s)} = Ú f1 (u) f2 (t - u)du
0
t

where Ú f1 (u) f2 (t - u)du = f1 (t )* f2 (t )


0
f1(t)*f2(t) is called the convolution of f1(t) and f2(t).
5.174 Chapter 5 Laplace Transforms and Applications

Proof: F1 (s) ◊ F2 (s) = L{ f1 (t )} ◊ L{ f2 (t )}


• •
= Ú e - su f1 (u)du ◊ Ú e- sv f2 (v)dv
0 0
• • - s(u + v )
=Ú Ú e f1 (u) f2 (v)du dv
0 0

= Ú f1 (u) ÈÍ Ú e - s(u + v ) f2 (v)dv ˘˙ du


• •
0 Î 0 ˚
Putting u + v = t , dv = dt
When v = 0, t=u
When v Æ •, tÆ•

F1 (s) ◊ F2 (s) = Ú f1 (u) ÈÍ Ú e - st f2 (t - u)dt ˘˙ du


• •
0 Î u ˚
• • - st
=Ú Úu e f1 (u) f2 (t - u)dt du
0
The region of integration is bounded by the lines u = 0 and u = t (Fig. 5.12). To change
the order of integration, draw a vertical strip which starts from the line u = 0 and termi-
nates on the line u = t. Hence, u varies from 0 to t and t varies from 0 to •.
• t
F1 (s) ◊ F2 (s) = Ú e - st Ú0 f1 (u) f2 (t - u)du dt u
0

=L {Ú t
f (u) f2 (t
0 1
- u)du } u=
t
t
Hence, L-1{F1 (s) ◊ F2 (s)} = Ú f1 (u) f2 (t - u)du
0
Note: The convolution operation is commutative, i.e., O u=0 t

L {Ú
t
f (u) f2 (t
0 1 } {Ú
- u)du = L
t
f (t
0 1
- u) f2 (u)du} Fig. 5.12 Region of inte-
gration bounded
by line

Example 1
Evaluate t * et. [Summer 2015]
Solution
Let f (t) = t g(t) = et
t
f (t ) * g(t ) = Ú f (u)g(t - u) du
0
t
t * et = Ú u ◊ e(t - u ) du
0
t
= et Ú u e - u du
0
t
Ê -u ˆ Ê -u ˆ
= et u Á e ˜ - (1) Á e ˜
Ë -1 ¯ Ë 1 ¯ 0
5.14  Convolution Theorem        5.175

t
= et - u e - u - e - u 0

= e [-te - e + e0 ]
t -t -t

= - t - 1 + et

Example 2
State the convolution theorem and verify it for f(t) = t and g(t) = e2t.
[Winter 2015]
Solution
If L{f(t)} = F(s) and L{g(t)} = G(s) and L–1 {F(s)} = f(t) and L–1 {G(s} = g(t) then
t
L-1{F (s)G(s)} = Ú f (u) g(t - u) du = f (t ) * g(t )
0
t
f (t) * g(t) = Ú f (u) g(t - u)du
0
t
2(t - u )
= Úu e du
0
t
= e2 t Ú u e -2u du
0
t
Ê e -2u ˆ Ê e -2u ˆ
= e 2t
uÁ ˜ - (1) Á ˜
Ë -2 ¯ Ë 4 ¯ 0
t
u e -2u
= e2 t - e -2u -
2 4
0

È t e -2 t 1 ˘
= e2 t Í- e -2 t - + ˙
ÍÎ 2 4 4 ˙˚
t 1 1 2t
= - - + e
2 4 4
1 2t
= (e - 2t - 1)
4
5.176 Chapter 5 Laplace Transforms and Applications

ÏÔ e2 t - 2t - 1 ¸Ô
L{ f (t) * g(t)} = L Ì ˝
ÓÔ 4 ˛Ô
1 È 2t
= L{e } - 2 L{t} - L{1}˘˚

1Ê 1 2 1ˆ
= Á - 2- ˜
4Ë s-2 s s¯

1 È s 2 - 2( s - 2 ) - s ( s - 2 ) ˘
= Í ˙
4 ÍÎ s 2 ( s - 2) ˙˚
1 È s2 - 2s + 4 - s2 + 2s ˘
= Í ˙
4 ÍÎ s 2 ( s - 2) ˙˚
1È 4 ˘
= Í ˙
4 Î s 2 ( s - 2) ˚
1
= 2
s ( s - 2)
L{f(t)} ◊ L{g(t)} = L{t} ◊ L{e2t}
1 1
= 2

s s-2
1
= 2
s ( s - 2)
Hence, convolution theorem is verified.

Example 3
1
Find the inverse Laplace transform of .
(s + 2) (s - 1)
Solution
1
Let F (s) =
(s + 2) (s - 1)
1 1
Let F1 (s) = F2 (s) =
s+2 s -1
f1 (t ) = e -2 t f2 ( t ) = e t
By the convolution theorem,
t
L-1{F (s)} = Ú e -2u et - u du
0
5.14  Convolution Theorem        5.177

t
= et Ú e -3u du
0
t
e -3u
= et
-3
0
t
e
= (1 - e -3t )
3

Example 4
1
Find the inverse Laplace transform of 2
.
s (s + 5)
Solution
1
Let F (s) = 2
s (s + 5)
1 1
Let F1 (s) = 2
F2 (s) =
s s+5
f1 (t ) = t f2 (t ) = e -5t
By the convolution theorem,
t
L-1{F (s)} = Ú u e -5(t - u ) du
0
t
= Ú u e -5t + 5u du
0
t
= e -5t Ú u e5u du
0
t
e 5u e 5u
= e -5t u - (1)
5 25
0

È Ê e 5t e 5t ˆ Ê 1 ˆ˘
= e -5t ÍÁ t - ˜ - Á0 - ˜˙
ÍÎË 5 25 ¯ Ë 25 ¯ ˙˚
È e 5t e 5t 1˘
= e -5t Ít - + ˙
ÍÎ 5 25 25 ˙˚
t 1 e -5t
= - +
5 25 25
1 -5t
= (e + 5t - 1)
25

Example 5
1
Find the inverse Laplace transform of .
s (s + 1)2
2
5.178 Chapter 5 Laplace Transforms and Applications

Solution
1
Let F (s) =
s2 (s + 1)2
1 1
Let F1 (s) = F2 (s) =
(s + 1)2 s2
f1 (t ) = te - t f2 ( t ) = t
By the convolution theorem,
t
L-1{F (s)} = Ú ue - u (t - u) du
0
t
= Ú (ut - u2 )e - u du
0
t
= (ut - u2 ) (-e - u ) - (t - 2u) (e - u ) + (-2) (-e - u )
0

= te - t + 2e - t + t - 2

Example 6
Find the inverse Laplace transform of 1
.
(s - 2) (s + 2)2
Solution
1
Let F (s) =
(s - 2)(s + 2)2
1 1
Let F1 (s) = 2 F2 (s) =
(s + 2) s-2
f1 (t ) = te -2 t f2 ( t ) = e 2 t
By the convolution theorem,
t
L-1{F (s)} = Ú ue -2u e2(t - u ) du
0
t
= e2 t Ú ue -4u du
0
t
2t ue -4u e -4u
=e -
-4 16
0

È -te -4 t
e-4 t

= e2 t Í - + ˙
ÍÎ 4 16 16 ˙˚

e2 t te -2 t e -2 t
= - -
16 4 16
5.14  Convolution Theorem        5.179

1 2t
= (e - e -2 t - 4t e -2 t )
16

Example 7
Find the inverse Laplace transform of 1
.
(s - 2)4 (s + 3)
Solution
1
Let F (s) =
(s - 2)4 (s + 3)
1 1
Let F1 (s) = 4 F2 (s) =
(s - 2) s+3
t3
f1 (t ) = e2 t f2 (t ) = e -3t
6
By the convolution theorem,
t u3 -3(t - u )
L-1{F (s)} = Ú e2u e du
0 6
e -3t t 3 5u
=
6 Ú0 u e du
t
e -3t 3 e5u e 5u e 5u e 5u
= u - 3u2 + 6u -6
6 5 25 125 625
0

e -3tÈ3e 5t
e e 5t
e 6 ˘5t 5t
= Ít - 3t 2 + 6t -6 + ˙
6 ÍÎ 5 25 125 625 625 ˙˚

e -3t e2 t È t 3 3t 2 6t 6 ˘
= + Í - + - ˙
625 6 ÍÎ 5 25 125 625 ˙˚

Example 8
1
Find the inverse Laplace transform of 2
.
s(s + 4)
[Winter 2014; Summer 2015]
Solution
1
Let F (s) =
s(s2 + 4)
1 1
Let F1 (s) = 2 F2 (s) =
s +4 s
1
f1 (t ) = sin 2t f2 ( t ) = 1
2
5.180 Chapter 5 Laplace Transforms and Applications

By the convolution theorem,


t1
L-1{F (s)} = Ú sin 2u du
02
t
1 cos 2u
= -
2 2 0

1
= (1 - cos 2t )
4

Example 9 1
Find the inverse Laplace transform of .
s (s2 + 1)
2

Solution
1
Let F (s) =
s (s2 + 1)
2

1 1
Let F1 (s) = 2
F2 (s) =
s +1 s2
f1 (t ) = sin t f2 ( t ) = t
By the convolution theorem,
t
L-1{F (s)} = Ú sin u (t - u)du
0
t
= (t - u) (- cos u) - sin u 0
= t - sin t

Example 10
1
Find the inverse Laplace transform of .
(s + 1)(s2 + 1)
Solution
1
Let F (s) =
(s + 1)(s2 + 1)
1 1
Let F1 (s) = 2 F2 (s) =
s +1 s +1
f1 (t ) = sin t f 2 (t ) = e - t
By the convolution theorem,
t
L-1{F (s)} = Ú sin u e - (t - u ) du
0
5.14  Convolution Theorem        5.181

t
= Ú eu - t sin u du
0
t
-t eu
=e (sin u - cos u)
2
0
-t
e È t
= e (sin t - cos t ) + 1˘˚
2 Î
1 1
= (sin t - cos t ) + e - t
2 2

Example 11
s
Find the inverse Laplace transform of .
(s + 1)(s2 + 4)
2

Solution
s
Let F (s) =
(s + 1)(s2 + 4)
2

1 s
Let F1 (s) = 2
F2 (s) = 2
s +1 s +4
f1(t) = sin t f2(t) = cos 2t
By the convolution theorem,
t
L-1{F (s)} = Ú sin u cos 2(t - u)du
0
1 t
=
2 Ú0
[sin(2t - u) + sin(3u - 2t )] du
t
1 - cos(2t - u) cos(3u - 2t )
= -
2 -1 3 0
t
1 1
= cos(2t - u) - cos(3u - 2t )
2 3 0

1 ÈÊ 1 ˆ Ê 1 ˆ˘
= ÍÁË cos t - cos t ˜¯ - ÁË cos 2t - cos 2t ˜¯ ˙
2Î 3 3 ˚
1 È2 2 ˘
= Í cos t - cos 2t ˙
2 Î3 3 ˚
1
= (cos t - cos 2t )
3
5.182 Chapter 5 Laplace Transforms and Applications

Example 12
1
Find the inverse Laplace transform of . [Summer 2016]
( s + a 2 )2
2

Solution
1
Let F ( s) =
( s 2 + a 2 )2
1
Let F1 (s) = F2 (s) =
s + a2
2

1
f1 (t ) = f2 (t ) = sin at
a
By the convolution theorem,
t
1 1
L-1{F (s)} = Ú sin au ◊ sin a(t - u)du
0
a a
t
1
= Ú sin au sin a(t - u)du
a2 0
t
1
=
2a 2
Ú 2 sin au sin a(t - u)du
0
t
1
= Ú [cos(2au - at ) - cos at ] du
2a 2 0
t
1 sin(2 au - at )
= - u cos at
2a 2 2a 0

1 ÈÊ 1 ˆ Ê sin at ˆ ˘
= ÍÁË sin at - t cos at ˜ - Á -
2a 2 Î 2a ¯ Ë 2 a ˜¯ ˙˚

1 È1 1 ˘
= 2 Í
sin at - t cos at + sin at ˙
2a Î 2 a 2 a ˚
1 È1 ˘
= 2 Ía
sin at - t cos at ˙
2a Î ˚
1
= 3 [sin at - at cos at ]
2a

Example 13
1
Find the inverse Laplace transform of . [Summer 2018, 2017]
( s + 4 )2
2
5.14  Convolution Theorem        5.183

Solution
1
Let F ( s) =
( s + 4 )2
2

1
Let F1 (s) = F2 (s) = 2
s +4
1
f1 (t ) = f2 (t ) = sin 2 t
2
By the convolution theorem,
t1 1
L-1 {F (s)} = Ú sin 2u. sin 2(t - u)du
02 2
1 t
= Ú sin 2u sin 2(t - u)du
4 0
1 t
= Ú [cos( 4u - 2t ) - cos 2t ]du
8 0
t
1 sin(4u - 2t )
= - (cos 2t )u
8 4 0

1 ÈÊ sin 2t ˆ Ê - sin 2t ˆ˘
= Í - t cos 2t ˜ - Á - 0˜ ˙
8 ÎÁË 4 ¯ Ë 4 ¯˚
1 È sin 2t sin 2t ˘
= Í - t cos 2t +
8Î 4 4 ˙˚
1 È 2 sin 2t ˘
= Í - t cos 2t ˙
8Î 4 ˚
1
= (sin 2t - 2t cos 2t )
16

Example 14
s2
Find the inverse Laplace transform of .
(s2 + a 2 )(s2 + b2 )
[Winter 2017]
Solution
s2
Let F (s) =
(s2 + a 2 )(s2 + b2 )
s s
Let F1 (s) = 2 2
F2 (s) =
s +a s + b2
2
5.184 Chapter 5 Laplace Transforms and Applications

f1(t) = cos at f2(t) = cos bt


By the convolution theorem,
t
L-1{F (s)} = Ú cos au cos b(t - u)du
0
1 t
=
2 Ú0
[cos(au + bt - bu) + cos(au - bt + bu)du]
1 t
= Ú [ cos {(a - b)u + bt} + cos{(a + b)u - bt}] du
2 0
t
1 sin{bt + (a - b)u} sin{(a + b)u - bt}
= +
2 a-b a+b 0

1 ÈÏ sin(bt + at - bt ) sin(at + bt - bt ) ¸ Ê sin bt sin bt ˆ ˘


= ÍÌ + ˝-Á - ˜˙
2 ÎÓ a-b a+b ˛ Ë a -b a +b ¯˚
1 È sin at sin at sin bt sin bt ˘
= + - +
2 ÍÎ a - b a + b a - b a + b ˚˙
1 È 2 a sin at 2b sin bt ˘
= - 2
2 ÍÎ a 2 - b2 a - b2 ˚
˙

1 È 2 a sin at - 2b sin bt ˘
=
2 ÍÎ a 2 - b2
˙
˚
a sin at - b sin bt
=
a 2 - b2

Example 15
s2
Find the inverse Laplace transform of .
( s 2 + a 2 )2
Solution
s2
Let F (s) =
( s 2 + a 2 )2
s s
Let F1 (s) = F2 (s) =
s2 + a 2 s2 + a 2
f1 (t ) = cos at f2 (t ) = cos at
By the convolution theorem,
t
L-1{F (s)} = Ú cos au cos a(t - u)du
0
1 t
= Ú [cos at + cos(2 au - at )]du
2 0
t
1 1
= u cos at + sin (2 au - at )
2 2a 0
5.14  Convolution Theorem        5.185

1Ê 1 ˆ
= Á t cos at + sin at ˜
2Ë a ¯
1
= (sin at + at cos at )
2a

Example 16
s
Find the inverse Laplace transform of .
( s + a 2 )2
2

[Winter 2016, 2014; Summer 2014]


Solution
s
Let F (s) =
( s + a 2 )2
2

s 1
Let F1 (s) = F2 (s) =
2
s +a 2
s + a2
2

1
f1 (t ) = cos at f2 (t ) = sin at
a
By the convolution theorem,
t 1
L-1{F (s)} = Ú cos au ◊ sin a (t - u)du
0 a
1 t
=
2 a Ú0
[sin at + sin a (t - 2u)]du
t
1 1
= u sin at + cos a (t - 2u)
2a 2a 0
1
= t sin at
2a

Example 17
1
Find the inverse Laplace transform of .
(s2 + a 2 )(s2 + b2 )
Solution
1
Let F (s) =
(s2 + a 2 ) (s2 + b2 )
1 1
Let F1 (s) = 2 2
F2 (s) =
s +a s + b2
2

1 1
f1 (t ) = sin at f2 ( t ) = sin bt
a b
5.186 Chapter 5 Laplace Transforms and Applications

By the convolution theorem,


t 1 1
L-1{F (s)} = Ú sin au ◊ sin b (t - u)du
0 a b
1 t
ab Ú0
= sin au sin b (t - u)du

1 t
=-
2 ab Ú0
[cos{(a - b)u + bt} - cos{(a + b) u - bt}]du
t
1 sin{(a - b) u + bt} sin{(a + b) u - bt}
=- -
2 ab a-b a+b 0

1 È sin at sin at sin bt sin bt ˘


=- - - -
2 ab ÍÎ a - b a + b a - b a + b ˙˚
1 È sin at sin bt ˘
=- Í2b 2 - 2a 2 ˙
2 ab Î a - b2 a - b2 ˚
a sin bt - b sin at
=
ab (a 2 - b2 )

Example 18
s(s + 1)
Find the inverse Laplace transform of .
(s2 + 1)(s2 + 2 s + 2)
Solution
s(s + 1)
Let F (s) =
(s + 1) (s2 + 2 s + 2)
2

s +1 s
Let F1 (s) = 2
F2 (s) = 2
s + 2s + 2 s +1
s +1
= f2 (t ) = cos t
(s + 1)2 + 1
f1 (t ) = e - t cos t
By the convolution theorem,
t
L-1{F (s)} = Ú e - u cos u cos(t - u) du
0

1 t -u
e [cos t + cos(2u - t )]du
2 Ú0
=

t
1 e-u
= -e - u cos t + {- cos(2u - t ) + 2 sin (2u - t )}
2 5
0
5.14  Convolution Theorem        5.187

1 È -t e- t 1 ˘
= Í-e cos t + (- cos t + 2 sin t ) - (- cos t - 2 sin t ) + cos t ˙
2 ÎÍ 5 5 ˚˙
1 È -t
= e (2 sin t - 6 cos t ) + (2 sin t + 6 cos t )˘˚
10 Î

Example 19
1
Find the inverse Laplace transform of .
(s + 4 s + 13)2
2

Solution
1
Let F (s) =
(s + 4s + 13)2
2

1
Let F1 (s) = F2 (s) =
2
s + 4 s + 13
1
=
(s + 2)2 + 9
e -2 t
f1 (t ) = f2 (t ) = sin 3t
3
By the convolution theorem,
e -2u
t e -2(t - u )
L-1{F (s)} = Ú sin 3u ◊ sin 3(t - u) du
0 3 3
e -2 t t
9 Ú0
= sin 3u sin 3(t - u) du

e -2 t
Ú0 [cos3t - cos(6u - 3t )]du
t
=-
18
t
e -2 t sin (6u - 3t )
=- u cos3t -
18 6 0

e -2 t È sin 3t sin 3t ˘
=- Ít cos3t - 6 - 6 ˙
18 Î ˚
e -2 t È sin 3t ˘
= Í - t cos3t ˙
18 Î 3 ˚

Example 20
s+2
Find the inverse Laplace transform of . [Summer 2015]
(s + 4 s + 5)2
2
5.188 Chapter 5 Laplace Transforms and Applications

Solution
Let s+2
F ( s) =
(s + 4 s + 5)2
2

s+2 1
Let F1 (s) = F2 (s) = 2
2 s + 4s + 5
s + 4s + 5
s+2 1
= 2
=
(s + 2) + 1 (s + 2)2 + 1
f1(t) = e–2t cos t f2(t) = e–2tsin t
By the convolution theorem,
t
L-1{F (s)} = Ú e -2u cos u ◊ e -2(t - u ) sin(t - u) du
0
t
= e -2 t Ú cos u sin(t - u) du
0

1
[sin t - sin(-t + 2u)]du
t
= e -2 t Ú
0 2
e -2 t
Ú0 [sin t - sin(2u - t )]du
t
=
2
e -2 t
t
Ï - cos(2u - t ) ¸
= sin t u - Ì ˝
2 Ó 2 ˛ 0
-2 t
e È 1 ˘
= t sin t + (cos t - cos t )˙
2 ÍÎ 2 ˚
e -2 t
= t sin t
2

Example 21
s+2
Find the inverse Laplace transform of .
(s + 4 s + 13)2
2

Solution
s+2
Let F ( s) =
(s + 4 s + 13)2
2

s+2 1
Let F1 (s) = 2
F2 (s) = 2
s + 4 s + 13 s + 4 s + 13
s+2 1
= =
( s + 2 )2 + 9 ( s + 2 )2 + 9
1
f1 (t ) = e -2 t cos 3t f2 (t ) = e-2 t sin 3t
3
5.14  Convolution Theorem        5.189

By the convolution theorem,


1
L-1 {F (s)} = Ú e -2u cos 3u ◊ e -2(t - u ) sin 3(t - u)du
t
0 3
e -2 t t
=
3 Ú0 cos 3u sin 3(t - u)du
e -2 t 1
Ú0 2 [sin 3t - sin(-3t + 6u)] du
t
=
3
e -2 t
Ú0 [sin 3t - sin(6u - 3t )] du
t
=
6
e -2 t
t
Ï - cos(6u - 3t ) ¸
= sin 3t u - Ì ˝
6 Ó 6 ˛0
e -2 t È 1 ˘
= Í t sin 3t + 6 (cos 3t - cos3
3t )˙
6 Î ˚
e -2 t
= t sin 3t
6

Example 22
(s + 2)2
Find the inverse Laplace transform of .
(s2 + 4 s + 8)2
Solution
(s + 2)2
Let F (s) =
(s2 + 4s + 8)2
s+2
Let F1 (s) = F2 (s) = 2
s + 4s + 8
s+2
=
(s + 2)2 + 4
f1 (t ) = f2 (t ) = e -2 t cos 2t
By the convolution theorem,
t
L-1{F (s)} = Ú e -2u cos 2u e -2(t - u ) cos 2(t - u) du
0
t
= e -2 t Ú cos 2u cos 2(t - u) du
0

e -2 t
Ú0 [cos 2t + cos(4u - 2t )]du
t
=
2
5.190 Chapter 5 Laplace Transforms and Applications

t
e -2 t sin (4u - 2t )
= u cos 2t +
2 4 0

e -2 t È sin 2t sin 2t ˘
= Ít cos 2t + 4 + 4 ˙
2 Î ˚
e -2 t
=
4
[sin 2t + 2t cos 2t ]

Example 23
1
Find the inverse Laplace transform of 2
.
(s + 3) (s + 2 s + 2)
Solution
1
Let F (s) =
2
(s + 3) (s + 2 s + 2)
1 1
Let F1 (s) = 2 F2 (s) =
s + 2s + 2 s+3
1
= 2
f2 (t ) = e -3t
(s + 1) + 1
f1 (t ) = e - t sin t
By the convolution theorem,
t
L-1{F (s)} = Ú e - u sin u e -3( t - u ) du
0
t
= e -3t Ú e2u sin u du
0
t
e2 u
= e -3t (2 sin u - cos u)
5
0

e -3t È 2 t
= e (2 sin t - cos t ) + 1˘˚
5 Î
1 È -t
= e (2 sin t - cos t ) + e -3t ˘˚

Example 24
1
Find the inverse Laplace transform of . [Winter 2013]
s(s + a )3
5.14  Convolution Theorem        5.191

Solution
Let 1
F ( s) =
s(s + a )3
1 1
Let F1 (s) = F2 (s) =
(s + a )3 s
t2
f1 (t ) = e - at f2(t) = 1
2
By the convolution theorem,
t
u2
L-1{F (s)} = Ú e - au du
0
2
t
1 u2 e - au 2u e - au 2e - au
= - +
2 -a a2 - a3 0

1È t e2 - at
2te - at
2e - at

= Í- - 2
- 3
+ ˙
2Î a a a a3 ˚
1 2 - at 1 - at 1 - at 1
=- t e - 2 te - 3 e + 3
2a a a a

Example 25
1
Find the inverse Laplace transform of .
(s + 4)(s + 1)2
2

Solution
1
Let F (s) =
(s2 + 4) (s + 1)2
Considering F(s) as a product of three functions,
11 1
F ( s) = 2
◊ ◊
(s + 4) s + 1 s +1
1 1 1
Let F1 (s) = F2 (s) = F3 (s) =
2 s +1 s +1
s +4
1
f1 (t ) =
sin 2t f2 ( t ) = e - t f3 (t ) = e - t
2
By the convolution theorem,
t 1
L-1{F1 (s) ◊ F2 (s)} = Ú sin 2u e - (t - u ) du
0 2
5.192 Chapter 5 Laplace Transforms and Applications

t
e - t eu
= (sin 2u - 2 cos 2u)
2 5
0
-t
e È t
= e (sin 2t - 2 cos 2t ) + 2 ˘˚
10 Î
sin 2t - 2 cos 2t e - t
= +
10 5
t È sin 2u - 2 cos 2u e-u ˘ -(t -u)
L-1{F1 (s)F2 (s)F3 (s)} = Ú Í + ˙e du
ÎÍ 10 5 ˚˙
0

e- t t
= Ú0 ÈÎe (sin 2u - 2 cos 2u) + 2 ˘˚ du
u
10
t
e - t eu
= {(sin 2u - 2 cos 2u) - 2(cos 2u + 2 sin 2u)} + 2u
10 5
0

e- t È et 4˘
= Í (-3sin 2t - 4 cos 2t ) + 2t + ˙
10 ÎÍ 5 5 ˚˙

2 - t te - t 1
= e + - (3sin 2t + 4 cos 2t )
25 5 50

exercIse 5.23
Find the inverse Laplace transforms of the following functions:
1
1.
(s + 3)(s - 1)
È et -4 t ˘
Í Ans . : (1 - e )˙
Î 4 ˚
1
2. 2
s(s + 4)
È 1 ˘
Í Ans . : 4 (1 - cos 2t)˙
Î ˚
1
3.
(s - 3)(s + 3)2
È 1 3t -3t -3t ˘
Í Ans . : 36 (e - e - 6te )˙
Î ˚
s
4.
(s + 4)2
2

È 1 ˘
Í Ans . : 4 t sin2t ˙
Î ˚
5.14  Convolution Theorem        5.193

s2
5.
(s 2 - a 2 )2
È 1 ˘
Í Ans . : 2 (sinh at + at cosh at)˙
Î ˚
1
6.
s(s - a 2 )
2

È 1 ˘
Í Ans . : a 2 (cosh at - 1)˙
Î ˚
1
7.
s (s 2 + 1)
3

È t2 ˘
Í Ans . : + cos t - 1˙
Î 2 ˚
s2
8.
(s + 4)2
2

È 1 ˘
Í Ans . : 4 (sin2t + 2t cos 2t)˙
Î ˚
s2
9.
(s 2 + 1)(s 2 + 4)
È 1 ˘
Í Ans . : 3 (2 sin2t - sin t)˙
Î ˚
s
10.
(s - a 2 )2
2

È 1 ˘
Í Ans . : 2a (at cosh at + sinh at)˙
Î ˚
s
11.
(s 2 + a 2 )(s 2 + b 2 )
È 1 ˘
Í Ans . : b 2 - a 2 (sin at - sin bt)˙
Î ˚
s
12.
(s + a 2 )3
2

È t ˘
Í Ans . : 8a 3 (sin at - at cos at)˙
Î ˚
s+3
13.
(s + 6 s + 13)2
2

È 1 -3t ˘
Í Ans . : 4 e t sin2t ˙
Î ˚
s
14.
s 4 + 8s 2 + 16
È 1 ˘
Í Ans . : 4 t sin2t ˙
Î ˚
5.194 Chapter 5 Laplace Transforms and Applications

15.
( s + 3)
2
(s 4
+ 6s + 5 )
È 1 ˘
Í ans . : 4 (2t cosh 2t + sinh 2t)˙
Î ˚
1
16.
s(s + 1)(s + 2)
È 1 1 -2t -t ˘
Í ans . : 2 + 2 e - e ˙
Î ˚

5.15 soLutIon of LInear ordInary dIfferentIaL equatIons

The Laplace transform is useful in solving linear differential equations with given
initial conditions by using algebraic methods. Initial conditions are included from the
very beginning of the solution.
Linear Laplace Algebraic
differential
Transform equation
equation

Solution of Inverse Solution of


differential algebraic
Laplace
equation equation
transform

Example 1
dy
Solve = 1, y(0) = 0.
dt
Solution
Taking Laplace transform of both the sides,
1
s Y ( s ) - y(0 ) =
s
1
s Y ( s) - 0 =
s
[Q y(0) = 0]
1
Y ( s) =
s2

Taking inverse Laplace transform of both the sides, y(t) = t


5.15  Solution of Linear Ordinary Differential Equations        5.195

Example 2
Solve y¢ – 3y = 1, y(0) = 2.
Solution
Taking Laplace transform of both the sides,
1
s Y ( s ) - y(0 ) - 3 Y ( s ) =
s
1
s Y ( s) - 2 - 3 Y ( s) =
s
[Q y(0) = 2]
1 2s + 1
(s - 3) Y (s) = + 2 =
s s
2s + 1
Y ( s) =
s(s - 3)

By partial fraction expansion,


A B
Y ( s) = +
s s-3
2 s + 1 = A(s - 3) + Bs ...(1)
Putting s = 0 in Eq.(1),
1 = -3 A
1
A=-
3
Putting s = 3 in Eq.(1),
7 = 3B
7
B=
3
11 7 1
Y ( s) = - +
3 s 3 s-3
Taking inverse Laplace transform of both the sides,
1 7
y(t ) = - + e3 t
3 3

Example 3
dy
Solve + 2 y = e-3t , y(0) = 1.
dt
5.196 Chapter 5 Laplace Transforms and Applications

Solution
Taking Laplace transform of both the sides,
1
sY (s) - y(0) + 2Y (s) =
s+3
1
sY (s) - 1 + 2Y (s) =
s+3 [Q y = 1]
1 s+4
(s + 2) Y (s) = +1 =
s+3 s+3
s+4
Y ( s) =
(s + 2)(s + 3)
By partial fraction expansion,
A B
Y ( s) = +
s+2 s+3
s + 4 = A(s + 3) + B(s + 2) … (1)
Putting s = –2 in Eq. (1),
A=2
Putting s = –3 in Eq. (1),
B = –1
2 1
Y ( s) =
-
s+2 s+3
Taking inverse Laplace transform of both the sides,
y(t ) = 2e -2 t - e -3t

Example 4
dy
Solve + y = cos 2t , y(0) = 1.
dt
Solution
Taking Laplace transform of both the sides,
s
sY (s) - y(0) + Y (s) = 2
s +4
s
sY (s) - 1 + Y (s) = 2
s +4 [Q y(0) = 1]
s s2 + s + 4
(s + 1) Y (s) = +1 =
s2 + 4 (s2 + 4)
s2 + s + 4
Y ( s) =
(s + 1)(s2 + 4)
5.15  Solution of Linear Ordinary Differential Equations        5.197

By partial fraction expansion,


A Bs + C
Y ( s) =+
s + 1 s2 + 4
s2 + s + 4 = A(s2 + 4) + ( Bs + C ) (s + 1) … (1)
Putting s = –1 in Eq. (1),
4 = 5A
4
A=
5
Equating the coefficients of s2,
1=A+B
4 1
B = 1- =
5 5
Equating the coefficients of s0,
4 = 4A + C
16 4
C = 4 - 4A = 4 - =
5 5
4 1 1 s 4 1
Y ( s) = ⋅ + ⋅ + ◊
5 s + 1 5 s2 + 4 5 s2 + 4
Taking inverse Laplace transform of both the sides,
4 1 2
y(t ) = e - t + cos 2t + sin 2t
5 5 5

Example 5
Solve y≤ + 6y ¢ = 1, y(0) = 2, y¢(0) = 0. [Winter 2012]
Solution
Taking Laplace transform of both the sides,
ÈÎ s2Y (s) - sy(0) - y ¢(0)˘˚ + 6 [sY (s) - y(0)] = 1
s
ÈÎ s2Y (s) - 2 s ˘˚ + 6 [sY (s) - 2 ] = 1
s
1
(s2 + 6 s) Y (s) = 2 s + 12 +
s
2 s + 12 1
Y ( s) = 2 + 2
s + 6 s s( s + 6 s )
2 (s + 6) 1
= + 2
s(s + 6) s (s + 6)
5.198 Chapter 5 Laplace Transforms and Applications

2 1
= + 2
s s (s + 6)
By partial fraction expansion,
1 A B C
2
= + 2+
s (s + 6) s s s+6
1 = As (s + 6) + B (s + 6) + Cs2 ...(1)
Putting s = 0 in Eq. (1),
1=6B
1
B=
6
Putting s = –6 in Eq. (1),
1 = 36 C
1
C=
36
Putting s = 1 in Eq. (1),
1 = 7A + 7B + C
7 1
7A = 1 - -
6 36
7
=-
36
1
A=-
36
2 1 1 1 1 1 1
Y ( s) = - + 2
+
s 36 s 6 s 36 (s + 6)
71 1 1 1 1 1
= ◊ + ◊ + ◊
36 s 6 s2 36 (s + 6)
Taking inverse Laplace transforms of both the sides,
71 t 1 -6 t
y(t ) = + + e
36 6 36

Example 6
Solve y ≤ + 4 y¢ + 8 y = 1 , y(0) = 0, y¢(0) = 1.
Solution
Taking Laplace transform of both the sides,

Ès2Y (s) - sy(0) - y ¢(0)˘ + 4 [sY (s) - y(0)]+ 8 Y (s) = 1


Î ˚ s
Ès2Y (s) - 1˘ + 4 sY (s) + 8 Y (s) = 1 [Q y(0) = 0, y ¢(0) = 1]
Î ˚ s
5.15  Solution of Linear Ordinary Differential Equations        5.199

1 s +1
(s2 + 4 s + 8)Y (s) = +1 =
s s
s +1
Y ( s) =
s (s2 + 4s + 8)
By partial fraction expansion,
A Bs + C
Y ( s) = +
s s2 + 4s + 8
s + 1 = A(s2 + 4s + 8) + ( Bs + C )s … (1)
Putting s = 0 in Eq. (1),
1 = 8A
1
A=
8
Equating the coefficients of s2,
0=A+B
1
B=-
8
Equating the coefficients of s,
1 = 4A + C
1 1
C = 1- 4A = 1- =
2 2
1 1 1 s 1 1
Y ( s) = ◊ - ⋅ + ⋅
8 s 8 s2 + 4s + 8 2 s2 + 4s + 8
1 1 1 (s + 2) - 2 1 1
= ◊ - ⋅ + ⋅
8 s 8 (s + 2) + 4 2 (s + 2)2 + 4
2

1 1 1 s+2 3 1
= ◊ - +
8 s 8 (s + 2)2 + 4 4 (s + 2)2 + 4
Taking inverse Laplace transform of both the sides,
1 1 -2 t 3
y(t ) = - e cos 2t + e -2 t sin 2t
8 8 8

Example 7
Solve y″ + y = t , y(0) = 1, y′ (0) = 0.
Solution
Taking Laplace transform of both the sides,
Ès2Y (s) - sy(0) - y′ (0)˘ + Y (s) = 1
Î ˚ s2
5.200 Chapter 5 Laplace Transforms and Applications

1
s 2Y ( s ) - s + Y ( s ) = [Q y(0) = 1, y ¢(0) = 0]
s2
1 s3 + 1
(s2 + 1) Y (s) = +s =
s2 s2
s3 + 1
Y ( s) =
s2 (s2 + 1)
s 1
= 2
+
s +1 s (s2 + 1)
2

s s2 + 1 - s2
= +
s2 + 1 s2 (s2 + 1)
s 1 1
=
+ -
s2 + 1 s2 s2 + 1
Taking inverse Laplace transform of both the sides,
y(t ) = cos t + t - sin t

Example 8
Solve y ≤ - 3 y¢ + 2 y = 4t , y(0) = 1, y¢(0) = -1.
Solution
Taking Laplace transform of both the sides,

Ès2Y (s) - sy(0) - y¢(0)˘ - 3 [ sY (s) - y(0)] + 2Y (s) = 4


Î ˚ s2
4
s2Y (s) - s + 1 - 3sY (s) + 3 + 2Y (s) = 2 [Q y(0) = 1, y¢(0) = -1]
s
4
(s2 - 3s + 2)Y (s) - s + 4 = 2
s
4 4 + s3 - 4 s 2
(s2 - 3s + 2)Y (s) = 2
+s-4 =
s s2
4 + s3 - 4 s 2
Y ( s) =
(
s 2 s 2 - 3s + 2 )
s - 4s + 4
3 2
=
s2 (s - 1)(s - 2)
5.15  Solution of Linear Ordinary Differential Equations        5.201

By partial fraction expansion,


A B C D
Y ( s) = + 2 + +
s s s -1 s - 2
s3 - 4 s2 + 4 = As(s - 1)(s - 2) + B(s - 1)(s - 2) + C (s2 )(s - 2) + D(s2 )(s - 1) L (1)

Putting s = 0 in Eq. (1),


4 = 2B
B=2
Putting s = 1 in Eq. (1),
1 - 4 + 4 = -C
C = -1
Putting s = 2 in Eq. (1),
8 - 16 + 4 = D(4)
D = -1
Equating the coefficients of s3,
1= A+C + D
A=3
3 2 1 1
Y ( s) = + 2 - -
s s s -1 s - 2

Taking inverse Laplace transform of both the sides.


y(t ) = 3 + 2 t - e t - e 2 t

Example 9
Êpˆ
Solve ( D 2 + 9) y = 18t , y(0) = 0, y Á ˜ = 1.
Ë 2¯
Solution
Taking Laplace transform of both the sides,

Ès2 Y (s) - sy(0) - y '(0)˘ + 9Y (s) = 18


Î ˚ s2
Let y '(0) = A
18
s 2 Y( s) − A+ 9Y( s) = [Q y(0) = 0]
s2
18
(s2 + 9) Y (s) = +A
s2
5.202 Chapter 5 Laplace Transforms and Applications

18 A
Y ( s) = 2 2
+ 2
s (s + 9) s +9
18 Ê 1 1 ˆ A
= Á - 2 ˜ + 2
9 Ës 2
s + 9¯ s + 9
2 A-2
= +
s2 s2 + 9
Taking inverse Laplace transform of both the sides,
A-2
y(t ) = 2 t + sin 3t
3
p Êpˆ
Putting t = and y Á ˜ = 1 ,
2 Ë 2¯
p A-2 3p
1 = 2◊ + sin
2 3 2
A-2
=p-
3
3 = 3p - A + 2
A = 3p - 1
3p -1 - 2
Hence, y(t ) = 2 t + sin 3t
3
= 2t + (p - 1) sin 3t

Example 10
Solve y″ + y ¢ = t 2 + 2t , y(0) = 4, y′ (0) = -2.
Solution
Taking Laplace transform of both the sides,

Ès2Y (s) - sy(0) - y¢(0)˘ + [sY (s) - y(0)]= 2 + 2


Î ˚ s3 s 2
2 2
s2Y (s) - 4 s + 2 + sY (s) - 4 = 3 + 2 [Q y(0) = 4, y¢(0) = -2]
s s
2 2 2 (1 + s)
( s 2 + s) Y ( s) = 3 + 2 + 4 s + 2 = + 4s + 2
s s s3
2 (1 + s) 4s 2
Y ( s) = 3 2
+ 2
+ 2
s ( s + s) s +s s +s
5.15  Solution of Linear Ordinary Differential Equations        5.203

4 22 2
= + -4
+
s s +1 s s +1
2 2 2
= 4+ -
s s s +1
Taking inverse Laplace transform of both the sides,
t3
y(t ) = + 2 + 2 e - t
3

Example 11
Solve ( D 2 - 2 D + 1) y = et , y = 2 and Dy = –1 at t = 0.
Solution
Taking Laplace transform of both the sides,
Ès2Y (s) - sy(0) - y′ (0)˘ - 2 [sY (s) - y(0)]+ Y (s) = 1
Î ˚ s -1
Ès2Y (s) - 2s + 1˘ - 2 [sY (s) - 2 ]+ Y (s) = 1 [Q y(0) = 2, y′ (0) = -1]
Î ˚ s -1
1
(s2 - 2 s + 1) Y (s) = + 2s - 5
s -1
1 + 2 s (s - 1) - 5(s - 1)
(s - 1)2 Y (s) =
s -1
2 s 2 - 7s + 6
Y ( s) =
(s - 1)3
By partial fraction expansion,
A B C
Y ( s) = + 2
+
s - 1 (s - 1) (s - 1)3
2 s2 - 7s + 6 = A (s - 1)2 + B (s - 1) + C … (1)
Putting s = 1 in Eq. (1),
C=1
2
Equating the coefficients of s ,
A=2
Equating the coefficients of s,
–7 = –2A + B
B = –7 + 4 = –3
2 3 1
Y(s) = - 2
+
s - 1 (s - 1) (s - 1)3
5.204 Chapter 5 Laplace Transforms and Applications

Taking inverse Laplace transform of both the sides,


t2
y(t) = 2et - 3t et + et
2

Example 12
Solve the initial-value problem using Laplace transform
y ¢¢ + 3 y ¢ + 2 y = et , y(0) = 1, y ¢(0) = 0 [Summer 2015]
Solution
Taking Laplace transform of both the sides,

ÈÎs2Y (s) - sy(0) - y ¢(0)˘˚ + 3 [sY (s) - y(0)]+ 2Y (s) = 1


s -1
1
s2Y (s) - s + 3sY (s) - 3 + 2Y (s) =
s -1
1
(s2 + 3s + 2)Y (s) = (s + 3) +
(s - 1)
s+3 1
Y ( s) = 2 + 2
s + 3s + 2 (s - 1)(s + 3s + 2)
s+3 1
= +
(s + 1)(s + 2) (s - 1)(s + 1)(s + 2)
s2 + 2s - 2
=
(s - 1)(s + 1)(s + 2)
By partial fraction expansion,
A B C
Y ( s) = + +
s -1 s +1 s + 2
s2 + 2 s - 2 = A(s + 1)(s + 2) + B(s - 1)(s + 2) + C (s - 1) (s + 1) ...(1)
Putting s = 1 in Eq. (1),
1 = 6A
1
A=
6
Putting s = –1 in Eq. (1),
–3 = –2B
3
B=
2
Putting s = –2 in Eq. (1),
–2 = 3C
2
C=-
3
5.15  Solution of Linear Ordinary Differential Equations        5.205

1 1 3 1 2 1
Y ( s) =
◊ + ◊ - ◊
6 s -1 2 s +1 3 s + 2
Taking inverse Laplace transform of both the sides,
1 t 3 - t 2 -2 t
y(t ) = e + e - e
6 2 3

Example 13
Solve y ¢¢ + 4 y ¢ + 3 y = e - t , y(0) = y ¢(0) = 1 . [Winter 2013]

Solution
Taking Laplace transform of both the sides,
ÈÎ s2Y (s) - sy(0) - y ¢(0)˘˚ + 4 [sY (s) - y(0)]+ 3Y (s) = 1
s +1
ÈÎ s Y (s) - s - 1˘˚ + 4 [sY (s) - 1] + 3Y (s) = 1
2
[Q y(0) = 1, y¢(0) = 1]
s +1
1
(s2 + 4 s + 3) Y (s) - s - 5 =
s +1
1
(s2 + 4 s + 3)Y (s) = s + 5 +
s +1
s+5 1
Y ( s) = 2
+ 2
s + 4s + 3 (s + 1)(s + 4 s + 3)
s+5 1
= +
(s + 1)(s+ 3) (s + 1)2 (s + 3)
s2 + 6s + 6
=
(s + 1)2 (s + 3)
By partial fraction expansion,
A B C
Y ( s) = + +
s + 1 (s + 1)2 s + 3
s2 + 6s + 6 = A(s + 1) (s + 3) + B(s + 3) + C(s + 1)2 ...(1)
Putting s = –1 in Eq. (1),
1 = 2B
1
B=
2
Putting s = –3 in Eq. (1),
–3 = 4C
3
C=-
4
5.206 Chapter 5 Laplace Transforms and Applications

Putting s = 0 in Eq. (1),


6 = 3A + 3B + C
7
A=
4
7 1 1 1 3 1
Y ( s) = + -
4 (s + 1) 2 (s + 1)2 4 (s + 3)
Taking inverse Laplace transform of both the sides,
7 - t 1 - t 3 -3t
y(t ) = e + te - e
4 2 4

Example 14
Use Laplace transform to solve the following initial value problem
y ¢¢ - 3 y ¢ + 2 y = 12e -2 t , y(0) = 2, y ¢(0) = 6 [Summer 2017]
Solution
Taking Laplace transform of both the sides,
12
[ s2Y (s) - sy(0) - y ¢(0)] - 3[ sY (s) - y(0)] + 2Y (s) =
s+2
12
s2Y (s) - 2 s - 6 - 3sY (s) + 6 + 2Y (s) =
s+2
12
( s 2 - 3s + 2 ) Y ( s ) = + 2s
s+2
12 + 2 s2 + 4 s
(s - 1)(s - 2) Y (s) =
s+2
2 s2 + 4 s + 12
Y ( s) =
(s - 1) (s - 2) (s + 2)
By partial fraction expansion,
A B C
Y ( s) = + +
s -1 s - 2 s + 2
2 s2 + 4 s + 12 = A(s - 2)(s + 2) + B(s - 1)(s + 2) + C (s - 1)(s - 2) (1)
Putting s = 1 in Eq. (1),
2 + 4 + 12 = A(–1) (3)
18 = –3A
A = -6
Putting s = 2 in Eq. (1),
8 + 8 + 12 = B(1)(4)
28 = 4 B
B=7
5.15  Solution of Linear Ordinary Differential Equations        5.207

Putting s = –2 in Eq. (1),


8 - 8 + 12 = C (-3)(-4)
12 = 12C
C =1
6 7 1
Y ( s) = - + +
s -1 s - 2 s + 2
Taking inverse Laplace transform of both the sides,
y(t ) = - 6et + 7e2 t + e -2 t

Example 15
Solve the equation y¢¢ – 3y¢ + 2y = 4t + e3t, when y(0) = 1 and y¢(0) = –1.
[Winter 2016; Summer 2016]
Solution
Taking Laplace transform of both the sides,
4 1
[ s2Y (s) - sy(0) - y ¢(0)] - 3[ sY (s) - y(0)] + 2Y (s) =2
+
s s-3
4 1
s2Y (s) - s + 1 - 3sY (s) + 3 + 2Y (s) = 2 +
s s-3
4 1
( s 2 - 3s + 2 ) Y ( s ) - s + 4 = +
s2 s-3
4 1
( s 2 - 3s + 2 ) Y ( s ) = + +s-4
s2 s-3
4(s - 3) + s2 + s2 (s - 3)(s - 4)
( s 2 - 3s + 2 ) Y ( s ) =
s 2 ( s - 3)
4 s - 12 + s2 + s2 (s2 - 7s + 12)
(s2 - 3s + 2) Y (s) =
s 2 ( s - 3)

4 s - 12 + s2 + s 4 - 7s3 + 12 s2
(s - 1) (s - 2) Y (s) =
s 2 ( s - 3)
s 4 - 7s3 + 13s2 + 4 s - 12
Y ( s) =
s2 ( s - 1) (s - 2) (s - 3)
By partial fraction expansion,
A B C D E
Y (s) = + 2 + + +
s s s -1 s - 2 s - 3
5.208 Chapter 5 Laplace Transforms and Applications

s4 – 7s3 + 13s2 + 4s – 12
= As(s – 1) (s – 2) (s – 3) + B(s – 1) (s – 2) (s – 3)
+ Cs2(s – 2) (s – 3) + Ds2(s – 1)(s – 3) + E(s – 1)(s – 2) s2
...(1)
Putting s = 0 in Eq. (1),
–12 = B(–1)(–2)(–3)
–12 = –6B
B=2

Putting s = 1 in Eq. (2),


1 – 7 + 13 + 4 – 12 = C(–1)(–2)
–1 = 2C
1
C=-
2
Putting s = 2 in Eq. (1),
16 – 56 + 52 + 8 – 12 = D(4)(1)(–1)
8 = –4D
D = -2
Putting s = 3 in Eq. (1),
81 – 189 + 117 + 12 – 12 = 9E (2)(1)
198 – 189 = 18 E
9 = 18 E
1
E=
2
Equating the coefficient of s4,
1= A+C+D+E
A= 1–C–D–E
1 1
= 1+ +2-
2 2
= 3

3 2 1 1 1 1 1
Y(s) = + 2 - ◊ - 2◊ + ◊
s s 2 s -1 s-2 2 s-3
Taking inverse Laplace transform of both the sides,
1 3t
y(t) = 3 + 2t + (e - e t ) - 2 e 2 t
2
5.15  Solution of Linear Ordinary Differential Equations        5.209

Example 16
Êpˆ
Solve y ≤ + 9 y = cos 2t , y(0) = 1, y Á ˜ = -1.
Ë 2¯
Solution
Taking Laplace transform of both the sides,
s
[ s2Y (s) - s y(0) - y¢(0)] + 9Y (s) =
s2 + 4
Let y¢(0) = A
s
s2Y (s) - s - A + 9Y (s) = [Q y(0) = 1]
s2 + 4
s
(s2 + 9) Y (s) =
+s+ A
s2 + 4
s s A
Y(s) = 2 2
+ 2 + 2
(s + 4)(s + 9) s + 9 s + 9
s È (s2 + 9) - (s2 + 4) ˘ s A
= Í 2 2 ˙+ 2 + 2
5 ÍÎ (s + 4)(s + 9) ˙˚ s + 9 s + 9

1 s 1 s s A
= ⋅ - ⋅ + +
5 s2 + 4 5 s2 + 9 s2 + 9 s2 + 9
1 s 4 s A
= ⋅ + ⋅ +
5 s2 + 4 5 s2 + 9 s2 + 9
Taking inverse Laplace transform of both the sides,
1 4 A
y(t) = cos 2t + cos3t + sin 3t
5 5 3
p Êpˆ
Putting t = and y Á ˜ = -1 ,
2 Ë 2¯

1 A
–1 = - -
5 3

12
A=
5
1 4 4
Hence, y (t) = cos 2t + cos3t + sin 3t
5 5 5
5.210 Chapter 5 Laplace Transforms and Applications

Example 17
d2 y
Solve + y = sin 2t , y(0) = 0, y¢(0) = 0.
dt 2

Solution
Taking Laplace transform of both the sides,
Ès2Y (s) - sy(0) - y¢(0)˘ + Y (s) = 2
Î ˚ s2 + 4
2
s 2Y ( s ) + Y ( s ) = [Q y(0) = 0, y¢(0) = 0]
s +4
2

2
(s2 + 1)Y (s) =
s2 + 4
2
Y ( s) =
(s + 4)(s2 + 1)
2

2 È (s2 + 4) - (s2 + 1) ˘
= Í ˙
3 ÍÎ (s2 + 4)(s2 + 1) ˙˚
2È 1 1 ˘
= - 2
Í
3 Î s + 1 s + 4 ˙˚
2

2 1 1 2
=-
3 s2 + 1 3 s2 + 4
Taking inverse Laplace transform of both the sides,
2 1
y(t ) = sin t - sin 2t
3 3

Example 18
d2 y
Solve + y = sin t , y(0) = 1, y¢(0) = 0.
dt 2
Solution
Taking Laplace transform of both the sides,

Ès2Y (s) - sy(0) - y¢(0)˘ + Y (s) = 1


Î ˚ s2 + 1
1
s 2Y ( s ) - s - 0 + Y ( s ) = 2 [Q y(0) = 1, y¢(0) = 0]
s +1
1
(s2 + 1) Y (s) - s = 2
s +1
5.15  Solution of Linear Ordinary Differential Equations        5.211

1
(s2 + 1) Y (s) = +s
s +1
2

1 s
Y ( s) = +
(s + 1)
2 2
s +12

ÔÏ 1 Ô¸ -1 Ï s ¸
L-1 {Y (s)} = L-1 Ì 2 2˝
+L Ì 2 ˝
ÔÓ (s + 1) Ô˛ Ó s + 1˛
1
Let F ( s) =
(s + 1)2
2

1
F1 (s) = F2 (s) = 2
s +1
f1 (t ) = f2 (t ) = sin t
t
L-1{F (s)} = Ú sin u sin(t - u) du
0
t 1
=Ú [cos(2u - t ) - cos t ] du
0 2
t
1 sin(2u - t )
= - (cos t )u
2 2 0
1 È sin t sin(-t ) ˘
= - t cos t -
2 ÍÎ 2 2 ˙˚
1
= [sin t - t coss t ]
2
1
L-1{Y (s)} = (sin t - t cos t ) + cos t
2

Example 19
Solve y≤ + y = sin 2t, y(0) = 2, y¢(0) = 1.
[Winter 2014; Summer 2018]
Solution
Taking Laplace transform of both the sides,

ÈÎs2Y (s) - sy(0) - y ¢(0)˘˚ + Y (s) = 2


s +4
2

ÈÎs2Y (s) - 2 s - 1˘˚ + Y (s) = 2


[Q y(0) = 2, y ¢(0) = 1]
s2 + 4
2
(s2 + 1)Y (s) = 2 s + 1 + 2
s +4
5.212 Chapter 5 Laplace Transforms and Applications

2s + 1 2
Y ( s) = 2
+
s +1 (s + 1)(s2 + 4)
2

2s 1 2 È (s2 + 4) - (s2 + 1) ˘
= + + Í ˙
s2 + 1 s2 + 1 3 ÍÎ (s2 + 1)(s2 + 4) ˙˚
2s 1 2È 1 1 ˘
= + + - 2
s +1
2
s +1
2 3 Î s + 1 s + 4 ˙˚
Í 2

2s 5 1 1 2
= 2 2
+ - 2
s +1 3 s +1 3 s + 4
Taking inverse Laplace transform of both the sides,
5 1
y(t ) = 2 cos t + sin t - sin 2t
3 3

Example 20
Solve y ≤ - 6 y¢ + 9 y = t 2 e3t , y(0) = 2, y¢(0) = 6.

Solution
Taking Laplace transform of both the sides,
2
[ s2Y (s) - s y(0) - y ¢(0)] - 6 [ sY (s) - y(0)] + 9Y (s) =
(s - 3)3
2
[ s2Y (s) - 2s - 6] - 6 [ sY (s) - 2] + 9Y (s) = [Q y(0) = 2, y¢(0) = 6]
(s - 3)3
2
(s2 – 6s + 9) Y (s) = + 2s - 6
(s - 3)3
2
(s – 3)2 Y (s) = + 2(s - 3)
(s - 3)3
2 2
Y(s) = +
(s - 3)5 s-3
Taking inverse Laplace transform of both the sides,
t4
y(t) = 2e3t + 2 e3 t
4!
1 4 3t
= t e + 2 e3 t
12
5.15  Solution of Linear Ordinary Differential Equations        5.213

Example 21
Solve the initial value problem [Winter 2015]
t
y¢¢ – 2y¢ = e sin t, y(0) = y¢(0) = 0, using Laplace transform.
Solution
Taking Laplace transform of both the sides,
1
ÈÎs2Y (s) - sy(0) - y¢(0)˘˚ - 2[ sY (s) + y(0)] =
(s - 1)2 + 1
1
s2Y(s) – 2sY(s) = 2
s - 2s + 2
1
Y(s){s(s – 2)} = 2
s - 2s + 2
1
Y(s) =
s(s - 2)(s2 - 2 s + 2)
By partial fraction expansion,
A B Cs + D
Y(s) = = + + 2
s ( s - 2) s - 2 s + 2
1 = A(s – 2) (s2 – 2s + 2) + Bs(s2 – 2s + 2) + (Cs + D) s(s – 2) ...(1)
Putting s = 0 in Eq. (1),
1
A=-
4
Putting s = 2 in Eq. (1),
1
B=
4
Equating the coefficients of s3,
A+ B+C=0
1 1
- + +C=0
4 4
C=0
Equating the coefficients of s,
6 A + 2 B - 2D = 0
3 1
- + = 2D
2 2
-1 = 2 D
1
D=-
2
5.214 Chapter 5 Laplace Transforms and Applications

1 1 1 1 1 1
Y(s) = - ◊ + ◊ - ◊ 2
4 s 4 s - 2 2 s - 2s + 2

Taking inverse Laplace transform both the sides,


1 1 2t 1 t
y(t) = - + e - e sin t
4 4 2

Example 22
Solve ( D 2 + 2 D + 5) y = e- t sin t , y(0) = 0, y¢(0) = 1.
Solution
Taking Laplace transform of both the sides,
1
[ s2Y (s) - sy(0) - y¢(0)] + 2[ sY (s) - y(0)] + 5Y (s) =
(s + 1)2 + 1
1
s2Y (s) - 1 + 2 sY (s) + 5Y (s) = 2
[Q y(0) = 0, y ¢(0) = 1]
s + 2s + 2
1
(s2 + 2 s + 5) Y (s) = +1
s2 + 2s + 2
s2 + 2s + 3
=
s2 + 2s + 2
s2 + 2s + 3
Y(s) =
(s2 + 2 s + 2)(s2 + 2 s + 5)
By partial fraction expansion,
As + B Cs + D
Y(s) = + 2
s + 2 s + 2 ( s + 2 s + 5)
2

s 2 + 2 s + 3 = ( As + B)( s 2 + 2 s + 5) + (Cs + D )( s 2 + 2 s + 2)
= ( A+ C ) s3 + (2 A+ B + 2C + D ) s 2
+(5 A + 2 B + 2C + 2 D ) s + (5 B + 2 D )

Equating the coefficients of s3, s2, s, and s0,


A+C=0
2A + B + 2C + D = 1
5A + 2B + 2C + 2D = 2
5B + 2D = 3
Solving these equations,
1 2
A = 0, B = , C = 0, D =
3 3
5.15  Solution of Linear Ordinary Differential Equations        5.215

1 1 2 1
Y(s) = ⋅ 2 + ⋅ 2
3 s + 2s + 2 3 s + 2s + 5
1 1 2 1
= ⋅ + ⋅
3 (s + 1) + 1 3 (s + 1)2 + 4
2

Taking inverse Laplace transform of both the sides,


1 -t 1
y(t) = e sin t + e - t sin 2t
3 3
e- t
= (sin t + sin 2t )
3

Example 23
Solve the following initial value problem using Laplace transform
y¢¢¢ + 2y¢¢ – y¢ – 2y = 0, y(0) = 1, y¢(0) = 2, y¢¢(0) = 2 [Winter 2017]
Solution
Taking Laplace transform of both the sides,
ÈÎs3Y (s) - s2 y(0) - sy¢(0) - y ¢¢(0)˘˚ + 2 Ès2Y (s) - sy(0) - y ¢(0)˘ - [ sY (s) - y(0)] - 2Y (s) = 0
Î ˚

ÈÎs3Y (s) - s2 - 2 s - 2 ˘˚ + 2 Ès2Y (s) - s - 2 ˘ - [ sY (s) - 1] - 2Y (s) = 0


Î ˚
(s3 + 2s2 – s – 2)Y(s) = s2 + 4s + 5
s2 + 4s + 5
Y(s) =
s3 + 2 s 2 - s - 2
s2 + 4s + 5
=
(s - 1)(s + 1)(s + 2)
By partial fraction expansion,
A B C
Y(s) = + +
s -1 s +1 s + 2
s2 + 4s + 5 = A(s + 1) (s + 2) + B(s – 1) (s + 2) + C(s – 1) (s + 1) ...(1)
Putting s = 1 in Eq. (1),
10 = A(2)(3)
10 = 6 A
5
A=
3
5.216 Chapter 5 Laplace Transforms and Applications

Putting s = –1 in Eq. (1),


2 = B(-2)(1)
2 = - 2B
B = -1
Putting s = –2 in Eq. (1),
1 = C (-3)(-1)
1 = 3C
1
C=
3
5 1 1 1 1
Y(s) = ◊ - + ◊
3 s -1 s +1 3 s + 2
Taking inverse Laplace transform of both the sides,
5 t 1
y(t) = e - e - t + e -2 t
3 3

Example 24
dy t
Solve + 2 y + Ú0 y dt = sin t , y(0) = 1.
dt
Solution
Taking Laplace transform of both the sides,
1 1
sY (s) - y(0) + 2Y (s) + Y (s) = 2
s s +1
1 1
sY (s) - 1 + 2Y (s) + Y (s) = 2 [Q y(0) = 1]
s s +1
Ê 1ˆ 1
ÁË s + 2 + s ˜¯ Y (s) = 2 +1
s +1
s2 + 2
=
s2 + 1
s2 + 2s + 1 s2 + 2
Y ( s) = 2
s s +1
s(s2 + 2)
Y(s) =
(s2 + 1)(s2 + 2 s + 1)
s(s2 + 2)
=
(s2 + 1)(s + 1)2
5.15  Solution of Linear Ordinary Differential Equations        5.217

By partial fraction expansion,


A B Cs + D
Y(s) = + 2
+ 2
s + 1 (s + 1) s +1
s(s2 + 2) = A(s + 1)(s2 + 1) + B (s2 + 1) + (Cs + D) (s + 1)2 … (1)
Putting s = –1 in Eq. (1),
–3 = 2B
3
B= - … (2)
2
Equating the coefficients of s0,
0=A+B+D … (3)
Equating the coefficients of s3,
1=A+C … (4)
Equating the coefficients of s2,
0 = A + B + 2C + D … (5)
Solving Eqs (2), (3), (4), and (5),
1
A = 1, C = 0, D =
2
1 3 1 1 1
Y(s) = - ◊ + ⋅
s + 1 2 (s + 1)2 2 s2 + 1
Taking inverse Laplace transform of both the sides,
3 1
y(t) = e - t - e - t t + sin t
2 2

exercIse 5.24
Using Laplace transform, solve the following differential equations:
1. y ¢ + 4 y = 1, y(0) = -3
È 1 13 -4t ˘
Í Ans.: y(t) = 4 - 4 e ˙
Î ˚
2. y ¢ + 6 y = e 4t , y(0) = 2
È 1 4t 19 -6t ˘
Í Ans.: y(t) = 10 e + 10 e ˙
Î ˚

3. y ¢ + 4 y = cos t, y(0) = 0
È 4 -4t 4 1 ˘
Í Ans.: y(t) = - 17 e + 17 cos t + 17 sint ˙
Î ˚
4. y ¢ + 3y = 10 sin t, y(0) = 0
ÈÎ Ans.: y(t) = e -3t - cos t + 3 sin t ˘˚
5.218 Chapter 5 Laplace Transforms and Applications

5. y ¢ + 0.2y = 0.01t, y(0) = -0.25


[Ans.: y(t) = 0.05 t – 0.25]
6. y ¢ - 2y = 1 - t , y(0) = 1
È 1 1 5 2t ˘
Í Ans . : y(t) = - 4 + 2 t + 4 e ˙
Î ˚
7. y ≤ + 5y ¢ + 4 y = 0, y(0) = 1, y ¢(0) = -1

È 4 -t 1 -4t ˘
Í Ans . : y(t) = 3 e - 3 e ˙
Î ˚

8. y ≤ + 2y ¢ - 3y = 6e -2t , y(0) = 2, y ¢(0) = -14

È -2t 11 -3t 3 t ˘
Í Ans . : y(t) = - 2e + 2 e - 2 e ˙
Î ˚

9. y ≤ - 4 y ¢ + 4 y = 1, y(0) = 1, y ¢(0) = 4
È 1 3 2t 5 2t ˘
Í Ans . : y(t) = 4 + 4 e + 2 te ˙
Î ˚

10. y ≤ - 4 y ¢ + 3y = 6t - 8, y(0) = 0, y ¢(0) = 0

ÈÎ Ans . : y(t) = 2t + et - e 3t ˘˚

11. y ≤ + 2y ¢ + y = 3te -t , y(0) = 4, y ¢(0) = 2

È -t -t t 3 -t ˘
Í Ans . : y(t) = 4e + 6t e + e ˙
Î 2 ˚
12. y ≤ + y = sin t ◊ sin2t, y(0) = 1, y ¢(0) = 0

È 15 t 1 ˘
Í Ans . : y(t) = 16 cos t + 4 sin t + 16 cos3t ˙
Î ˚
-2t
13. y ≤ + y = e sin t, y(0) = 0, y ¢(0) = 0
È 1 1 1 -2t 1 -2t ˘
Í Ans . : y(t) = 8 sin t - 8 cos t + 8 e sin t + 8 e cos t ˙
Î ˚

14. y ≤ + y = t cos 2t, y(0) = 0, y ¢(0) = 0


È 4 5 1 ˘
Í Ans . : y(t) = 9 sin2t - 9 sint - 3 t cos 2t ˙
Î ˚
Points to Remember        5.219

t t2
15. y ¢ + y - 2 Ú ydt = , y(0) = 1, y ¢(0) = –2
0 2
 1 t 11 −2t 1 1 
 Ans . : y(t) = 3 e + 12 e − 2 t − 4 
 

Points to Remember
Laplace Transform

- st
If f (t) is a function of t defined for all t ≥ 0 then Ú0 e f (t) dt is defined as the

Laplace transform of f (t), provided the integral exists and is denoted by L { f (t)}.

- st
L{ f (t)} = Ú0 e f (t) dt

Sufficient Conditions for Existence of Laplace Transform


The Laplace transform of the function f (t) exists when the following sufficient con-
ditions are satisfied:
(i) f (t) is piecewise continuous, i.e., f (t) is continuous in every subinterval and
f (t) has finite limits at the end points of each subinterval.
(ii) f (t) is of exponential order of a, i.e., there exists M, a such that
| f (t)| £ Mea t, for all t ≥ 0. In other words,
{ }
lim e -a t f (t ) = finite quantity
t Æ•

Properties of Laplace Transform


(i) Linearity
If L{ f1(t)} = F1(s) and L{ f2(t)} = F2(s) then
L{a f1(t) + b f2(t)} = a F1(s) + b F2(s)
where a and b are constants.
(ii) Change of Scale
1 Ê sˆ
If L { f (t )} = F (s) then L { f (at )} = F .
a ÁË a ˜¯
(iii) First Shifting Theorem
{ }
If L { f (t )} = F (s) then L e - at f (t ) = F (s + a ).
5.220 Chapter 5 Laplace Transforms and Applications

(iv) Second Shifting Theorem


If L { f (t )} = F (s)

and g (t ) = f (t - a ) t>a
=0 t<a
then L{g(t )} = e - as F (s)

(v) Differentiation of Laplace transform (Multiplication by t)

dn
{
I f L { f (t )} = F (s) then L t n f (t ) = ( -1) } n

ds n
F (s).

(vi) Integration of Laplace Transform (Division by t)


Ï f (t ) ¸ •
If L { f (t )} = F (s) then L Ì ˝ = Ús F (s)ds.
Ó t ˛
(vii) Laplace Transforms of Derivatives
If L { f (t )} = F (s) then L { f ′ (t )} = s F (s) - f (0)

L { f ′′ (t )} = s2 F (s) - s f (0) - f ′ (0)


In general,

{ }
L f n (t ) = s n F (s) - s n -1 f (0) - s n - 2 f ′ (0) - s n - 3 f ′′ (0) - L - f ( n -1) (0)

(viii) Laplace Transforms of Integrals

If L { f (t )} = F (s) then L {Ú 0
t
}
f (t )dt =
F ( s)
s
.

Laplace Transform of Periodic Functions


If f(t) is a piecewise continuous periodic function with period T then
1 T - st
- Ts Ú0
L{ f (t )} = e f (t )dt
1- e

Convolution Theorem
If L-1 {F1 (s)} = f1 (t ) and L-1 {F2 (s)} = f2 (t ) then

L-1 {F1 (s) ◊ F2 (s)} = Ú f1 (u) f2 (t - u)du


t
0
t
where
Ú0 f1 (u) f2 (t - u)du = f1 (t )* f2 (t )
f1(t)*f2(t) is called the convolution of f1(t) and f2(t).
Points to Remember        5.221

Table of Laplace Transforms


Sr. No. f (t) F(s)
k
1 k
s
1
2 t
s2
n +1
3 tn
sn +1
1
4 e at
s-a
a
5 sin at
s + a2
2

s
6 cos at
s2 + a 2
a
7 sinh at
s - a2
2

s
8 cosh at
s2 - a 2
a
9 e–bt sin at
( s + b )2 + a 2
s+b
10 e–bt cos at
( s + b )2 + a 2
a
11 e–bt sinh at
( s + b )2 - a 2
s+b
12 e–bt cosh at
( s + b )2 - a 2
1
13 u(t)
s
e - as
14 u(t – a)
s
15 d (t) 1
16 d (t – a) e–as
5.222 Chapter 5 Laplace Transforms and Applications

Multiple Choice Questions


Select the most appropriate response out of the various alternatives given in each
of the following questions:
1. For a periodic function f(t) with fundamental period P, its Laplace transform is
[Winter 2015]
P P
1 1
(a)
- Ps Ú
e - st f (t ) dt (b) Úe
- st
f ( t ) dt
1- e 0
1 + e - Ps 0

P P
1 1 - st
(c)
1 - e Ps
Úe
- st
f (t )dt (d)
1 + e Ps
Úe f (t )dt
0 0

s
2. If L [ f (t )] = , then L{e-3t f (t )} is [Winter 2015]
(s - 3)2

s-3 s+3 s+3 s-3


(a) (b) (c) (d)
s2 s s2 s
3. L{(2t – 1)2} = [Winter 2015]
8 4 1 8 4 1
(a) + - (b) - 2 -
3 2 3
s s s s s 3
8 4 1 8 4 1
(c) + + (d) - 2 +
3 2 3
s s s s s s
Ï 1 ¸Ô
4. L-1 ÔÌ = [Summer 2016]

ÓÔ (s + a ) ˛Ô
(a) e–at (b) te–at (c) t2e–at (d) teat
5. If f(t) is a periodic function with period t, then L{f(t)} is
[Winter 2016; Summer 2016]
• •
- st
(a) Úe
st
f (t ) dt (b) Úe f (t ) dt
0 0
• •
-2 st
(c) Ú e f (t ) dt (d) Úe
2 st
f (t )dt
0 0
1
6 Laplace transform of - is [Winter 2016]
t 2

p p p
(a) (b) p (c) (d)
5 s s s
Multiple Choice Questions        5.223

Ï sin t ¸ -1 Ê 1 ˆ Ï sin at ¸
7. If L Ì ˝ = tan ÁË ˜¯ , then L Ì ˝ is [Winter 2016]
Ó t ˛ s Ó t ˛

Ê sˆ Ê aˆ Ê 1ˆ
(a) tan–1(s) (b) tan -1 Á ˜
(c) tan -1 Á ˜ (d) tan -1 Á ˜
Ë a¯ Ë s¯ Ë s¯
8. If u(t) is a unit step function, L{u(t – a)} =
e as e - ase - as e as
(a) 2 (b) 2 (c) (d)
s s s s
9. Laplace transform of the unit impulse function s(t – a) is
(a) eas (b) e–as (c) es (d) e–s
10. L{f¢ (t)} =
(a) s F(s) – f(0) (b) s F(s) + f(0)
(c) F(s) – F(0) (d) F(s) + f(0)
11. If L–1{F(s)} = f(t) then L–1{F(s – a)} =
(a) e–at f(t) (b) et f(t) (c) eat f(t) (d) e–t f(t)
12. If L–1{F(s)} = f(t) then L–1{F(as)} =
1 Êtˆ Êtˆ 1 1
(a) fÁ ˜ (b) a f Á ˜ (c) f (t ) (d) f (at )
a Ë a¯ Ë a¯ a a

Ï ¸
13. L-1 ÔÌ 2 s Ô˝ =
ÓÔ (s + 1) ˛Ô
2 2

t t2
(a) sin t (b) t sint (c) t2 sint (d) cos t
2 2
14. Using Laplace transform, the equation (D2 + 9)y = cos 2t can be written as
(s2 + 9) Y(s) – s y(0) – y¢(0) =
s s s s
(a) (b) (c) (d)
2 2
s +2 s +4 s +2 s+4

15. The value of L{e3t + 3} is [Summer 2017]

e3 e3 e3 e3
(a) (b) (c) (d)
s+3 s-3 s s2 - 3

Answers
1. (a) 2. (c) 3. (d) 4. (b) 5. (b) 6. (b) 7. (c) 8. (c)
9. (b) 10. (a) 11. (c) 12. (a) 13. (b) 14. (b) 15. (b)
CHAPTER
6
Partial Differential
Equations and
Applications

chapter outline
6.1 Introduction
6.2 Partial Differential Equations
6.3 Formation of Partial Differential Equations
6.4 Solution of Partial Differential Equations
6.5 Linear Partial Differential Equations of First Order
6.6 Nonlinear Partial Differential Equations of First Order
6.7 Charpit’s Method
6.8 Homogeneous Linear Partial Differential Equations with Constant Coefficients
6.9 Nonhomogeneous Linear Partial Differential Equations with Constant
Coefficients
6.10 Classification of Second Order Linear Partial Differential Equations
6.11 Applications of Partial Differential Equations
6.12 Method of Separation of Variables
6.13 One-Dimensional Wave Equation
6.14 D’ Alembert’s Solution of Wave Equation
6.15 One-Dimensional Heat-Flow Equation
6.16 Two-Dimensional Heat-Flow Equation

6.1 IntroductIon
A Partial Differential Equation (PDE) is a differential equation that contains unknown
multivariable functions and their partial derivatives. PDEs are used to formulate
problems involving functions of several variables. These equations are used to describe
phenomena such as sound, heat, electrostatics, electrodynamics, fluid flow, elasticity,
or quantum mechanics.
6.2 Chapter 6  Partial Differential Equations and Applications

6.2 PartIal dIfferentIal equatIons


A differential equation containing one or more partial derivatives is known as a partial
∂z ∂z ∂ 2 z ∂ 2 z ∂ 2 z
differential equation. Partial derivatives , , , , are denoted by p,
∂x ∂y ∂x 2 ∂x ∂y ∂y 2
q, r, s, t respectively. The order of a partial differential equation is the order of the high-
est-order partial derivative present in the equation. The degree of a partial differential
equation is the power of the highest order partial derivative present in the equation.

6.3 formatIon of PartIal dIfferentIal equatIons


Partial differential equations can be formed using the following methods:

6.3.1 By elimination of arbitrary constants


Let f (x, y, z, a, b) = 0 ...(6.1)
be an equation where a and b are arbitrary constants (Fig. 6.1).
Differentiating Eq. (6.1) partially w.r.t. x,
f
∂f ∂x ∂f ∂z
◊ + ◊ =0
∂x ∂x ∂z ∂x
∂f ∂f
+ ◊p=0 ...(6.2)
∂x ∂z x z y

Differentiating Eq. (6.1) w.r.t. y,


∂f ∂y ∂f ∂z
◊ + ◊ =0 x y
∂y ∂y ∂z ∂y
fig. 6.1 Composite function
∂f ∂f
+ ◊q = 0 ...(6.3)
∂y ∂z
By eliminating a, b from Eqs (6.1), (6.2), and (6.3), a partial differential equation of
first order is obtained.
Note If the number of arbitrary constants is more than the number of independent
variables in Eq. (6.1) then the partial differential equation obtained is of higher order
or higher degree (more than one).

example 1
Form a partial differential equation by eliminating the arbitrary
constants from the equation z = ax2 + by2.
Solution
z = ax2 + by2 ...(1)
6.3  Formation of Partial Differential Equations        6.3

Differentiating Eq. (1) partially w.r.t. x and y,


∂z ∂z
= 2 ax, = 2by
∂x ∂y
p = 2 ax, q = 2by
p q
a= , b=
2x 2y
Substituting a and b in Eq. (1),
p 2 q 2
z= x + y
2x 2y
2 z = px + qy
which is a partial differential equation of first order.

example 2
Form a partial differential equation for the equation
z = (x – 2)2 + (y – 3)2. [Summer 2014, 2013]
Solution
z = (x – 2)2 + (y – 3)2 ...(1)
Differentiating Eq. (1) partially w.r.t. x and y,
∂z
= 2( x - 2) ...(2)
∂x
∂z
and = 2( y - 3) ...(3)
∂y
Squaring and adding Eqs (2) and (3),
2 2
Ê ∂z ˆ Ê ∂z ˆ
ÁË ˜¯ + Á ˜ = 4 ÈÎ( x - 2) + ( y - 3) ˘˚
2 2
∂x Ë ∂y ¯
p2 + q 2 = 4 z
which is a partial differential equation of order one and degree two.

example 3
Form a partial differential equation for the equation
(x – a) (y – b) – z2 = x2 + y2 [Winter 2015]
Solution
(x – a) (y – b) – z2 = x2 + y2 ...(1)
Differentiating Eq. (1) partially w.r.t. x and y,
6.4 Chapter 6  Partial Differential Equations and Applications

∂z
( y - b) - 2 z
= 2x
∂x
(y – b) = 2x + 2zp
∂z
and ( x - a) - 2 z = 2y
∂y
(x – a) = 2y + 2zq
Eliminating a and b from Eq. (1),
(2y + 2zq) (2x + 2zp) – z2 = x2 + y2
4(x + zp) (y + zq) – z2 = x2 + y2
which is a partial differential equation.

example 4
Form a partial differential equation for the equation z = ax + by + ct .
[Summer 2017]
Solution
z = ax + by + ct ...(1)
Differentiating Eq. (1) partially w.r.t. x and y,
∂z
=a
∂x
p=a
∂z
and =b
∂y
q=b
Differentiating Eq. (1) partially w.r.t. t,
∂z
=c
∂t
Substituting a, b and c in Eq. (1),
∂z
z = px + qy + t
∂t
which is a partial differential equation of first order.

example 5
Form a partial differential equation by eliminating the arbitrary con-
x 2 y2 z2
stants from the equation 2 + 2 + 2 = 1 .
a b c
Solution
x2 y2 z2
+ + =1 ...(1)
a2 b2 c2
6.3  Formation of Partial Differential Equations        6.5

Differentiating Eq. (1) partially w.r.t. x and y,


2x 2 z ∂z 2y 2 z ∂z
+ = 0, 2
+ =0
a 2
c 2 ∂x b c 2 ∂y
x z y z
2
+ 2 p=0 ...(2), 2
+ 2 q=0 ...(3)
a c b c

Differentiating Eq. (2) partially w.r.t. x,


1 p ∂z z ∂p
+ + =0
a2 c 2 ∂x c 2 ∂x
c2 È ∂p ∂ 2 z ˘
+ p 2
+ zr = 0 ÍQ = 2 = r˙
ÍÎ ∂x ∂x
2
a ˚˙

c2 zp
Substituting 2
=- from Eq. (2),
a x
zp
- + p2 + zr = 0
x
- zp + xp2 + xzr = 0
which is a partial differential equation of second order.
Similarly, differentiating Eq. (3) partially w.r.t. y,
1 q ∂z z ∂q
+ + =0
b 2
c 2 ∂y c 2 ∂y
c2 È ∂q ∂ 2 z ˘
+ q 2
+ zt = 0 ÍQ = 2 = t˙
ÍÎ ∂y ∂y
2
b ˙˚
c2 zq
Substituting 2
=- from Eq. (3),
b y
zq
- + q 2 + zt = 0
y
- zq + yq 2 + yzt = 0
which is also a partial differential equation of order two. Hence, two partial differential
equations of order two are obtained.

example 6
Find the differential equation of all planes which are at a constant
distance a from the origin.
6.6 Chapter 6  Partial Differential Equations and Applications

Solution
The equation of the plane in normal form is
lx + my + nz = a ...(1)
where l, m, and n are the direction cosines of the normal from the origin to the plane.
\ l 2 + m 2 + n2 = 1 ...(2)
Differentiating Eq. (1) partially w.r.t. x and y,
∂z ∂z
l+n = 0, m+n =0
∂x ∂y
l + np = 0, m + nq = 0
l = - np ...(3) m = - nq ...(4)
Substituting l and m in Eq. (2),
n2 p2 + n2 q 2 + n2 = 1
n2 ( p2 + q 2 + 1) = 1
1
n=
1 + p2 + q 2

Substituting l and m from Eqs (3) and (4) in Eq. (1),


- npx - nqy + nz = a
a
px + qy - z = -
n
px + qy - z = - a 1 + p2 + q 2
( px + qy - z )2 = a 2 (1 + p2 + q 2 )
which is a partial differential equation of order one and degree two.

6.3.2 By elimination of arbitrary functions


z = f(u)
(a) Let the given equation be z = f (u) ...(6.4)
where u is a function of x, y, and z (Fig. 6.2).
Differentiating Eq. (6.4) w.r.t. x and y, u

∂z ∂f ∂u ∂f ∂u ∂z
= ◊ + ◊ ◊ ...(6.5)
∂x ∂u ∂x ∂u ∂z ∂x
x y z
∂z ∂f ∂u ∂f ∂u ∂z ...(6.6)
= ◊ + ◊ ◊
∂y ∂u ∂y ∂u ∂z ∂y x y
By eliminating the arbitrary function f from Eqs (6.4), fig. 6.2 Chain rule
(6.5), and (6.6), a partial differential equation of first
order is obtained.
6.3  Formation of Partial Differential Equations        6.7

(b) Let the given equation be F(u, v) = 0 ...(6.7)


where u and v are functions of x, y, and z.
Differentiating Eq. (6.7) w.r.t. x and y,
∂F Ê ∂u ∂u ∂z ˆ ∂ F Ê ∂ v ∂ v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂x ∂z ∂x ˜¯ ∂v ÁË ∂x ∂z ∂x ˜¯
...(6.8)

∂F Ê ∂u ∂u ∂ z ˆ ∂ F Ê ∂ v ∂ v ∂ z ˆ
+ ◊ + + ◊ =0 ...(6.9)
∂u ÁË ∂y ∂z ∂y ˜¯ ∂v ÁË ∂y ∂z ∂y ˜¯

∂F ∂F
Eliminating and from Eqs (6.8) and (6.9),
∂u ∂v
∂u ∂u ∂z ∂v ∂v ∂z
+ ◊ + ◊
∂x ∂z ∂x ∂x ∂z ∂x
=0
∂u ∂u ∂z ∂v ∂v ∂z
+ ◊ + ◊
∂y ∂z ∂y ∂y ∂z ∂y
Expanding this determinant, a partial differential equation of first order is ob-
tained.

example 1
Form a partial differential equation by eliminating the arbitrary
functions from z = f(x2 – y2). [Winter 2013]
Solution
z = f(x2 – y2) ...(1)
Differentiating Eq. (1) partially w.r.t. x,
∂z
= f ¢ ( x 2 - y 2 ) (2 x ) ...(2)
∂x
Differentiating Eq. (1) partially w.r.t. y,
∂z
= f ¢( x 2 - y 2 ) (-2 y) ...(3)
∂y
Substituting f¢(x2 – y2) from Eq. (3) in Eq. (2),
∂z Ê 1 ∂z ˆ
= (2 x ) Á -
∂x Ë 2 y ∂y ˜¯
x
p=- q
y
py = - xq
py + xq = 0
which is a partial differential equation of first order.
6.8 Chapter 6  Partial Differential Equations and Applications

example 2
Form a partial differential equation by eliminating the arbitrary
functions from xyz = f (x + y + z). [Winter 2013]
Solution
xyz = f(x + y + z) ...(1)
Differentiating Eq. (1) partially w.r.t. x,
∂z Ê ∂z ˆ
yz + xy = f ¢( x + y + z ) Á 1 + ˜
∂x Ë ∂x ¯
yz + xyp = f ¢( x + y + z ) (1 + p )
...(2)
Differentiating Eq. (1) partially w.r.t. y,
∂z Ê ∂z ˆ
xz + xy = f ¢( x + y + z ) Á 1 + ˜
∂y Ë ∂y ¯
xz + xyq = f ¢( x + y + z ) (1 + q ) ...(3)
Eliminating f¢(x + y + z) from Eqs (2) and (3),
yz + xyp 1 + p
=
xz + xyq 1 + q
(1 + q)( yz + xyp) = (1 + p)( xz + xyq )
yz + xyp + yzq + xypq = xz + xyq + xzp + xypq
( xy - xz ) p + ( yz - xy)q = xz - yz
x( y - z ) p + y( z - x )q = ( x - y)z
which is a partial differential equation of first order.

example 3
Ê xˆ
Form the partial differential equation of z = f Á ˜ .
Ë y¯
[Winter 2012; Summer 2017]
Solution
Ê xˆ
z= fÁ ˜ ...(1)
Ë y¯
x
Let u=
y
6.3  Formation of Partial Differential Equations        6.9

Differentiating Eq. (1) partially w.r.t. x,


∂z ∂u 1
= f ¢(u) = f ¢(u) ◊
∂x ∂x y
1
p = f ¢(u) ...(2)
y
Differentiating Eq. (1) partially w.r.t. y,
∂z ∂u Ê xˆ
= f ¢(u) = f ¢(u) Á - 2 ˜
∂y ∂y Ë y ¯
Ê xˆ
q = f ¢(u) Á - 2 ˜ ...(3)
Ë y ¯
Eliminating f¢(u) from Eqs (2) and (3),
Ê xˆ x
q = py Á - 2 ˜ = - p
Ë y ¯ y
qy = - px
px + qy = 0

which is a partial differential equation of first order.

example 4
Form a partial differential equation by eliminating the arbitrary
functions from the equation z = emyf( x - y) .
Solution
z = e myf( x - y) ...(1)
Differentiating Eq. (1) partially w.r.t. x,
∂z
= e myf ¢( x - y)
∂x
p = e myf ¢( x - y)
...(2)
Differentiating Eq. (1) partially w.r.t. y,
∂z
= me myf ( x - y) + ÈÎe myf ¢( x - y)˘˚ ( -1)
∂y
= me myf ( x - y) - e myf ¢( x - y)
q = me myf ( x - y) - e myf ¢( x - y)
= mz - p [Using Eqs(1) and (2)]
p + q = mz

which is a partial differential equation of first order.


6.10 Chapter 6  Partial Differential Equations and Applications

example 5
Eliminate the arbitrary function from the equation z = xy + f (x2 + y2).
[Winter 2014]
Solution
Let u = x2 + y2
\ z = xy + f(u) ...(1)
Differentiating Eq. (1) partially w.r.t. x,
∂z ∂f
= y + (2 x )
∂x ∂u
∂f
p = y + (2 x ) ...(2)
∂u
Differentiating Eq. (1) partially w.r.t. y,
∂z ∂f
= x + (2 y )
∂y ∂u
∂f
q = x + (2 y ) ...(3)
∂u
∂f
Eliminating from Eqs (2) and (3),
∂u
p - y 2x
=
q - x 2y
p- y x
=
q-x y
qx - x 2 = py - y 2
qx - py = x 2 - y 2
which is a partial differential equation of first order.

example 6
Form a partial differential equation by eliminating the arbitrary functions
from the equation z = f ( x + ay) + f ( x - ay) . [Winter 2016]
Solution
z = f ( x + ay) + f ( x - ay) ...(1)
Differentiating Eq. (1) partially w.r.t. x,
∂z
= f ¢( x + ay) + f ¢( x - ay) ...(2)
∂x
6.3  Formation of Partial Differential Equations        6.11

Differentiating Eq. (1) partially w.r.t. y,


∂z
= f ¢( x + ay)a + f ¢( x - ay)( - a )
∂y
= af ¢( x + ay) - af ¢( x - ay) ...(3)
Differentiating Eq. (2) partially w.r.t. x,
∂2 z
= f ¢¢( x + ay) + f ¢¢( x - ay) ...(4)
∂x 2
Differentiating Eq. (3) partially w.r.t. y,

∂2 z
= a f ¢¢( x + ay)a - af ¢¢( x - ay)( - a )
∂y 2
= a 2 f ¢¢( x + ay) + a 2f ¢¢( x - ay)
= a 2 [ f ¢¢( x + ay) + f ¢¢( x - ay)]
∂2 z
= a2 [ Using Eq. (4)]
∂x 2
t = a2r
which is a partial differential equation of second order.

example 7
Form the partial differential equations by eliminating the arbitrary
functions from f(x2 + y2, z – xy) = 0. [Winter 2017]
Solution
f(x2 + y2, z – xy) = 0 ...(1)
Let u = x2 + y2, v = z – xy
Differentiating Eq. (1) partially w.r.t. x,
∂f Ê ∂u ∂u ∂z ˆ ∂ f Ê ∂ v ∂ v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂x ∂z ∂x ˜¯ ∂v ÁË ∂x ∂z ∂x ˜¯
∂f ∂f
(2 x ) + ( - y + p ) = 0 ...(2)
∂u ∂v
Differentiating Eq. (1) partially w.r.t. y,
∂f Ê ∂u ∂u ∂z ˆ ∂f Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂y ∂z ∂y ˜¯ ∂v ÁË ∂y ∂z ∂y ˜¯
∂f ∂f
(2 y ) + ( - x + q ) = 0 ...(3)
∂u ∂v
6.12 Chapter 6  Partial Differential Equations and Applications

∂f ∂f
Eliminating and from Eqs (2) and (3),
∂u ∂v
2x -y + p
=
2y -x + q
x (q - x ) = y( p - y )
py - qx + x 2 - y 2 = 0
which is a partial differential equation of first order.

example 8
Form a partial differential equation by eliminating the arbitrary
functions from F(x2 – y2, xyz) = 0. [Winter 2014]
Solution
F(x2 – y2, xyz) = 0 ...(1)
Let u = x2 – y2, v = xyz
Differentiating Eq. (1) partially w.r.t. x,
∂F Ê ∂u ∂u ∂z ˆ ∂F Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂x ∂z ∂x ˜¯ ∂v ÁË ∂x ∂z ∂x ˜¯
∂F ∂F
(2 x ) + ( yz + xyp) = 0 ...(2)
∂u ∂v
Differentiating Eq. (1) partially w.r.t. y,
∂F Ê ∂u ∂u ∂z ˆ ∂F Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂y ∂z ∂y ˜¯ ∂v ÁË ∂y ∂z ∂y ˜¯
∂F ∂F
( -2 y) + ( xz + xyq ) = 0 ...(3)
∂u ∂v
∂F ∂F
Eliminating and from Eqs (2) and (3),
∂u ∂v
2x yz + xyp
=
-2 y xz + xyq
x( xz + xyq ) = - y( yz + xyp)
x 2 z + x 2 yq = - y 2 z - xy 2 p
xy 2 p + x 2 yq = -( x 2 + y 2 )z
xy 2 p + x 2 yq + ( x 2 + y 2 )z = 0
which is a partial differential equation of first order.
6.3  Formation of Partial Differential Equations        6.13

example 9
Form a partial differential equation of f (x + y + z, x2 + y2 + z2) = 0, where
f is an arbitrary function. [Winter 2012; Summer 2015, 2014]
Solution
f (x + y + z, x2 + y2 + z2) = 0 ...(1)
Let u = x + y + z, v = x2 + y2 + z2
Differentiating Eq. (1) partially w.r.t. x,
∂f Ê ∂u ∂u ∂z ˆ ∂f Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊
∂u ÁË ∂x ∂z ∂x ˜¯ ∂v ÁË ∂x ∂z ∂x ˜¯
∂f ∂f
(1 + p) + (2 x + 2 zp) = 0 ...(2)
∂u ∂v
Differentiating Eq. (1) partially w.r.t. y,
∂f Ê ∂u ∂u ∂z ˆ ∂f Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊
∂u ÁË ∂y ∂z ∂y ˜¯ ∂v ÁË ∂y ∂z ∂y ˜¯
∂f ∂f
(1 + q ) + (2 y + 2 zq ) = 0 ...(3)
∂u ∂v

Eliminating ∂f and ∂f from Eqs (2) and (3),


∂u ∂v

1 + p 2 x + 2 zp
=
1 + q 2 y + 2 zq
(1 + p)(2 y + 2 zq ) = (1 + q )(2 x + 2 zp)
2 y + 2 zq + 2 py + 2 zpq = 2 x + 2 zp + 2 xq + 2 zpq
y + zq + py = x + zp + xq
( y - z ) p + ( z - x )q = x - y
which is a partial differential equation of first order.

example 10
Eliminate the function f from the relation f (xy + z2, x + y + z) = 0.
[Summer 2013]
Solution
f (xy + z2, x + y + z) = 0 ...(1)
Let u = xy + z2, v=x+y+z
6.14 Chapter 6  Partial Differential Equations and Applications

Differentiating Eq. (1) partially w.r.t. x,


∂f Ê ∂u ∂u ∂z ˆ ∂f Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂x ∂z ∂x ˜¯ ∂v ÁË ∂x ∂z ∂x ˜¯
∂f ∂f
( y + 2 zp) = - (1 + p) ...(2)
∂u ∂v
Differentiating Eq. (1) partially w.r.t. y,
∂f Ê ∂u ∂u ∂z ˆ ∂f Ê ∂v ∂v ∂z ˆ
+ ◊ + + ◊ =0
∂u ÁË ∂y ∂z ∂y ˜¯ ∂v ÁË ∂y ∂z ∂y ˜¯
∂f ∂f
( x + 2 zq ) = - (1 + q ) ...(3)
∂y ∂v

Eliminating ∂f and ∂f from Eqs (2) and (3),


∂u ∂v

y + 2 zp 1 + p
=
x + 2 zq 1 + q
( y + 2 zp)(1 + q ) = ( x + 2 zq )(1 + p)
y + yq + 2 zp + 2 zpq = x + xp + 2 zq + 2 zpq
y + yq + 2 zp = x + xp + 2 zq
p( x - 2 z ) - q( y - 2 z ) = y - x

which is a partial differential equation of first order.

exercIse 6.1
 I.   Form  partial  differential  equations  by  eliminating  the  arbitrary 
constants.
1. z = ax + by + ab
[ ans. : z = px + qy + pq ]
1 2 2y
2. z = axe y + a e +b
2
ÈÎ ans. : q = xp + p 2 ˘˚
2 2
3. ( x - a ) + ( y - b ) = z 2 cot2 a
ÈÎ ans. : p 2 + q 2 = tan2 a ˘˚
2 2
4. ( x - h) + ( y - k ) + z 2 = c 2
( )
È ans. : z 2 p 2 + q 2 + 1 = c 2 ˘
Î ˚
6.4  Solution of Partial Differential Equations        6.15

II.   Form  partial  differential  equations  by  eliminating  the  arbitrary 


functions.
Êyˆ
1. z = f Á ˜
Ë x¯
[ ans. : xp + yq = 0 ]
(
2. z = ( x + y ) f x - y
2 2
)
[ ans. : yp ¢¢ + xq = z ]
Ê1 ˆ
3. z = y + 2 f Á + loge y ˜
2

Ëx ¯
ÈÎ ans. : x 2 p + yq = 2y 2 ˘˚
4. z = x + y + f (xy )
[ ans. : xp - yq = x - y ]
5. z = f ( x ) + e g ( x )
y

[ans. : t = q]

6. z = f ( x + y ) ◊ g ( x - y )
ÈÎ ans. : (r - t ) z = ( p + q ) ( p - q )˘˚

( 2
7. f xy + z , x + y + z = 0 )
ÈÎ ans. : (2 z - x ) p + ( y - 2 z ) q = x - y ˘˚

(
8. f x 2 + y 2 + z 2 , z 2 - 2 xy = 0)
È ans. : ( x + y ) È z (q - p ) + ( y - x )˘ = 0 ˘
Î Î ˚ ˚

6.4 solutIon of PartIal dIfferentIal equatIons


The solution of a partial differential equation is a relation between the dependent and
independent variables which satisfies the equation.
The solution of a partial differential equation is not always unique. It may have more
than one solution or sometimes no solution.
A solution which contains a number of arbitrary constants equal to the independent
variables is called a complete integral.
A solution obtained by giving particular values to the arbitrary constants in a complete
integral is called a particular integral.
6.16 Chapter 6  Partial Differential Equations and Applications

Solution of Partial Differential Equations by the Method of 
direct Integration
This method is applied to those problems where direct integration is possible. The
solutions depend only on the definition of partial differentiation.

example 1
∂2 u
Solve = e - t cos x . [Winter 2013]
∂x ∂t
Solution
∂ Ê ∂u ˆ -t
Á ˜ = e cos x
∂x Ë ∂t ¯
Integrating w.r.t. x keeping t constant,
∂u
= e - t sin x + f (t )
∂t
Integrating w.r.t. t keeping x constant,

u = -e - t sin x + Ú f (t ) dt + g( x )

example 2
∂2 z ∂z
Solve = sin x sin y, given that = -2 sin y when x = 0 and z = 0,
∂x ∂y ∂y
p
when y is an odd multiple of . [Summer 2013]
2
Solution
∂ Ê ∂z ˆ
= sin x sin y
∂x ÁË ∂y ˜¯
Integrating w.r.t. x keeping y constant,
∂z
= - cos x sin y + f ( y) ...(1)
∂y
∂z
When x = 0, = -2 sin y
∂y
Putting in Eq. (1),
-2 sin y = -1 ◊ sin y + f ( y)
f ( y) = - sin y
6.4  Solution of Partial Differential Equations        6.17

Substituting in Eq. (1),


∂z
= - cos x sin y - sin y
∂y
Integrating w.r.t. y keeping x constant,
z = cos x cos y + cos y + g(x) ...(2)
p
z = 0, when y is an odd multiple of ,
2
p
i.e., y = (2 n + 1) , n = 0, 1, 2, ...
2
È p ˘
0 = 0 + 0 + g( x ) ÍÎQ cos(2 n + 1) 2 = 0 ˙˚
g( x ) = 0
Substituting in Eq. (2),
z = cos x cos y + cos y
= (1 + cos x ) cos y

example 3
∂2 z y ∂z
Solve + z = 0, given that when x = 0, z = e and =1.
∂x 2 ∂x
Solution
If z is a function of x alone, the solution would have been
z = c1 cos x + c2 sin x
Since z is a function of x and y, the solution of the given equation is
z = f(y) cos x + g(y) sin x ...(1)
When x = 0, z = ey
f(y) = ey
Differentiating Eq. (1) w.r.t. x,
∂z
= - f ( y)sin x + g( y) cos x
∂x
∂z
When x = 0, =1
∂x
g( y ) = 1
Hence, z = ey cos x + sin x
6.18 Chapter 6  Partial Differential Equations and Applications

example 4
Find the surface passing through the lines y = 0, z = 0 and y = 1, z = 1
∂2 z
and satisfying the equation 2 = 6 x 3 y .
∂y
Solution
∂ Ê ∂z ˆ
= 6 x3 y
∂y ÁË ∂y ˜¯
Integrating w.r.t. y keeping x constant,
∂z
= 3 x3 y2 + f ( x)
∂y
Integrating w.r.t. y keeping x constant,
z = x3 y3 + yf(x) + g(x)
Since the surface passe through y = 0, z = 0,
g(x) = 0
The surface also passes through y = 1, z = 1.
1 = x3 + f ( x)
f ( x) = 1 - x3
Hence, z = x3y3 + y(1 – x3)

example 5
∂3 z
Solve = cos(2 x + 3 y) . [Winter 2014; Summer 2018]
∂x 2 ∂y
Solution
∂ Ê ∂2 z ˆ
= cos(2 x + 3 y)
∂x ÁË ∂x ∂y ˜¯
Integrating w.r.t. x keeping y constant,
∂2 z sin(2 x + 3 y)
= + f ( y)
∂x ∂y 2
∂ Ê ∂z ˆ 1
= sin(2 x + 3 y) + f ( y)
∂x ÁË ∂y ˜¯ 2
Integrating w.r.t. x keeping y constant,
∂z 1 cos(2 x + 3 y)
=- + x f ( y ) + g( y )
∂y 2 2
6.5  Linear Partial Differential Equations of First Order        6.19

Integrating w.r.t. y keeping x constant,


1 sin(2 x + 3 y)
z=- + x Ú f ( y) dy + Ú g( y) dy + f ( x )
4 3

exercIse 6.2
Solve the following equations:
∂2 z
1. = cos x cos y
∂x ∂y
[ans.: z = sin x sin y + f(x) + f(y)]

∂2 z x ∂z
2. = z, given that y = 0, z = e and = e- x
∂x 2 ∂y
[ans.: z = ey cosh x + e–y sinh x]

∂2 z ∂z ∂z
3. 2
= a 2 z, given that y = 0, = a sin x and =0
∂y ∂y ∂x
[ans.: z = sinh ay sin x + a cosh ay]

∂2 z ∂z
4. = sin x cos y , given that = -2 cos y when x = 0, and z = 0 when y
∂x ∂y ∂y
is a multiple of p
[ans.: z = —cos x sin y — sin y]

∂2 z ∂z
5. = e - y cos x, given that z = 0 when y = 0 and = 0 when x = 0
∂x ∂y ∂y
[ans.: z = sin x — e–y sin x]

6.5 lInear PartIal dIfferentIal equatIons of


fIrst order
A partial differential equation of first order is said to be linear if the dependent variable
and its derivatives are of degree one and the products of the dependent variable and its
derivatives do not appear in the equation.
The equation is said to be quasi-linear if the degree of the highest-order derivative is
one and the products of the highest-order partial derivatives are not present. A quasi-
linear partial differential equation is represented as
P ( x, y, z ) ◊ p + Q( x, y, z ) ◊ q = R( x, y, z )
This equation is known as Lagrange’s linear equation.
If P and Q are independent of z, and R is linear in z then the equation is known as a
linear equation.
6.20 Chapter 6  Partial Differential Equations and Applications

The general solution of Lagrange’s linear equation Pp + Qq = R is given by


f (u, v) = 0
where f is an arbitrary function and u, v are functions of x, y, and z.
Working Rules for Solving Lagrange’s Linear Equations
1. Write the given differential equation in the standard form Pp + Qq = R
2. Form the Lagrange’s auxiliary (subsidiary) equation
dx dy dz
= = ...(6.10)
P Q R
3. Solve the simultaneous equations in Eq. (6.10) to obtain its two independent
solutions as u = c1, v = c2.
4. Write the general solution of the given equation as
f (u, v) = 0 or u = f (v).

example 1
Solve xp + yq = 3z. [Summer 2018]
Solution
P = x, Q = y, R = 3z
The auxiliary equations are
dx dy dz ...(1)
= =
x y 3z
Taking the first and second fractions from Eq. (1),
dx dy
=
x y
Integrating,
log x = log y + log c1
log x - log y = log c1
x
log = log c1
y
x ...(2)
= c1
y
Taking the second and third fractions from Eq. (1),
dy dz
=
y 3z
3 dz
dy =
y z
6.5  Linear Partial Differential Equations of First Order        6.21

Integrating,
3 log y = log z + log c2
log y3 - log z = log c2
y3
log = log c2
z
y3 ...(3)
= c2
z
From Eqs (2) and (3), the general solution is
Ê x y3 ˆ
fÁ , ˜ =0
Ëy z ¯

example 2
Solve pz – qz = z2 + (x + y)2. [Winter 2013]
Solution
P = z, Q = –z, R = z2 + (x + y)2
The auxiliary equations are
dx dy dz
= = ...(1)
z - z z 2 + ( x + y )2
Taking the first and second fractions from Eq. (1),
dx dy
=
z -z
dx = -dy
Integrating,
x = - y + c1
x + y = c1 ...(2)
Taking the first and third fractions from Eq. (1),
dx dz
= 2
z z + ( x + y )2
dx dz
= 2 [From Eq. (2)]
z z + c12
z dz
dx =
z + c12
2

2 z dz
2 dx =
z 2 + c12
6.22 Chapter 6  Partial Differential Equations and Applications

Integrating,
log( z 2 + c12 ) = 2 x + c2
log( z 2 + c12 ) - 2 x = c2
log[ z 2 + ( x + y)2 ] - 2 x = c2
log( x 2 + y 2 + z 2 + 2 xy) - 2 x = c2
...(3)
From Eqs (2) and (3), the general solution is

f ÈÎ( x + y), log ( x 2 + y 2 + z 2 + 2 xy) - 2 x ˘˚ = 0

example 3
Find the general solution to the partial differential equation
xp + yq = x – y. [Winter 2015]
Solution
P = x, Q = y, R=x–y
The auxiliary equations are
dx dy dz
= = ...(1)
x y x-y
Taking the first and second fractions from Eq. (1),
dx dy
=
x y
Integrating,
log x = log y + log c1
log x – log y = log c1
Ê xˆ
log Á ˜ = log c1
Ë y¯
x ...(2)
= c1
y
Using the multipliers 1, –1, –1,
dx dy dz dx - dy - dz dx - dy - dz
= = = =
x y x-y x-y-x+y 0
dx – dy – dz = 0
Integrating,
x - y - z = c2 ...(3)
From Eqs (2) and (3), the general solution is
Êx ˆ
f Á , x - y - z˜ = 0
Ëy ¯
6.5  Linear Partial Differential Equations of First Order        6.23

example 4
Solve yzp – xzq = xy.
Solution
P = yz, Q = –xz, R = xy
The auxiliary equations are
dx dy dz
= = ...(1)
yz - xz xy
Taking the first and second fractions in Eq. (1),
dx dy
=
yz - xz
x dx + y dy = 0
Integrating,
x 2 y2
+ =c
2 2
x2 + y2 = c1 ...(2)
where c1 = 2c
Taking the second and third fractions in Eq. (1),
dy dz
=
- xz xy
y dy + z dz = 0
Integrating,
y2 z2
+ = c¢
2 2
y2 + z2 = c2 ...(3)
where c2 = 2c¢
From Eqs (2) and (3), the general solution is
f (x2 + y2, y2 + z2) = 0

example 5
Solve (z – y)p + (x – z)q = y – x. [Summer 2015]
Solution
P = z – y, Q = x – z, R=y–x
The auxiliary equations are
dx dy dz
= =
z-y x-z y-x
6.24 Chapter 6  Partial Differential Equations and Applications

dx + dy + dz dx + dy + dz
Each fraction = = ...(1)
-y + z + x - z + y - x 0
dx + dy + dz = 0
Integrating,
x + y + z = c1 ...(2)
Taking multipliers x, y, z in the pairs,
x dx + ydy + zdz x d x + y d y + z dz
Each fraction = =
- xy + zx + xy - zy + yz - xz 0
x dx + y dy + zdz = 0
Integrating,
x 2 y2 z2
+ + = c2¢
2 2 2
x2 + y2 + z2 = 2c2¢ = c2 ...(3)
From Eqs (2) and (3), the general solution is
f [x + y + z, x2 + y2 + z2] = 0

example 6
Solve (y + z)p + (z + x)q = x + y. [Winter 2014]
Solution
P = y + z, Q = z + x, R=x+y
The auxiliary equations are
dx dy dz
= =
y+z z+x x+y
Each of these fractions is equal to
dx - dy dy - dz dx + dy + dz
= = ...(1)
y-x z-y 2( x + y + z )
Taking the first and second fractions from Eq. (1),
dx - dy dy - dz
=
y- x z-y
d( x - y ) d( y - z )
- =0
x-y y-z
Integrating,
log( x - y) - log( y - z ) = log c1
Ê x - yˆ
log Á = log c1
Ë y - z ˜¯
x-y
= c1 ...(2)
y-z
6.5  Linear Partial Differential Equations of First Order        6.25

Taking the first and third fractions from Eq. (1),


dx - dy dx + dy + dz
=
y-x 2( x + y + z )
dx + dy + dz 2(dx - dy)
+ =0
x+y+z x-y
d ( x + y + z ) 2d( x - y )
+ =0
x+y+z x-y
Integrating,
log( x + y + z ) + 2 log( x - y) = log c2
( x + y + z )( x - y)2 = c2 ...(3)
From Eqs (2) and (3), the general solution is
Èx- y ˘
fÍ , ( x + y + z )( x - y)2 ˙ = 0
Î y - z ˚

example 7
Solve x2p + y2q = z2. [Summer 2016]
Solution
P = x2, Q = y2, R = z2
The auxiliary equations are
dx dy dz
= = ...(1)
x 2 y2 z2
Taking the first and second fractions from Eq. (1),
dx dy
=
x 2 y2
Integrating,
1 1
- = - + c1
x y
1 1
- = c1 ...(2)
y x
Taking the second and third fractions from Eq. (1),
dy dz
=
y2 z2
Integrating,
1 1
- = - + c2
y z
6.26 Chapter 6  Partial Differential Equations and Applications

1 1
- = c2 ...(3)
z y
From Eqs (2) and (3), the general solution is
Ê1 1 1 1ˆ
Ú ÁË y - x , -
z y ˜¯
=0

example 8
Solve (x2 – y2 – z2)p + 2xyq = 2xz. [Winter 2016; Summer 2014]
Solution
P = x2 – y2 – z2, Q = 2xy, R = 2xz
The auxiliary equations are
dx dy dz
2 2 2
= =
x -y -z 2 xy 2 xz
Taking x, y, z as multipliers,
dx dy dz xdx + ydy + zdz x dx + y dy + z dz
= = = = 3 ...(1)
2 2 2 2 xy 2 xz x 3 - xy 2 - xz 2 + 2 xy 2 + 2 xz 2
x -y -z x + xy 2 + xz 2

Taking the second and third fractions from Eq. (1),


dy dz
=
2 xy 2 xz
dy dz
=
y z
Integrating,
log y = log z + log c1
Ê yˆ
log Á ˜ = log c1
Ë z¯
y
= c1 ...(2)
z
Taking the third and fifth fractions from Eq. (1),
dz x dx + y dy + z dz
= 3
2 xz x + xy 2 + xz 2
dz x dx + y dy + z dz
=
2 xz x( x 2 + y 2 + z 2 )
dz 2 x dx + 2 y dy + 2 z dz
=
z x 2 + y2 + z2
6.5  Linear Partial Differential Equations of First Order        6.27

Integrating,
log z = log( x 2 + y 2 + z 2 ) + log c2
Ê z ˆ
log Á 2 2 2˜
= log c2
Ë x +y +z ¯
z
= c2 ...(3)
x + y2 + z2
2

From Eqs (2) and (3), the general solution is


Êy z ˆ
fÁ , 2 ˜ =0
Ëz x +y +z ¯2 2

example 9
Solve x(y – z)p + y (z – x)q = z(x – y). [Summer 2013]
Solution
P = x(y – z), Q = y(z – x), R = z (x – y)
The auxiliary equations are
dx dy dz
= =
x ( y - z ) y( z - x ) z ( x - y )
dx dy dz dx + dy + dz dx + dy + dz
= = = =
x( y - z ) y( z - x ) z( x - y) xy - xz + yz - xy + zx - zy 0
dx + dy + dz = 0
Integrating,
x + y + z = c1 ...(1)
1 1 1
Taking , , as multipliers,
x y z
dx dy dz dx dy dz
+ + + +
dx dy dz x y z x y z
= = = =
x ( y - z ) y( z - x ) z ( x - y ) y - z + z - x + x - y 0
dx dy dz
+ + =0
x y z
Integrating,
log x + log y + log z = log c2
log xyz = log c2
xyz = c2
...(2)
From Eqs (1) and (2), the general solution is
f (x + y + z, xyz) = 0
6.28 Chapter 6  Partial Differential Equations and Applications

example 10
∂z ∂z
Solve y2p – xy q = x (z – 2y) where p = , q= . [Summer 2017]
∂x ∂y
Solution
P = y2, Q = – xy, R = zx – 2xy
The auxiliary equations are
dx dy dz
= = ...(1)
y 2 - xy zx - 2 xy
Taking the first and second fractions from Eq. (1),
dx dy
2
=
y - xy
dx dy
=
y -x
x dx + y dy = 0
Integrating,
x 2 y2
+ =c
2 2
x2 + y2 = c1 where 2c = c1 ...(2)
Taking 0, –2, 1 as multipliers,
dx dy dz - 2 dy + d z
2
= = =
y - xy xz - 2 xy 2 xy + xz - 2 xy
Taking the second and fourth fractions,
- 2dy + dz dy
=
xz - xy
- 2dy dz dy
+ =-
z z y
-2 y dy + y dz = - zdy
z dy + y dz = 2 ydy
d( yz ) = 2 ydy
Integrating,
yz = y2 + c2
yz – y2 = c2 ...(3)
6.5  Linear Partial Differential Equations of First Order        6.29

From Eqs (2) and (3), the general solution is


f (x2 + y2, yz – y2) = 0

example 11
Solve z( z 2 + xy)( px - qy) = x 4 .

Solution
Rewriting the equation in the Pp + Qq = R form,
xz( z 2 + xy) p - yz( z 2 + xy)q = x 4
P = xz( z 2 + xy), Q = - yz( z 2 + xy), R = x 4
The auxiliary equations are
dx dy dz
2
= 2
= ...(1)
xz( z + xy) - yz( z + xy) x4
Taking the first and second fractions from Eq. (1),
dx dy
=
xz( z 2 + xy) - yz( z 2 + xy)
dx dy
+ =0
x y
Integrating,
log x + log y = log c1
log xy = log c1
xy = c1 ...(2)
Taking the first and third fractions in Eq. (1),
dx dz
2
= 4
xz( z + xy) x
x 3 dx = z( z 2 + xy)dz
Putting xy = c1 from Eq. (2),
x 3 dx = z( z 2 + c1 ) dz
x 3 dx - ( z 3 + c1 z) dz = 0
Integrating,
x4 z4 z2
- - c1 =c
4 4 2
x 4 - z 4 - 2c1 z 2 = 4c = c2 where 4c = c2
6.30 Chapter 6  Partial Differential Equations and Applications

Putting c1 = xy from Eq. (2),


x 4 - z 4 - 2 xyz 2 = c2 ...(3)

From Eqs (2) and (3), the general solution is

(
f xy, x 4 - z 4 - 2 xyz 2 = 0 )
example 12
Solve x( y 2 + z ) p - y( x 2 + z )q = z( x 2 - y 2 ) .
Solution
P = x( y 2 + z ), Q = - y( x 2 + z ), R = z( x 2 - y 2 )
The auxiliary equations are
dx dy dz
2
= 2
=
x( y + z ) - y( x + z ) z( x - y 2 )
2

1 1 1
Taking , , as multipliers,
x y z
dx dy dz
2
= 2
=
x( y + z ) - y( x + z ) z( x - y 2 )
2

1 1 1 1 1 1
dx + dy + dz dx + dy + dz
x y z x y z
= 2 2 2 2
=
( y + z) - ( x + z) + ( x - y ) 0
dx dy dz
+ + =0
x y z
Integrating,
log x + log y + log z = log c1
log xyz = log c1
xyz = c1 ...(1)
Taking x, y, –1 as multipliers,
dx dy dz xdx + ydy - dz
2
= 2
= 2 2
=
x( y + z ) - y( x + z ) z( x - y ) x ( y + z ) - y 2 ( x 2 + z ) - z( x 2 - y 2 )
2 2

x dx + y dy - dz
=
0
xdx + ydy - dz = 0
6.5  Linear Partial Differential Equations of First Order        6.31

Integrating,
x 2 y2
+ -z =c
2 2
x 2 + y 2 - 2 z = 2c = c2 ...(2)
From Eqs (1) and (2), the general solution is
f ( xyz, x 2 + y 2 - 2 z ) = 0

example 13
Solve ( x 2 - yz ) p + ( y 2 - zx )q = z 2 - xy . [Winter 2017]
Solution
P = x 2 - yz, Q = y 2 - zx, R = z 2 - xy
The auxiliary equations are
dx dy dz
= =
x 2 - yz y 2 - zx z 2 - xy
Each of these fractions is equal to
dx - dy dy - dz dz - dx
= 2 = 2
( x - yz ) - ( y - zx ) ( y - zx ) - ( z - xy) ( z - xy) - ( x 2 - yz )
2 2 2

dx - dy dy - dz dz - dx
= =
( x 2 - y 2 ) + z ( x - y ) ( y 2 - z 2 ) + x ( y - z ) ( z 2 - x 2 ) + y( z - x )
dx - dy dy - dz dz - dx
= = ...(1)
( x - y)( x + y + z ) ( y - z )( y + z + x ) ( z - x )( z + x + y)
Taking the first and second fractions from Eq. (1),
dx - dy dy - dz
=
x-y y-z
d( x - y ) d( y - z )
- =0
x-y y-z

Integrating,
log( x - y) - log( y - z ) = log c1
Ê x - yˆ
log Á = log c1
Ë y - z ˜¯
x-y
= c1 ...(2)
y-z
6.32 Chapter 6  Partial Differential Equations and Applications

Taking the second and third fractions from Eq. (1),


dy - dz dz - dx
=
y-z z-x
d( y - z ) d( z - x )
- =0
y-z z-x

Integrating,
log( y - z ) - log( z - x ) = log c2
Ê y - zˆ
log Á = log c2
Ë z - x ˜¯
y-z
= c2 ...(3)
z-x
From Eqs (2) and (3), the general solution is
Ê x - y y - zˆ
fÁ , =0
Ë y - z z - x ˜¯

example 14
Solve z - xp - yq = a x 2 + y 2 + z 2 .
Solution
Rewriting the equation in the Pp + Qq = R form,

xp + yq = z - a x 2 + y 2 + z 2

P = x, Q = y, R = z - a x 2 + y 2 + z 2
The auxiliary equations are
dx dy dz xdx + ydy + zdz
= = = ...(1)
2 2 2
x y z-a x + y +z x + y + z 2 - za x 2 + y 2 + z 2
2 2

Let x2 + y2 + z2 = u2 ...(2)
Differentiating Eq. (2),
2 xdx + 2 ydy + 2 zdz = 2udu
xdx + ydy + zdz = udu

Substituting in Eq. (1),


dx dy dz udu
= = =
x y z - au u2 - azu
6.5  Linear Partial Differential Equations of First Order        6.33

dx dy dz du dz + du
= = = =
x y z - au u - az ( z - au) + (u - az )
dz + du dz + du
= =
( z + u) - a(u + z ) ( z + u)(1 - a )

\ dx dy dz + du ...(3)
= =
x y (1 - a )( z + u)
Taking the first and second fractions in Eq. (3),
dx dy
=
x y
dx dy
- =0
x y
Integrating,
log x - log y = log c1
x
log = log c1
y
x
= c1 ...(4)
y
Taking the first and third fractions in Eq. (3),
dx dz + du
=
x (1 - a)( z + u)
dx d( z + u)
(1 - a) - =0
x z+u
Integrating,
(1 - a ) log x - log ( z + u) = log c2
Ê x1- a ˆ
log Á ˜ = log c2
Ë z + u¯
x1- a
= c2
z+u
x1- a
= c2 ...(5)
z + x 2 + y2 + z2

From Eqs (4) and (5), the general solution is


Êx x1- a ˆ
fÁ , ˜ =0
ÁË y z + x 2 + y 2 + z 2 ˜¯
6.34 Chapter 6  Partial Differential Equations and Applications

exercIse 6.3
solve the following:
y 2 zp
1. + zxq = y 2
x
( )
È ans. : f x 3 - y 3 , x 2 - z 2 = 0 ˘
Î ˚
2. p - q = log ( x + y )
È ans. : f È x + y , x log ( x + y ) - z ˘ = 0 ˘
Î Î ˚ ˚

3. xzp + yzq = xy
È Êx 2ˆ ˘
Í ans. : f Á , xy - z ˜ = 0 ˙
Î Ëy ¯ ˚
2
( 2
)
4. y + z p - xyq + zx = 0
È Êy 2ˆ ˘
Í ans. : f ÁË , x + y + z ˜¯ = 0 ˙
2 2

Î z ˚

5. p + 3q = 5z + tan ( y - 3x )

( {
È ans. : f y - 3x, e -5 x 5z + tan ( y - 3x )
Î }) = 0˘˚
( )
6. x 2 - y 2 - z 2 p + 2 xyq = 2 xz
È Ê 2 2 yˆ ˘
Í ans. : f ÁË x + y + z , ˜¯ = 0 ˙
2

Î z ˚

7. ( y + z ) p + ( z + x ) q = x + y
È Êx-y y-z ˆ ˘
Í ans. : f Á , ˜ = 0˙
ÍÎ Ëy-z x +y + z¯ ˙˚

( )
8. z - 2yz - y p + ( xy + zx ) q = xy - zx
2 2

( )
È ans. : f x 2 + y 2 + z 2 , y 2 - 2yz - z 2 = 0 ˘
Î ˚

9.
(y - z ) p + ( z - x ) q = x - y
yz zx xy ÈÎ ans. : f ( x + y + z, xyz ) = 0 ˘˚

10. x ( y - z ) p + ( z - x ) y q = z ( x - y )
2 2 2

È Ê 1 1 1ˆ ˘
Í ans. : f Á xyz, + + ˜ = 0 ˙
Î Ë x y z ¯ ˚
6.6  Nonlinear Partial Differential Equations of First Order        6.35

11. p - 2q = 3x sin ( y + 2 x )
2

( )
È ans. : f 2 x + y , x 3 sin ( y + 2 x ) - z = 0 ˘
Î ˚
12. p tan x + q tan y = tan z
È Ê sin z sin x ˆ ˘
Í ans. : f Á , ˜ = 0˙
Î Ë sin y sin y ¯ ˚

13. (mz - ny ) p + (nx - lz ) q = ly - mx

(
È ans. : f x 2 + y 2 + z 2 , lx + my + nz ˘
Î ˚ )
2
14. z ( p - q ) = z + ( x + y )
2

ÎÍ ÍÎ { ( }
È ans. : f È x + y , e 2 y z 2 + x + y 2 ˘ = 0 ˘
) ˙˚ ˙˚

6.6 nonlInear PartIal dIfferentIal equatIons of


fIrst order

A partial differential equation of first order is said to be nonlinear if p and q have


degree more than one.
The complete solution of a nonlinear equation is given by
f (x, y, z, a, b) = 0
where a and b are two arbitrary constants. Four standard forms of these equations are
as follows:

6.6.1 form I f ( p, q) = 0
Let the equation be f ( p, q) = 0 ...(6.11)
Assuming p = a, Eq. (6.11) reduces to
f (a, q) = 0
Solving for q,
q = f (a)
∂z ∂z
Now, dz = dx + dy
∂x dy
= pdx + qdy
dz = adx + qdy
Integrating,
z = ax + qy + c
= ax + f(a ) y + c
where a and c are arbitrary constants.
6.36 Chapter 6  Partial Differential Equations and Applications

Hence, the complete solution is


z = ax + by + c
where b = f (a), i.e., a and b satisfy the equation f (a, b) = 0.

example 1
Solve p + q = 1. [Winter 2014]
Solution
The equation is of the form f(p, q) = 0.
f ( p, q ) = p + q -1
The complete solution is
z = ax + by + c
where a, b satisfy the equation
f (a, b) = 0
a + b -1 = 0
b = 1- a
b = (1 - a )2
Hence, the complete solution is
z = ax + (1 - a )2 y + c

example 2
Solve p + q2 = 1. [Winter 2012]
Solution
The given equation is of the form f(p, q) = 0.
f ( p, q) = p + q2 – 1
The complete solution is
z = ax + by + c
where a, b satisfy the equation
f (a, b) = 0
a + b2 - 1 = 0
b2 = 1 - a
b = 1- a
Hence, the complete solution is
z = ax + ( 1 - a ) y + c
6.6  Nonlinear Partial Differential Equations of First Order        6.37

example 3
Solve p2 + q2 = 1. [Summer 2018]
Solution
The equation is of the form f ( p, q) = 0.
f ( p, q) = p2 + q2 – 1
The complete solution is
z = ax + by + c
where a, b satisfy the equation
f ( a, b ) = 0
a 2 + b2 - 1 = 0
b = 1 - a2
Hence, the complete solution is
z = ax + 1 - a 2 y + c

example 4
Solve p2 + q2 = npq. [Winter 2014]
Solution
The equation is of the form f (p, q) = 0.
f (p, q) = p2 + q2 – npq
The complete solution is
z = ax + by + c
where a, b satisfy the equation
f (a, b) = 0
a2 + b2 – nab = 0
b2 – nab + a2 = 0

na ± n2 a 2 - 4 a 2
b=
2
na ± a n2 - 4
=
2
Ê n ± n2 - 4 ˆ
= aÁ ˜
ÁË 2 ˜¯
6.38 Chapter 6  Partial Differential Equations and Applications

Hence, the complete solution is

z = ax +
ay
2 ( )
n ± n2 - 4 + c

example 5
Solve x2p2 + y2q2 = z2.
Solution
Rewriting the equation,
2 2
Ê x ∂z ˆ Ê y ∂z ˆ
ÁË z ∂x ˜¯ + ÁË z ∂y ˜¯ = 1 ...(1)

dx dy dz
Let = dX , = dY , = dZ
x y z
log x = X , log y = Y , log z = Z
Differentiating log z = Z partially w.r.t. x,
1 ∂z ∂Z ∂Z dX ∂Z 1
= = ◊ = ◊
z ∂x ∂x ∂X dx ∂X x
x ∂z ∂Z
=
z ∂x ∂X
Similarly, differentiating log z = Z partially w.r.t. y,
y ∂z ∂Z
=
z ∂y ∂Y
Substituting in Eq. (1),
2 2
Ê ∂Z ˆ Ê ∂Z ˆ
ÁË ∂X ˜¯ + ÁË ∂Y ˜¯ = 1
2 2
P +Q =1
The equation is of the form f (P, Q) = 0.
2 2
f (P, Q) = P + Q – 1
The complete solution is
Z = aX + bY + c
where a, b satisfy the equation
f (a, b) = 0
a 2 + b2 - 1 = 0
b = 1 - a2
6.6  Nonlinear Partial Differential Equations of First Order        6.39

Hence, the complete solution is


Z = aX + 1 - a 2 Y + c
log z = a log x + 1 - a 2 log y + c

example 6
Solve (x2 + y2)( p2 + q2) = 1.
Solution
Let x = r cos q, y = r sin q
Ê yˆ
r 2 = x 2 + y2 q = tan -1 Á ˜
Ë x¯
∂r ∂q 1Ê yˆ y r sin q
2r = 2x = ÁË - 2 ˜¯ = - 2 =- 2
∂x ∂x y 2
x x +y 2
r
1+ 2
x
∂r x sin q
= = cos q =-
∂x r r

∂r y ∂q Ê 1ˆ
1 x r cos q cos q
and = = sin q and = ÁË ˜¯ = 2 = =
∂y r ∂y y x 2
x +y 2
r2 r
1+ 2
x
∂z ∂z ∂r ∂z ∂q
p= = ◊ + ◊
∂ x ∂r ∂x ∂ q ∂x
∂z ∂z Ê sin q ˆ
= cos q + -
∂r ∂q ÁË r ˜¯
∂z ∂ z ∂ r ∂ z ∂q
q= = ◊ + ◊
∂y ∂ r ∂ y ∂ q ∂y

∂z ∂z Ê cos q ˆ
= sin q +
∂r ∂q ÁË r ˜¯
2 2
È ∂z sin q ∂z ˘ È ∂z cos q ∂z ˘
p2 + q 2 = Í cos q - + Í sin q +
Î ∂r
˙
r ∂q ˚ Î ∂ r r ∂q ˙˚
2 2
Ê ∂z ˆ 1 Ê ∂z ˆ
=Á ˜ + 2 Á ˜
Ë ∂r ¯ r Ë ∂q ¯
6.40 Chapter 6  Partial Differential Equations and Applications

Substituting in the given equation,


( x 2 + y 2 )( p2 + q 2 ) = 1
ÈÊ ∂z ˆ 2 1 Ê ∂z ˆ 2 ˘
r 2 ÍÁ ˜ + 2 Á ˜ ˙ = 1
ÍÎË ∂r ¯ r Ë ∂q ¯ ˙˚
2 2
Ê ∂z ˆ Ê ∂z ˆ
ÁË r ∂r ˜¯ + ÁË ∂q ˜¯ = 1 ...(1)

dr
Let = dR
r
log r = R
Differentiating w.r.t. z,
1 ∂r ∂R
=
r ∂z ∂z
∂z ∂z
r =
∂r ∂R
Substituting in Eq. (1),
2 2
Ê ∂z ˆ Ê ∂z ˆ
ÁË ∂R ˜¯ + ÁË ∂q ˜¯ = 1
2 2
P +Q =1
The equation is of the form f (P, Q) = 0.
2 2
f (P, Q) = P + Q – 1
The complete solution is
z = aR + bq + c
where a, b satisfy the equation
f (a, b) = 0
a 2 + b2 - 1 = 0
b = 1 - a2
Hence, the complete solution is
z = aR + 1 - a 2 q + c
= a log r + 1 - a 2 q + c
Ê yˆ
= a log x 2 + y 2 + 1 - a 2 tan -1 Á ˜ + c
Ë x¯
6.6  Nonlinear Partial Differential Equations of First Order        6.41

6.6.2 form II f (z, p, q) = 0


Let the equation be f (z, p, q) = 0 ...(6.12)
Assuming q = ap, Eq. (6.12) reduces to
f (z, p, ap) = 0
Solving for p,
p = f(z)

Now, ∂z ∂z
dz = dx + dy
∂x ∂y
= pdx + qdy
= pdx + apdy
= p(dx + ady)
= f ( z )(dx + ady)
Integrating,
dz
Ú f(z) = x + ay + b
which gives the complete solution of Eq. (6.12), where a and b are arbitrary constants.

example 1
Solve z2( p2z2 + q2) = 1.
Solution
z2( p2z2 + q2) = 1 ...(1)
Putting q = ap, Eq. (1) reduces to

z2( p2z2 + a2p2) = 1


1
p2 =
z (z + a2 )
2 2

1
p=
z z2 + a2
Now, dz = pdx + qdy
= pdx + apdy
= p(dx + ady)
1
= ( dx + a dy )
z z2 + a2
z z 2 + a 2 dz = dx + ady
6.42 Chapter 6  Partial Differential Equations and Applications

Integrating,
1
2z
Ú (z + a ) 2 dz = x + ay + b
2 2
2
3
1 (z2 + a2 ) 2
= x + ay + b
È
ÍQ Ú [ f ( x )]n f ¢( x )dx =
[ f ( x)]n+1 ˘˙
2 Ê 3ˆ Í n +1 ˙
ÁË 2 ˜¯ Î ˚

3
( z 2 + a 2 ) 2 = 3( x + ay + b)
( z 2 + a 2 )3 = 9( x + ay + b)2
which gives the complete solution of the given equation.

example 2
Solve p(1 + q) = qz. [Summer 2014]
Solution
p(1 + q) = qz ...(1)
Putting q = ap, Eq. (1) reduces to
p(1 + ap) = apz
1 + ap = az
az - 1
p=
a
1
= z-
a
Now, dz = p dx + q dy
= p dx + ap dy
= p (dx + a dy)
= p (dx + a dy)
Ê 1ˆ
= Á z - ˜ (dx + a dy)
Ë a¯
Ê az - 1ˆ
=Á (dx + a dy)
Ë a ˜¯
a dz
= dx + a dy
(az - 1)
Integrating,
log (az – 1) = x + ay + b
which gives the complete solution of the given equation.
6.6  Nonlinear Partial Differential Equations of First Order        6.43

example 3
Solve q2y2 = z(z – px).
Solution
Rewriting the equation,
2
Ê ∂z ˆ Ê ∂z ˆ
ÁË y ∂y ˜¯ = z ÁË z - x ∂x ˜¯ ...(1)

dx dy
Let = dX , = dY
x y
log x = X , log y = Y

∂z ∂z dX ∂z 1
= ◊ = ◊
∂x ∂X dx ∂X x
∂z ∂z
x = = P, say
∂x ∂X

∂z ∂z dY ∂z 1
Also, = ◊ = ◊
∂y ∂Y dy ∂Y y
∂z ∂z
y = = Q, say
∂y ∂Y

Substituting in Eq. (1),


2
Q = z(z – P) ...(2)
The equation is in the form f (z, P, Q) = 0.
Putting Q = a P in Eq. (2),
a 2 P 2 = z( z - P )
a 2 P 2 + zP - z 2 = 0

- z ± z 2 + 4a 2 z 2
P=
2a 2
z È
= -1 ± 1 + 4 a 2 ˘
2 a 2 ÍÎ ˙˚
= Az
-1 ± 1 + 4 a 2
where A=
2a 2
6.44 Chapter 6  Partial Differential Equations and Applications

∂z ∂z
Now, dz = dX + dY
∂X ∂Y
= P dX + Q dY
= PdX + aPdY
= P(dX + adY )
= Az(dX + adY )
dz
= dX + adY
Az
Integrating,
1
log z = X + aY + log b
A
= log x + a log y + log b
1
log z A = log xy a b
1
z A = bxy a
which gives the complete solution of the given equation,

-1 ± 1 + 4 a 2
where A=
2a 2

6.6.3 form III f (x, p) = g(y, q)


Let the equation be f (x, p) = g(y, q) ...(6.13)
Let f (x, p) = a, g(y, q) = a
Solving these equations for p and q,
p = f1 ( x ), q = g1 ( y)

∂z ∂z
Now, dz = dx + dy
∂x ∂y
= pdx + qdy
= f1 ( x )dx + g1 ( y)dy
Integrating,
z = Ú f1 ( x )dx + Ú g1 ( y)dy + b

which gives the complete solution of Eq. (6.13).

example 1
Solve yp = 2yx + log q.
6.6  Nonlinear Partial Differential Equations of First Order        6.45

Solution
Dividing the equation by y,
1
p = 2 x + log q
y
1
p - 2 x = log q
y

1
Let p - 2 x = a, log q = a
y
p = 2 x + a, log q = ay
q = e ay

Now, dz = pdx + qdy


= (2 x + a )dx + e ay dy
Integrating,
e ay
z = x 2 + ax + +b
a
az = ax 2 + a 2 x + e ay + ab
which gives the complete solution of the given equation.

example 2
Solve p – x2 = q + y2. [Summer 2015]
Solution
Let p – x2 = q + y2 = a
p = a + x2 and q = a – y2
Now, dz = p dx + q dy
= (a + x2)dx + (a – y2)dy
Integrating,
Ê x3 ˆ Ê y3 ˆ
z = Á ax + ˜ + Á ay - ˜ + b
Ë 3¯ Ë 3¯
which gives the complete solution of the given equation.

example 3
Solve p2 + q2 = x + y. [Summer 2014]
Solution
Rewriting the given equation,
p2 – x = y – q2
6.46 Chapter 6  Partial Differential Equations and Applications

Let p2 - x = a, y - q2 = a
p= x+a q = u-a
Now, dz = pdx + qdy
= x + a dx + y - a dy
Integrating,
3 3
2 2
z = ( x + a) 2 + ( y - a) 2 + b
3 3
which gives the complete solution of the given equation.

example 4
Solve p2 – q2 = x – y. [Winter 2014; Summer 2018, 2017]
Solution
p2 – q2 = x – y
p2 – x = q2 – y
Let p2 - x = a, q2 - y = a
p 2 = a + x, q2 = a + y
p= x + a, q= y+a

Now, dz = pdx + q dy
= x + a dx + y + a dy

Integrating,
2 2
2 2
z= ( x + a) 3 + ( y + a) 3 + b
3 3
which gives the complete solution of the given equation.

example 5
Solve zpy2 = x( y2 + z2q2).
Solution
zpy2 = x( y2 + z2q2) ...(1)
Let zdz = dZ
z2
=Z ...(2)
2
6.6  Nonlinear Partial Differential Equations of First Order        6.47

Differentiating Eq. (2) w.r.t. x,


∂z ∂Z
z = = P, say
∂x ∂x
zp = P
Differentiating Eq.(2) w.r.t. y,
∂z ∂Z
z = = Q, say
∂y ∂y
zq = Q
Substituting in Eq. (1),
Py 2 = x( y 2 + Q 2 )
P Q2 + y2
=
x y2
The equation is in the form f (x, P) = g(y, Q).
P Q2 + y2
Let = a, =a
x y2
P = ax , Q = y a -1

Now, ∂Z ∂Z
dZ = dx + dy
∂x ∂y
zdz = Pdx + Qdy
= axdx + y a -1 dy
Integrating,
z2 x 2 y2 b
=a + a -1 +
2 2 2 2
2 2 2
z = ax + y a - 1 + b
which gives the complete solution of the given equation.

example 6
Solve p2 + q2 = z2(x + y). [Winter 2012]
Solution
The given equation can be written as
2 2
Ê pˆ Ê qˆ
ÁË ˜¯ + ÁË ˜¯ = x + y ...(1)
z z
Let Z = log z
6.48 Chapter 6  Partial Differential Equations and Applications

∂Z ∂Z ∂z 1 p
= ◊ = ◊p=
∂x ∂z ∂x z z
∂Z ∂Z ∂z 1 q
and = ◊ = ◊q =
∂y ∂z ∂y z z
p q
Substituting and in Eq. (1),
z z
2 2
Ê ∂Z ˆ Ê ∂Z ˆ
ÁË ˜¯ + Á ˜ = x + y
∂x Ë ∂y ¯
∂Z ∂Z
P 2 + Q2 = x + y where P = and Q =
∂x ∂y
P 2 - x = y - Q2
Let P 2 - x = a, y - Q2 = a
P= x + a, Q= y-a
Now, dZ = Pdx + Qdy
= x + a dx + y - a dy
Integrating,
3 3
2 2
Z= ( x + a) 2 + ( y - a) 2 + b
3 3
3 3
2 2
( x + a) 2 + ( y - a) 2 + b
log z =
3 3
which gives the complete solution of the given equation.

example 7
Solve (x + y)( p + q)2 + (x – y)( p – q)2 = 1.
Solution
(x + y)( p + q)2 + (x – y)( p – q)2 = 1 ...(1)
Let u = x + y, v = x – y
Considering z as a function of u and v (Fig. 6.3), z

∂z ∂z ∂u ∂z ∂v
= ◊ + ◊ u v
∂x ∂u ∂x ∂v ∂x
∂z ∂z
p= (1) + (1) = P + Q, say
∂u ∂v x, y
fig. 6.3
6.6  Nonlinear Partial Differential Equations of First Order        6.49

∂z ∂z
where P= ,Q=
∂u ∂v

Also, ∂z ∂z ∂u ∂z ∂v
= ◊ + ◊
∂y ∂u ∂y ∂v ∂y
∂z ∂z
q= (1) + (-1) = P - Q
∂u ∂v
Substituting in Eq. (1),
u(2 P )2 + v(2Q)2 = 1
4 P 2 u = 1 - 4Q 2 v
The equation is in the form f (u, P) = g(v, Q).
Let 4 P 2 u = a, 1 - 4Q 2 v = a
a 1 1- a
P= , Q=
2 u 2 v
Now, ∂z ∂z
dz = du + dv
∂u ∂v
= Pdu + Qdv
a 1 1- a
= du + dv
2 u 2 v
Integrating,
1 1
a -2 1- a -2
Ú dz =2 Ú u du +
2 Ú
v dv + b

Ê 1ˆ Ê 1ˆ
a Á u2 ˜ 1- a Á v2 ˜
z= + +b
2 Á 1 ˜ 2 Á 1 ˜
Á ˜ Á ˜
Ë 2 ¯ Ë 2 ¯
= au + 1 - a v + b
= a( x + y) + (1 - a )( x - y) + b
which gives the complete solution of the given equation.

6.6.4 form IV (Clairaut Equation)


Let the equation be z = px + qy + f ( p, q)
The complete solution of this equation is
z = ax + by + f (a, b) ...(6.14)

which is obtained by replacing p by a and q by b in Eq. (6.14).


6.50 Chapter 6  Partial Differential Equations and Applications

example 1
Solve z = px + qy - 2 pq . [Winter 2013]
Solution
The given equation is of the form
z = px + qy + f (p, q)
Hence, the complete solution is obtained by replacing p by a and q by b in the given
equation.
z = ax + by - 2 ab

example 2
Solve z = px + qy + p2q2. [Summer 2013]
Solution
The given equation is of the form
z = px + qy + f(p, q)
Hence, the complete solution is obtained by replacing p by a and q by b in the given
equation.
z = ax + by + a2b2

example 3
Solve z = px + qy + c 1 + p2 + q 2 .
Solution
The given equation is of the form
z = px + qy + f (p, q)
Hence, the complete solution is obtained by replacing p by a and q by b in the given
equation.
z = ax + by + c 1 + a 2 + b2

example 4
Solve ( p – q)(z – px – qy) = 1.
Solution
Rewriting the given equation in Clairaut’s form,
1
z - px - qy =
p-q
6.6  Nonlinear Partial Differential Equations of First Order        6.51

1
z = px + qy +
p-q
The given equation is of the form
z = px + qy + f (p, q)
Hence, the complete solution is obtained by replacing p by a and q by b in the given
equation.
1
z = ax + by +
a-b

exercIse 6.4
Find the complete solutions of the following equations:
form I
1. q = 3p 2
ÈÎ ans. : z = ax + 3a 2 y + c ˘˚
2 2
2. p - q = 4
È ans. : z = ax + y a 2 - 4 + c ˘
Î ˚
3. p + q = pq
È ay ˘
ÍÎ ans. : z = ax + a - 1 + c ˙˚
q
4. p = e
[ ans. : z = ax + y log a + c ]
2
5. ( y - x ) (qy - px ) = ( p - q )
ÈÎ ans. : z = b 2 ( x + y ) + bxy + c ˘˚
form II
1. p (1+ q ) = qz
ÈÎ ans. : log (az - 1) = x + ay + b ˘˚

3 3
2. p + q = 27 z
( )
È ans. : 1 + a 3 z 2 = 8 ( x + ay + b )3 ˘
Î ˚
(
3. p 1 + q 2
) = q (z - k)
È ans. : 4 a ( z - k ) = 4 + ( x + ay + c )2 ˘
Î ˚
( )
4. z 2 p 2 x 2 + q 2 = 1
È ans. : z 2 1 + a 2 = ±2 (log x + ay ) + b ˘
Î ˚
6.52 Chapter 6  Partial Differential Equations and Applications

5. pq = x m y n zl
È l
- +1 ˘
Í ans. : z
2
1 Ê x m +1 y n +1 ˆ ˙
Í = ÁË m + 1 + a n + 1˜¯ + b ˙
l a
Í - +1 ˙
Î 2 ˚
form III
1. p + q = 2x
È 1 ˘
ÍÎ ans. : z = 6 (a + 2 x ) + a y + b ˙˚
3 2

2. q = xyp 2

(
È ans. : 16ax = 2 z - ay 2 - 2b 2 ˘
Î ˚ )
( )
3. z p 2 - q 2 = x - y
È 3 3 3 ˘
ÎÍ ans. : z 2
= ( x + a ) 2 + ( y + a ) 2 + c ˙˚
4. p + q = sin x + sin y
[ ans. : z = ax - cos x - cos y - ay + b]
5. y 2 q 2 - xp + 1 = 0

( )
È ans. : z = a 2 + 1 log x + a log y + b ˘
Î ˚
form IV
1. z = px + qy - p 2 q
ÈÎ ans. : z = ax + by - a 2 b ˘˚
2. z = px + qy - pq
[ ans. : z = ax + by - ab]
( ) (
3. pqz = p 2 xq + p 2 + q 2 yp + q 2 )
È Ê a 3 b3 ˆ ˘
Í ans. : z = ax + by + Á + ˜ ˙
ÍÎ Ë b a ¯ ˚˙
2
(
4. ( px + qy - z ) = d 1 + p + q
2 2
)
È ans. : z = ax + by ± d 1 + a 2 + b 2 ˘
Î ˚
5. 4 xyz = pq + 2 px 2 y + 2qxy 2
ÈÎ ans. : z = ax 2 + by 2 + ab ˘˚
6.7  Charpit’s Method        6.53

6.7 charPIt’s method

This method is a general method to find the complete solution of a first-order nonlinear
partial differential equation. This method is applied to solve those equations that cannot be
reduced to any of the standard forms.
Let the given equation be f (x, y, z, p, q) = 0 ...(6.15)

∂z ∂z
dz = dx + dy
∂x ∂y
= pdx + qdy ...(6.16)

To integrate Eq. (6.16), p and q must be in terms of x, y, and z. For this purpose, let us
assume another relation in x, y, z, p, and q as
g(x, y, z, p, q) = 0 ...(6.17)

p and q are obtained on solving Eqs (6.15) and (6.17). Substituting p and q in
Eq. (6.16) and then integrating the equation, the complete solution of Eq. (6.15) is
obtained.
To determine g, differentiating Eqs (6.15) and (6.17) w.r.t. x and y,

∂f ∂f ∂f ∂p ∂f ∂q
+ p+ ◊ + ◊ =0 ...(6.18)
∂x ∂z ∂p ∂x ∂q ∂x
∂g ∂g ∂g ∂p ∂g ∂q
and + p+ ◊ + ◊ =0 ...(6.19)
∂x ∂z ∂p ∂x ∂q ∂x
∂f ∂f ∂f ∂p ∂f ∂q
Also, + q+ ◊ + ◊ =0 ...(6.20)
∂y ∂z ∂p ∂y ∂q ∂y
∂g ∂g ∂ g ∂p ∂g ∂q
+ q+ ◊ + ◊ =0 ...(6.21)
∂y ∂z ∂ p ∂y ∂q ∂y

∂p ∂g
Eliminating from Eqs (6.18) and (6.19), by multiplying Eq. (6.18) with
∂x ∂p
∂f
and Eq. (6.19) with and subtracting,
∂p
Ê ∂ f ∂ g ∂ g ∂ f ˆ Ê ∂ f ∂ g ∂g ∂f ˆ Ê ∂f ∂ g ∂g ∂f ˆ ∂q
ÁË ∂x ◊ ∂p - ∂x ◊ ∂p ˜¯ + ÁË ∂z ◊ ∂p - ∂z ◊ ∂p ˜¯ p + ÁË ∂q ◊ ∂p - ∂q ◊ ∂p ˜¯ ∂x = 0
...(6.22)

∂q
Similarly, eliminating from Eqs (6.20) and (6.21),
∂y

Ê ∂f ∂g ∂g ∂f ˆ Ê ∂f ∂g ∂g ∂f ˆ Ê ∂f ∂g ∂g ∂f ˆ ∂p
ÁË ∂y ◊ ∂q - ∂y ◊ ∂q ˜¯ + ÁË ∂z ◊ ∂q - ∂z ◊ ∂q ˜¯ q + ÁË ∂p ◊ ∂q - ∂p ◊ ∂q ˜¯ ∂y = 0 ...(6.23)
6.54 Chapter 6  Partial Differential Equations and Applications

∂q ∂2 z ∂p
Adding Eqs (6.22) and (6.23) and using = = ,
∂x ∂x ∂y ∂y

Ê ∂f ∂f ˆ ∂g Ê ∂f ∂f ˆ ∂g Ê ∂f ∂ f ˆ ∂g Ê ∂f ˆ ∂g Ê ∂f ˆ ∂g
ÁË ∂x + p ∂z ˜¯ ∂p + ÁË ∂y + q ∂z ˜¯ ∂q + ÁË - p ∂p - q ∂q ˜¯ ∂z + ÁË - ∂p ˜¯ ∂x + ÁË - ∂q ˜¯ ∂y = 0

∂g ∂g ∂g ∂g ∂g
fp + fq + ( pf p + qfq ) - ( f x + pfz ) - ( f y + qfz ) =0 ...(6.24)
∂x ∂y ∂z ∂p ∂q
∂f ∂f ∂f ∂f ∂f
where f p = , fq = , fx = , f y = , fz =
∂p ∂q ∂x ∂y ∂z
Equation (6.24) is Lagrange’s linear partial differential equation in g. Its subsidiary
equations are
dx dy dz dp dq dg
= = = = =
fp fq pf p + qfq -( f x + pfz ) -( f y + qfz ) 0
These equations are known as Charpit’s equations. Solving these equations, p and q
are obtained. The simplest of the relations should be taken to obtain p and q easily.

example 1
Solve px + qy = pq. [Summer 2016]
Solution
px + qy = pq ...(1)
Let f (x, y, z, p, q) = px + qy – pq = 0
The auxiliary equations are
dx dy dz dp dq
= = = =
fp fq pf p + qfq -( f x + pfz ) -( f y + qfz )
dx dy dz dp dq
= = = = ...(2)
x - q y - p p( x - q ) + q( y - p) - p -q
Taking the last two fractions in Eq. (2),
dp dq
=
p q
Integrating,
log p = log q + log a
p = qa ...(3)
Putting p = aq in Eq. (1),
aqx + qy = aq 2
y + ax
q=
a
6.7  Charpit’s Method        6.55

Putting q in Eq (3),
p = y + ax
Now, dz = pdx + qdy
Ê y + ax ˆ
= ( y + ax )dx + Á dy
Ë a ˜¯

adz = ( y + ax )(dy + adx )


Integrating,
( y + ax )2
az = +b
2
which gives the complete solution of the given equation.

example 2
Solve p = (z + qy)2. [Summer 2018]
Solution
p = (z + qy)2 ...(1)
Let f (x, y, z, p, q) = p – (z + qy)2 = 0
The auxiliary equations are
dx dy dz dp dq
= = = =
fp fq pf p + qfq -( f x + pfz ) -( f y + qfz )
dx dy dz dp dq
= = = = ...(2)
1 -2( z + qy) y p - 2qy( z + qy) 2 p( z + qy) 4q( z + qy)
Taking second and fourth fractions in Eq. (2),
dy dp
=
-2( z + qy) y 2 p( z + qy)
dy dp
- =
y p
Integrating,
- log y = log p + log a
log y -1 = log pa
y -1 = pa
1
p=
ay
1
Putting p = in Eq. (1),
ay
6.56 Chapter 6  Partial Differential Equations and Applications

1
= ( z + qy)2
ay
1
z + qy =
ay
1
qy = - z +
ay
z 1
q=- +
y y ay

Now, dz = pdx + qdy


1 Êz 1 ˆ
= dx - Á - ˜ dy
ay Ë y y ay ¯

dx 1
yd z = - zdy + dy
a ay
1
dx 1 -2
ydz + zdy = + y dy
a a
1
dx 1 -2
d(yz ) = + y dy
a a
Integrating,
1
-
x 1 y 2
yz = + +b
a a Ê 1ˆ
ÁË 2 ˜¯
x 2 b
z= + +
dy ay y
which gives the complete solution of the given equation.

example 3
Solve (x2 – y2)pq – xy( p2 – q2) – 1 = 0.
Solution
(x2 – y2)pq – xy ( p2 – q2) – 1 = 0 ...(1)
Let f (x, y, z, p, q) = (x2 – y2)pq – xy ( p2 – q2) – 1
The auxiliary equations are
dx dy dz dp dq
= = = =
fp fq pf p + qfq -( f x + pfz ) -( f y + qfz )
6.7  Charpit’s Method        6.57

dx dy
2 2
= 2 2
( x - y )q - 2 pxy ( x - y ) p + 2qxy
dz
=
2 pq( x 2 - y 2 ) - 2 xy( p2 - q 2 )
dp
=
-2 xpq + y( p2 - q 2 )
dq
= ...(2)
2 ypq + x( p2 - q 2 )

Taking p, q, x, y as multipliers for first, second, fourth, and fifth fractions respectively,
in Eq. (2),
pdx + qdy + xdp + ydq
Each fraction =
0
pdx + qdy + xdp + ydq = 0
( xdp + pdx ) + ( ydq + qdy) = 0
d( xp) + d( yq ) = 0
Integrating,
xp + yq = a
a - yq
p= ...(3)
x
Putting p in Eq. (1),

Ê a - yq ˆ ÈÊ a - yq ˆ 2 ˘
(x - y ) Á
2 2
˜ q - xy ÍÁ ˜ - q2 ˙ - 1 = 0
Ë x ¯ ÍÎË x ¯ ˙˚
Ê a - yq ˆ 2
ÁË x ˜¯ ( x q - y q - ya + y q ) + xyq - 1 = 0
2 2 2

(a - yq )( x 2 q - ya ) + x 2 yq 2 - x = 0
ax 2 q - ya 2 - x 2 yq 2 + y 2 aq + x 2 yq 2 - x = 0
(ax 2 + ay 2 )q = x + a 2 y
x + a2 y
q=
a( x 2 + y 2 )
Putting q in Eq. (3),
1È xy + a 2 y 2 ˘
p= Ía - ˙
x ÍÎ a( x 2 + y 2 ) ˙˚
1 È a 2 x 2 + a 2 y 2 - xy - a 2 y 2 ˘
= Í ˙
x ÍÎ a( x 2 + y 2 ) ˙˚
6.58 Chapter 6  Partial Differential Equations and Applications

a2 x - y
=
a( x 2 + y 2 )

Now, dz = pdx + qdy


a2 x - y x + a2 y
= dx + dy
a( x 2 + y 2 ) a( x 2 + y 2 )
Ê xdx + ydy ˆ xdy - ydx
= aÁ 2 ˜+
Ë x + y 2 ¯ a( x 2 + y 2 )

È1 ˘ 1 Ê yˆ
= ad Í log( x 2 + y 2 )˙ + d Á tan -1
Î2 ˚ a Ë x ˜¯

Integrating,
a 1 Ê yˆ
z= log( x 2 + y 2 ) + tan -1 Á ˜ + b
2 a Ë x¯

which gives the complete solution of the given equation.

exercIse 6.5
Apply Charpit’s method to find the complete solutions of the following:
2
1. 2 zx - px - 2qxy + pq = 0

(
È ans. : z = ay + b x 2 - a ˘
Î ˚)
2
(
2 2 2
2. z p z + q = 1 )
( )
È ans. : a 2 z + 1 3 = 9a 4 (ax + y + b )2 ˘
Î ˚
3. yzp 2 - q = 0

( )
È ans. : z 2 a - y 2 = ( x + b )2 ˘
Î ˚
2 2
4. 2 z + p + qy + 2y = 0
È ans. : y 2 È( x - a )2 + y 2 + 2 z ˘ = b ˘
ÍÎ Î ˚ ˙˚

5. p 2 - y 2 q = y 2 - x 2
È x a2 x a2 ˘
Í ans. : z = a 2 - x 2 + sin-1 - - y + b˙
Î 2 2 a y ˚
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.59

2
6. z = pqxy
È 1
˘
ÍÎ ans. : z = bx y a ˙˚
a

2 2
7. qz - p y - q y = 0
È ans. : z 2 = a Èy 2 + ( x + b )2 ˘ ˘
ÎÍ Î ˚ ˚˙

6.8 homogeneous lInear PartIal dIfferentIal


equatIons wIth constant coeffIcIents

An equation of the form


∂n z ∂n z ∂n z
a0 + a1 + L + an = F ( x, y ) ...(6.25)
∂x n ∂x n -1∂y ∂y n

where a0, a1, …, an are constants is known as a homogeneous linear partial differential
equation of nth order with constant coefficients. Since all the terms in the equation
contain derivatives of the same order, it is known as a homogeneous equation.
∂ ∂
Replacing by D and by D¢ in Eq. (6.25),
∂x ∂y
n
(a0 D n + a1 D n -1 D ¢ + L + an D ¢ )z = F ( x, y)
f ( D, D ¢ )z = F ( x, y)
n
where f ( D, D ¢ ) = a0 D n + a1 D n -1 D ¢ + L + an D ¢
which is a linear differential operator.
As in the case of ordinary linear differential equations with constant coefficients, the
complete solution of Eq. (6.25) is obtained in two parts, one as a Complementary
Function (CF) and the other as a Particular Integral (PI).
The complementary function is the solution of the equation f (D, D¢ ) z = 0.

6.8.1 rules to obtain the complementary function


Let the given equation be f (D, D¢ ) z = F(x, y) ...(6.26)
n n -1 n -2 2 n
where f ( D, D ¢ ) = a0 D + a1 D D ¢ + a2 D D ¢ + L + an D ¢
Let z = g(y + mx) be its complementary function.
Thus, z = g(y + mx) is the solution of the equation.
(a0 D n + a1 D n -1 D ¢ + a2 D n - 2 D ¢ 2 + L + an D ¢ n )z = 0 ...(6.27)
6.60 Chapter 6  Partial Differential Equations and Applications

∂z
Dz = = mg ¢( y + mx )
∂x
∂2 z
D2 z = = m 2 g ¢¢( y + mx )
∂x 2
------ ------ ----------------
------ ------ ----------------
∂n z
Dn z = n
= m n g( n ) ( y + mx )
∂x
∂z
and D ¢z = = g ¢( y + mx )
∂y
∂2 z
D ¢2 z = = g ¢¢( y + mx )
∂y 2
------ ------ ----------------
------ ------ ----------------
∂n z
D¢n z = = g ( n ) ( y + mx )
∂y n
Substituting in Eq. (6.27),
(a0 m n + a1m n -1 + a2 m n - 2 + L + an )g ( n ) ( y + mx ) = 0
a0 m n + a1m n -1 + a2 m n - 2 + L + an = 0 ...(6.28)

Equation (6.28) is known as the auxiliary equation.


Let m1, m2, m3, …, mn be the roots of Eq. (6.28).
Case I  Roots of Auxiliary Equation are Distinct 
If m1, m2, m3, …, mn are real and distinct then Eq. (6.27) reduces to
(D – m1D ¢) (D – m2 D ¢) … (D – mnD ¢) z = 0 ...(6.29)

( D - m1 D ¢ )z = 0
p - m1q = 0 ...(6.30)
This is a Lagrange’s linear equation. The subsidiary equations are
dx dy dz
= =
1 - m1 0
dy + m1 x = 0, dz = 0

Integrating,
y + m1 x = a, z=b
The solution of Eq. (6.29) is
z = f1 (y + m1 x)
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.61

Similarly, the solutions of the other factors of Eq. (6.29) are


z = f 2 ( y + m2 x ), z = f 3 ( y + m3 x ), ...., z = fn ( y + mn x )
Hence, the complementary function of Eq. (6.26) is
CF = f 1 ( y + m1 x ) + f 2 ( y + m2 x ) + L + fn ( y + mn x )

Case II  Roots of Auxiliary Equation are Equal (Repeated)
Let the auxiliary equation have two equal roots as m1 = m2 = m.
Then Eq. (6.26) reduces to
( D - m D ¢ )2 ( D - m3 D ¢ ) L ( D - mn D ¢ )z = 0 ...(6.31)

( D - m D ¢ )2 z = 0 ...(6.32)
( D - mD ¢ )u = 0 where u = ( D - mD ¢ )z
Since this equation is Lagrange’s linear equation,
u = f ( y + mx )
( D - mD ¢ )z = f ( y + mx )
p - mq = f ( y + mx )
The subsidiary equations are
dx dy dz ...(6.33)
= =
1 - m f( y + mx )
Taking the first and second fractions of Eq. (6.33),
- mdx = dy
dy + m dx = 0
Integrating,
y+mx=a ...(6.34)
Taking the first and third fractions of Eq. (6.33),
dx dz dz
= = [ Using Eq. (6.34)]
1 f ( y + mx ) f (a )
dz = f (a) dx
Integrating,
z = x f (a ) + b
= x f ( y + mx ) + f ( y + mx )
Thus, the complete solution of Eq. (6.32) is
z = x f( y + mx ) + f ( y + mx )
The solutions of other factors of Eq. (6.31) are same as Case I.
Hence, the complementary function of Eq. (6.25) is
CF = f ( y + mx ) + xf ( y + mx ) + f 3 ( y + m3 x ) + L + f n ( y + mn x )
In general, if n roots of an auxiliary equation are equal,
CF = f 1 ( y + mx ) + xf 2 ( y + mx ) + x 2f 3 ( y + mx ) + L + x n -1f n ( y + mx )
6.62 Chapter 6  Partial Differential Equations and Applications

Notes
(i) The auxiliary equation is obtained by replacing D with m and D¢ with 1 in the
given differential equation.
(ii) If F (x, y) = 0, the particular integral = 0.

example 1
∂2 z
Solve = z. [Winter 2014]
∂x 2
Solution
The equation can be written as
∂2 z
-z =0
∂x 2
The auxiliary equation is
m2 - 1 = 0
m = ±1 (distinct)
CF = f1 ( y + x ) + f2 ( y - x )
F ( x, y ) = 0
PI = 0
Hence, the complete solution is
z = f1(y + x) + f2(y – x)

example 2
∂2 z ∂2 z ∂2 z
Solve - - 6 2 = 0.
∂x 2 ∂x ∂y ∂y
Solution
The equation can be written as
( D 2 - DD ¢ - 6 D ¢ 2 )z = 0
The auxiliary equation is

m2 - m - 6 = 0
m = -2, 3 (distinct )
CF = f 1 ( y - 2 x ) + f 2 ( y + 3 x )
F ( x, y ) = 0
PI = 0
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.63

Hence, the complete solution is


z = f1(y – 2x) + f2 (y + 3x)

example 3
Solve 25r – 40s + 16t = 0.
Solution
The equation can be written as
∂2 z ∂2 z ∂2 z
25 - 40 + 16 2 = 0
∂x 2 ∂x ∂y ∂y
(25D 2 - 40 DD ¢ + 16 D ¢ 2 )z = 0
The auxiliary equation is

25m 2 - 40 m + 16 = 0
4 4
m= , (repeated )
5 5
Ê 4 ˆ Ê 4 ˆ
CF = f 1 Á y + x ˜ + xf 2 Á y + x ˜
Ë 5 ¯ Ë 5 ¯
= f1 (5 y + 4 x ) + xf2 (5 y + 4 x )
F ( x, y ) = 0
PI = 0
Hence, the complete solution is
z = f1 (5 y + 4 x ) + xf2 (5 y + 4 x )

example 4
∂3 z ∂3 z ∂3 z
Solve -3 +2 = 0. [Winter 2014]
∂x 3 ∂ 2 x∂y ∂y 3
Solution
The auxiliary equation is
m3 - 3m 2 + 2 = 0
m 2 (m - 1) - 2 m(m - 1) - 2(m - 1) = 0
(m - 1)(m3 - 2 m - 2) = 0
2 ± 4 + 8 2 ± 12
m =1 (distinct), m = = = 1± 3 (distinct)
2 3
6.64 Chapter 6  Partial Differential Equations and Applications

CF = f1 ( y + x ) + f2 [ y + (1 + 3 ) x ] + f3 [ y + (1 - 3 ) x ]
F ( x, y ) = 0
PI = 0
Hence, the complete solution is
z = f1 ( y + x ) + f2 ÈÎ y + (1 + 3 ) x ˘˚ + f3 ÈÎ y + (1 - 3 ) x ˘˚

6.8.2 rules to obtain the Particular Integral


Let the differential equation be f (D, D¢ ) z = F(x, y)
1
Particular integral PI = F ( x, y )
f ( D, D ¢ )
The particular integral depends on the form of F(x, y). Different cases are as follows:
case I F(x, y) = eax + by
1
PI = e ax + by
f ( D, D ¢ )
Replacing D by a and D¢ by b,
1
PI = e ax + by , f (a, b) π 0
f (a, b)

a
If f (a, b) = 0 then m = is a root of the auxiliary equation.
b
a
Let m = be a root repeated r times.
b
r
Ê a ˆ
Then f ( D, D ¢ ) = Á D - D ¢˜ g( D, D ¢ )
Ë b ¯
1
PI = r
eax + by
Ê a ˆ
ÁË D - b D ¢˜¯ g( D, D ¢ )

xr 1
= eax + by , g(a, b) π 0
r ! g(a, b)

case II F(x, y) = sin (ax + by) or cos (ax + by)

1
PI = sin(ax + by)
f ( D , DD ¢, D ¢ 2 )
2
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.65

Replacing D2 by – a2, D¢2 by – b2 and DD¢ by – ab,


1
PI = sin (ax + by), f ( - a 2 , - ab, -b2 ) π 0
f ( - a , - ab, -b2 )
2

case III F(x, y) = xm yn


1 -1
PI = x m y n = [ f ( D, D ¢ )] x m y n
f ( D, D ¢ )
[ f (D, D¢)]–1 is expanded using binomial expansion according to the following rules:

(i) If n < m, expand in powers of .
D
D
(ii) If m < n, expand in powers of .

case IV If F(x, y) is not in any of the previous three standard forms
1
PI = F ( x, y )
f ( D, D ¢ )
1
Express f (D, D¢) in linear factors of D and separate each factor of
f ( D, D ¢ )
using the partial fraction method. Operate each part on F(x, y) considering
1
F ( x, y) = Ú F ( x, c - mx ) dx , where c is replaced by y + mx after integration.
D - mD ¢

example 1
∂2 z ∂2 z 2∂2 z
Solve +3 + = x+y. [Winter 2017; Summer 2015]
∂x 2 ∂x ∂y ∂y 2
Solution
The equation can be written as
(D 2 + 3DD¢ + 2D¢ 2)z = x + y
The auxiliary equation is
m2 + 3m + 2 = 0
(m + 2) (m + 1) = 0
m = –2, –1 (distinct)
CF = f 1 ( y - 2 x ) + f 2 ( y - x )
1
PI = ( x + y)
D + 3DD ¢ + 2 D ¢ 2
2
6.66 Chapter 6  Partial Differential Equations and Applications

-1
1 È Ê 3D ¢ 2 D ¢ 2 ˆ ˘
= 2 Í1 + Á + 2 ˜ ˙ ( x + y)
D ÎÍ Ë D D ¯ ˚˙

1 È 3D ¢ ˘
= Í1 - D ˙˚ ( x + y)
D2 Î
1 È 3 ˘
= 2 Í
( x + y) - (1)˙
D Î D ˚
1
= [( x + y) - 3 x ]
D2
1
= [-2x + y ]
D2

1È x2 ˘
= Í- 2 ◊ + xy ˙
DÎ 2 ˚
1 1
= - x3 + x2 y
3 2
Hence, the complete solution is
1 3 1 2
z = f1 ( y - 2 x ) + f2 ( y - x ) - x + x y
3 2

example 2
Solve (D2 + 10DD¢ + 25D¢ 2)z = e3x + 2y. [Winter 2014]
Solution
The auxiliary equation is
m 2 + 10 m + 25 = 0
(m + 5)2 = 0
m = -5, - 5 (repeated)

CF = f1 ( y - 5 x ) + xf2 ( y - 5 x )
1
PI = e3 x + 2 y
D 2 + 10 DD ¢ + 25D ¢ 2
1
= e3 x + 2 y
32 + 10(3)(2) + 25(2)2
1 3 x +2 y
= e
169
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.67

Hence, the complete solution is


1 3 x +2 y
z = f1 ( y - 5 x ) + xf2 ( y - 5 x ) + e
169

example 3
∂2 z ∂2 z ∂2 z
Solve -4 + 4 2 = e2 x +3 y . [Summer 2018]
∂x 2 ∂x ∂y ∂y
Solution
The equation can be written as
(D2 – 4DD¢ + 4D¢ 2)z = e2x + 3y
The auxiliary equation is
m2 – 4m + 4 = 0
(m – 2)2 = 0
m = 2, 2 (repeated)
CF = f 1 ( y + 2 x ) + xf 2 ( y + 2 x )
1
PI = e2 x + 3 y
D - 4 DD ¢ + 4 D ¢ 2
2

1
= 2 2
e2 x + 3 y
2 - 4(2)(3) + 4(3)
1
= e2 x + 3 y
16
Hence, the complete solution is
1 2 x +3 y
z = f1 ( y + 2 x ) + xf2 ( y + 2 x ) + e
16

example 4
Solve ( D 2 - 2 DD ¢ + D ¢ 2 )z = e x + 2 y + x 3 .
Solution
The auxiliary equation is
m2 - 2m + 1 = 0
m = 1, 1 (repeated )
CF = f 1 ( y + x ) + x f 2 ( y + x )
6.68 Chapter 6  Partial Differential Equations and Applications

1 1
PI = 2 2
e x +2 y + x3
D - 2 DD ¢ + D ¢ D - 2 DD ¢ + D ¢ 2
2

1 1
= e x +2 y + x3
12 - 2(1)(2) + 22 D - D ¢ )2
(D
-2
x +2 y 1 Ê D¢ ˆ
=e + 2 Á1 - ˜ x3
D Ë D¯
1 Ê D¢ D ¢2 ˆ
= e x +2 y + 2 Á 1 + 2 + 3 2
+ L˜ x 3
D Ë D D ¯
1 Ê 3 2 3 ˆ
= e x +2 y +2 Á
x + D ¢x 3 + 2 D ¢ 2 x 3 + L˜
D Ë D D ¯
1
= e x +2 y + 2 x3
D
1
= e x + 2 y + Ú x 3 dx
D
x4
= e x +2 y + Ú dx
4
1 5
= e x +2 y + x
20
Hence, the complete solution is
1 5
z = f1 ( y + x ) + xf2 ( y + x ) + e x + 2 y + x
20

example 5
Solve 4r + 12s + 9t = e3x – 2y.
Solution
The equation can be written as
(4 D 2 + 12 DD ¢ + 9 D ¢ 2 )z = e3 x - 2 y
The auxiliary equation is
4 m 2 + 12 m + 9 = 0
3 3
m = - ,- (repeated )
2 2
Ê 3 ˆ Ê 3 ˆ
CF = f 1 Á y - x ˜ + xf 2 Á y - x ˜
Ë 2 ¯ Ë 2 ¯
= f1 (2 y - 3 x ) + x f2 (2 y - 3 x )
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.69

1
PI = e3 x - 2 y
4 D + 12 DD ¢ + 9 D ¢ 2
2

1
= 2
e3 x - 2 y
Ê 3 ˆ
4 Á D + D ¢˜
Ë 2 ¯
1 x2 3 x -2 y È 3 ˘
= e ÍQ D + 2 D ¢ = 0 at D = 3, D ¢ = - 2 ˙
4 2! Î ˚
1 2 3 x -2 y
= x e
8
Hence, the complete solution is
1 2 3 x -2 y
z = f1 (2 y - 3 x ) + x f2 (2 y - 3 x ) + x e
8
Aliter for PI
1
PI = e3 x - 2 y
4 D 2 + 12 DD ¢ + 9 D ¢ 2
Since the denominator is zero at D = 3 and D ¢ = –2, differentiating the denominator
w.r.t. D and premultiplying by x,
1
PI = x e3 x - 2 y
8 D + 12 D ¢
1
= x 2 e3 x - 2 y
8
[Differentiating again and premultiplying by x ]
1
= x 2 e3 x - 2 y
8

example 6
Solve (D2 – 2DD¢) z = sin x cos 2y.
Solution
The auxiliary equation is
m2 - 2m = 0
m = 0, 2 (distinct )
CF = f 1 ( y) + f 2 ( y + 2 x )
1
PI = (sin x cos 2 y)
D 2 - 2 DD ¢
1 1
= 2 [sin( x + 2 y) + sin ( x - 2 y)]
D - 2 DD ¢ 2
6.70 Chapter 6  Partial Differential Equations and Applications

1 1 1 1
= 2
sin( x + 2 y) + 2 sin ( x - 2 y)
D - 2 DD ¢ 2 D - 2 DD ¢ 2
1È 1 1 ˘
= Í 2 sin ( x + 2 y) + 2 sin ( x - 2 y)˙
2 ÍÎ -1 - 2 {-(1)(2)} -1 - 2 {-(1)(-2)} ˙˚
1 È1 1 ˘
= Í sin ( x + 2 y) - sin ( x - 2 y)˙
2 Î3 5 ˚
Hence, the complete solution is
1 1
z = f 1 ( y) + f 2 ( y + 2 x ) + sin( x + 2 y) - sin( x - 2 y)
6 10

example 7
Solve (D2 + DD¢ – 6 D¢2) z = sin (2x + y).
Solution
The auxiliary equation is
m2 + m - 6 = 0
m = - 3, 2 (distinct)
CF = f 1 ( y - 3 x ) + f 2 ( y + 2 x )
1
PI = sin(2 x + y)
2
D + DD ¢ - 6 D ¢ 2
Since the denominator is zero after replacing D2 by –22, DD¢ by – (2) (1), and D¢ 2 by
–12, the general method needs to be applied.
1
PI = sin(2 x + y)
( D + 3D ¢ )( D - 2 D ¢ )
1 È 1 ˘
= sin(2 x + y)˙
D + 3D ¢ ÍÎ D - 2 D ¢ ˚
1 È sin {2 x + (c - 2 x )} dx ˘
D + 3D ¢ Î Ú
=
˚
1 È sin c dx ˘
D + 3D ¢ Î Ú
=
˚
1
=
D + 3D ¢
[ x sin c ]
1
=
D + 3D ¢
[ x sin ( y + 2 x)]
= Ú x sin [(c + 3 x ) + 2 x ] dx
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.71

= Ú x sin (5 x + c) dx
È - cos(5 x + c) ˘ È - sin (5 x + c) ˘
= xÍ ˙-Í ˙
Î 5 ˚ Î 25 ˚
1 1
= - x cos(5 x + y - 3 x ) + sin (5 x + y - 3 x )
5 25
1 1
= - x cos( y + 2 x ) + sin ( y + 2 x )
5 25
Hence, the complete solution is
1 1
z = f 1 ( y - 3 x ) + f 2 ( y + 2 x ) - x cos( y + 2 x ) + sin ( y + 2 x )
5 25

example 8
Solve (D2 – 2DD¢ + D¢ 2)z = tan (y + x).
Solution
The auxiliary equation is
m 2 − 2m + 1 = 0
m = 1, 1 (repeated )
CF = f 1 ( y + x ) + xf 2 ( y + x )

Since F(x, y) = tan ( y + x) is not in any of the standard forms, the general method needs
to be applied.
1
PI = tan ( y + x )
( D - D ¢ )2
1 È 1 ˘
= tan ( y + x )˙
( D - D ¢ ) ÍÎ D - D ¢ ˚
1 È tan {(c - x ) + x} dx ˘
( D - D ¢) Î Ú
=
˚
1 È
tan c d x˘
D - D ¢ ÎÚ
=
˚
1
=
D - D¢
[ x tan c ]
1
=
D - D¢
[ x tan ( y + x)]
= Ú x tan {(c - x ) + x} dx

= Ú x tan c d x
6.72 Chapter 6  Partial Differential Equations and Applications

1 2
x tan c
=
2
1
= x 2 tan ( y + x )
2
Hence, the complete solution is
1 2
z = f 1 ( y + x ) + xf 2 ( y + x ) + x tan( y + x )
2

example 9
∂3 z ∂3 z
Solve 3
-2 2
= 2e2 x . [Winter 2016]
∂x ∂x ∂y
Solution
The equation can be written as

( D 3 - 2 D 2 D ¢ ) z = 2e2 x
The auxiliary equation is
m3 – 2m2 = 0
m2(m – 2) = 0
m = 0, 0, 2 (repeated)
CF = f1 ( y) + x f2 ( y) + f3 ( y + 2 x )
1
PI = 2e2 x
D - 3D 2 D ¢
3

1
= 2e2 x
(2) - 2(2)2 ◊ 0
3

2
= e2 x
8
1
= e2 x
4
Hence, the complete solution is
1 2x
z = f1 ( y) + x f2 ( y) + f3 ( y + 2 x ) + e
4
6.8  Homogeneous Linear Partial Differential Equations with Constant Coefficients        6.73

example 10
∂3 z ∂3 z ∂3 z
Solve 3
-3 2
+4 3
= e x +2 y . [Winter 2017]
∂x ∂x ∂y ∂y
Solution
The equation can be written as

( D 3 - 3D 2 D ¢ + 4 D ¢ 3 ) z = e x + 2 y
The auxiliary equation is
m3 – 3m2 + 4 = 0
m = –1, m = 2, 2 (repeated)
CF = f1 ( y - x ) + f2 ( y + 2 x ) + xf3 ( y + 2 x )
1
PI = e x +2 y
D - 3D D ¢ + 4 D ¢ 3
3 2

1
= 3 2 3
e x +2 y
(1) - 3(1) (2) + 4(2)
1
= e x +2 y
1 - 6 + 32
1 x +2 y
= e
27
Hence, the complete solution is
z = f1 ( y - x ) + f2 ( y + 2 x ) + xf3 ( y + 2 x )

exercIse 6.6
solve the following:
∂2 z ∂2 z ∂2 z
1. 2 + 5 + 2 =0
∂x 2 ∂x ∂y ∂y 2
ÈÎ ans. : z = f1 ( y - 2 x ) + f2 ( 2y - x )˘˚

∂3 z ∂3 z ∂3 z
2. + 4 + 4 =0
∂x 3 ∂x 2 ∂y ∂x ∂y 2
ÈÎ ans. : z = f1 ( y ) + f2 ( y + 2 x ) + xf3 ( y + 2 x )˘˚
6.74 Chapter 6  Partial Differential Equations and Applications

3. (D 2
)
- 2DD ¢ - 15D ¢ 2 z = 12 xy
ÈÎ ans. : z = f1 ( y + 5x ) + f2 ( y - 3x ) + x 4 + 2 x 3 y ˘˚

4. r - 2s + t = sin (2 x + 3y )
ÈÎ ans. : z = f1 ( x + y ) + x f2 ( x + y ) - sin (2 x + 3y )˘˚

5. ( 2D 2
)
- 5DD ¢ + 2D ¢ 2 z = 5 sin (2 x + y )
È 5x ˘
ÍÎ ans. : z = f1 ( 2y + x ) + f2 ( y + 2 x ) - 3 cos ( 2 x + y )˙˚

∂3 z ∂3 z ∂3 z
6. - 4 + 4 = sin (2 x + y )
∂x 3 ∂x 3 ∂y ∂x ∂y 2

È x2 ˘
Í ans. : z = f1 ( y ) + f2 ( y + 2 x ) + x f3 ( y + 2 x ) - cos ( 2 x + y )˙
Î 4 ˚

7. (D 2
)
- DD ¢ - 2D ¢ 2 z = ( y - 1) e x
ÈÎ ans. : z = f1 ( y + 2 x ) + f2 ( y - x ) + ye x ˘˚
8. r + s - 6t = y cos x

ÈÎ ans. : z = f1 ( y - 3x ) + f2 ( y + 2 x ) - y cos x + sin x ˘˚

9. (D 2
)
+ 2DD ¢ + D ¢ 2 z = 2 cos y - x sin y

ÈÎ ans. : z = f1 ( y - x ) + x f2 ( y - x ) + x sin y ˘˚

∂2 z ∂2 z ∂2 z
10. + - 6 = y sin x
∂x 2 ∂x ∂y ∂y 2
ÈÎ ans. : z = f1 ( y - 3x ) + f2 ( y + 2 x ) - ( y sin x + cos x )˘˚

6.9 nonhomogeneous lInear PartIal dIfferentIal


equatIons wIth constant coeffIcIents

If in the equation f ( D, D ¢ )z = F ( x, y) ...(6.35)


each term of f (D, D¢) does not contain the derivatives of the same order then the
equation is known as a nonhomogeneous equation.
To find the complementary function of Eq. (6.35), factorize f (D, D ¢) into the linear factors
as (D – mD¢ – c) and obtain the solution of the equation (D – mD¢ – c)z = 0.
6.9  Nonhomogeneous Linear Partial Differential Equations with Constant Coefficients        6.75

( D - mD ¢ - c)z = 0
p - mq = cz
The subsidiary equations are
dx dy dz
= = ...(6.36)
1 - m cz
Taking the first and second fractions from Eq. (6.36),
- mdx = dy
mdx + dy = 0
Integrating,
mx + y = a
Taking the first and third fractions from Eq. (6.36),
dz
dx =
cz
dz
= cdx
z
Integrating,
log z = cx + log b
z
log = cx
b
z = becx

Taking b = f (a)
z = ecx f (a )
= ecx f ( y + mx )
Similarly, solutions corresponding to other factors can be obtained. All the solutions
are added up to obtain the complementary function.
The methods to find the particular integral are same as those of homogeneous linear
equations.

example 1
Solve (D2 – DD¢ + D¢ – 1) z = cos (x + 2y) + e y.
Solution
D2 – DD¢ + D¢ – 1 = (D – 1)(D – D¢ + 1)
(i) For the equation (D – 1) z = 0,
m = 0, c = 1
6.76 Chapter 6  Partial Differential Equations and Applications

the solution is
z = ex f1 (y)
(ii) For the equation (D – D¢ + 1) z = 0,
m = 1, c = –1
the solution is
z = e–x f2 (y + x)
Hence, CF = e x f1(y) + e–x f2 ( y + x)
1 1
PI = cos( x + 2 y) + ey
D 2 - DD ¢ + D ¢ - 1 D 2 - DD ¢ + D ¢ - 1
1 1
= 2 cos( x + 2 y) + x ey
-1 - {-(1)(2)} + D ¢ - 1 2D - D ¢
1 1
= cos( x + 2 y) + x ey
D¢ 2(0) - 1

= 2 cos( x + 2 y) - xe y

D ¢ cos( x + 2 y)
= 2
- xe y
-2
-2 sin ( x + 2 y)
= - xe y
-4
1
= sin ( x + 2 y) - xe y
2
Hence, the complete solution is
1
z = e xf 1 ( y) + e - xf 2 ( y + x ) + sin( x + 2 y) - xe y .
2

exercIse 6.7
solve the following:
( )
1. D 2 - D ¢ 2 + D - D ¢ z = 0
ÈÎ ans. : z = f1 ( y + x ) + e - x f2 ( y - x )˘˚

2. (D - D ¢ - 1) (D - D ¢ - 2) z = e
2x -y
+x
È x 3 1 2x -y ˘
ÍÎ ans. : z = e f1 ( y + x ) + e f2 ( y + z ) + 2 + 4 + 2 e
x 2x
˙˚

3. r - s + p = 1
ÈÎ ans. : z = f1 ( y ) + e - x f2 ( y + x ) + x ˘˚
6.10  Classification of Second Order Linear Partial Differential Equations        6.77

( )
4. D 2 - DD ¢ + D ¢ - 1 z = cos ( x + 2y ) + e y

È 1 y˘
ÍÎ ans. : z = e f1 ( y ) + e f2 ( y + x ) + 2 sin ( x + 2y ) - xe ˙˚
x -x

( )
5. D - DD ¢ - 2D z = sin (3x + 4 y ) - e
2 2x +y

È 1 2 1 2x +y ˘
ÍÎ ans. : z = f1 ( y ) + e f2 ( y + x ) + 15 sin (3x + 4 y ) + 15 cos (3x + 3y ) + 2 e
2x
˙˚

6.10 classIfIcatIon of second order lInear PartIal


dIfferentIal equatIons
The general form of a nonhomogeneous second order partial differential equation in
the function of two independent variables x, y is

∂2 u ∂2 u ∂2 u Ê ∂u ∂u ˆ
A +B + C 2 + f Á x, y, u, , ˜ = F ( x, y) ...(6.37)
∂x 2 ∂x ∂y ∂y Ë ∂x ∂y ¯

Equation (6.37) is linear or quasi-linear accordingly as f is linear or nonlinear. Equa-


tion (6.37) is homogeneous if F(x, y) = 0.
Equation (6.37) is elliptic if B2 – 4AC < 0, parabolic if B2 – 4AC = 0 and hyperbolic
if B2 – 4AC > 0. Three fundamental types of second-order linear partial differential
equations appear frequently in many applications as follows:
∂u ∂2 u
(i) The one-dimensional heat equation = c 2 2 is parabolic.
∂t ∂x

∂2 u ∂2 u
(ii) The one-dimensional wave equation
2
= c2 is hyperbolic.
∂t ∂x 2

∂2 u ∂2 u
(iii) The two-dimensional Laplace equation + = 0 is elliptic.
2
∂x ∂y 2

example 1
Classify the following partial differential equations as parabolic,
hyperbolic, and elliptic.
∂2 u ∂2 u ∂2 u
(a) +4 +4 2 =0
∂t 2 ∂x ∂t ∂x
6.78 Chapter 6  Partial Differential Equations and Applications

∂ 2u
∂ 2u ∂ 2u
(b) 4 2 - 9 +5 2 =0
∂t ∂x ∂t ∂x

∂ 2u ∂ 2u ∂ 2u
(c) 2 +4 +3 2 =0
∂t 2 ∂x ∂t ∂x

Solution
(a) A = 4, B = 4, C =1
2
B - 4 AC = 16 - 16 = 0
Hence, the partial differential equation is parabolic.
(b) A = 5, B = -9, C=4
2
B - 4 AC = 81 - 80 = 1
Hence, the partial differential equation is hyperbolic.

(c) A = 3, B = 4, C=2
2
B - 4 AC = 16 - 24 = -8 < 0
Hence, the partial differential equation is elliptic.

6.11 aPPlIcatIons of PartIal dIfferentIal equatIons


In many physical problems in electromagnetic theory, fluid mechanics, solid
mechanics, heat transfer, etc., solutions of partial differential equations are required.
These equations satisfy some specified conditions known as boundary conditions. The
partial differential equation together with these boundary conditions, constitutes a
boundary-value problem.
The method of separation of variables is an important tool to solve such boundary-
value problems when the partial differential equation is linear and boundary conditions
are homogeneous. Unlike ordinary differential equations, the general solution of a
partial differential equation involves arbitrary functions which requires the knowledge
of single and double Fourier series.

6.12 method of seParatIon of VarIaBles

Separation of variables is also known as the Fourier method. It is a powerful technique


to solve partial differential equations. This method is explained with the help of the
following examples.
6.12  Method of Separation of Variables        6.79

example 1
∂u ∂u
Solve x - 2y = 0. [Winter 2016; Summer 2013]
∂x ∂y
Solution
Let the solution be
u( x , y ) = X ( x ) Y ( y ) ...(1)
∂u ∂u
= X ¢Y , = XY ¢
∂x ∂y
Substituting in the given equation,
xX ¢Y - 2 yXY ¢ = 0
xX ¢ 2 yY ¢
= = k , say
X y
xX ¢ 2 yY ¢
= k, =k
X Y
Solving both the equations,
log X = k log x + log c1
log X = log x k c1
X = c1 x k

k
and log Y = log y + log c2
2
k
= 2
log y c2
k
Y= c2 y 2
Substituting these values in Eq. (1),
k
u( x, y) = c1 x k ◊ c2 y 2
k
= Ax k y 2 where A = c1c2

example 2
∂u ∂u
Solve + = 2( x + y)u . [Winter 2014]
∂x ∂y
6.80 Chapter 6  Partial Differential Equations and Applications

Solution
Let the solution be
u(x, y) = X(x) Y(y) ...(1)
∂u ∂u
= X ¢Y , = XY ¢
∂x ∂y
Substituting in the given equation,
X ¢Y + XY ¢ = 2( x + y) XY
X ¢Y + XY ¢ = 2 xXY + 2 yXY
X ¢Y - 2 xXY = 2 yXY - XY ¢
( X ¢ - 2 xX )Y
Y = (2 yY - Y ¢ ) X
X ¢ - 2 xX 2 yY - Y ¢
= = k, say
X Y
X¢ Y¢
- 2 x = k, - + 2y = k
X Y
Solving both the equations,
log X - x 2 = kx + c1
log X = x 2 + kx + c1
2
X = ex + kx + c1

2
+ kx c1
= ex e
x 2 + kx
= Ae
2
and - log Y + y = ky + c2
log Y - y 2 = - ky - c2
log Y = y 2 - ky - c2
2
Y = ey - ky - c2

2
- ky - c2
= ey e
2
= Be y - ky

Substituting these values in Eq. (1),


2 2
u( x, y) = Ae x + kx
Be y - ky

2
+ kx + y2 - ky
= ABe x
2
+ kx + y2 - ky
= Ce x , where AB = C
6.12  Method of Separation of Variables        6.81

example 3
∂2 z ∂z ∂z
Solve 2
-2 + = 0. [Winter 2017; Summer 2014]
∂x ∂x ∂y
Solution
Let the solution be
z(x, y) = X(x) Y(y) ...(1)
∂z ∂z
= X ¢Y , = XY ¢
∂x ∂y
∂2 z
= X ¢¢Y
∂x 2
Substituting in the given equation,
X ¢¢Y - 2 X ¢Y + XY ¢ = 0
X ¢¢Y - 2 X ¢Y = - XY ¢
( X ¢¢ - 2 X ¢ )Y = - XY ¢
X ¢¢ - 2 X ¢ Y¢
=- = k, say
X Y
X ¢¢ - 2 X ¢ Y¢
= k, - =k
X Y
Solving both the equations,
X¢¢ – 2X¢ – kX = 0
The auxiliary equation is
m2 - 2m - k = 0
2 ± 4 + 4k
m=
2
= 1± 1+ k (distinct)
X = c1e(1+ 1+ k ) x
+ c2 e(1- 1+ k )xx

and Y ¢ = - ky

= -k
Y
log Y = - ky + c
Y = e - ky + c
= e - ky ec
= c3 e - ky
6.82 Chapter 6  Partial Differential Equations and Applications

Substituting these values in Eq. (1),


z( x, y) = ÈÎc1e(1+ 1+ k ) x
+ c2 e(1- 1+ k ) x ˘
˚ c3 e
- ky

= ÈÎ Ae(1+ 1+ k ) x
+ Be(1- + k ) x ˘ - ky
1+
˚e
where A = c1c3 and B = c2c3

example 4
∂u ∂u
Solve =4 , given that u(0, y) = 8e–3y.
∂x ∂y
Solution
Let the solution be
u (x, y) = X(x) Y( y) ... (1)
∂u ∂u
= X¢Y, = XY ¢
∂x ∂y
Substituting in the given equation,
X ¢Y = 4 X Y ¢
X ¢ 4Y ¢
= = k, say
X Y
X¢ 4Y ¢
= k, =k
X Y
Solving both the equations,
log X = kx + log c1
X
log = kx
c1
X = c1ekx
and 4 log Y = ky + log c2
Y4
log = ky
c2
Y 4 = c2eky
ky 1
Y = ce 4 , where c = c2 4
Substituting these values in Eq. (1),
Ê yˆ Ê yˆ
kÁ x+ ˜ kÁ x+ ˜
Ë 4¯ Ë 4¯
u(x, y) = XY = c1ce = Ae , where c1c = A ...(2)
Given u(0, y) = 8 e–3y
6.12  Method of Separation of Variables        6.83

Ê yˆ
k Á 0+ ˜
Ë 4¯
Ae = 8e -3 y
Comparing both the sides,
k
A = 8, = -3 , k = −12
4
Ê yˆ
-12 Á x + ˜
Ë 4¯
Hence, u(x, y) = 8 e
-12 x - 3 y
= 8e

example 5
Using the method of separation of variables, solve
∂u ∂u
= 2 + u, u( x,0) = 6e-3 x
∂x ∂t [Summer 2017, 2015]
Solution
Let the solution be
u(x, t) = X(x) T(t) (1)
∂u ∂u
= X ¢( x ) T (t ), = X ( x ) T ¢ (t )
∂x ∂t
Substituting in the given equation,
X T = 2XT¢ + XT
X¢T = (2T¢ + T)X
X ¢ 2T ¢ + T
= = k , say
X T
X¢ T¢ 1
= k, = (k - 1)
X T 2
Solving both the equations,
log X = kx + log c1
X
log = kx
c1
X = c1ekx
1
and log T = (k - 1) t + log c2
2
T 1
log = (k - 1)t
c2 2
6.84 Chapter 6  Partial Differential Equations and Applications

1
( k -1)t
T = c2 e 2
Substituting these values in Eq. (1),
u(x, t) = XT
1
( k - 1)t
kx
= c1 e ◊ c2 e 2 ...(2)
–3x
Given u(x, 0) = 6e ...(3)
kx –3x
c1c2 e = 6e [From Eq. (2)]
Comparing both the sides,
c1c2 = 6 and k = –3
Hence, u(x, t) = 6e–3x e–2t
= 6e–(3x + 2t)

example 6
Solve the equation ux = 2ut + u given u(x, 0) = 4e–4x, by the method of
separation of variable. [Summer 2016]
Solution
Let the solution be
u(x, t) = X(x) T(t) ...(1)
∂u ∂u
= X ¢T , = XT ¢
∂x ∂t
Substituting in the given equation,
X¢T = 2XT ¢ + XT
X¢T = (2T ¢ + T)X
X ¢ 2T ¢ + T
= = k , say
X T
X¢ T¢ 1
= k, = (k - 1)
X T 2
Solving both the equations,
log X = kx + log c1
X
= e kx
c1
X = c1 e kx
6.12  Method of Separation of Variables        6.85

Ê k - 1ˆ
and log T = Á t + log c2
Ë 2 ˜¯
Ê k - 1ˆ
Á t
T 2 ¯˜
= eË
c2
Ê k - 1ˆ
ÁË 2 ˜¯ t
T = c2 e
Substituting these values in Eq. (1),
Ê k - 1ˆ
kx ÁË 2 ˜¯ t
u(x, t) = c1 e c2 e

Ê k - 1ˆ
kx + Á t
Ë 2 ˜¯
= c1c2 e ...(2)

Given u(x, 0) = 4 e–4x ...(3)


kx –4x
c1c2 e = 4 e [From Eq. (2)]
Comparing both the sides,
c1c2 = 4 and k = – 4
Ê -4 - 1ˆ
-4 x + Á
Ë 2 ˜¯
t
Hence, u( x , t ) = 4 e
5 Ê 5 ˆ
-4 x - t -Á 4 x + t ˜
Ë 2 ¯
u( x , t ) = 4 e 2 =4e

example 7
∂u ∂u
Solve 2 = + u subject to the condition u(x, 0) = 4e–3x.
∂x ∂t
[Winter 2012]
Solution
Let the solution be
u(x, t) = XT ...(1)
∂u ∂u
= X ¢T , = XT ¢
∂x ∂t
Substituting in the given equation,
2 X ¢T = XT ¢ + XT = X (T ¢ + T )
6.86 Chapter 6  Partial Differential Equations and Applications

2X ¢ T ¢ + T
= = k, say
X T
X¢ k T¢
= , +1 = k
X 2 T

= k -1
T
Solving both the equations,
k
log X = x + log c2
2
k
X x
= e2
c2
k
X = c2 e 2 x
and log T = (k - 1)t + log c3
T
= e( k -1)t
c3
T = c3 e( k -1)t
Substituting these values in Eq. (1),
k
x
u( x, t ) = c2 e 2 c3 e( k -1)t
k
x
= c2 c3 e 2 e( k -1)t
...(2)
Given u(x, 0) = 4e–3x ...(3)
k
x
c2 c3 e 2 e0 = 4e -3 x [From Eq. (2)]
Comparing both the sides,
k
c2 c3 = 4 and = -3
2
k = -6
Hence, u(x, t) = 4e–3xe–7t
= 4e–(3x + 7t)

example 8
∂2 u ∂u
Solve 2
= + 2u .
∂x ∂y
6.12  Method of Separation of Variables        6.87

Solution
Let the solution be
u(x, y) = X(x) Y(y)
∂u ∂u
= X¢Y , = XY ¢
∂x ∂y

∂2 u
= X ≤Y
∂x 2
Substituting in the given equation,
X ≤Y = XY ¢ + 2 XY
Dividing by XY,
X ¢¢ Y ¢
= +2
X Y
X ¢¢ Y¢
-2 = = k , say
X Y
X ¢¢ − 2 X Y¢
= k, =k
X Y

X ¢¢ - (k + 2) X = 0 …(1), = k …(2)
Y
To solve Eq. (1), the auxiliary equation is
m 2 - ( k + 2 )m = 0
m = 0, k + 2
X = c1e0 x + c2 e( k + 2 ) x
= c1 + c2 e( k + 2 ) x

The solution of Eq. (2) is


log Y = ky + log c3
Y
log = ky
c3
Y = c3 e ky

Hence, u = XY = ÈÎ c1 + c2 e( k + 2) x ˘˚ c3 e ky

= Ae ky + Be k ( x + y ) + 2 x , where c1c3 = A, c2 c3 = B
6.88 Chapter 6  Partial Differential Equations and Applications

exercIse 6.8
Solve the following equations by the method of separation of variables:
∂z ∂z
1. y 3 + x2 =0
∂x ∂y
È kÁ - ˜ ˘
Ê x3 y 4 ˆ

Í ans.: z = ce Ë 3 4 ¯ ˙
Í ˙
Î ˚

2. 2 xzx - 3yzy = 0
È k k
˘
Í ans.: z = Ax y where A = c1c2 ˙
2 3

Î ˚

3. 4ux + uy = 3u with u(0, y) = 3e - y - e -5 y


ÈÎ ans.: u = 3e x - y - e 2 x -5 y ˘˚

∂2 u ∂u
4. = e -t cos x, given that u = 0 when t = 0 and = 0 when x = 0.
∂x ∂t ∂t
Show that as t tends to •, u tends to sin x.
È È 1 -t 1 ˘ -t ˘
Í ans.: u = ÈÎk sin x + k(1 - e )˘˚ Í- k e + k ˙ = ÈÎsin x + (1 - e )˘˚ ÈÎ1 - e ˘˚ ˙
t t

Î Î ˚ ˚

5. 4ux + uy = 3u and u(0, y) = e–5y


ÈÎ ans.: u = e 2 x -5 y ˘˚

6. 3ux + 2uy = 0 with u(x, 0) = 4e–x


È -
(2 x - 3 y )
˘
Í ans.: u = 4e
2
˙
Î ˚

6.13 one-dImensIonal waVe equatIon

Consider an elastic string stretched to a length l along the x-axis with its two fixed ends
at x = 0 and x = l (Fig. 6.4).
To obtain the deflection y(x, t) at any point x and at any time t > 0, the following
assumptions are made:
(i) The string is homogeneous with constant density r.
(ii) The string is perfectly elastic and offers no resistance to bending.
6.13  One-Dimensional Wave Equation        6.89

T2
Q b
P
a
T1

O X

fig. 6.4 One-dimensional wave equation

(iii) The tension in the string is so large that the force due to weight of the string
can be neglected. Consider the motion of the small portion PQ of length d x
of the string (as shown in Fig. 6.4). Since the string produces no resistance to
bending, the tensions T1 and T2 at points P and Q will act tangentially at P and
Q respectively.
Assuming that the points on the string move only in the vertical direction, there is no
motion in the horizontal direction.
Hence, the sum of the forces in the horizontal direction must be zero.
-T1 cos a + T2 cos b = 0

T1 cos a = T2 cos b = T (constant), say ...(6.38)


The forces acting vertically on the string are the vertical components of tension at
points P and Q. Thus, the resultant vertical force acting on PQ is T2 sin b – T1 sin a.
By Newton’s second law of motion,
Resultant force = Mass × Acceleration
Ê ∂2 y ˆ
T2 sin b - T1 sin a = ( rdx ) Á 2 ˜ ...(6.39)
Ë ∂t ¯

T2 sin b T1 sin a ( rd x) Ê ∂2 y ˆ
- =
T T T ÁË ∂t 2 ˜¯

T2 sin b T1 sin a rd x Ê ∂2 y ˆ
- =
T ÁË ∂t 2 ˜¯
[Using Eq. (6.38)]
T2 cos b T1 cos a

rd x ∂2 y
tan b - tan a = ...(6.40)
T ∂t 2
6.90 Chapter 6  Partial Differential Equations and Applications

Since tan a and tan b are the slopes of the curve at points P and Q respectively,
Ê ∂y ˆ Ê ∂y ˆ
tana = Á ˜ = Á ˜
Ë ∂x ¯ P Ë ∂x ¯ x

Ê ∂y ˆ Ê ∂y ˆ
tan b = Á ˜ = Á ˜
Ë ∂x ¯ Q Ë ∂x ¯ x + d x

Substituting in Eq. (6.40),


Ê ∂y ˆ Ê ∂y ˆ rd x ∂2 y
ÁË ∂x ˜¯ -Á ˜ =
x +d x
Ë ∂x ¯ x T ∂t 2

Dividing by d x and taking limit dx Æ 0,


Ê ∂y ˆ Ê ∂y ˆ
ÁË ∂x ˜¯ -Á ˜
x +d x
Ë ∂x ¯ x r ∂2 y
lim =
d x Æ0 dx T ∂t 2

∂2 y 1 ∂2 y 2 T
= where c = r
∂x 2 c 2 ∂t 2
∂2 y ∂2 y
= c2
∂t 2 ∂x 2
This equation is known as the one-dimensional wave equation.

6.13.1  Solution of the One-Dimensional Wave Equation
The one-dimensional wave equation is
∂2 y ∂2 y
2
= c2 2 ...(6.41)
∂t ∂x
Let y = X(x)T(t) be a solution of Eq. (6.41).
∂2 y ∂2 y
= XT ¢¢ , = X ¢¢T
∂t 2 ∂x 2
Substituting in Eq. (6.41),
XT ¢¢ = c 2 X ¢¢T
X ¢¢ 1 T ¢¢
= 2
X c T
Since X and T are only the functions of x and t respectively, this equation holds good
if each term is a constant.
X ¢¢ 1 T ¢¢
Let = 2 = k , say
X c T
6.13  One-Dimensional Wave Equation        6.91

X ¢¢ d2 X
Considering =k, - kX = 0 ...(6.42)
X dx 2
1 T ¢¢ d 2T
Considering = k , - kc 2T = 0 ...(6.43)
c2 T dt 2
Solving Eqs (6.42) and (6.43), the following cases arise:
(i) When k is positive
Let k = m2
d2 X d 2T
- m2 X = 0 and - m2 c2T = 0
dx 2 dt 2
X = c1e mx + c2 e - mx and T = c3 e mct + c4 e - mct
Hence, the solution of Eq. (6.41) is
y = (c1e mx + c2 e - mx )(c3 e mct + c4 e- mct ) ...(6.44)
(ii) When k is negative
Let k = –m2
X = c1 cos m x + c2 sin m x and T = c3 cos mct + c4 sin mct
Hence, the solution of Eq. (6.41) is
y = (c1 cos m x + c2 sin m x )(c3 cos mct + c4 sin mct ) ...(6.45)
(iii) When k = 0
X = c1 x + c2 and T = c3 t + c4
Hence, the solution of Eq. (6.41) is
y = (c1 x + c2 )(c3 t + c4 ) ...(6.46)

Out of these three solutions, we need to choose that solution which is consistent with
the physical nature of the problem. Since we are dealing with problems on vibrations,
y must be a periodic function of x and t. Thus, the solution must involve trigonometric
terms.
Hence, the solution is of the form given by Eq. (6.45).
y = (c1 cos m x + c2 sin m x )(c3 cos mct + c4 sin mct )

example 1
∂2 y ∂2 y
Find the solution of the wave equation = c2 such that
∂t 2 ∂x 2
y = a cos pt when x = l, and y = 0 when x = 0.
6.92 Chapter 6  Partial Differential Equations and Applications

Solution
∂2 y ∂2 y
2
= c2 ...(1)
∂t ∂x 2
Since y is periodic, the solution of Eq. (1) is
y = (c1 cos mx + c2 sin mx )(c3 cos mct + c4 sin mct ) ...(2)
The boundary conditions are
(i) At x = 0, y = 0
(ii) At x = l, y = a cos pt
Putting the condition (i) in Eq. (2),
0 = c1 (c3 cos mct + c4 sin mct )
c1 = 0
Putting c1 = 0 in Eq. (2),
y = c2 sin mx(c3 cos mct + c4 sin mct )
= c2 c3 sin mx cos mct + c2 c4 sin mx sin mcct ...(3)
Putting the condition (ii) in Eq. (3),
a cos pt = c2 c3 sin ml cos mct + c2 c4 sin ml sin mct
Equating coefficients of sine and cosine terms,
a p
a = c2 c3 sin ml , if mc = p fi c2 c3 = , if m =
sin ml c
and 0 = c2 c4 sin ml fi c4 = 0 [Q c2 π 0, otherwise y = 0]
Substituting these values in Eq. (3),
a
y= sin mx cos mct
sin ml
a px
= sin cos pt
pl c
sin
c

example 2
A tightly stretched string with fixed end points x = 0 and x = l in the
shape defined by y = kx (l − x), where k is a constant, is released from
∂2 y ∂2 y
this position of rest. Find y(x, t) if 2 = c 2 2 .
∂t ∂x
Solution
∂2 y ∂2 y
= c2 ...(1)
∂t 2 ∂x 2
6.13  One-Dimensional Wave Equation        6.93

The solution of Eq. (1) is


y = (c1 cos mx + c2 sin mx )(c3 cos mct + c4 sin mct ) ...(2)

The boundary conditions are


(i) At x = 0, y = 0, for all t, i.e., y (0, t) = 0
(ii) At x = l, y = 0, for all t, i.e., y (l, t) = 0
The initial conditions are
(iii) At t = 0, y = kx (l − x), i.e., y (x, 0) = kx(l − x)
∂y
(iv) At t = 0, =0
∂t
Applying the condition (i) in Eq. (2),
0 = c1 (c3 cos mct + c4 sin mct )
\ c1 = 0
Putting c1 = 0 in Eq. (2),
y = c2 sin mx(c3 cos mct + c4 sin mct ) ...(3)
Applying the condition (ii) in Eq. (3),
0 = c2 sin ml(c3cos mct + c4 sin mct)
sin ml = 0 [Q c2 π 0]
ml = np, n is an integer
np
m=
l
np
Putting m = in Eq. (3),
l
np x Ê np ct np ct ˆ
y = c2 sin Á c3 cos + c4 sin
l ˜¯
...(4)
l Ë l

∂y np x È Ê np ct ˆ Ê np cˆ Ê np ct ˆ Ê np cˆ ˘
= c2 sin Í-c3 ÁË sin ˜ + c4 Á cos ˙ ...(5)
∂t l Î l ¯ Á
Ë l ˜
¯ Ë l ˜¯ ÁË l ˜¯ ˚
Applying the condition (iv) in Eq. (5),
np x Ê np cˆ
0 = c2 sin c4 .
l ÁË l ˜¯
c4 = 0 ÈÎQ c2 π 0 ˘˚

Putting c4 = 0 in Eq. (4),


np x np ct
y = c2 c3 sin cos
l l
np x np ct
= bn sin cos , where c2c3 = bn
l l
6.94 Chapter 6  Partial Differential Equations and Applications

Putting n = 1, 2, 3, ... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is

np x np ct
y( x, t ) = Â bn sin cos
n =1 l l
...(6)
Applying the condition (iii) in Eq. (6),

np x
kx(l - x ) = Â bn sin ...(7)
n =1 l
Equation (7) represents the Fourier half-range sine series.
2 l np x
bn = Ú k (lx - x 2 )sin dx
l 0 l
l
Ê np x ˆ Ê np x ˆ Ê np x ˆ
Á
cos Á sin ˜ Á cos ˜
=
2k
(lx - x 2 ) Á - l ˜ - (l - 2 x ) Á - l ˜ + ( -2) Á l ˜
np ˜ 2 2 3 3
l
Á ˜ Á n p ˜ Á np ˜
Ë l ¯ Á
Ë 2 ˜
¯ Á
Ë l 3 ˜¯
l 0

2k È 2l 3
2l ˘ 3
= Í- 3 3 cos np + 3 3 ˙
l ÍÎ n p n p ˙˚

4 kl 2 È
= -(-1)n + 1˘˚
n 3p 3 Î
Substituting bn in Eq. (6), the solution is

4 kl 2 1 - (-1)n np x np ct
y( x, t ) =
p 3 Â n 3
sin
l
cos
l
n =1
2 •
8kl 1 (2r - 1)p x (2r - 1)p ct
=
p 3 Â (2r - 1)3 sin l
cos
l
r =1
È[Q1 - ( -1)n = 0 for n even ˘
Í ˙
Í =2 for n odd ˙
Í Taking n = 2r - 1 ˙
Î ˚

example 3
The points of trisection of a string are pulled aside through the same
distance on opposite sides of the position of equilibrium and the string
is released from rest. Derive an expression for the displacement of the
string at subsequent times and show that the midpoint of the string
always remains at rest.
6.13  One-Dimensional Wave Equation        6.95

Solution
Let A and C be the points of the trisection
of the string OE of length l. Initially, the
string is held in the form OBDE in such
a manner that
AB = CD = h, say (Fig. 6.5)
The equation of the line OB is
h-0
y-0 = ( x - 0)
l
-0
3
3h
y= x
l fig. 6.5
The equation of the line BD is
-h - h Ê lˆ
y-h = Á x- ˜
2l l Ë 3¯
-
3 3
6h Ê lˆ
=- Á x- ˜
l Ë 3¯
6hx
=- + 2h
l
6hx
y = 3h -
l
3h
= (l - 2 x )
l
The equation of the line DE is
-h - 0
y-0 = ( x - l)
2l
-l
3
3h
= ( x - l)
l
The displacement y of any point of the string is given by the equation
∂2 y ∂2 y
= c2 ...(1)
∂t 2 ∂x 2
The solution of Eq. (1) is
y = (c1 cos mx + c2 sin mx )(c3 cos mct + c4 sin mct ) ...(2)
6.96 Chapter 6  Partial Differential Equations and Applications

The boundary conditions are


(i) At x = 0, y=0 for all t, i.e., y(0, t) = 0
(ii) At x = l, y=0 for all t, i.e., y(l, t) = 0
Since initially (t = 0) the string rests in the form of OBDE, the initial conditions are

3hx l
(iii) At t = 0, y( x, 0 ) = , 0£ x£
l 3
3h l 2l
= (l - 2 x ), £x£
l 3 3
3h 2l
= ( x - l ), £ x£l
l 3
∂y
(iv) At t = 0, =0
∂t
Applying the condition (i) in Eq. (2),
0 = c1 (c3 cos mct + c4 sin mct )
c1 = 0
Putting c1 = 0 in Eq. (2),
y = c2 sin mx(c3 cos mct + c4 sin mct ) ...(3)
Applying the condition (ii) in Eq. (3),
0 = c2 sin ml (c3 cos mct + c4 sin mct )

sin ml = 0 ÎÈQ c2 π 0 ˘˚
ml = np , n is an integer
np
m=
l
np
Putting m = in Eq. (3),
l
np x Ê np ct np ct ˆ
y = c2 sin c3 cos + c4 sin ...(4)
l ÁË l l ˜¯
∂y np x È Ê np ct ˆ Ê np cˆ Ê np ct ˆ Ê np c ˆ ˘
= c2 sin Í-c3 ÁË sin ˜ + c4 Á cos ˙ ...(5)
∂t l Î Á
l ¯Ë l ¯ ˜ Ë l ˜¯ ÁË l ˜¯ ˚

Applying the condition (iv) in Eq. (5),


np x Ê np c ˆ
0 = c2 sin c4
l ÁË l ˜¯
6.13  One-Dimensional Wave Equation        6.97

c4 = 0 ÎÈQ c2 π 0 ˘˚
Putting c4 = 0 in Eq. (4),
np x np ct
y = c2 c3 sin cos
l l
np x np ct , where c c = b
= bn sin cos 2 3 n
l l
Putting n = 1, 2, 3, ... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is

np x np ct
y( x, t ) = Â bn sin cos ...(6)
n =1 l l
Applying the condition (iii) in Eq. (6),

np x
y( x, 0) = Â bn sin ...(7)
n =1 l
Equation (7) represents the Fourier half-range sine series.
2 l np x
\ bn = Ú y sin dx
l 0 l

2 È 3 3hx np x ˘
l 2l
np x 3h np x l 3h
= ÍÚ sin dx + Ú l 3 (l - 2 x )sin dx + Ú 2l ( x - l )sin dx ˙
lÍ 0 l l l l l l ˙˚
Î 3 3

È l 2l
Í Ï ¸3 Ï ¸ 3
Í Ï cos np x ¸ Ô sin np x Ô Ï np x ¸ Ô sin np x Ô
6h Í Ô l Ô Ô l Ô Ô cos l Ô Ô l Ô
= 2 x Ì- ˝ -1 - + (l - 2 x ) Ì - ˝ - ( -2) Ì - 2 ˝
l Í Ô np Ô ÌÔ Ê np ˆ 2 Ô˝ Ô np Ô Ô Ê np ˆ Ô
Í
Í Ó l ˛ Ô ÁË l ˜¯ Ô Ó l ˛ Ô ÁË l ˜¯ Ô l
Ó ˛0 Ó ˛
ÍÎ 3

l ˘
Ï ¸
Ï np x ¸ Ô np x Ô ˙
Ô - cos l Ô Ô - sin l Ô ˙˙
+ ( x - l) Ì ˝ - 1Ì 2 ˝
np ˙
Ô Ô Ô Ê np ˆ Ô ˙
Ó l ˛ Ô ÁË l ˜¯ Ô 2l ˙
Ó ˛
3 ˚

6h È l 2 np l2 np l2 2 np 2l 2 2 np l2 np
= 2 Í - cos + 2 2
sin + cos - 2 2
sin + cos
l ÍÎ 3np 3 n p 3 3np 3 n p 3 3np 3

2l 2 np l2 l2 2 np l2 2 np ˘
+ 2 2 sin + 2 2 sin np - cos - 2 2 sin ˙
n p 3 n p 3np 3 n p 3 ˙˚
6.98 Chapter 6  Partial Differential Equations and Applications

6h 3l 2 Ê np 2 np ˆ
= Á sin 3 - sin 3 ˜¯
l 2 n2p 2 Ë

18h È np n np ˘ È 2 np Ê np ˆ np ˘
= Ísin 3 + (-1) sin 3 ˙ ÍQsin = sin Á np - ˜¯ = -( -1) sin 3 ˙
n
n2p 2 Î ˚ Î 3 Ë 3 ˚
18h np È
= sin 1 + ( -1)n ˘˚
n p 2 2 3 Î
Substituting in Eq. (6), the solution is
18h •
np È 1 + ( -1)n ˘ np x np ct
y( x, t ) =
p2
 sin 3
Í
ÍÎ n
2 ˙ sin
˙˚ l
cos
l
n =1
ÈQ 1 + ( -1)n = 0, for n odd ˘

18h 2r p . 2 2r p x 2rp ct Í ˙
= 2 Â sin sin cos Í = 2, for n even ˙
p r =1 3 ( 2r ) 2 l l Í Taking n = 2r ˙
Î ˚
9h • 1 2r p 2rp x 2rp ct
= 2 Â sin sin cos ...(8)
p r =1 r 2 3 l l
l
To find the displacement of the midpoint, putting x = in Eq. (8),
2
Êl ˆ
y Á , t˜ = 0 [Qsin rp = 0 as r is positive integer ]
Ë2 ¯

example 4
A tightly stretched string with fixed end points x = 0 and x = l is initially
in the equilibrium position. It is set vibrating by giving to each of its
px
points Q, a velocity of v0 sin 3 . Find the displacement y(x, t).
l
[Winter 2017]

Solution
The equation of the vibrating string is
∂2 y ∂2 y
2
= c2 ...(1)
∂t ∂x 2
The solution of Eq. (1) is
y = (c1 cos mx + c2 sin mx )(c3 cos mct + c4 sin mct ) ...(2)
The boundary conditions are
(i) At x = 0, y=0 for all t, i.e., y(0, t) = 0
(ii) At x = l, y=0 for all t, i.e., y(l, t) = 0
6.13  One-Dimensional Wave Equation        6.99

The initial conditions are


(iii) At t = 0, y=0, i.e., y(x, 0) = 0
∂y px
(iv) At t = 0, = v0 sin 3
∂t l
Applying the condition (i) in Eq. (2),
0 = c1 (c3 cos mct + c4 sin mct )
c1 = 0
Putting c1 = 0 in Eq. (2),
y = c2 sin mx(c3 cos mct + c4 sin mct ) ...(3)
Applying the condition (ii) in Eq. (3),
0 = c2 sin ml (c3 cos mct + c4 sin mct )
sin ml = 0 ÈÎQ c2 π 0 ˘˚
ml = np , n is an integer
np
m=
l
np
Putting m = in Eq. (3),
l
np x Ê np ct np ct ˆ
y = c2 sin c3 cos + c4 sin
l ÁË l ˜¯
...(4)
l
Applying the condition (iii) in Eq. (4),
np x
0 = c2 sin (c3 )
l
np x
= c2 c3 sin
l
c2c3 = 0
Putting c2c3 = 0 in Eq. (4),
np x np ct
y = c2 c4 sin sin
l l
np x np ct
= bn sin sin , where c2c4 = bn
l l
Putting n = 1, 2, 3, .... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is

np x np ct
y( x, t ) = Â bn sin sin ...(5)
n =1 l l
∂y • np x Ê np ct ˆ Ê np c ˆ
= Â bn sin Á cos
l ˜¯ ÁË l ˜¯
...(6)
∂t n =1 l Ë
6.100 Chapter 6  Partial Differential Equations and Applications

Applying the condition (iv) in Eq. (6),


px • np c np x
v0 sin 3 = Â bn sin
l n =1 l l

v0 Ê px 3p xˆ • np c np x ÈQsin 3p = 3 sin p - 4 sin 3 p ˘


Á 3 sin - sin = Â bn sin Î ˚
4 Ë l l ˜¯ n =1 l l
pc px 2p c 2p x 3p c 3p x 4p c 4p x
= b1 sin + b2 sin + b3 sin + b4 sin +L
l l l l l l l l
Comparing coefficients of sine terms on both sides,
3v0 pc 2p c v 3p c 4p c
= b1 , 0 = b2 , - 0 = b3 , 0 = b4 ,....
4 l l 4 l l
3lv lv
b1 = 0 , b2 = 0, b3 = - 0 , b4 = 0,...., bn = 0, for n ≥ 4
4p c 12p c
Substituting b1 , b2 , b3 , b4 … in Eq. (5), the solution is

3lv0 px p ct lv0 3p x 3p ct
y( x, t ) = sin sin - sin sin
4p c l l 12p c l l
lv0 Ê px p ct 3p x 3p ct ˆ
= Á 9 sin sin - sin sin
12p c Ë l l l l ˜¯

example 5
Find the solution of the wave equation utt = c 2uxx 0 £ x £ L satisfying
the condition:
px
u(0, t ) = u( L, t ) = 0, ut ( x, 0) = 0, u( x, 0) = 0£ x£L
L
[Summer 2017]
Solution
∂2 u ∂2 u
2
= c2 2 ...(1)
∂t ∂x
The solution of Eq. (1) is
u = (c1 cos mx + c2 sin mx ) (c3 cos mct + c4 sin mct ) ...(2)
The boundary conditions are
(i) At x = 0, u = 0
(ii) At x = L, u = 0
6.13  One-Dimensional Wave Equation        6.101

Applying the condition (i) in Eq. (2),


0 = c1(c3 cos mct + c4 sin mct)
c1 = 0
Putting c1 = 0 in Eq. (2),
u = c2 sin mx(c3 cos mct + c4 sin mct ) ...(3)
Putting the condition (ii) in Eq. (3),
c2 sin mL (c3 cos mct + c4 sin mct ) = 0
sin mL = 0
mL = np , n is an integer
np
m=
L
np
Putting m = in Eq. (3),
L
np x Ï Ê np ct ˆ Ê np ct ˆ ¸
u( x, t ) = c2 sin Ìc3 cos ÁË ˜¯ + c4 sin ÁË ˜˝
L Ó L L ¯˛
np x Ï Ê np ct ˆ Ê np ct ˆ ¸
= sin Ìbn cos ÁË ˜¯ + cn sin ÁË ˜˝ ...(4)
L Ó L L ¯˛

where c2 c3 = bn , c2 c4 = cn
The initial conditions are
∂u
(iii) At t = 0, =0
∂t
px
(iv) At t = 0, u= , 0£ x£L
L
Differentiating Eq. (4) partially w.r.t. t,
∂u np x Ï Ê np ct ˆ Ê np c ˆ Ê np ct ˆ Ê np c ˆ ¸
= sin Ì-bn sin ÁË ˜¯ ÁË ˜¯ + cn cos ÁË ˜Á ˜˝ ...(5)
∂t L Ó L L L ¯ Ë L ¯˛
Applying the condition (iii) in Eq. (5),
Ê np x ˆ Ê np c ˆ
0 = cn sin Á
Ë L ˜¯ ÁË L ˜¯
cn = 0
Putting cn = 0 in Eq. (4),
np x Ê np ct ˆ
u = bn sin cos Á
L Ë L ˜¯
Putting n = 1, 2, 3 ... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is
6.102 Chapter 6  Partial Differential Equations and Applications


Ê np x ˆ Ê np ct ˆ
u( x, t ) = Â bn sin ÁË L ¯
˜ cos ÁË
L ¯
˜ ...(6)
n =1

Applying the condition (iv) in Eq. (6),



px np x
= Â bn sin (7)
L n =1 L
Equation (7) represents the Fourier half-range sine series.
L
2 Ê np x ˆ
bn =
L Ú f ( x ) sin Á
Ë L ˜¯
dx
0
L
2p Ê np x ˆ
=
L 2 Ú x sin ÁË L ¯
˜ dx
0
L
2p Ê np x ˆ Ê L ˆ Ê np x ˆ Ê L2 ˆ
= 2 ( x ) Á - cos ˜Á ˜ - ( L ) ÁË - sin ˜
L Ë L ¯ Ë np ¯ L ¯ ÁË n2p 2 ˜¯ 0

L
2p xL Ê np x ˆ L2 Ê np x ˆ
= - cos Á ˜ + 2 2 sin Á
L2 np Ë L ¯ n p Ë L ˜¯
0

2p - L2
= ◊ (-1)n
L2 np
2
= - (-1)n
n
2(-1)n + 1
=
n
Substituting bn in Eq. (6), the solution is

2(-1)n + 1 Ê np x ˆ Ê np ct ˆ
u( x, t ) = Â n
sin Á
Ë L ˜¯
cos Á
Ë L ˜¯
n =1

exercIse 6.9
1. A string of length l is stretched and fastened to two fixed points. Find the
∂2 y ∂2 y
solution of the wave equation 2
= c 2 2 when initial displacement
∂t ∂x
px
y(x, 0) = b sin .
l È px p ct ˘
Í ans. : y(x,t) = b sin l cos l ˙
Î ˚
6.13  One-Dimensional Wave Equation        6.103

2. A tightly stretched string with fixed end points x = 0 and x = l is initially


px
in a position given by y = y 0 sin3 . If it is released from rest from this
l
position, find the displacement y(x, t).
È 3y 0 px p ct y 0 3p x 3p ct ˘
Í ans. : y(x,t) = 4 sin l cos l - 4 sin l cos l ˙
Î ˚
3. An elastic string is stretched between two points at a distance l apart.
In its equilibrium position, a point at a distance a (a < l) from one end
is displaced through a distance b transversely and then released from
this position. Obtain y(x, t), the vertical displacement if y satisfies the
∂2 y ∂2 y
equation 2
= c2 2 .
∂t ∂x
È 2bl 2 •
1 np a np x np ct ˘
Í ans. : y(x,t) =
a (l - a ) p 2
Ân 2
sin
l
sin
l
cos
l ˙˚
˙
ÍÎ n =1

4. A tightly stretched violin string of length l fixed at both ends is plucked


1
at x = and assumes initially the shape of a triangle of height a. Find
3
the displacement y at any distance x and at any time t after the string is
released from rest.
È 9a • 1 np np x np ct ˘
Í ans. : y(x,t) = 2 Â 2 sin 3 sin l cos l ˙
Î p n =1 n ˚
5. If a string of length l is initially at rest in the equilibrium position and
each of its points is given a velocity v such that
l
  v = c x, 0<x<
2
l
= c (lx), < x <l
2
find the displacement y(x, t) at any time t.
È 4l 2 c Ï p x p at 1 3p x 3p at ¸˘
Í ans. : y(x,t) = 3 Ì
sin sin - sin sin + - - - -˝˙
Î ap Ó l l 33 l l ˛˚
6. A string of length l is stretched and fastened to two fixed points. Find
∂2 y 2
2 ∂ y
the solution of the wave equation = c when initial velocity
∂t 2 ∂x 2
Ê ˆ∂ y 3p x 2p x
ÁË ∂t ˜¯ = b sin cos .
t=0
l l

È lb px p at lb 5p x 5p at ˘
Í ans. : y(x,t) = 2ap sin l sin l + 5ap sin l sin l ˙
Î ˚
6.104 Chapter 6  Partial Differential Equations and Applications

6.14 d’ alemBert’s solutIon of the waVe equatIon


The one-dimensional wave equation is
∂2 y ∂2 y
= c2 ...(6.47)
∂t 2 ∂x 2
Let u = x + ct, v = x − ct
∂y ∂y . ∂u ∂y . ∂v
= +
∂x ∂u ∂x ∂v ∂x
∂y ∂y
= +
∂u ∂v
∂2 y ∂ Ê ∂y ∂y ˆ
= +
∂x 2 ∂x ÁË ∂u ∂v ˜¯

∂ Ê ∂y ∂y ˆ . ∂u ∂ Ê ∂y ∂y ˆ . ∂v
= + + +
∂u ÁË ∂u ∂v ˜¯ ∂x ∂v ÁË ∂u ∂v ˜¯ ∂x

∂2 y ∂2 y ∂2 y ∂2 y
= + + +
∂u 2 ∂u∂v ∂v∂u ∂v 2

∂2 y ∂2 y ∂2 y
= +2 +
∂u 2 ∂u∂v ∂v 2
Similarly,
∂2 y Ê ∂2 y ∂2 y ∂2 y ˆ
= c2 Á 2 - 2 +
∂t 2
Ë ∂u ∂u∂v ∂v 2 ˜¯

∂2 y ∂2 y
Substituting and in Eq. (6.47),
∂t 2 ∂x 2

∂2 y
=0 ...(6.48)
∂u∂v
Integrating w.r.t. v,
∂y
= f (u) ...(6.49)
∂u

where f(u) is an arbitrary function of u.


6.14  D’ Alembert’s Solution of the Wave Equation        6.105

Integrating Eq. (6.49) w.r.t. u,


y = Ú f (u)du + y (v)
where y (v) is an arbitrary function of v.
y = f (u) + y (v)

where f(u) = Ú f (u) du


y( x, t ) = f ( x + ct ) + y ( x - ct ) ...(6.50)
This is the general solution of Eq. (6.47).
Assume the following conditions to determine f and y,
∂y
Let at t = 0, y(x,0) = f (x) and =0
∂t
Differentiating Eq. (6.50) w.r.t. t,
∂y
= cf ¢( x + ct ) - cy ¢( x - ct ) ...(6.51)
∂t
Putting t = 0 in Eq. (6.50),
f ( x) = f ( x) + y ( x) ...(6.52)
Putting t = 0 in Eq. (6.51),
0 = cf ¢( x ) - cy ¢( x )
f ¢( x ) = y ¢( x )
Integrating,
f (x) = y ( x ) + k
Putting f (x) in Eq. (6.52),
f ( x) = y ( x) + k + y ( x)
1
y ( x) =
2
[ f ( x) - k ]
1
\ f( x ) = [ f ( x ) + k ]
2
Replacing x by (x + ct) in f (x) and x by (x − ct) in y (x) and substituting in Eq. (6.50),
1 1
y( x, t ) = [ f ( x + ct ) + k ] + [ f ( x - ct ) - k ]
2 2
1
=
2
[ f ( x + ct ) + f ( x - ct )]
This is known as D’Alembert’s solution of the wave equation (6.47).
6.106 Chapter 6  Partial Differential Equations and Applications

example 1
Using D’Alembert’s method, find the deflection of a vibrating string
of unit length having fixed ends, with initial velocity zero and initial
deflection f ( x ) = a sin 2 p x.
Solution
The equation of the vibrating string is
∂2 y 2
2 ∂ y
= c
∂t 2 ∂x 2
By D’ Alembert’s method, the solution is
1
y( x, t ) = [ f ( x + ct ) + f ( x - ct )]
2
1
= ÈÎa sin 2 p ( x + ct ) + a sin 2 p ( x - ct )˘˚
2
a È 1 - cos 2p ( x + ct ) 1 - cos 2p ( x - ct ) ˘
= +
2 ÍÎ 2 2 ˙
˚

È2 - {cos 2p ( x + ct ) + cos 2p ( x - ct )}˘˚


a
=

a
= [2 - 2 cos 2p x cos 2p ct ]
4
a
= [1 - cos 2p x cos 2p ct ]
2

6.15 one-dImensIonal heat-flow equatIon


Consider a homogeneous bar of
uniform cross-sectional area A and
density r placed along the x-axis with
one end at the origin O (Fig. 6.6). Let
us assume that the bar is insulated
laterally and, therefore, heat flows
only in the x-direction. O x
x dx
Let u(x, t) be the temperature at a dis-
tance x from the origin. If d u be the fig. 6.6 One-dimensional heat flow
change in temperature in a slab of thickness d x of the bar then quantity of heat in this
slab = srAd xd u
where s is the specific heat of the bar.
Ê ∂u ˆ
The amount of heat crossing any section of the bar = kA Á ˜ d t
Ë ∂x ¯
6.15  One-Dimensional Heat-Flow Equation        6.107

where A = area of cross section of the bar


∂u
= temperature gradient at the section
∂x
dt = time of flow of heat
k = thermal conductivity of the material of the bar
Let Q1 and Q2 be the quantity of heat flowing into and flowing out of the slab respec-
tively.
Ê ∂u ˆ Ê ∂u ˆ
Q1 = - kA Á ˜ d t and Q2 = - kA Á ˜ dt
Ë ∂x ¯ x Ë ∂x ¯ x +d x
The negative sign indicates that heat flows in the direction of decreasing temperature.
The quantity of heat retained in the slab = Q1 – Q2
Ê ∂u ˆ Ê ∂u ˆ
sr Ad xd u = - kA Á ˜ d t + kA Á ˜ dt
Ë ∂x ¯ x Ë ∂x ¯ x + d x

È ˘
Í Ê ∂u ˆ Ê ∂u ˆ ˙
d u k ÍÁ ˜ -
= Ë ∂x ¯ x +d x ÁË ∂x ˜¯ x ˙
d t sr Í ˙
Í dx ˙
Î ˚

Taking limit dx Æ 0 and dt Æ 0 ,


2
∂u k ∂2 u 2 ∂ u
= = c ...(6.53)
∂t s r ∂x 2 ∂x 2
k
where = c 2 is known as diffusivity of the material of the bar.
sr
Equation (6.53) is known as the one-dimensional heat-flow equation.

6.15.1   Solution of the One-Dimensional Heat-Flow Equation
The one-dimensional heat-flow equation is
∂u ∂2 u
= c2 2 ...(6.54)
∂t ∂x
Let u = X(x) . T(t) be a solution of Eq. (6.54),
∂2 u ∂u
= X ¢¢T , = XT ¢
∂x 2 ∂t
Substituting in Eq. (6.54),
XT ¢ = c 2 X ¢¢T
X ¢¢ 1 T ¢
= 2 = k , say
X c T
6.108 Chapter 6  Partial Differential Equations and Applications

X ¢¢ d2 X
Considering =k, - kX = 0 ...(6.55)
X dx 2
1 T¢ dT
Considering 2 =k, - kc 2T = 0 ...(6.56)
c T dt
Solving Eqs (6.55) and (6.56), the following cases arise:
(i) When k is positive
Let k = m 2
d2 X dT
- m2 X = 0 and - m 2 c2T = 0
2 dt
dx
2 2
X = c1¢ e mx + c2¢ e - mx and T = c3¢ e m c t

Hence, the solution of Eq. (6.54) is

(
u = c1¢ e mx + c2¢ e - mx )( c¢ e
3
m2 c2 t
) ...(6.57)

(ii) When k is negative


Let k = - m 2
d2 X dT
2
+ m2 X = 0 and + m 2 c2T = 0
dx dt
2 2
X = c1¢ cos mx + c2¢ sin mx and T = c3¢ e - m c t

Hence, the solution of Eq. (6.54) is

u = (c1¢ cos mx + c2¢ sin mx ) c3¢ e - m ( 2 2


c t
) ...(6.58)

(iii) When k = 0

d2 X dT
=0 and =0
dx 2 dt
X = c1¢ x + c2¢ and T = c 3¢
Hence, the solution of Eq. (6.54) is
u = ( c1¢ x + c2¢ ) c3¢ ...(6.59)
Out of these three solutions, we need to choose that solution which is consistent with
the physical nature of the problem. Since we are dealing with problems of heat con-
duction, temperature u must decrease with the increase of time.
Hence, the solution is of the form given by Eq. (6.58),
2 2
u = (c1 cos mx + c2 sin mx ) e - m c t

where c1¢ c3¢ = c1 and c2¢ c3¢ = c2


6.15  One-Dimensional Heat-Flow Equation        6.109

∑ Transient Solution The solution is known as transient if u decreases as t in-


creases.
∑ Steady-state Condition A condition is known as steady state if the dependent
variables are independent of the time t.

one end Insulated

example 1
∂u ∂2 u
The differential equation = k 2 for the conduction of heat along a
∂t ∂x
rod without radiation subject to the following conditions:
(i) u is finite when t Æ •
∂u
(ii) = 0 when x = 0 for all values of t
∂x
(iii) u = 0 when x = l for all values of t
(iv) u = u0 when t = 0 for 0 < x < l
Solution
∂u ∂2 u
=k 2 ...(1)
∂t ∂x
Since u is finite when t Æ •, the solution of Eq. (1) is of the form
2
u = (c1 cos mx + c2 sin mx ) e - km t
...(2)
The boundary conditions are
(i) At x = l, u = 0 for all t, i.e., u (l, t) = 0
∂u Ê ∂u ˆ
(ii) At x = 0, = 0 for all t, i.e., Á ˜ =0
∂x Ë ∂x ¯ x = 0
The initial conditions are
(iii) At t = 0, u = u0 for 0 < x < l
Applying the condition (ii) in Eq. (2),
∂u 2
= ( - c1m sin mx + c2 m cos mx )e - km t
∂x
2
0 = c2 me - km t

\ c2 = 0
Putting c2 = 0 in Eq. (2),
2
u = c1e - km t cos mx ...(3)
6.110 Chapter 6  Partial Differential Equations and Applications

Applying the condition (i) in Eq. (3),


2
0 = c1e - km t cos ml

cos ml = 0 ÈÎQ c1 π 0 ˘˚
p , n is an integer.
= cos(2 n + 1)
2
p
ml = (2 n + 1)
2
p
m = (2 n + 1)
2l
p
Putting m = (2 n + 1) in Eq. (3),
2l
p2
- k ( 2 n +1)2 t px
u = c1 e 4l 2 cos(2 n + 1)
2l
Putting n = 0, 1, 2, .... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is
p 2t
• - k ( 2 n +1)2 px
4l 2
u( x, t ) = Â a2 n+1 e cos(2 n + 1)
2l
...(4)
n=0

Applying the condition (iii) to Eq. (4),



px
u( x, 0) = Â a2 n+1e0 cos(2n + 1) 2l
n=0


px
u0 = Â a2 n+1 cos(2n + 1) 2l ...(5)
n=0

Equation (5) represents the Fourier half-range cosine series.


2 l px
a2 n +1 =
l Ú0
u0 cos(2 n + 1)
2l
dx

l
È px˘
2u0 Í sin(2 n + 1) 2l ˙
= Í ˙
l Í p ˙
(2 n + 1)
ÍÎ 2l ˙˚ 0
2u0 2l p
= . sin(2 n + 1)
l (2 n + 1)p 2
4u0 p
= sin(2 n + 1)
(2 n + 1)p 2
6.15  One-Dimensional Heat-Flow Equation        6.111

Substituting a2n + 1 in Eq. (4), the general solution is


2
• 2p t
4u 1 p p x - k (2 n +1) 2
u= 0
p
 (2n + 1) sin(2n + 1) 2 cos(2n + 1) 2l e 4l
n=0

steady state and Zero-Boundary conditions

example 1
A laterally insulated bar of length l has its ends A and B maintained at
0°C and 100°C respectively until steady-state conditions prevail. If the
temperature at B is suddenly reduced to 0°C and kept so while that of
A is maintained at 0°C, find the temperature at a distance x from A at
any time t.
Solution
The equation for heat conduction is
∂u ∂2 u
= c2 2 ...(1)
∂t ∂x
In the steady-state condition at t = 0, u is independent of t.
∂u
\ =0
∂t
Thus, Eq. (1) reduces to
∂2 u
=0 ...(2)
∂x 2
Integrating Eq. (2) two times, its general solution is
u = ax + b ...(3)
At x = 0, u = 0 and at x = l, u = 100
Applying these conditions to Eq. (3),
100
b = 0, a =
l
Putting a and b in Eq. (3),
100
u= x
l
Thus, the initial condition is
100
(i) At t = 0, u= x
l
6.112 Chapter 6  Partial Differential Equations and Applications

The boundary conditions are


(ii) At x = 0, u = 0 for all t, i.e., u (0, t) = 0
(iii) At x = l, u = 0 for all t, i.e., u (l, t) = 0
Since u decreases as t increases, the solution of Eq. (1) is of the form
2 2
u = (c1 cos mx + c2 sin mx )e - c m t
...(4)
Applying the condition (ii) in Eq. (4),
2 2
0 = c1e - c m t

c1 = 0
Putting c1 = 0 in Eq. (4),
2 2
u = c2 sin mx . e - c m t
...(5)
Applying the condition (iii) in Eq. (5),
2 2
0 = c2 sin ml . e - c m t

sin ml = 0 ÈÎQ c2 π 0 ˘˚
= sin np, n is an integer
ml = np
np
m=
l
np
Putting m = in Eq. (5),
l
2 2
2n p
np x - c l 2 t
u = c2 sin e
l
Putting n = 1, 2, 3, ..... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is
• c 2 n2p 2
np x - l2
t
u( x, t ) = Â bn sin e ...(6)
n =1 l

Applying the condition (i) to Eq. (6),



np x 0
u( x, 0) = Â bn sin e
n =1 l

100 np x
x = Â bn sin ...(7)
l n =1 l
Equation (7) represents the Fourier half-range sine series.
6.15  One-Dimensional Heat-Flow Equation        6.113

2 l 100 np x
bn =
l Ú0 l
x sin
l
dx

l
Ï ¸
Ï np x ¸ Ô np x Ô
- cos - sin
200 ÔÔ l ÔÔ - 1 Ô l Ô
= 2 xÌ ˝ Ì 2 ˝
l Ô np Ô Ô Ê np ˆ Ô
ÔÓ l Ô˛ Ô ÁË l ˜¯ Ô
Ó ˛0

200 È l 2 l2 ˘
= Í - cos np + sin np ˙
l 2 ÍÎ np n2p 2 ˙˚
200
=- ( -1)n ÈQ cos np = ( -1)n , sin np = 0 ˘
np Î ˚

200
= ( -1)n + 1
np
Substituting bn in Eq. (6), the general solution is
c 2n2p 2
200 • ( -1)n +1 np x - l2
t
u( x, t ) = Â
p n =1 n
sin
l
e

steady-state and nonzero Boundary conditions

example 1
A bar AB of 10 cm length has its ends A and B kept at 30°C and 100°C
respectively, until steady-state condition is reached. Then the temperature
at A is lowered to 20°C and that at B to 40°C and these temperatures are
maintained. Find the subsequent temperature distribution in the bar.
Solution
Let the equation for heat conduction be
∂u ∂ 2u ...(1)
= c2 2
∂t ∂x
In the steady-state condition at t = 0, u is independent of t.
∂u
=0
∂t
Thus, Eq. (1) reduces to
∂2 u
=0 ...(2)
∂x 2
6.114 Chapter 6  Partial Differential Equations and Applications

Integrating Eq. (2) two times, its general solution is


u = ax + b ...(3)
At x = 0, u = 30 and at x = 10, u = 100
Applying these conditions in Eq. (3),
30 = b and 100 = 10a + b = 10a + 30
a=7
Putting a and b in Eq. (3),
u = 7x + 30
Thus, the initial condition is
(i) At t = 0, u = 7x + 30
The boundary conditions are
(ii) At x = 0, u = 20 for all t, i.e., u(0, t) = 20
(iii) At x = 10, u = 40 for all t, i.e., u(10, t) = 40
Since temperature at the end points is nonzero, these conditions are called nonhomo-
geneous.
To find the temperature distribution in the bar, assume the solution as
u( x, t ) = us ( x ) + utr ( x, t ) ...(4)
where us(x) is the steady-state solution and utr(x) is the transient solution.
∂2 us
To determine us(x), solve =0
∂x 2
Its solution is
us = a1 x + b1
...(5)
At x = 0, us = 20 and at x = 10, us = 40
Applying these conditions in Eq. (5),
20 = b1 and 40 = 10 a1 + b1 = 10 a1 + 20
a1 = 2
Thus, us = 2 x + 20 ...(6)
Since utr (x, t) satisfies the one-dimensional heat equation,
2 2
utr ( x, t ) = (c1 cos mx + c2 sin mx ) e- c m t
...(7)
Substituting Eqs (6) and (7) in Eq. (4),
2 2
u( x, t ) = 2 x + 20 + (c1 cos mx + c2 sin mx )e - c m t
...(8)
Applying the condition (ii) in Eq. (8),
2 2
20 = 20 + c1e - c m t

c1 = 0
Putting c1 = 0 in Eq. (8),
2 2
u = 2 x + 20 + c2 sin mx . e - c m t
...(9)
6.15  One-Dimensional Heat-Flow Equation        6.115

Applying the condition (iii) in Eq. (9),


2 2
40 = 20 + 20 + c2 sin 10 m . e - c m t

2 2
0 = c2 sin 10 m . e - c m t

sin 10m = 0 ÈÎQ c2 π 0 ˘˚


= sin np, n is an integer
np
m=
10
np
Putting m = in Eq. (9),
10
n2p 2
np x . - c2 100
t
u = 2 x + 20 + c2 sin e
10

Putting n = 1, 2, 3, .... and adding all these solutions by the principle of superposition,
the general solution of Eq. (1) is
• c 2 n2p 2
np x . - t
u = 2 x + 20 + Â bn sin e 100
...(10)
n =1 10
Applying the condition (i) in Eq. (10),

np x 0
u( x, 0) = 2 x + 20 + Â bn sin e
n =1 10

np x
7 x + 30 = 2 x + 20 + Â bn sin
n =1 10

np x
5 x + 10 = Â bn sin ...(11)
n =1 10
Equation (11) represents the Fourier half-range sine series.
2 10 np x
bn =
10 Ú0
(5 x + 10)sin
10
dx

10
Ï ¸
Ï np x ¸ Ô np x Ô
ÔÔ - cos - sin
1
= (5 x + 10) Ì 10 ÔÔ - 5 Ô 10 Ô
˝ Ì 2 ˝
5 Ô np Ô Ô Ê np ˆ Ô
ÔÓ 10 Ô˛ Ô ÁË 10 ˜¯ Ô
Ó ˛0
10
1 (5 x + 10)10 np x 5(100) np x
= - cos + 2 2 sin
5 np 10 n p 10 0
6.116 Chapter 6  Partial Differential Equations and Applications

1 È 600 100 ˘
= Í - cos np + [Qsin np = 0]
5 Î np np ˙˚
20 È
= - 6( -1)n + 1˘˚
np Î
Substituting bn in Eq. (10), the general solution is
2 2 2
20 È 1 - 6( -1)n ˘
c n p
np x . - 100 t
u( x, t ) = 2 x + 20 + Â Í n ˙ 10
Í ˙ sin e
p Î ˚

Both ends Insulated

example 1
The temperature at one end of a 50 cm long bar with insulated sides,
is kept at 0°C and that the other end is kept at 100°C until steady-state
condition prevails. The two ends are then suddenly insulated and kept
so. Find the temperature distribution.
Solution
The equation for temperature distribution is
∂u ∂2 u
= c2 2 ...(1)
∂t ∂x
In the steady-state condition at t = 0, u is independent of t.
∂u
\ =0
∂t
Thus, Eq. (1) reduces to
∂2 u
=0 ...(2)
∂x 2
Integrating Eq. (2) two times, its general solution is
u = ax + b ...(3)
At x = 0, u = 0 and at x = 50, u = 100
Applying these conditions in Eq. (3),
0 = b, 100 = 50 a + b = 50a
a=2
Putting a and b in Eq. (3),
u = 2x
Thus, the initial condition is
(i) At t = 0, u = 2x
When the ends x = 0 and x = 50 of the bar are insulated, no heat can flow through
them.
6.15  One-Dimensional Heat-Flow Equation        6.117

Thus, the boundary conditions are


∂u ∂u(0, t )
(ii) At x = 0, =0 for all t, i.e., =0
∂x ∂x
∂u ∂u(50, t )
(iii) At x = 50, =0 for all t, i.e., =0
∂x ∂x
The solution of Eq. (1) is of the form
2 2
u = (c1 cos mx + c2 sin mx )e - c m t
...(4)
∂u 2 2
= (-c1m sin mx + c2 m cos mx )e - c m t ...(5)
∂x
Applying the condition (ii) in Eq. (5),
2 2
0 = c2 me - c m t

c2 = 0
Putting c2 = 0 in Eq. (5),
∂u 2 2
= -c1m sin mx . e - c m t
∂x ...(6)
Applying the condition (iii) in Eq. (6),
2 2
0 = -c1m sin 50 m . e - c m t

sin 50 m = 0 [Q c1 π 0, otherwise u( x, t ) = 0]
= sin np, n is an integer
50m = np
np
m=
50
np
Putting m = and c2 = 0 in Eq. (4),
50
c 2 n2p 2
np x . - 2500 t
u( x, t ) = c1 cos e ...(7)
50
Putting n = 0, 1, 2, ..... in Eq. (7) and adding these solutions by the principle of
superposition, the general solution of Eq. (1) is
• c 2 n2p 2
np x . - t
u( x, t ) = Â an cos e 2500
n=0 50
• c 2 n2p 2
np x . - t
= a0 + Â an cos e 2500 ...(8)
n =1 50
Applying the condition (i) in Eq. (8),

np x . 0
u( x, 0) = a0 + Â an cos e
n =1 50
6.118 Chapter 6  Partial Differential Equations and Applications


np x
2 x = a0 + Â an cos ...(9)
n =1 50
Equation (9) represents the Fourier half-range cosine series.
1 50
50 Ú0
a0 = 2 xdx
50
1 x2
=
25 2
0
= 50
2 50 np x
an =
50 Ú0
2 x . cos
50
dx

50
Ï ¸
sin
np x Ô - cos np x Ô
2 . 50 Ô 50 Ô
= x - 1Ì 2 ˝
25 Ê np ˆ Ô Ê np ˆ Ô
ÁË 50 ˜¯ Ô ÁË 50 ˜¯ Ô
Ó ˛ 0

2 ÈÊ 50 ˆ ˘
2
= ÍÁ ˜ (cos np - cos 0 )˙
25 ÍË np ¯ ˙˚
Î
200 È
= 2 2 Î
( -1)n - 1˘˚
n p
Substituting a0 and an in Eq. (8), the general solution is
2 2 2
200 • È (-1)n - 1 ˘ c n p
np x - 2500 t
u( x, t ) = 50 + 2 Â Í n2 ˙ 50 cos ◊ e
p n =1 Í
Î ˙˚
∞ c2 ( 2 r - 1)2 p 2
400 1 (2r - 1)p x - t
= 50 -
p2
 (2r - 1)2 cos 50 ◊ e 2500
r =1

ÈQ( -1)n - 1 = 0, if n is even ˘


Í ˙
Í = -2, if n is odd ˙
Í Taking n = 2r - 1 ˙
Î ˚

Zero Boundary conditions

example 1
Find the temperature in a laterally insulated bar of 2 cm length whose
ends are kept at zero temperature and the initial temperature is
6.15  One-Dimensional Heat-Flow Equation        6.119

px 5p x
sin + 3 sin .
2 2
Solution
The equation for heat conduction is
∂u ∂2 u
= c2 2 ...(1)
∂t ∂x
Since both the ends of the bar are at zero temperature, the solution of Eq. (1) is of the
form
2 2
u = (c1 cos mx + c2 sin mx )e - c m t ...(2)
The boundary conditions are
(i) At x = 0, u=0 for all t, i.e., u (0, t) = 0
(ii) At x = 2, u=0 for all t, i.e., u (2, t) = 0
The initial conditions are
px 5p x
(iii) At t = 0, u = sin + 3 sin
2 2
Applying the condition (i) in Eq. (2),
2 2
0 = c1 e - c m t

c1 = 0
Putting c1 = 0 in Eq. (2),
2 2
u = c2 sin mx . e - c m t
...(3)
Applying the condition (ii) in Eq. (3),
2 2
0 = c2 sin 2 m . e - c m t

sin 2 m = 0 [Qc 2 π 0]
= sin np , n isan integer
2 m = np
np
m=
2
np
Putting m = in Eq. (3),
2
n2p 2
np x . - c2 4
t
u = c2 sin e
2
Putting n = 1, 2, 3, ……. and adding all these solutions by the principle of superposi-
tion, the general solution of Eq. (1) is
• c 2 n2p 2
np x . - t
u ( x, t ) = Â bn sin e 4
...(4)
n =1 2
6.120 Chapter 6  Partial Differential Equations and Applications

Applying the condition (iii) in Eq. (4),



np x . 0
u ( x, 0) = Â bn sin e
n =1 2
px 5p x • np x
sin + 3 sin = Â bn sin
2 2 n =1 2

px 3p x 5p x
= b1 sin
+ b2 sin p x + b3 sin + b4 sin 2p x + b5 sin + ...
2 2 2
Comparing coefficients on both sides,
b1 = 1, b2 = 0, b3 = 0, b4 = 0, b5 = 3, b6 = 0 ...., bn = 0, for n ≥ 6
Substituting the values of b’s in Eq. (4), the general solution is
c 2p 2 25c2p 2
px - t 5p x - t
u ( x, t ) = b1 sin .e 4 + b5 sin .e 4
2 2
c 2p 2 25c2p 2
p x. - 4
t 5p x . - 4
t
= sin e + 3 sin e
2 2

example 2
A homogeneous rod of conducting material of 100 cm length has its
ends kept at zero temperature and the temperature initially is
Ïx 0 £ x £ 50
u( x,0) = Ì
Ó100 - x 50 £ x £ 100
Find the temperature u(x, t) at any time. [Summer 2015]
Solution
Let the equation for heat conduction be
∂u ∂2 u
= c2 2 ...(1)
∂t ∂x
The solution of the heat equation is
• c 2p 2 n2 t
np x - l2
u( x, t ) = Â bn sin e ...(2)
n =1 l
By the initial condition,

np x
u( x,0) = Â bn sin = f ( x) ...(3)
n =1 l

2 l np x
l Ú0
which is a half-range sine series where bn = f ( x )sin dx ...(4)
l
6.15  One-Dimensional Heat-Flow Equation        6.121

2È 2 np x ˘
l
nxp l
bn = Í Ú f ( x )sin dx + Ú l f ( x )sin dx ˙
l ÍÎ 0 l 2
l ˙˚
l
Here, l = 100 \ = 50
2
2È 2 np x ˘
l
np x l
bn = Í Ú x sin dx + Ú l (l - x )sin dx ˙
l ÍÎ 0 l 2
l ˙˚
È l
Í Ê np x ˆ Ê np x ˆ 2
- cos - sin
2 ÍÍ Á l ˜ Á l ˜
= xÁ ˜ - (1) Á ˜
lÍ Á np
˜ Á
2
n p 2
˜
Í Ë l ¯ ÁË ˜¯
ÍÎ l2 0
l ˘
Ê np x ˆ Ê np x ˆ ˙
- cos - sin
Á l ˜ Á l ˜ ˙
+ (l - x ) Á ˜ - (-1) Á 2 2 ˜ ˙
np
Á ˜ Á n p ˜ ˙
Ë l ¯ Á
Ë ˜¯ l ˙
l2
2˙˚
È l
2 Í xl Ê np x ˆ l2 Ê np x ˆ 2
= Í- ÁË cos ˜¯ + 2 2 ÁË sin ˜
l Í np l n p l ¯
Î 0

l ˘
l (l - x ) Ê np x ˆ l2 Ê np x ˆ ˙
+- Á cos ˜ - ÁË sin ˜
np Ë l ¯ n2p 2 l ¯ l˙
2˙˚
2 È l2 np l2 np ˘
= Í 2 2 sin + 2 2 sin ˙
l În p 2 n p 2 ˚
4l np
= sin
n 2p 2 2
Ï0 if n is even
Ô
bn = Ì 4l n +1
Ô n2p 2 ( -1) if n is odd
Ó
4l (-1)r
bn = where r = 1, 2, 3, ..., n = 2r – 1
(2r - 1)2 p 2
Substituting the value of bn in Eq. (2), the general solution is
c 2p 2 t
4l •
(-1)r (2r - 1)p x - (2 r -1)2
u( x, t ) = 2 Â sin ◊e l2
p r =1 (2r - 1)2 l
6.122 Chapter 6  Partial Differential Equations and Applications

Putting l = 100,
2
• È (2 r -1)cp ˘
400 (-1)r -Í ˙ t (2r - 1)p x
u( x, t ) =
p 2 Â (2r - 1)2 e Î 100 ˚ sin
100
r =1

example 3
Using separable variable technique, find the acceptable general solution
∂u ∂2 u
to the one-dimensional heat equation = c 2 2 and find the solution
∂t ∂x
satisfying the condition u(0, t) = u(p, t) = 0 for t > 0 and u(x, 0) = p – x,
0 < x < p. [Winter 2015]
Solution
The heat equation is
∂u ∂2 u
= c2 2 ...(1)
∂t ∂x
Let the solution be
u(x, t) = X(x) T(t)
∂u
= XT ¢
∂t
∂2 u
and = X≤T
∂x 2
Substituting these values in Eq. (1),
XT ¢ = c2X≤T
T¢ X ¢¢
= c2
T X
T¢ X ¢¢
= = - k 2 , say
c2T X

T¢ X ¢¢
= –k2c2 = –k2
T X
log T = –k2c2t X¢¢ + k2X= 0
2 2 (D2 + k2)X = 0
T = -e k c t
A.E. m2 + k2= 0
2 2
= c1e - k c t m = ± ik
X = c2 cos( kx ) + c3 sin(kx )
6.15  One-Dimensional Heat-Flow Equation        6.123

Hence, the solution is


u(x, t) = X(x) T(t)
2 2
= c1e - k c t
[c2 cos (kx ) + c3 sin(kx )]
2 2 2 2
= Ae - k c t
cos( kx ) + Be - k c t
sin(kx ) ...(2)
where A = c1c2 and B = c1c3
Given u(0, t) = 0
A=0
Putting u(p, t) = 0 in Eq. (2),
2 2
0 = Be - k c t
sin(kp )
sin kp = 0 (∵ B π 0)
sin kp = sin np
k=n
Putting k = n in Eq. (2),
2 2
u = Be - n c t
sin nx
Putting n = 1, 2, 3, ... and adding all these solutions by principle of superposition, the
general solution of Eq. (1) is
• 2 2
u(x, t) = Â bn e- n c t sin nx ...(3)
n =1

Applying the condition, u(x, 0) = p – x 0 < x < p in Eq. (3),



u(x, 0) = p - x = Â bn sin nx e0 , where e0 = 1
n =1


p - x = Â bn sin nx , 0 < x < p
n =1

Equation (4) represents the Fourier half-range sine series.


p
2
p Ú0
bn = f ( x ) sin nx dx

p
2
p Ú0
= (p - x )sin nx dx

p
2 Ê cos nx ˆ Ê sin nx ˆ
= (p - x ) Á - ˜ - ( -1) Á - 2 ˜
p Ë n ¯ Ë n ¯ 0
6.124 Chapter 6  Partial Differential Equations and Applications

p
2 cos nx sin nx
= (x - p ) - 2
p n n 0

2 È 1˘
= Í-(-p ) ◊ n ˙ [Q sin np = sin 0 = 0, cos 0 = 1]
p Î ˚

2
=
n
Substituting bn in Eq. (3), the solution is

2 - n2 c 2 t
u( x, t ) = Â e sin nx
n =1 n

exercIse 6.10

∂u ∂ 2 u
1. Solve the equation = with boundary conditions u(x, 0) = 3 sin np x,
∂t ∂x 2
u (0, t) = 0 and u (l, t) = 0 where 0 < x < 1, t > 0.

È •
˘
Í ans. : u (x, t) = 3Â e
- n 2 p 2t
sin np x ˙
Î n =1 ˚

2. Find the transient-state temperature of a nonradiating rod of length p


whose ends are kept at ice-cold temperature, the temperature of the rod
being initially (p x – x2) at a distance x from an end.

È 8 • 1 ˘
Í ans. : u ( x,t ) = Â
2 2
sin(2r - 1)p .e - c (2r -1) t ˙
Í p r =1 ( 2r - 1)3
˙
Î ˚

∂u ∂2 u
3. Solve the equation = k 2 for the conduction of heat along a rod of
∂t ∂x
length l subject to the following conditions:

(i) u is finite for t Æ •


∂u
(ii) = 0 for x = 0 and x = l for all t
∂x
6.15  One-Dimensional Heat-Flow Equation        6.125

2
(iii) u = lx - x for t = 0 between x = 0 and x = l

È l2 l2 •
1 Ê 2mp x ˆ -
4 m2 p 2 k
t ˘
Í ans. : u ( x,t ) = - 2 Â cos Á e l2
˙
ÍÎ 6 p m =1 m
2
Ë l ˜¯ ˙˚

4. A bar AB of 20 cm length has its ends A and B kept at 30°C and 80°C until
steady-state prevails. Then the temperatures at A and B are suddenly
changed to 40°C and 60°C respectively. Find the temperature distribution
of the rod.
È ˘
2 2 2
20 • 1 + 2 cos np np x . - n 400
p c

Í ans. : u ( x,t ) = 40 + x - Â
t
sin e ˙
ÎÍ p n =1 n 20 ˙˚

5. A rod of length l has its ends A and B kept at 0°C and 100°C respectively
until steady-state condition prevails. Temperature at A is raised to 25°C
and that of B is reduced to 75°C and kept so. Find the temperature
distribution.
È 50 x 50 •
1 2 np x -
4 c 2 n2 p 2
t ˘
Í ans. : u (x,t) =
ÍÎ l
+ 25 -
p
Â
n =1 n
sin
l
e l2
˙
˙˚

6. A 100 cm long bar, with insulated sides, has its ends kept at 0°C and 100°C
until steady-state conditions prevail. The two ends are then suddenly
insulated and kept so. Find the temperature distribution.

È ˘
2 2 2
• - c ( 2 n -1) p
l 4l 1 (2n - 1)p x t
Í ans. : u (x, t) = - 2
ÍÎ 2 p
Â
n =1 (2 n - 1)
2
cos
l
e l2
˙
˙˚

7. A bar with insulated sides is initially at a temperature of 0°C throughout.


∂u
The end x = 0 is kept at 0°C and heat is suddenly applied so that = 10
∂x
at x = l for all t. Find the temperature distribution.
È ˘
2
-c ( 2 n +1)2 p 2
80l • 1 Ê 2n + 1ˆ t
Í ans. : u (x, t) = 10 x - 2  sin ÁË 2l ˜¯ p x . e l2
˙
ÍÎ p n = 0 (2n + 1)2 ˙˚

8. Using D’ Alembert’s method, find the deflection of a vibrating string of unit


length having fixed ends with initial velocity zero and initial deflection
f(x) = k(sin x − sin 2x).

ÈÎans. : y(x,t) = k(sin x cos ct - sin 2 x cos 2ct)˘˚


6.126 Chapter 6  Partial Differential Equations and Applications

6.16 two–dImensIonal heat-flow equatIon

Consider a homogeneous metal plate of uniform thickness h (cm), density r (g/cm3),


specific heat s (cal/g/deg), and thermal conductivity k (cal/cm deg). Assume that the
faces of the plate are perfectly insulated so
that no heat flows in the transversal direc- y
(x,y+d y)
tion to the plate. Hence, heat is allowed to
D C (x + d x,y + d y)
flow only in the directions of the plane of
the plate. Therefore, the flow is said to be
two-dimensional. Let the plate be in the
xy-plane and u be the temperature at any
point of the plate. Since the faces of the
plate are insulated, u depends only on x, y, A (x,y) B (x + d x, y)
and the time t.
Consider a small rectangular element
ABCD of the plate with vertices A (x, y), O x
B (x + dx, y), C (x + dx, y + dy), and
D (x, y + dy) (Fig. 6.7). fig 6.7 Two-dimensional heat flow
The amount of heat, at time t, in the element is Q = r d x d y hsu
dQ ∂u
The rate of change of Q w. r. t. time is = r d x d y hs ...(6.60)
dt ∂t
The amount of heat entering the element in 1 second from the side
Ê ∂u ˆ
AB = - kh d x Á ˜
Ë ∂y ¯ y
The amount of heat entering the element in 1 second from the side
Ê ∂u ˆ
AD = - kh d y Á ˜
Ë ∂x ¯ x
The amount of heat flowing out the element in 1 second from the side
Ê ∂u ˆ
CD = - kh d x Á ˜
Ë ∂y ¯ y + d y

The amount of heat flowing out the element in 1 second from the side
Ê ∂u ˆ
BC = - kh d y Á ˜
Ë ∂x ¯ x + d x
The total rate of gain of heat by the element
Ê ∂u ˆ Ê ∂u ˆ Ê ∂u ˆ Ê ∂u ˆ
= - kh d x Á ˜ - kh d y Á ˜ + kh d x Á ˜ + kh d y Á ˜
Ë ∂y ¯ y Ë ∂x ¯ x Ë ∂y ¯ y + d y Ë ∂x ¯ x +d x

ÈÊ ∂u ˆ Ê ∂u ˆ ˘ ÈÊ ∂u ˆ Ê ∂u ˆ ˘
= kh d x ÍÁ ˜ -Á ˜ ˙ + kh d y ÍÁ ˜ -Á ˜ ˙
ÍÎË ∂ y ¯ y +d y
Ë ∂y ¯ y ˙˚ ÍÎË ∂x ¯ x +d x Ë ∂x ¯ x ˙˚
6.16  Two–Dimensional Heat-Flow Equation        6.127

È Ê ∂u ˆ Ê ∂u ˆ ˘ È Ê ∂u ˆ Ê ∂u ˆ ˘
ÍÁ ˜ -Á ˜ ˙ Í ÁË ∂x ˜¯ -Á ˜ ˙
Í Ë ∂ y ¯ Ë ∂y ¯ y ˙ Ë ∂x ¯ x
= kh d xd y Í
y +d y Í x +d x ˙
dy ˙ + khd xd y Í dx ˙
...(6.61)
Í ˙ Í ˙
Í ˙ Î ˚
Î ˚
Equating Eqs (6.60) and (6.61),

È Ê ∂u ˆ Ê ∂u ˆ Ê ∂u ˆ Ê ∂u ˆ ˘
ÍÁ ˜ -Á ˜ ÁË ∂y ˜¯ -Á ˜ ˙
∂u Í Ë ∂x ¯ x + d x Ë ∂x ¯ x y +d y
Ë ∂y ¯ y ˙
rd xd yhs = kh d xd y Í + ˙
∂t dx dy
Í ˙
Í ˙
Î ˚
Dividing both sides by hdxdy and taking limit d x Æ 0, d y Æ 0,

∂u k Ê ∂ 2 u ∂ 2 u ˆ
= Á + ˜
∂t r s ÁË ∂x 2 ∂y 2 ˜¯

∂u Ê ∂2 u ∂2 u ˆ
= c2 Á + ˜ ...(6.62)
∂t ÁË ∂x 2 ∂y 2 ˜¯

k
where = c 2 is known as the diffusivity of the material of the plate.
rs
Equation (6.62) is known as the two-dimensional heat-flow equation and gives the
temperature distribution of the plate in the transient state.
In the steady state, u is independent of t.
\ ∂u
=0
∂t
∂2 u ∂2 u
Hence, Eq. (6.62) reduces to + =0
2 2
∂x ∂y
which is Laplace’s equation in two dimensions.

Solution of Laplace’s Equation
Laplace’s equation is
∂2 u ∂2 u
+ =0 ...(6.63)
2 2
∂x ∂y
Let u = X(x).Y(y) be a solution of Eq. (6.63).
∂2 u ∂2 u
= X ¢¢ Y, = X Y ¢¢
∂x 2 ∂y 2
6.128 Chapter 6  Partial Differential Equations and Applications

Substituting in Eq (6.63),
X ¢¢Y + XY ¢¢ = 0
Dividing by XY,
X ¢¢ Y ¢¢
=- = k, say
X Y
X ¢¢ d2 X
Considering =k , - kX = 0 ...(6.64)
X dx 2

Y ¢¢ d 2Y
Considering - =k , + kY = 0 ...(6.65)
Y dy 2
Solving Eqs (6.64) and (6.65), the following cases arise.
(i) When k is positive
Let k = m2
d2X 2 d 2Y
- m X = 0 and + m 2Y = 0
dx 2 dy 2
X = c1e mx + c2 e - mx and Y = c3 cos my + c4 sinn my
Hence, the solution of Eq. (6.63) is
u = (c1 e mx + c2 e - mx )(c3 cos my + c4 sin my)
(ii) When k is negative
Let k = −m2
d2 X 2 d 2Y
+ m X = 0 and - m 2Y = 0
dx 2 dy 2

X = c1 cos mx + c2 sin mx and Y = c3 e my + c4 e - my


Hence, the solution of Eq. (6.63) is
u = (c1 cos mx + c2 sin mx )(c3 e my + c4 e - my )
(iii) When k = 0
d2 X d 2Y
= 0 and =0
dx 2 dy 2
X = c1 x + c2 and Y = c3 y + c4
Hence, the solution of Eq. (6.63) is
u = (c1 x + c2 ) (c3 y + c4 )
Out of these three solutions, we need to choose that solution which is consistent
with the physical nature of the problem.
6.16  Two–Dimensional Heat-Flow Equation        6.129

example 1
Find the steady-state temperature distribution in a thin plate bounded
by the lines x = 0, x = a, y = 0, and y Æ • assuming that heat cannot
escape from either surface. The sides x = 0, x = a, and y Æ • being kept
at zero temperature and y = 0 is kept at f(x).
Solution
In steady state, the heat equation in two dimensions is
∂2 u ∂2 u
+ =0 ...(1)
∂x 2 ∂y 2
The three possible solutions of Eq. (1) are
u = (c1 e mx + c2 e - mx )(c3 cos my + c4 sin my) ...(2)

u = (c1 cos mx + c2 sin mx )(c3 e my + c4 e - my ) ...(3)


u = (c1 x + c2 ) (c3 y + c4 ) ...(4)
The boundary conditions are
(i) At x = 0, u = 0, i.e., u (0, y) = 0
(ii) At x = a, u = 0, i.e., u (a, y) = 0
(iii) At y Æ •, u = 0, i.e., u (x, •) = 0
(iv) At y = 0, u = f (x), i.e., u (x, 0) = f(x)
Applying conditions (i) and (ii) in Eq. (2),
c1 + c2 = 0 and c1 e ma + c2 e - ma = 0
Solving these equations,
c1 = 0, c2 = 0
which gives u = 0, a trivial solution.
Hence, the solution by Eq. (2) is rejected.
Applying conditions (i) and (ii) in Eq. (4),
c2 = 0 and c1 a + c2 = 0
Solving these equations,
c1 = 0, c2 = 0
which gives u = 0, a trivial solution.
Hence, the solution by Eq. (4) is rejected.
Thus, the suitable solution for the present problem is a solution by Eq. (3).
Applying the condition (i) in Eq. (3),
0 = c1 (c3 e my + c4 e - my )
c1 = 0
6.130 Chapter 6  Partial Differential Equations and Applications

Putting c1 = 0 in Eq. (3),


u = c2 sin mx (c3 e my + c4 e - my ) ...(5)
Applying the condition (ii) in Eq. (5),

0 = c2 sin ma (c3 e my + c4 e - my )

sin ma = 0 ÈÎQc2 π 0, otherwise u = 0 ˘˚

= sin np , n is an integer
ma = np
np
m=
a
np
Putting m = in Eq. (5),
a

np x Ê
np y np y ˆ
-
u = c2 sin Á c3 e a + c4 e a
˜ ...(6)
a Ë ¯
Applying the condition (iii) in Eq. (6) after rewriting as

np x Ê
np y 2 np y ˆ
- -
ue a = c2 sin Á c3 + c4 e a ˜
a ÁË ˜¯

(c3 )
np x ÈQe - • = 0 ˘
0 = c2 sin Î ˚
a
c3 = 0 ÎÈQc2 π 0 ˘˚
Putting c3 = 0 in Eq. (6),
np y np y
np x . - a np x . - a
u = c2 c4 sin e = bn sin e , where c2 c4 = bn
a a
Putting n = 1, 2, 3, ….. and adding these solutions by the principle of superposition,
the general solution of Eq. (1) is
• np y
np x . -
u ( x, y) = Â bn sin e a ...(7)
n =1 a
Applying the condition (iv) in Eq. (7),

np x . 0
u ( x, 0) = Â bn sin e
n =1 a

np x
f ( x ) = Â bn sin ...(8)
n =1 a
6.16  Two–Dimensional Heat-Flow Equation        6.131

Equation (8) represents the Fourier half-range sine series in (0, a).
2 a np x
a Ú0
bn = f ( x)sin dx ...(9)
a
Hence, the required temperature distribution is given by Eq. (8), where bn is given by
Eq. (9).

example 2
∂2 u ∂2 u
Solve the Laplace equation + = 0 subject to the conditions
∂x 2 ∂y 2
np x
u(0, y) = u(l, y) = u(x, 0) = 0, and u(x, a) = sin .
l
Solution
∂2 u ∂2 u
+ =0 ...(1)
∂x 2 ∂y 2
The three possible solutions of Eq. (1) are
u = (c1 e mx + c2 e - mx )(c3 cos my + c4 sin my) ...(2)

u = (c1 cos mx + c2 sin mx ) (c3 e my + c4 e - my ) ...(3)

u = (c1 x + c2 )(c3 y + c4 ) ...(4)

The boundary conditions are


(i) u (0, y) = 0, i.e., at x = 0, u = 0
(ii) u (l, y) = 0, i.e., at x = l, u = 0
(iii) u (x, 0) = 0, i.e., at y = 0, u = 0
np x np x
(iv) u (x, a) = sin , i.e., at y = a, u = sin
l l
Applying conditions (i) and (ii) in Eq. (2),
c1 + c2 = 0 and c1 e ml + c2 e - ml = 0
Solving these equations,
c1 = 0, c2 = 0
which gives u = 0, a trivial solution.
Hence, the solution by Eq. (2) is rejected.
Applying conditions (i) and (ii) in Eq. (4),
c2 = 0 and c1 l + c2 = 0
Solving these equations,
c1 = 0, c2 = 0
which gives u = 0, a trivial solution.
Hence, the solution by Eq. (4) is rejected.
6.132 Chapter 6  Partial Differential Equations and Applications

Thus, the suitable solution for the present problem is a solution by Eq. (3).
Applying the condition (i) in Eq. (3),
0 = c1 (c3 e my + c4 e - my )
c1 = 0

Putting c1 = 0 in Eq. (3),


u = c2 sin mx (c3 e my + c4 e - my ) ...(5)

Applying the condition (ii) in Eq. (5),


0 = c2 sin ml (c3 e my + c4 e - my )

sin ml = 0 ÈÎQ c2 π 0, otherwise u = 0 ˘˚


= sin np , n isan integer
ml = np
np
m=
l
np
Putting m = in Eq. (5),
l
np x Ê
np y np y ˆ
-
u = c2 sin Á c3 e l + c4 e l
˜ ...(6)
l ÁË ˜¯

Applying the condition (iii) in Eq. (6),


np x
0 = c2 sin (c3 e0 + c4 e0 )
l
c3 + c4 = 0, c4 = - c3

Putting c4 = - c3 in Eq. (6),

np x Ê
np y np y ˆ
-
u = c2 sin Á c3 e l - c3 e l
˜
l Ë ¯

np x . Ê l
np y np y ˆ
-
u ( x, y) = c2 c3 sin Áe -e l ˜
l Ë ¯

np x . np y
= bn sin 2 sinh ...(7)
l l

where c2 c3 = bn
6.16  Two–Dimensional Heat-Flow Equation        6.133

Applying the condition (iv) in Eq. (7),


np x np a
u ( x, a ) = 2bn sin sinh
l l
np x np x np a
sin = 2bn sin sinh
l l l
1
bn =
np a
2 sinh
l
Substituting bn in Eq. (7), the general solution of Eq. (1) is

1 np x np y
u( x, y ) = sin sinh
np a l l
2 sinh
l
np y
sinh
l np x
= sin
np a l
2 sinh
l

example 3
A rectangular plate with insulated surface has a width of a cm and is
so long as compared to its width that it may be considered of infinite
length without introducing an appreciable error. If the two long edges
x = 0 and x = a as well as the one short edge are kept at 0°C and the
temperature of the other short edge y = 0 is given by
a
u = kx, 0£ x£
2
a
= k (a - x ), £x£a
2
find the temperature u(x, y) at any point (x, y) of the plate in the steady
state.
Solution
In the steady state, the heat equation is
∂2 u ∂2 u
+ =0 ...(1)
∂x 2 ∂y 2
6.134 Chapter 6  Partial Differential Equations and Applications

The three possible solutions of Eq. (1) are


u = (c1e mx + c2 e - mx )(c3 cos my + c4 sin my) ...(2)
my - my ...(3)
u = (c1 cos mx + c2 sin mx )(c3 e + c4 e )
u = (c1 x + c2 )(c3 y + c4 ) ...(4)
The boundary conditions are
(i) At x = 0, u = 0, i.e., u(0, y) = 0
(ii) At x = a, u = 0, i.e., u(a, y) = 0
(iii) At y Æ •, u = 0, i.e., u( x, •) = 0

a
(iv) At y = 0, u = kx, 0£ x£
2
a
= k(a − x), £x£a
2
Applying conditions (i) and (ii) in Eq. (2),
c1 + c2 = 0 and c1e ma + c2 e - ma = 0

Solving these equations,


c1 = 0, c2 = 0
which gives u = 0, a trivial solution.
Hence, the solution by Eq. (2) is rejected.

Applying conditions (i) and (ii) in Eq. (4),


c2 = 0 and c1a + c2 = 0
Solving these equations,

c1 = 0, c2 = 0
which gives u = 0, a trivial solution.
Hence, the solution by Eq. (4) is rejected.
Thus, the suitable solution for the present problem is a solution by Eq. (3).
Applying the condition (i) in Eq. (3),

0 = c1 (c3 e my + c2 e - my )
c1 = 0
Putting c1 = 0 in Eq. (3),
u = c2 sin mx(c3 e my + c4 e - my ) ...(5)

Applying the condition (ii) in Eq. (5),


0 = c2 sin ma(c3 e my + c4 e - my )
sin ma = 0 [Q c2 π 0, otherwise u = 0]
6.16  Two–Dimensional Heat-Flow Equation        6.135

= sin np n is an integer
ma = np
np
m=
a

np
Putting m = in Eq. (5),
a

np x Ê
np y np y ˆ
-
u = c2 sin Á c3 e a + c4 e a
˜ ...(6)
a ÁË ˜¯

Applying the condition (iii) in Eq. (6) after rewriting as

np x Ê
np y 2 np y ˆ
- -
ue a = c2 sin c +
Á 3 4 c e a
˜
a ÁË ˜¯

np x
0 = c2 sin (c3 )
a

c3 = 0 ÈÎQ c2 π 0 ˘˚

Putting c3 = 0 in Eq. (6),


np y np y
np x . - np x . - a
u = c2 c4 sin e a = bn sin e , where c2 c4 = bn
a a

Putting n = 1, 2, 3, ... and adding these solutions by the principle of superposition, the
general solution of Eq. (1) is
• np y
np x . -
u( x, y ) = Â bn sin e a
...(7)
n =1 a
Applying the condition (iv) in Eq. (7),

np x
u( x, 0) = Â bn sin ... (8)
n =1 a
Equation (8) represents the Fourier half-range sine series in (0, a).
2 a np x
bn =
a Ú0
u( x, 0)sin
a
dx

2È 2 np x ˘
a
np x a
= Í Ú kx . sin dx + Ú a k (a - x )sin dx ˙
a ÍÎ 0 a 2
a ˙˚
6.136 Chapter 6  Partial Differential Equations and Applications

Ê np x ˆ ÏÊ np x ˆ ¸
2

Á - cos ˜ Ô Á - sin Ô
2k . Ë a ¯ ÔË a ˜¯ Ô
= x - 1Ì ˝
a Ê np ˆ Ô Ê np ˆ
2
Ô
ÁË a ˜¯ Ô ÁË a ˜¯ Ô
Ó ˛ 0
a
Ê np x ˆ Ê np x ˆ
2k ÁË - cos a ˜¯ ÁË - sin a ˜¯
+ (a - x ) - (-1)
a Ê np ˆ Ê np ˆ
2
ÁË a ˜¯ ÁË a ˜¯ a
2

2k È -a2 np a2 np a2 np a2 np ˘
= Í cos + 2 2 sin + cos + 2 2 sin ˙
a ÍÎ 2 np 2 n p 2 2 np 2 n p 2 ˙˚

4 ka np
= 2 2
sin
p n 2

Substituting bn in Eq. (7), the general solution is


• np y
4 ka 1 np np x . -
u( x, y) =
p2
 n2 sin
2
sin
a
e a
n =1

• ( 2 r +1)p y
4 ka (-1)r (2r + 1)p x . -
=
p2
 (2r + 1)2 sin
a
e a
r =0

È ˘
ÍQsin np = 0, if n is even ˙
Í 2 ˙
Í = 1 or - 1, if n is odd ˙
Í ˙
ÍPutting n = 2r + 1, ˙
Í ˙
Í sin ( 2 + 1) Ê ˆ
= sin Á p r + ˜ ˙
np r p p
= sin
Í 2 2 Ë 2¯ ˙
Í ˙
ÍÎ = cos p r = (-1)r ˚˙

exercIse 6.11
1. A rectangular plate with an insulated surface is 8 cm wide and so long
compared to its width that it may be considered infinite in length without
6.16  Two–Dimensional Heat-Flow Equation        6.137

introducing an appreciable error. If the temperature along one short edge


y = 0 is given by
px
u(x,0) = 100 sin , 0<x<8
8
while the two long edges x = 0 and x = 8 as well as the other short edge
are kept at 0°C, show that the steady-state temperature at any point of
the plane of the plate is given by
py
- px
u(x, y ) = 100e 8 sin
8
2. The function v(x,y) satisfies the Laplace’s equation in rectangular
coordinates (x, y) and for points within the rectangle x = 0, x = a, y = 0,
y = b, it satisfies the conditions, v(0,y) = v = (a, y ) = v ( x, b ) = 0 and
v ( x, 0 ) = x (a - x ), 0 < x < a . Show that v(x, y) is given by

sin ( 2n + 1) p x sinh ( 2n + 1) p ( b - y )
8a 2 •
a a
v ( x, y ) = 3 Â
p n=0 (2n + 1)
3

sinh
(2n + 1) p b
a
3. A long rectangular plate of width a cm with an insulated surface has its
temperature v equal to zero on both the long sides and one of the short
sides so that v (0, y ) = 0, v (a, y ) = 0, v ( x, • ) = 0, v ( x, 0 ) = kx . Show that
steady-state temperature within the plate is
2ak • (-1)n +1 . - npa y np x
v ( x, y ) = Â e sin
p n =1 n a

4. A rectangular plate with 6 cm wide insulated surfaces is so long compared


to its width that it may be considered infinite in length without introducing
an appreciable error. If the temperature along one short edge y = 0 is
px
given by u(x, 0) = 90 sin , 0 < x < 6 while the two long edges x = 0 and
6
x = 6 as well as the other short edge are maintained at 0°C, find the
function u(x, y) given the steady-state temperature at any point (x, y) of
the plate.

È Ê p xˆ 6 ˘
−p y

Í ans. : u (x,y ) = 90 Á sin ˜ e ˙


Î Ë 6 ¯ ˚
6.138 Chapter 6  Partial Differential Equations and Applications

Points to remember
Formation of Partial Differential Equations
Partial differential equations can be formed using the following methods:
1. By elimination of arbitrary constants in the equation of the type
f (x, y, z, a, b) = 0
where a and b are arbitrary constants.
2. By elimination of arbitrary functions in the equation of the type
z = f (u)
where u is a function of x, y, and z.

Linear Partial Differential Equations of First Order


A quasi-linear partial differential equation is represented as
P ( x, y, z ) ◊ p + Q( x, y, z ) ◊ q = R( x, y, z )
This equation is known as Lagrange’s linear equation.
If P and Q are independent of z, and R is linear in z then the equation is known as a
linear equation.
The general solution of Lagrange’s linear equation Pp + Qq = R is given by
f (u, v) = 0
where f is an arbitrary function and u, v are functions of x, y, and z.

Nonlinear Partial Differential Equations of First Order


A partial differential equation of first order is said to be nonlinear if p and q have
degree more than one.
The complete solution of a nonlinear equation is given by
f (x, y, z, a, b) = 0
where a and b are two arbitrary constants. Four standard forms of these equations
are as follows:
Form I f(p, q) = 0
Form II f(z, p, q) = 0
Form III f(x, p) = g(y, q)
Form IV (Clairaut equation) z = px + qy + f ( p, q)

Homogeneous Linear Partial Differential Equations with


Constant Coefficients
An equation of the form
∂n z ∂n z ∂n z
a0 + a1 + L + an = F ( x, y ) ...(1)
∂x n ∂x n -1∂y ∂y n
where a0, a1, …, an are constants is known as a homogeneous linear partial differential
equation of nth order with constant coefficients.
The complete solution of Eq. (1) is obtained in two parts, one as a Complementary
Function (CF) and the other as a Particular Integral (PI).
Points to Remember        6.139

The complementary function is the solution of the equation f (D, D¢ ) z = 0.


1. Rules to Obtain the Complementary Function
Let the given equation be f (D, D¢ ) z = F(x, y)
where f ( D, D ¢ ) = a0 D n + a1 D n -1 D ¢ + a2 D n - 2 D ¢ 2 + L + an D ¢ n
The auxiliary equation is
a0 m n + a1m n -1 + a2 m n - 2 + L + an = 0
Let m1, m2, m3, …, mn be the roots of auxiliary equation.
Case I Roots of Auxiliary Equation are Distinct
CF = f 1 ( y + m1 x ) + f 2 ( y + m2 x ) + L + fn ( y + mn x )
Case II Roots of Auxiliary Equation are Equal (Repeated)
In general, if n roots of an auxiliary equation all are equal to m,
CF = f 1 ( y + mx ) + xf 2 ( y + mx ) + x 2f 3 ( y + mx ) + L + x n -1f n ( y + mx )
2. Rules to Obtain the Particular Integral
1
Particular integral PI = F ( x, y )
f ( D, D ¢ )
The particular integral depends on the form of F(x, y).

Nonhomogeneous Linear Partial Differential Equations with


Constant Coefficients
If in the equation f ( D, D ¢ )z = F ( x, y)
each term of f (D, D¢) does not contain the derivatives of the same order then the
equation is known as a nonhomogeneous equation.

Classification of Second Order Linear Partial Differential


Equations
The general form of a nonhomogeneous second order partial differential equation in
the function of two independent variables x, y is
∂2 u ∂2 u ∂2 u Ê ∂u ∂u ˆ
A +B + C + f Á x, y, u, , ˜ = F ( x, y) ...(2)
∂x 2 ∂x ∂y ∂y 2
Ë ∂x ∂y ¯
Equation (2) is linear or quasi-linear accordingly as f is linear or nonlinear.
Equation (2) is homogeneous if F(x, y) = 0.
Equation (2) is elliptic if B2 – 4AC < 0, parabolic if B2 – 4AC = 0 and hyperbolic if
B2 – 4AC > 0.

One-Dimensional Wave Equation


The one-dimensional wave equation is
∂2 y 2
2 ∂ y
= c
∂t 2 ∂x 2
The solution is
y = (c1 cos m x + c2 sin m x )(c3 cos mct + c4 sin mct )
6.140 Chapter 6  Partial Differential Equations and Applications

D’ Alembert’s Solution of the Wave Equation


The one-dimensional wave equation is
∂2 y ∂2 y
= c2
∂t 2 ∂x 2
The solution is
1
y(x, t) =
2
[ f ( x + ct ) + f ( x - ct )]
One-Dimensional Heat-Flow Equation
The one-dimensional heat-flow equation is
∂u ∂2 u
= c2 2
∂t ∂x
The solution is
2 2
u = (c1 cos mx + c2 sin mx ) e - m c t

∑ Transient Solution The solution is known as transient if u decreases as t


increases.
∑ Steady-state Condition A condition is known as steady state if the dependent
variables are independent of the time t.

multiple choice questions


Select the most appropriate response out of the various alternatives given in each
of the following questions:
2 2
Ê ∂z ˆ Ê ∂z ˆ
1. The equation Á ˜ + Á ˜ = 4[( x - 2)2 + ( y - 3)2 ] is of order ____ and
Ë ∂x ¯ Ë ∂y ¯
degree _____
(a) 1, 2 (b) 2, 1 (c) 1, 1 (d) 1, 3
2. The solution of (y – z)p + (z – x)q = x – y is [Summer 2016]
2 2 2
(a) f(x + y + z) = xyz (b) f(x + y + z ) = xyz
(c) f(x2 + y2 + z2, x2y2z2) = 0 (d) f(x + y + z, x2 + y2 + z2) = 0
3. The solution of p + q = z is
(a) f(x + y, y + log z) = 0 (b) f(xy, y log z) = 0
(b) f(x – y, y – log z) = 0 (d) None of these
2
4. The solution ∂ z = sin xy is
∂y 2
(a) z = –x2 sinxy + yf(x) + f(x) (b) z = x2 sinxy + yf(x) + f(x)
(c) z = x2 sinxy – yf(x) + f(x) (d) z = x2 sinxy + yf(x) – f(x)
Multiple Choice Questions        6.141

5. The solution of q = 3p2 is


(a) z = ax + 3a2y + c (b) z = ax – 3a2y + c
(c) z = ax2 + 3ay + c (d) z = ax2 – 3ay + c
6. The solution of p(1 + q) = qz is
(a) log (az + 1) = x + ay + b (b) log (az – 1) = x + ay + b
(c) log (az – 1) = x – ay + b (d) log (az – 1) = x + ay – b
2
7. The solution of q = xyp is
(a) 6 ax = (2z – ay2 – 2b2) (b) 6 ax = (2z + ay2 + 2b2)
2 2
(c) 16 ax = (2z – ay – 2b ) (d) 16 ax = (2z + ay2 + 2b2)
8. The solution of z = px + qy – pq is
(a) z = ax + by (b) z = ax – by
(c) z = ax – by + ab (d) z = ax + by – ab
9. The order of the partial differential equation obtained by eliminating f from
z = f(x2 + y2) is
(a) 2 (b) 1 (c) 3 (d) None of these
10. By eliminating arbitrary constants from z = ax + by + ab, the partial differential
equation formed is
(a) z = px + qy + pq (b) z = px + qy
(c) z = px – qy + pq (d) z = px + qy – pq
2 2
11. Particular integral of (D – D¢  )z = cos (x + y) is
x
(a) x cos (x + y) (b) cos( x + y)
2
x
(c) x sin (x + y) (d) sin ( x + y)
2
∂3 z
12. The solution of = 0 is
∂x 3
(a) z = (1 + x + x2) f(y) (b) z = (1 + y + y2) f(x)
(c) z = f1(x) + y f2(x) + y f3(x) (d) z = f1(y) + x f2(y) + x2 f3(y)
2

∂2 u ∂2 u ∂2 u
13. The partial differential equation +4 + 4 2 = 0 is
2
∂t ∂x∂t ∂x
(a) elliptic (b) hyperbolic (c) parabolic (d) None of these
∂2 u ∂2 u ∂2 u
14. The partial differential equation y + 2x + y 2 = 0 is elliptic if
∂x 2 ∂x ∂y ∂y
(a) x2 = y2 (b) x2 < y2 (c) x2 + y2 = 1 (d) x2 + y2 > 1
15. The complementary function of r – 7s + 6t = ex + y is
(a) f1 (y + x) + f2 (y + 6x) (b) f1 (y – x) + f2 (y + 6x)
(c) f1 (y + x) + f2 (y – 6x) (d) f1 (y – x) + f2 (y – 6x)
6.142 Chapter 6  Partial Differential Equations and Applications

16. The partial differential equation by eliminating the arbitrary function from
Ê1 ˆ
z = y 2 + 2 f Á + log y˜ is
Ëx ¯
(a) px2 + qy = 2y2 (b) px2 – qy = 2y2
(c) py2 + qx = 2y2 (d) py2 – qy = 2x2
17. The partial differential equation by eliminating the arbitrary function from the
relation z = f(sinx + cosy) is
(a) p sinx + q cosy = 0 (b) p siny + q cosx = 0
(c) q siny + p cosx = 0 (d) p siny – q cosx = 0
∂2 u ∂2 u
18. If u = x2 + t2 is a solution of c 2 = , then c =
∂x 2 ∂t 2
(a) 1 (b) 2 (c) 0 (d) 3
2 2 x + 2y
19. The particular integral of (2D – 3DD¢ + D¢ )z = e is
1 x + 2y x x + 2y
(a) e (b) - e
2 2
(d) xex + 2y (d) x2 ex + 2y
∂u ∂u
20. The solution of = 4 , given u (0, y) = 8 e–3y, is
∂x ∂y
(a) u = 8e12x + 3y (b) u = –8e12x + 3y
(c) u = 8e–12x – 3y (d) u = 8e–12x + 3y
∂z ∂z –3x
21. The solution of + 4 z = , given z(x, 0) = 4e , is
∂x ∂t
(a) z = 4 e3x + t (b) z = 4 e3x – t
(c) z = 4 e–3x – t (d) z = 4 e–3x + t
∂2 u ∂2 u ∂2 u
22. The partial differential equation 2 +4 + 3 2 = 6 is [Summer 2016]
2
∂x ∂x ∂y ∂y
(a) elliptic (b) hyperbolic
(c) parabolic (d) None of these
23. The solution of (D + D¢)z = cosx is [Summer 2016]
(a) f1 (y – x) + cos x (b) f1 (y + x) + sin x
(c) f1 (y – x) + tan x (d) f1 (y – x) + sin x
24. The number of initial and boundary conditions required to solve the heat equation
∂u ∂2 u
= c 2 2 are [Winter 2016]
∂t ∂x
(a) 2, 1 (b) 1, 1 (c) 1, 2 (d) 2, 2
Multiple Choice Questions        6.143

∂u ∂u
25. The solution to = + u is [Winter 2015]
∂t ∂x
t-x x -t
(a) u(t , x ) = 50e 2 (b) u(t , x ) = 50e 2

t-x x -t
(c) u(t , x ) = 25e 2 (d) u(t , x ) = 25e 2

26. Which of the following is not an example of a first order differential equation of
Clairout’s form? [Winter 2015]
(a) px + qy - 2 pq (b) px + qy = p2q2
1
(c) p2 + q2 = z2(x + y) (d) px + qy +
p-q
27. By eliminating the arbitrary function from z = f(x + at) + g(x – at), the partial
differential equation formed is [Winter 2016]
∂2 z ∂2 z ∂2 z 1 ∂2 z
(a) = a2 (b) =
∂t 2
∂x 2
∂t 2 a 2 ∂x 2

∂2 z ∂2 z ∂2 z 1 ∂2 z
(c) = (d) =
∂t 2 ∂t 2 ∂t 2 a ∂x 2
∂3 z
28. The general solution of = 0 is [Summer 2017]
∂x 3
2
(a) f1(y) + xf2(y) + x f3(y) (b) f1(y) + xf2(y)
(c) f1(y) + f2(y) + xf3(y) (d) f1(y) + f2(y) + x2f3(y)
29. The general solution of p + q = z is [Summer 2017]
1 1
(a) log z = ( x + ay + b) (b) log z = ( x + ay + b)
a 1+ a
(c) log z = x + ay + b (d) log z = (1 + a) (x + ay + b)

answers
1. (a) 2. (d) 3. (c) 4. (a) 5. (a) 6. (b) 7. (c) 8. (d)
9. (b) 10. (a) 11. (d) 12. (d) 13. (c) 14. (b) 15. (a) 16. (a)
17. (b) 18. (a) 19. (b) 20. (c) 22. (a) 23. (a) 24. (d) 25. (c)
26. (a) 27. (c) 28. (a) 29. (b)
Index
A Differentiation of Laplace
Transforms 5.35
Applications of Partial Differential Dirac’s Delta Function 1.4, 5.90
Equations 6.78 Direct (Short-cut) Method of Obtaining
Particular Integrals 3.120
B Dirichlet’s Conditions 5.88
Basic Properties of Laplace Displaced (Delayed) Delta or Unit
Transform 5.13 Impulse Function 5.90
Bernoulli’s Equation 3.73
E
Bessel Function 1.3
Beta Function 1.2 Electrical Circuits 3.256
Error Function 1.3
C Euler Integral of the Second Kind 1.2
Euler’s Formulae 2.4
Cauchy’s Linear Equations 3.206
Euler’s Integral of the First Kind 1.2
Change of Scale 5.21
Evaluation of Integrals using Laplace
Charpit’s Method 6.53
Transform 5.76
Clairaut Equation 6.49
Exact Differential Equations 3.18
Classification of Second-order
Linear Partial Differential F
Equations 6.77
Complementary Error Function 1.3 First Shifting Theorem 5.23
Complementary Function 6.59 Formation of Differential Equations 3.2
Complete Integral 6.15 Formation of Partial Differential
Convolution Theorem 5.173 Equations 6.2
Fourier Coefficients 2.4
D Fourier Integral 2.116
Fourier Series 2.2
D’Alembert’s Solution of the Wave Fourier Series of Even and Odd
Equation 6.104, 6.140 Functions 2.62
Degree of a Differential Equation 3.2 Fourier Series of Functions of Any
Degree of a Partial Differential Period 2.3
Equation 6.2 Frobenius Method 4.25
Delayed Unit Step Function 1.4 Full-Wave Rectified Sinusoidal
Differential Equations 5.34 Function 1.8
I.2 Index

G Laplace Transform of Unit Step


Functions 5.83
Gamma Function 1.2 Laplace Transforms of Derivatives 5.63
Gate Function 1.6 Laplace Transforms of Integrals 5.66
General Solution of a Nonhomogeneous Legendre’s Linear Equations 3.226
Linear Differential Equation 3.118 Linear Differential Equations 3.57
Linear Partial Differential Equations of
H
First Order 6.19
Half-Range Cosine Series 2.89
Half-Range Fourier Series 2.89 M
Half-Range Sine Series 2.89 Method of Separation of Variables 6.78
Half-Wave Rectified Sinusoidal
Method of Undetermined
Function 1.7
Coefficients 3.234
Harmonic Analysis 2.1
Method of Variation of Parameters 3.180
Heaviside’s Unit Step Function 1.4
Homogeneous Differential N
Equations 3.8
Homogeneous Linear Differential Non-Exact Differential Equations
Equations: Method of Reduction Reducible to Exact Form 3.28
of Order 3.111 Nonhomogeneous Differential
Homogeneous Linear Differential Equations 3.11
Equations of Higher Order with Nonhomogeneous Linear Differential
Constant Coefficients 3.103 Equations of Higher Order with
Homogeneous Linear Partial Differential Constant Coefficients 3.118
Equations with Constant Nonhomogeneous Linear Partial
Coefficients 6.59 Differential Equations with
Constant Coefficients 6.74
I Nonlinear Differential Equations
Improper Integral Form 1.3 Reducible to Linear Form 3.73
Integration of Laplace Transforms 5.52 Nonlinear Partial Differential Equations
Inverse Laplace Transform 5.102 of First Order 6.35
Inverse Operator and Particular
Integral 3.119
O
Irregular Singular Point 4.2 One-Dimensional Heat-Flow
Equation 6.106
L One-Dimensional Wave Equation 6.88
Lagrange’s Linear Equation 6.19 Order of a Differential Equation 3.2
Laplace Transform 5.2 Order of a Partial Differential
Laplace Transform of Elementary Equation 6.2
Functions 5.2 Ordinary Differential Equations of First
Laplace Transform of Periodic Order and First Degree 3.5
Functions 5.94 Ordinary Point 4.2
Laplace Transform of the Unit Impulse Orthogonal Trajectories 3.92
Functions 5.90 Oscillation of a Spring 3.247
Index I.3

P Solution of a Differential Equation 3.2


Solution of Laplace’s Equation 6.127
Partial Differential Equations 6.2 Solution of Linear Ordinary Differential
Partial Fraction Expansion 5.147 Equations 5.194
Particular Integral 6.15, 6.64, 6.139 Solution of Partial Differential
Periodic Functions 2.1 Equations 6.15
Power-Series Method 2.61 Solution of Partial Differential
Properties of Even and Odd Equations by the Method of
Functions 2.62 Direct Integration 6.16
Properties of Unit Impulse Square-wave function 5.2
Functions 5.90
T
R
Triangular Wave Function 1.7
Rectangle Function 1.5 Trigonometric Fourier Series 2.2
Recurrence Formula 1.2 Two-Dimensional Heat Flow Equation
Reduction Formula 1.2 6.126, 6.127
Regular Singular Point 4.2
U
S
Unit Step Function 5.83
Sawtooth Wave Function 1.7
Second Shifting Theorem 5.33 V
Series Solution about an Ordinary
Point 4.6 Variable Separable 3.5
Signum Function 1.7
W
Singular Point 4.2
Sinusoidal Pulse Function 1.5 Wronskian 3.181

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