Advanced Eng Maths
Advanced Eng Maths
Advanced Eng Maths
Engineering Mathematics
Fourth Edition
Gujarat Technological University 2018
About the Authors
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
Information contained in this work has been obtained by McGraw Hill Education (India), from sources
believed to be reliable. However, neither McGraw Hill Education (India) nor its authors guarantee the accuracy
or completeness of any information published herein, and neither McGraw Hill Education (India) nor its
authors shall be responsible for any errors, omissions, or damages arising out of use of this information. This
work is published with the understanding that McGraw Hill Education (India) and its authors are supplying
information but are not attempting to render engineering or other professional services. If such services are
required, the assistance of an appropriate professional should be sought.
Typeset at APS Compugraphics, 4G, PKT 2, Mayur Vihar Phase-III, Delhi 96, and printed at
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
GO TO
CHAPTER 1: Introduction to Some Special Functions
GO TO
CHAPTER 2: Fourier Series and Fourier Integral
GO TO
CHAPTER 3: Ordinary Differential Equations and Applications
xvi Roadmap to the Syllabus
GO TO
CHAPTER 4: Series Solution of Differential Equations
GO TO
CHAPTER 5: Laplace Transforms and Applications
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
denoted by n .
•
Hence, n = Ú e - x x n -1 dx , n > 0
0
(v) 1
= p
2
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
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 ˚
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 )
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
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
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.
=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)
f (x)
x Square function
O
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
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
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
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
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 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
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
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
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
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
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 ˘
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
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
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
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
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
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 ˚
1È
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
p˘
+ (x + p )Á ˜ - (1) Á - 2 ˜ ˙
Ë n ¯ Ë n ¯ ˙
0˚
= 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
1È
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
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
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 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
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 ¯
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
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)}˘˚
4Î
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
4˘
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
4˘
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
4˘
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
4˘
-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
•
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
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 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
= 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
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
È 3 2 • È(-1)n - 1˘ ˘
Í Ans. : + ÂÍ ˙ sin 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 ˚
x x
Even functions
f (x) f (x)
x
x
f (x) = sinx
f (x) = x 3
Odd functions
Fig. 2.2 Even and odd functions
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
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
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
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
2˚
˙
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 ˙
2˚
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 )
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 )
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
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
•
= 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
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
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 ˚
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
-(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 ˚
˙
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 -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 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
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 ¯
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 ˘˚
pÎ
1 È -p ˘
= - e - 1˚
pÎ
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 )]
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)
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
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
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
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
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
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
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)
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
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
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
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
l Ú0
a0 = f ( x ) dx
2 l np x
an = Ú f ( x ) cos dx
l 0 l
2 •
A(w ) =
p Ú0 f (t ) cos w t dt
B(w ) = 0
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
•
(b) a0 + Â (an cos np x + bn sin np x)
n =1
•
(c) a0 + Â (an cos nx)(bn sin nx)
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
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
∂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.
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
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.
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
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
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
Ê 1ˆ dx
ÁË 1 - v ˜¯ dv = x
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
( )
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
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
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
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
∂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
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 (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 (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 (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 (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 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 (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
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
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
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
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 (cos x + y sin x) dx + Ú 0 dy = c
sin x - y cos x = c ...(1)
Given y(p) = 0
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
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
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
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
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˘˚
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
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
∂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
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
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
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
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
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
IF = e Ú
- tan y dy -1
= e - logsec y = e log(sec y ) = (sec y)-1 = cos y
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
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
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
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
∂M1 ∂N1
Since = , the equation is exact.
∂y ∂x
Hence, the general solution is
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
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
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
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
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
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
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
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 (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
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 (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
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
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¯˚
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
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 ˜¯
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
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 ˚
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 ˘˚
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
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 ˘˚
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 ˚
ÍÎ ans. : y = ce 3 y ˙˚
3
25. 3y dx + 2 x dy = 0, y (1) = 1
È 3
˘
ÎÍ ans. : yx = 1˚˙
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 ˚
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
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)
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
= (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
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
(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
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 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
= 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
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
= 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 ˚
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
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 ˚
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
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
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
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
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
= 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
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
1 1
P=- , Q=
x x2
1
Ú - x dx -1 1
IF = e = e - log x = e log x = x -1 =
x
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
= 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
ÈÎ ans. : y + e y = (x + c)e - x ˘˚
2 dy
17. x cos y = 2 x sin y - 1
dx
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
y Ê dy ˆ
25. e Á + 1˜ = e x
Ë dx ¯
È x +y e2x ˘
Í ans. : e = + c˙
Î 2 ˚
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
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
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)
dy dy
2x + 2y +2f =0
dx dx
dy -x
= ...(2)
dx y + f
3.96 Chapter 3 Ordinary Differential Equations and Applications
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 ¢
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),
y¢
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
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)
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
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)
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
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
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 ˚
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
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
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
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
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
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
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 ]
3
14. (D - 9D)y = 0
ÈÎ ans. : y = c1 + c2 e 3 x + c3 e -3 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 ˘˚
4 3 2
27. (D - 4D + 14D - 20D + 25)y = 0
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)
(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
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.
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)
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
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
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)
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
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 +
2Ú
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
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
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
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)
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
= 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
DÚ
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)
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
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 ¯ ˙˚
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
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 ¯˚
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¯
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 ˙˚
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
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 ˚
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 ˚
È -x x3 ˘
Í ans. : y = c1 + c2 e + + 4x ˙
Î 3 ˚
3.7 Nonhomogeneous Linear Differential Equations of Higher Order 3.179
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 ˚
È xe x ˘
Í ans. : y = e (c1 cos 3x + c2 sin 3x) + (8 sin 3x - 12 cos 3x)˙
x
Î 3 ˚
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 ˙˚
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)˙˚
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
È e2x ˘
Í ans. : y = c1 cos 3x + c2 sin 3x + [(30 x - 11)cos x + (10 x - 2)sin x ]˙
Î 400 ˚
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
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
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
3Ú
= - (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
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
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
2Ú
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
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
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 )
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
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
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),
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
= - (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 ˙˚
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
=Ú
[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
=Ú
[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
= 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 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)]˘˚
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¯ ˚
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
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
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
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
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
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
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
(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
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
3. (x 3D3 - 2 xD + 4)y = 0
È c1 2˘
Í ans. : y = x + (c2 + c3 log x)x ˙
Î ˚
È c1 ˘
Í ans. : 2 + x[c2 cos(4 log x) + c3 sin(4 log x)]˙
Î x ˚
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 ˚
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
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
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 ˚
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
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
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
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)˘˚
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 ˚˚
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
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.
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).
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
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 ˚
Î ˚
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
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 ˘˚
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 ˚
È 10 6 x 45 - x 1 3 x ˘
Í ans. : y = 21 e + 28 e - 12 e ˙
Î ˚
È -x -x 1 2x ˘
Í ans. : y = c1 + c2 e + c3 e + 2 xe + 2 e ˙
x
Î ˚
ÈÎ ans. : y = x 2 + 4 x + 4 + e x (x 2 - 4)˘˚
3.12 Applications of Higher Order Linear Differential Equations 3.247
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
CF = c1 cos w t + c2 sin w t
1
PI = Q cos nt
D +w2 2
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
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.
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.
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
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
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 ˙˚
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
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
m 2 + 2 m + 10 = 0
m = -1 ± 3i (complex)
3.12 Applications of Higher Order Linear Differential Equations 3.257
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
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
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
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
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¢
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
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.
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
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
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]
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
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
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
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
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
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
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
• • • •
 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
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
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
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
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
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
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
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
(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 ˚˚
Î Î 2 3 ˚˚
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
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
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
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
• •
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
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
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
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
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 )
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
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
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
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
• •
 (n + r )2 an x n+r -1 +  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
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
• •
-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
•
{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
[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]
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
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
• • • •
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
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
• • • •
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
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
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
• •
 [(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
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
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
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 ˘˚
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
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 ˚˚
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
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
The integral is a function of the parameter s and is denoted by F (s), f (s) or f (s).
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
1
= 0- (- a)
s + a2
2
a
=
s2 + a 2
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
• 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 ˚
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
5.4.1 Linearity
If L{ f1(t)} = F1(s) and L{ f2(t)} = F2(s) then
= 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 ˜¯ ˚˙
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) ˚
•
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
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
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
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 )
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
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 ˚
9. et sin 2t sin 3t
È 12(s - 1) ˘
Í Ans. : 2 ˙
Î (s - 2s + 2)(s - 2s + 26) ˚
2
È s 2 + 8s + 18 ˘
Í Ans. : 2 ˙
Î (s + 6 s + 10)(s + 10 s + 26) ˚
2
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
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
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 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 ˜¯
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 ˜¯
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 - 2s2 ˘
= Í ˙
ds ÍÎ (s2 + 1)2 ˙˚
d È 1 - s2 ˘
= Í ˙
ds ÍÎ (s2 + 1)2 ˙˚
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
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) ˚˚
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
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
2 -2t
14. t e sin3t
È 18(s 2 + 4 s + 1) ˘
Í Ans. : 2 ˙
Î (s + 4 s + 13)2 ˚
1 s(48 − s 2 )
Ans. : s3 − (s 2 + 16)3
17. t3 cos t
6s 4 − 36s 2 + 6
Ans. : (s 2 + 9)3
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
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
b˜
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
p Ê sˆ
= - tan -1 Á ˜
2 Ë 2¯
Ê sˆ
= cot -1 Á ˜
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
1È
•˘
Ê s2 + 4 ˆ 1 -1 s
= Í- s log Á + 8 ◊ tan ˙
2Í
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 ˜¯ ˚
•
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 )}
= - f ¢(0) - s f (0) + s2 L{ f (t )}
Example 1
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
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 ˚
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
=
1È
Í
2Î
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 ¸
LÌ
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
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 ˚
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
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˜¯
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)
2Î
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
•
= Ú e - st dt
a
•
e - st
=
-s
a
1
= e - as
s
5.84 Chapter 5 Laplace Transforms and Applications
= 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
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
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 ˚
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
= [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
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
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]
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)]
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
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
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
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<
p˙
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 ˚
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 ˚
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.
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
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 ˚
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
2˙
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 ˚
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
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)˘˚
6Î
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
1È
= 1 - e - t (sin t + cos t )˘˚
2Î
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 ˚
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)˘˚
2Î
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 ˚
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
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
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 ˚
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
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
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(- 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
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
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
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=
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
– 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
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 ˘˚
5Î
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
+
1ˆ
+
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
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 ˚
=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}˘˚
4Î
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
1˘
= 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
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
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
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
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
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
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 ˘˚
5Î
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
2˘
= 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 ˚
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
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
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)
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
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,
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,
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,
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,
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
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,
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
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
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
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,
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,
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
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 )
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
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 ˚
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
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
È 4 -t 1 -4t ˘
Í Ans . : y(t) = 3 e - 3 e ˙
Î ˚
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 ˚
ÈÎ Ans . : y(t) = 2t + et - e 3t ˘˚
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 ˚
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
and g (t ) = f (t - a ) t>a
=0 t<a
then L{g(t )} = e - as F (s)
dn
{
I f L { f (t )} = F (s) then L t n f (t ) = ( -1) } n
ds n
F (s).
{ }
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)
If L { f (t )} = F (s) then L {Ú 0
t
}
f (t )dt =
F ( s)
s
.
Convolution Theorem
If L-1 {F1 (s)} = f1 (t ) and L-1 {F2 (s)} = f2 (t ) then
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
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
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
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
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
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
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
∂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
∂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
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
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
∂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
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
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
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
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 ˚ ˚
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
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
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]
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
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
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
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
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
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
(
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
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
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
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 ¯ ˚
(
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 ˘
) ˙˚ ˙˚
6.6.1 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
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
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
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
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
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
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
- 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
∂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
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
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
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.
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
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 ˜¯
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
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 )
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¯
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 ˚ ˚˙
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.
∂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)
( 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
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
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 ˘˚
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)
1
PI = sin(ax + by)
f ( D , DD ¢, D ¢ 2 )
2
6.8 Homogeneous Linear Partial Differential Equations with Constant Coefficients 6.65
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
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
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 )˘˚
( 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
D¢
= 2 cos( x + 2 y) - xe y
D¢
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
˙˚
∂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 ¯
∂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.
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
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
Y¢
= -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
= 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)
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
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
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
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 ˚
∂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 ˚ ˚
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
(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
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
∂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
∂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 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
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 ˜¯ ˚
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
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
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
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
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
∂ 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
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 ˙
˚
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 ˚
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
(
u = c1¢ e mx + c2¢ e - mx )( c¢ e
3
m2 c2 t
) ...(6.57)
(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
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
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
•
px
u0 = Â a2 n+1 cos(2n + 1) 2l ...(5)
n=0
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
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
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
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
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
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
2 2
0 = c2 sin 10 m . e - c m t
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 ˚
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
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
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
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
•
p - x = Â bn sin nx , 0 < x < p
n =1
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 ˚
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:
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
˙
˙˚
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
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)
0 = c2 sin ma (c3 e my + c4 e - my )
= 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)
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
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
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
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
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)
= 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 ˜¯
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 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
• ( 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
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
È Ê p xˆ 6 ˘
−p y
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.
∂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