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ENGINEERING
MATHEMATICS
2130002 – 5th Edition
Name :
Roll No. :
Division :
I N D E X
3). METHOD – 1: EXAMPLE ON FOURIER SERIES IN THE INTERVAL (𝐂, 𝐂 + 𝟐𝐋) ...............18
5). METHOD – 3: EXAMPLE ON HALF COSINE SERIES IN THE INTERVAL (𝟎, 𝐋) .................26
6). METHOD – 4: EXAMPLE ON HALF SINE SERIES IN THE INTERVAL (𝟎, 𝐋) .......................27
Unit Number ⟼ 1 2 3 4 5 6
W – 14 4 28 28 7 28 24
S – 15 - 35 14 14 28 28
W – 15 3 30 25 14 31 16
S – 16 9 28 26 8 31 17
W – 16 3 30 21 14 31 16
S – 17 2 15 38 11 26 27
W – 17 3 13 35 14 26 28
S – 18 - 22 31 14 24 28
Average ⟼ 3 25 27 12 28 23
*GTU Weightage ⟼ 4 10 20 6 15 15
*Unit weightage out of 70 marks.
LIST OF ASSIGNMENT
4 2
1
6 6
2 2 1, 2
3 2 3, 4, 5
4 3B ALL METHODS
5 3A ALL METHODS
6 5 Proof of Formulae
7 5 GTU asked examples (Method No. 1 to 8)
8 5 GTU asked examples (Method No. 9 to 16)
Special functions are particular mathematical functions which have some fixed notations due
to their importance in mathematics. In this Unit we will study various type of special
functions such as Gamma function, Beta function, Error function, Dirac Delta function etc.
These functions are useful to solve many mathematical problems in advanced engineering
mathematics.
BETA FUNCTION:
1
If m > 0, n > 0, then Beta function is defined by the integral ∫0 x m−1 (1 − x)n−1 dx and is
denoted by β(m, n) OR B(m, n).
Properties:
(1) Beta function is a symmetric function. i.e. B(m, n) = B(n, m), where m > 0, n > 0.
π
(2) B(m, n) = 2 ∫02 sin2m−1 θ cos2n−1 θdθ
π
1 p+1 q+1
(3) ∫0 sinp θ cosq θ dθ = ⋅ B (
2 , )
2 2 2
∞ xm−1
(4) B(m, n) = ∫0 (1+x)m+n
dx
GAMMA FUNCTION:
∞
If n > 0, then Gamma function is defined by the integral ∫0 e−xx n−1 dx and is denoted by ⌈n.
⌈𝐧 = ∫ 𝐞−𝐱 𝐱𝐧−𝟏 𝐝𝐱
𝟎
Properties:
(1) Reduction formula for Gamma Function ⌈(n + 1) = n⌈n ; where n > 0.
⌈m⌈n
(4) Relation Between Beta and Gamma Function, B(m, n) = ⌈(m+n). W – 15 ; W – 16
π p+1 q+1
1 ⌈( )⌈( 2 )
(5) ∫02 sinp θ cosq θdθ = 2
p+q+2
2 ⌈( 2 )
1 (2n)!√π
(6) ⌈(n + ) = for n = 0,1,2,3, …
2 n!4 n
1
Examples: For n = 0, ⌈ = √π W – 16
2
3 √π 5 3√ π
For n = 1, ⌈ = For n = 2, ⌈ =
2 2 2 4
1 √π 1 √π
⌈n ⌈(n + ) = ⌈(2n) OR ⌈(n + 1) ⌈n + = ⌈(2n + 1)
2 22n−1 2 22n
π
(8) Euler’s formula : ⌈n ⌈(1 − n) = ;0 < n < 1
sin nπ
C 1 Find B(4,3).
1
𝐀𝐧𝐬𝐰𝐞𝐫:
60
T 2 9 7
Find B ( , ) .
2 2
5π S – 16
𝐀𝐧𝐬𝐰𝐞𝐫:
2048
H 6 13
Find ⌈ .
2
W – 15
10395 √π
𝐀𝐧𝐬𝐰𝐞𝐫:
64
T 7 5 3
Find ⌈ ⌈ .
4 4
π
𝐀𝐧𝐬𝐰𝐞𝐫:
2√2
Properties:
(1) erf(0) = 0
(2) erfc(0) = 1
(3) erf(∞) = 1
1 ; x≥a
u(x − a) = { .
0 ; x<a
defined by
1 ; 0≤x≤T 1
f( x ) = { .
0 ; x>T
x
𝐓
𝐟(𝐱)
SINUSOIDAL PULSE FUNCTION:
𝐟(𝐱)
GATE FUNCTION:
𝐟(𝐱)
A Gate function fa(x) on ℝ is defined by
1 ; |x| ≤ a
( )
fa x = { .
0 ; |x| > a
1
Note that gate function is symmetric about axis
of co-domain.
x
−𝐚 𝐚
Gate function is also a rectangle function.
−1 ; x<0 1
f( x ) = 0 ; x=0 .
x
{ 1 ; x>0
−𝟏
IMPULSE FUNCTION:
𝐟(𝐱)
An impulse function is defined as below,
0 ; x<a
𝟏
𝛆
1
f( x ) = ; a ≤x ≤a+ε
ε
{0 ; x >a+ε x
0 𝐚 𝐚+𝛆
0 ; x<a
1
f( x ) = ; a ≤x ≤a+ε .
ε
{0 ; x >a+ε
PERIODIC FUNCTION:
If smallest positive number of set of all such p exists, then that number is called the
Fundamental period of f(x).
Note:
(2) Sine and Cosine are Periodic functions with Fundamental period 2π.
a 3a
x
-a 2a
−𝟏
x
a 2a 3a
x ; 0≤x<a
f( x ) = { .
2a − x ; a ≤ x < 2a
f(x)
x
-2a -a a 2a 3a 4a
𝐟(𝐱)
𝟏
` `
x
−𝛑 𝟎 𝛑 𝟐𝛑
sin x ; 0≤x<π
f( x ) = { .
0 ; π ≤ x < 2π
𝐟(𝐱)
` 1` `
x
−𝟐𝛑 −𝛑 𝟎 𝛑 𝟐𝛑 𝟑𝛑 𝟒𝛑
BESSEL’S FUNCTION:
2 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: √ sin x
πx
2
𝐀𝐧𝐬𝐰𝐞𝐫: √ cos x
πx
2 sin x S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: √ ( − cos x)
πx x
2 cos x
𝐀𝐧𝐬𝐰𝐞𝐫: √ ( + sin x)
πx x
T 5
Using Bessel’s function of the first kind, Prove that J0 (0) = 1.
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
∫ 𝐮 ∙ 𝐯 𝐝𝐱 = 𝐮 𝐯𝟏 − 𝐮′ 𝐯𝟐 + 𝐮′′ 𝐯𝟑 − 𝐮′′′ 𝐯𝟒 + ⋯
Where,
𝐞𝐚𝐱
∫ 𝐞𝐚𝐱 𝐬𝐢𝐧 𝐛𝐱 𝐝𝐱 = [𝐚 𝐬𝐢𝐧 𝐛𝐱 − 𝐛 𝐜𝐨𝐬 𝐛𝐱] + 𝐜
𝐚𝟐 + 𝐛𝟐
𝐞𝐚𝐱
∫ 𝐞𝐚𝐱 𝐜𝐨𝐬 𝐛𝐱 𝐝𝐱 = 𝟐 [𝐚 𝐜𝐨𝐬 𝐛𝐱 + 𝐛 𝐬𝐢𝐧 𝐛𝐱] + 𝐜
𝐚 + 𝐛𝟐
π
cos nπ = (−1)n sin nπ = 0 cos(2n + 1) = 0
2
π
cos 2nπ = (−1)2n = 1 sin 2nπ = 0 sin(2n + 1) = (−1)n
2
INTRODUCTION:
We know that Taylor’s series representation of functions are valid only for those functions
which are continuous and differentiable. But there are many discontinuous periodic
functions of practical interest which requires to express in terms of infinite series containing
“sine” and “cosine” terms.
Fourier series, which is an infinite series representation in term of “sine” and “cosine” terms,
is a useful tool here. Thus, Fourier series is, in certain sense, more universal than Taylor’s
series as it applies to all continuous, periodic functions and discontinuous functions.
Fourier series is a very powerful method to solve ordinary and partial differential equations,
particularly with periodic functions.
Fourier series has many applications in various fields like Approximation Theory, Digital
Signal Processing, Heat conduction problems, Wave forms of electrical field, Vibration
analysis, etc.
(3) f(x) has finite number of maxima and minima in the interval.
NOTE:
At a point of discontinuity the sum of the series is equal to average of left and right hand
limits of f(x) at the point of discontinuity, say x 0 .
f(x 0 − 0) + f(x 0 + 0)
i. e. f(x 0 ) =
2
The Fourier series for the function f(x) in the interval (c, c + 2L) is defined by
∞
𝐚𝟎 𝐧𝛑𝐱 𝐧𝛑𝐱
𝐟(𝐱) = + ∑ [𝐚𝐧 𝐜𝐨𝐬 ( ) + 𝐛𝐧 𝐬𝐢𝐧 ( )]
𝟐 𝐋 𝐋
𝐧=𝟏
1 c+2L
a0 = ∫ f(x) dx
L c
1 c+2L nπx
an = ∫ f(x) cos ( ) dx
L c L
1 c+2L nπx
bn = ∫ f(x) sin ( ) dx
L c L
C 3 Obtain the Fourier series for f(x) = e−x in the interval 0 < x < 2.
∞
(𝟏 − 𝐞−𝟐 ) (𝟏 − 𝐞−𝟐 )
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ [ 𝐜𝐨𝐬 𝐧𝛑𝐱 + (𝐧𝛑) 𝐬𝐢𝐧 𝐧𝛑𝐱 ]
𝟐 𝐧𝟐 𝛑𝟐 + 𝟏
𝐧=𝟏
T 4 Find the Fourier series of the periodic function f(x) = π sin πx. Where 0 <
x < 1 , p = 2l = 1.
∞
𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = 𝟐 + ∑ 𝐜𝐨𝐬(𝟐𝐧𝛑𝐱)
𝟏 − 𝟒𝐧𝟐
𝐧=𝟏
∞
H 6 π sin 2nx
Show that, π − x = + ∑ , when 0 < x < π .
2 n
n=1
C 7 π−x 2
Obtain the Fourier series for f(x) = ( ) in interval 0 < x < 2π.
2
π2 1 1 1
Hence prove that = 2 − 2 + 2 − ⋯.
12 1 2 3 W – 14
∞
𝛑𝟐 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝟐 𝐜𝐨𝐬 𝐧𝐱
𝟏𝟐 𝐧
𝐧=𝟏
H 8 Find Fourier Series for f(x) = e−x where 0 < x < 2π.
∞
𝟏 − 𝐞−𝟐𝛑 𝟏 − 𝐞−𝟐𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ [ 𝐜𝐨𝐬 𝐧𝐱 + 𝐧 𝐬𝐢𝐧 𝐧𝐱 ]
𝟐𝛑 𝛑(𝐧𝟐 + 𝟏)
𝐧=𝟏
H 10 x, 0 < x < 1
Develop f(x) in a Fourier series in the interval (0,2) if f(x) = {
0, 1 < x < 2.
∞
𝟏 (−𝟏)𝐧 − 𝟏 (−𝟏)𝐧+𝟏
( )
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 𝐱 = + ∑ [ ( )
𝐜𝐨𝐬 𝐧𝛑𝐱 + 𝐬𝐢𝐧(𝐧𝛑𝐱) ]
𝟒 𝐧𝟐 𝛑𝟐 𝐧𝛑
𝐧=𝟏
C 11 x; 0 ≤ x ≤ 2
For the function f(x) = { , find its Fourier series. Hence
4 − x: 2 ≤ x ≤ 4
1 1 1 π2
show that 2 + 2 + 2 + ⋯ = . W – 15
1 3 5 8
∞
𝟒 [(−𝟏)𝐧 − 𝟏] 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = 𝟏 + ∑ 𝐜𝐨𝐬 ( )
𝛑𝟐𝐧𝟐 𝟐
𝐧=𝟏
H 13 x2 ; 0 < x < π
Find the Fourier series of f(x) = {
0 ; π < x < 2π.
𝐀𝐧𝐬𝐰𝐞𝐫:
∞
𝛑𝟐 𝟐(−𝟏)𝐧 𝐜𝐨𝐬 𝐧𝐱 𝟏 𝛑𝟐 (−𝟏)𝐧 𝟐(−𝟏)𝐧 𝟐
𝐟(𝐱) = +∑[ + {− + − 𝟑} 𝐬𝐢𝐧 𝐧𝐱 ]
𝟔 𝐧𝟐 𝛑 𝐧 𝐧𝟑 𝐧
𝐧=𝟏
\ \
pi pi
DEFINITION:
NOTE:
l l
If f(x) is an even function defined in (– l, l), then ∫–l f(x) dx = 2 ∫0 f(x) dx.
l
If f(x) is an odd function defined in (– l, l), then ∫–l f(x) dx = 0.
𝐚𝟎 𝐧𝛑𝐱 𝐧𝛑𝐱
𝐟(𝐱) = + ∑∞
𝐧=𝟏 𝐚𝐧 𝐜𝐨𝐬 ( ) 𝐟(𝐱) = ∑∞
𝐧=𝟏 𝐛𝐧 𝐬𝐢𝐧 ( )
𝟐 𝐋 𝐋
Where, Where,
2 L 2 L nπx
a0 = ∫ f(x) dx bn = ∫ f(x) sin ( ) dx
L 0 L 0 L
2 L nπx
an = ∫ f(x) cos ( ) dx
L 0 L
x 2 , x 4 , x 6 , … i. e. x n, where n is even.
cos ax
1. Even Function
Graph is symmetric about Y − axis.
|x|, |x 3 |, |cos 𝑥 |, …
f(−x) = f(x)
x, x 3 , x 5 , … i. e. x m , where m is odd.
sin ax
2. Odd Function
Graph is symmetric about Origin.
f(−x) = −f(x)
eax
3. Neither Even nor Odd
ax m + bx n ; n is even & m is odd number.
C 7 Obtain the Fourier series for f(x) = x 2 in the interval – π < x < π and hence
deduce that
∞ ∞
1 π2 (−1)n+1 π2
(i) ∑ 2 = . (ii) ∑ = . S – 16
n 6 n2 12 S – 18
n=1 n=1
∞
𝛑𝟐 𝟒(−𝟏)𝐧
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ 𝐜𝐨𝐬 𝐧𝐱
𝟑 𝐧𝟐
𝐧=𝟏
𝛑
∞
𝟐[(−𝟏)𝐧 − 𝟏] 𝟐(−𝟏)𝐧+𝟏 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ 𝐜𝐨𝐬 𝐧𝐱 + 𝐬𝐢𝐧 𝐧𝐱] W – 15
𝟐 𝛑𝐧𝟐 𝐧
𝐧=𝟏
C 14 0, − 2 < x < −1
1 + x, −1 <x<0
Determine the Fourier expansion of f(x) = .
1 − x, 0<x<1
{ 0, 1<x<2
∞
𝟏 𝟒 𝟏 𝐧𝛑 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + 𝟐 ∑ 𝟐 (𝟏 − 𝐜𝐨𝐬 ) (𝐜𝐨𝐬 )
𝟒 𝛑 𝐧 𝟐 𝟐
𝐧=𝟏
T 15 Find the Fourier series for periodic function f(x) with period 2
−1, −1 < x < 0
Where f(x) = { .
1, 0 < x < 1
∞
𝟐 − 𝟐(−𝟏)𝐧
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧 𝐧𝛑𝐱
𝛑𝐧
𝐧=𝟏
T 17 Find the Fourier series for periodic function with period 2, which is given
0, −1 < x < 0
below f(x) = { .
x, 0 < x < 1
∞
𝟏 (−𝟏)𝐧 − 𝟏 (−𝟏)𝐧+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ 𝐜𝐨𝐬 𝐧𝛑𝐱 + 𝐬𝐢𝐧 𝐧𝛑𝐱]
𝟒 𝐧𝟐 𝛑𝟐 𝐧𝛑
𝐧=𝟏
𝐀𝐧𝐬𝐰𝐞𝐫:
∞
𝛑𝟐 𝟐(−𝟏)𝐧 𝐜𝐨𝐬 𝐧𝐱 𝟏 𝛑𝟐(−𝟏)𝐧 𝟐(−𝟏)𝐧 𝟐
𝐟(𝐱) = + ∑[ + {− + − 𝟑 } 𝐬𝐢𝐧 𝐧𝐱]
𝟔 𝐧𝟐 𝛑 𝐧 𝐧𝟑 𝐧
𝐧=𝟏
T 21 −k , −π < x < 0
Find Fourier series for 2π periodic function f(x) = { .
k , 0<x<π
1 1 1 π
Hence deduce that 1 − + − +⋯ = .
3 5 7 4
∞
𝟐𝐤[𝟏 − (−𝟏)𝐧 ]
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧 𝐧𝐱
𝐧𝛑
𝐧=𝟏
C 22 π + x , −π < x < 0
If f(x) = { , f(x) = f(x + 2π),for all x then expand f(x)
π−x, 0 < x< π
in a Fourier series.
∞
𝛑 𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝟐 [𝟏 − (−𝟏)𝐧 ] 𝐜𝐨𝐬 𝐧𝐱
𝟐 𝛑𝐧
𝐧=𝟏
If a function f(x) is defined only on a half interval (0, L) instead of (c, c + 2L), then it is
possible to obtain a Fourier cosine or Fourier sine series.
2 L
a0 = ∫ f(x) dx
L 0
2 L nπx
an = ∫ f(x) cos ( ) dx
L 0 L
𝟐
∞
−(−𝟏)𝟏+𝐧 + 𝟏 −(−𝟏)𝟏−𝐧 + 𝟏 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ + ] 𝐜𝐨𝐬 𝐧𝐱 , 𝐚𝟏 = 𝟎 S – 18
𝛑 𝟏+𝐧 𝟏−𝐧
𝐧=𝟏
T 7 kx ;0 ≤ x ≤
l
2
Find Half-Range cosine series for f(x) = { l .
k ( l − x) ; ≤ x ≤ l
2
∞
1 π2
And hence deduce that ∑ = . S – 16
(2n − 1)2 8
n=1
∞
kl 2kl 1 nπ nπx
Answer: f(x) = + 2 ∑ 2 [2 cos ( ) − 1 − (−1)n] cos ( )
4 π n 2 l
n=1
2 L
a0 = ∫ f(x) dx
L 0
2 L nπx
an = ∫ f(x) cos ( ) dx
L 0 L
C 1 Find the Half range sine series for f(x) = 2x, 0 < x < 1.
∞
𝟒 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ (−𝟏)𝐧+𝟏 𝐬𝐢𝐧 𝐧𝛑𝐱
𝐧𝛑
𝐧=𝟏
FOURIER INTEGRALS
∞ ∞
1 1
Where, A(ω) = ∫ f(x) cos ωx dx & B(ω) = ∫ f(x) sin ωx dx
π π
−∞ −∞
∞
2
Where, A(ω) = ∫ f(x) cos ωx dx
π
0
∞
2
Where, B(ω) = ∫ f(x) sin ωx dx
π
0
C 4 Find the Fourier cosine integral of f(x) = e−kx (x > 0, k > 0).
∞
𝟐𝐤 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∫ 𝐜𝐨𝐬 𝛚𝐱 𝐝𝛚
𝛑(𝐤𝟐 + 𝛚𝟐 )
𝟎
π
H 5 Find the Fourier cosine integral of f(x) = e−x, x ≥ 0.
2
∞
𝟏 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∫ 𝐜𝐨𝐬 𝛚𝐱 𝐝𝛚
(𝟏 + 𝛚𝟐)
𝟎
T 8 sin x ; 0 ≤ x ≤ π
Find Fourier cosine and sine integral of f(x) = {
0 ; x > π.
𝐀𝐧𝐬𝐰𝐞𝐫:
∞
𝟐(𝟏 + 𝐜𝐨𝐬 𝛚𝛑)
𝐚) 𝐟(𝐱) = ∫ 𝐜𝐨𝐬 𝛚𝐱 𝐝𝛚 ; 𝐀(𝟏) = 𝟎
𝛑 (𝟏 − 𝛚 𝟐 )
𝟎
∞
𝟐 𝐬𝐢𝐧 𝛚𝛑
𝐛) 𝐟(𝐱) = ∫ 𝐬𝐢𝐧 𝛚𝐱 𝐝𝛚 ; 𝐁(𝟏) = 𝟏
𝛑 (𝟏 − 𝛚𝟐 )
𝟎
∞
T 9 λ3 sin λx π
Show that ∫ 4 dλ = e−x cos x, x > 0. W – 15
λ +4 2
0
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
In this chapter, we will study, the method of obtaining the solution of ordinary differential
equation of first order.
d2y dy
e.g. + x2 +y= 0
dx2 dx
An eqn. which involves function of single variable and ordinary derivatives of that function
then it is called an Ordinary Differential Equation.
dy
e.g. +y=0
dx
An eqn. which involves function of two or more variables and partial derivatives of that
function then it is called a Partial Differential Equation.
∂y ∂y
e.g. + =0
∂x ∂t
The order of highest derivative which appeared in a differential equation is “Order of D.E”.
dy 2 dy
e.g. ( ) + + 5y = 0 has order 1.
dx dx
When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree of D.E.”.
dy 2 dy
e.g. ( ) + + 5y = 0 has degree 2.
dx dx
NOTE:
To determine the degree, the D.E has to be expressed in a polynomial form in the derivatives.
If the D.E. cannot be expressed in a polynomial form in the derivatives, the degree of D.E. is
not defined.
C 1 1
d2 y dy 2 4
Find order and degree of 2 = [y + ( ) ] .
dx dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐, 𝟒
H 2 dy x
Find order and degree of y = x + .
dx dy
dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏, 𝟐
C 3 d2 y
3
dy 2
Find order and degree of ( 2 ) = [x + sin ( )] .
dx dx S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐, 𝐔𝐧𝐝𝐞𝐟𝐢𝐧𝐞𝐝
H 4 Define order and degree of the differential equation. Find order and degree
d2y d3 y
of differential equation √x 2 2
+ 2y = . S – 17
dx dx3
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑, 𝟐
PARTICULAR SOLUTION:
The solution obtained from the general solution by giving a particular value to the arbitrary
constants is called a particular solution.
SINGULAR SOLUTION:
A solution which cannot be obtained from a general solution is called a singular solution.
Examples:
d2y dy
(1) + x2 + y = 0 is linear.
dx2 dx
d2y dy
(2) +y + y = 0 is non-linear.
dx2 dx
d2y dy 2
(3) 2
+ x 2 ( ) + y = 0 is non-linear.
dx dx
Bernoulli’s Equation
∫ 𝐌(𝐱)𝐝𝐱 = ∫ 𝐍(𝐲)𝐝𝐲 + 𝐜
NOTE:
For convenience, the arbitrary constant can be chosen in any suitable form for the answers.
e. g. in the form logc, tan−1 c , ec , sin c, etc.
C 1 Solve: 9 y y ′ + 4 x = 0 .
S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟗𝐲 𝟐 + 𝟒𝐱𝟐 = 𝐜
H 2 Solve
dy
= ex−y + x 2 e−y by variable separable method.
dx
𝐱𝟑 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞𝐲 = 𝐞𝐱 + +𝐜
𝟑
C 3 Solve: xy ′ + y = 0 ; y(2) = −2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱 ⋅ 𝐲 = −𝟒
H 4 dI
Solve: L + RI = 0, I(0) = I0 .
dt
𝐑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐈 = 𝐈𝟎 ⋅ 𝐞−𝐋 𝐭
T 5 Solve: (1 + x)ydx + (1 − y)xdy = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 (𝐱𝐲) + 𝐱 − 𝐲 = 𝐜
C 6 Solve the following differential equation using variable separable method.
3 ex tany dx + (1 + ex ) sec 2 y dy = 0 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: (𝟏 + 𝐞 𝐱 )−𝟑 = 𝐜 ⋅ 𝐭𝐚𝐧 𝒚
H 7 Solve: ex tany dx + (1 − ex ) sec 2 y dy = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: (𝟏 − 𝐞 𝐱 )−𝟏 𝐭𝐚𝐧 𝐲 = 𝐜
T 8 Solve: xy ′ = y 2 + y .
𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: = 𝐱𝐜
𝐲+𝟏
C 9 dy
Solve: xy = 1 + x + y + xy .
dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 − 𝐥𝐨𝐠(𝟏 + 𝐲) = 𝐥𝐨𝐠 𝐱 + 𝐱 + 𝐜
H 10 dy
Solve: tany = sin(x + y) + sin(x − y) .
dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐞𝐜 𝐲 = −𝟐 𝐜𝐨𝐬 𝐱 + 𝐜
H 11 dy
Solve: 1 + = ex+y .
dx
𝐀𝐧𝐬𝐰𝐞𝐫: −(𝐞−𝐱−𝐲 ) = 𝐱 + 𝐜
T 12 dy
Solve: = cosx cosy − sinx siny .
dx
𝐱+𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐭𝐚𝐧 ( )=𝐱+𝐜
𝟐
H 13 dy y
Solve: x = y+ xex .
dx
𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: − (𝐞−𝐱 ) = 𝐥𝐨𝐠 𝐱 + 𝐜
C 14 dy y y
Solve: = + tan ( ) .
dx x x
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧(y/x) = 𝐱 ⋅ 𝐜
Form - 1 Form -2
Form of differential dy dx
+ P ( x) y = Q ( x ) + P(y)x = Q (y)
equation dx dy
H 8 dy
Solve: + y tanx = sin2x , y(0) = 0 .
dx S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 ⋅ 𝐬𝐞𝐜𝐱 = −𝟐 𝐜𝐨𝐬 𝐱 + 𝟐
T 9 dy 4x 1
Solve: + 2 y= 2 .
dx x + 1 (x + 1) 3
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 ⋅ (𝐱𝟐 + 𝟏) = 𝐭𝐚𝐧−𝟏 𝐱 + 𝐜
Let, y1−n = v
dy dv
⟹ (1 − n)y −n =
dx dx
dy 1 dv
⟹ y −n =
dx (1 − n) dx
1 dv
By Eqn (2), (1−n) + P ( x) v = Q ( x )
dx
dv
⟹ + P(x)(1 − n)v = Q(x)(1 − n)
dx
f(y)
Let, =v
g(y)
Eqn (4) becomes Linear Differential equation and accordingly can be solved.
H 1 dy x
Solve: +y=− .
dx y
𝐞𝟐𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝟐 𝐞𝟐𝐱 = −𝐱 𝐞𝟐𝐱 + +𝐜
𝟐
T 2 Solve the following Bernoulli’s equation
dy y
+ =
y2
dx x x2
𝟏 𝟏 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: =− 𝟐+𝐜
𝐱𝐲 𝟐𝐱
C 3 dy 1
Solve: + y = x3 y3 .
dx x
𝟏 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐 𝟐 = −𝐱𝟐 + 𝐜
𝐱 𝐲
H 4 dy y
Solve: + = x2 y6 .
dx x
𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 −𝟓 𝐱 −𝟓 = 𝐱 −𝟐 + 𝐜
𝟐
H 5 dy 1 ey
Solve: + = .
dx x x 2
𝐞−𝐲 𝟏 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: = +𝐜
𝐱 𝟐 𝐱𝟐
C 6 dy tan y
Solve: − = (1 + x)ex sec y .
dx 1 + x
𝐬𝐢𝐧 𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: = 𝐞𝐱 + 𝐜
𝟏+𝐱
H 7 dy
Solve: + x sin 2y = x 3 cos2 y .
dx
𝟐
𝟐 (𝐱 𝟐 − 𝟏)𝐞 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞 𝐱 𝐭𝐚𝐧 𝐲 = +𝐜
𝟐
H 8 dy
Solve: − 2 y tan x = y 2 tan2 x .
dx
𝐬𝐞𝐜 𝟐 𝐱 𝐭𝐚𝐧𝟑 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: =− +𝐜
𝐲 𝟑
C 9 Solve: (x 3 y 2 + x y)dx = dy .
𝐱𝟐
𝐞𝟐 𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: ( 𝟐 )
= 𝟐−𝐱 𝐞𝟐 +𝐜
𝐲
T 10 dy
Solve: x + y = y 2 log x .
dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐥𝐨𝐠 𝐱 + 𝟏) + 𝐜 𝐱 𝐲 = 𝟏
H 11 dy
Solve: ey + ey = ex .
dx
𝐞𝟐𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞 𝐱+𝐲 = +𝐜
𝟐
A differential equation of the form M(x, y)dx + N(x, y)dy = 0 is said to be Exact Differential
Equation if it can be derived from its primitive by direct differential without any further
transformation such as elimination etc.
𝛛𝐌 𝛛𝐍
The necessary and sufficient condition for differential equation to be exact is = .
𝛛𝐲 𝛛𝐱
Where first order continuous partial derivative of M and N must be exist at all points
of f(x, y).
INTEGRATING FACTOR:
A differential equation which is not exact can be made exact by multiplying it by a suitable
function of x and y. Such a function is known as Integrating Factor.
1 ∂M ∂N
(3) If ( − ) = f(x) (i. e. function of only x), then I. F. = e∫ f(x) dx
N ∂y ∂x
1 ∂N ∂M
(4) If ( − ) = g(y) (i. e. function of only y), then I. F. = e∫ g(y) dy
M ∂x ∂y
Further, Multiply I.F. to given differential equation. So, It will converted to Exact Differential
Equation.
Later on it can be solved same method as used for exact differential equation.
i.e.
H 1 Solve x 2 y dx − (x 3 + xy 2 )dy = 0 .
𝐱𝟐 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: − + 𝐥𝐨𝐠𝐲 = 𝐜
𝟐𝐲 𝟐
C 2 Solve: (x 2 y − 2xy 2 )dx − (x 3 − 3x 2 y)dy = 0 .
𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝟐 𝐥𝐨𝐠 𝐱 + 𝟑𝐥𝐨𝐠𝐲 = 𝐜
𝐲
T 3 Solve: (x 3 +y 3 ) dx − x y 2 dy = 0 .
𝐲𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 𝐱 − =𝐜
𝟑𝐱𝟑
C 4 Solve (x 4 + y 4 )dx − xy 3 dy = 0.
𝐲𝟒 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠𝐱 − 𝟒 = 𝐜
𝟒𝐱
H 5 Solve: (x + y)dx + (y − x)dy = 0 .
𝟏 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠(𝐱𝟐 + 𝐲 𝟐 ) + 𝐭𝐚𝐧−𝟏 ( ) = 𝐜
𝟐 𝐲
C 6 Solve: (x 2 y 2 + 2)ydx + (2 − x 2 y 2 )xdy = 0 .
𝐱 𝟏 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 − 𝟐 𝟐 = 𝟐𝐜
𝐲 𝐱 𝐲
T 7 Solve: y(1 + xy)dx + x(1 + xy + x 2 y 2 )dy = 0 .
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐 𝟐
+ − 𝐥𝐨𝐠𝐲 = 𝐜
𝟐𝐱 𝐲 𝐱𝐲
H 8 Solve: y(xy + 2x 2 y 2 )dx + x(xy − x 2 y 2 )dy = 0 .
𝟏 𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: − + 𝐥𝐨𝐠 = 𝟑𝐜
𝐱𝐲 𝐲
T 9 Solve: (x 2 +y 2 + x)dx + xydy = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑𝐱𝟒 + 𝟔𝐱𝟐 𝐲 𝟐 + 𝟒𝐱𝟑 = 𝟏𝟐𝐜
C 10 Solve: (x 2 +y 2 + 3)dx − 2xydy = 0 .
S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱𝟐 − 𝐲 𝟐 − 𝟑 = 𝐜𝐱
C 11 Solve: (3x 2 y 4 + 2xy) dx + (2x 3 y 3 − x 2 )dy = 0 .
𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱𝟑 𝐲 𝟐 + =𝐜
𝐲
A curve which cuts every member of a given family at right angles is a called an Orthogonal
Trajectory.
trajectories.
(4) Solve the differential equation to get the equation of the orthogonal trajectories.
trajectories.
(4) Solve the differential equation to get the equation of the orthogonal trajectories.
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
Many engineering problems such as Oscillatory phenomena, Bending of beams, etc. leads to
the formulation and solution of Linear Ordinary Differential equations of second and higher
order.
In this chapter we will study, the method of obtaining the solution of Linear Ordinary
Differential equations (homogeneous and nonhomogeneous) of second and higher order.
A linear differential equation with more than one order is known as Higher Order Linear
Differential Equation.
dn y dn−1 y dn−2 y
P0 + P1 + P2 + ⋯ + Pn y = R(x) … … … (A)
dx n dx n−1 dx n−2
dn y dn−1 y dn−2 y
a0 + a1 + a 2 + ⋯ + any = R(x) … … … (B)
dx n dx n−1 dx n−2
NOTATIONS:
d
Eq. (B) can be written in operator form by taking D ≡ as below,
dx
OR
NOTE:
AUXILIARY EQUATION:
i. e. a0 mn + a1 mn−1 + a2 mn−2 + ⋯ + an = 0
1
A particular integral of [f(D)]y = R(x) is y = R(x).
f(D)
G. S. = C. F + P. I. i.e. y(x) = yc + 𝑦𝑝
NOTE:
FORMULA:
3 − b3 = (a − b)(a2 + ab + b2 )
a(1) 3 + b3 = (a + b)(a2 − ab + b2 )
a(2)
a + b)3 = a3 + b3 + 3ab(a + b)
((3) a − b)3 = a3 − b3 − 3ab(a − b)
((4)
4) m = p ± iq epx cos qx , epx sin qx, y = epx (c1 cos qx + c2 sin qx)
C 1 Solve: y ′′ + y ′ − 2y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞−𝟐𝐱 + 𝐜𝟐 𝐞 𝐱
T 2 Solve: y ′′ − 9y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞𝟑𝐱 + 𝐜𝟐 𝐞−𝟑𝐱
H 3 Solve 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0
S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐞 𝐱 + 𝐜𝟐 𝐞𝟐𝐱 + 𝐜𝟑𝐞𝟑𝐱
H 4 Solve: y ′′ − 6y ′ + 9y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱) 𝐞3𝐱
C 5 Solve y ′′′ − 3y ′′ + 3y ′ − y = 0
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐 𝐱 + 𝐜𝟑 𝐱𝟐 ) 𝐞 𝐱
C 6 d4 y d2 y
Solve: − 18 + 81y = 0
dx 4 dx 2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐 𝐱)𝐞𝟑𝐱 + (𝐜𝟑 + 𝐜𝟒 𝐱)𝐞−𝟑𝐱
C 7 Solve: 16y ′′ − 8y ′ + 5y = 0 .
𝐱 𝐱 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞𝟒 (𝐜𝟏 𝐜𝐨𝐬 + 𝐜𝟐 𝐬𝐢𝐧 )
𝟐 𝟐
H 8 Solve: (D4 − 1)y = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞 −𝐱 + 𝐜𝟐 𝐞 𝐱 + (𝐜𝟑 𝐜𝐨𝐬𝐱 + 𝐜𝟒 𝐬𝐢𝐧𝐱)
C 9 Solve: y ′′′ − y = 0 .
𝟏 √𝟑 √𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐞 𝐱 + 𝐞−𝟐𝐱 (𝐜𝟐 𝐜𝐨𝐬 𝐱 + 𝐜𝟑 𝐬𝐢𝐧 𝐱)
𝟐 𝟐
GENERAL METHODS:
⟹ f( D ) y = R ( x )
1
∴ Particular Integral = yp = R ( x)
f(D)
1 1
P. I. = R ( x) = R ( x)
f(D) (D − m1 )(D − m2 ) … … … … . (D − mn )
1
R(x) = emn x ∫ R(x) e−mn xdx
D − mn
On operating with the first symbolic factor, beginning at the right, the particular integral will
have form
1
P. I. = emn x ∫ R(x) e−mn x dx
(D − m1 )(D − m2 ) … … … … . (D − mn−1 )
Then, on operating with the second and remaining factors in succession, taking them from
right to left, one can find the desired particular integral.
1 A1 A2 An
P. I. = R ( x) = ( + +⋯+ ) R ( x)
f( D ) D − m1 D − m2 D − mn
1 1 1
= A1 R ( x) + A 2 R ( x) + ⋯ + A n R ( x)
D − m1 D − m2 D − mn
1
Using R(x) = emn x ∫ R(x) e−mn xdx , we get
D−mn
P. I. = A1 em1 x ∫ R(x) e−m1 xdx + A 2 em2 x ∫ R(x) e−m2 xdx + ⋯ + A nemn x ∫ R(x) e−mn xdx
SHORTCUT METHOD:
R(x) = eax
1 ax 1 ax
P. I. = e = e , if f(a) ≠ 0
f(D) f(a)
1 x
If f(a) = 0 , P. I. = eax = eax , if f ′ (a) ≠ 0
f(D) f′ (a)
1 xn
In general, If f n−1 (a) = 0 , P. I. = eax = eax , if f n(a) ≠ 0
f(D) fn (a)
R(x) = sin(ax + b)
1 1
P. I. = 2
sin(ax + b) = sin(ax + b) , if f(−a2 ) ≠ 0
f(D ) f(−a2 )
1 x
If f(−a2 ) = 0 , P. I. = sin(ax + b) = sin(ax + b) , if f′(−a2 ) ≠ 0
f(D2 ) f′ (−a2 )
1 x2
If f ′ (−a2 ) = 0 , P. I. = sin(ax + b) = sin(ax + b) , if f"(−a2 ) ≠ 0 and so on …
f(D2) f"(−a2 )
R(x) = cos(ax + b)
1 1
P. I. = 2
cos(ax + b) = 2
cos(ax + b) , if f(−a2 ) ≠ 0
f(D ) f(−a )
1 x
If f(−a2 ) = 0 , P. I. = cos(ax + b) = cos(ax + b) , if f′(−a2 ) ≠ 0
f(D2 ) f′ (−a2)
1 x2
If f ′ (−a2 ) = 0 , P. I. = cos(ax + b) = cos(ax + b) , if f"(−a2 ) ≠ 0 and so on …
f(D2) f"(−a2 )
R ( x) = x m ; m > 0
NOTE:
1
(1) = (1 + 𝑥 )−1 = 1 − 𝑥 + 𝑥 2 − ⋯
1+𝑥
1
(2) = (1 − x)−1 = 1 + x + x 2 + ⋯
1−x
h1 h2 h3
(3) (1 + h)n = 1 + n ⋅ + n ⋅ (n − 1) ⋅ + n ⋅ (n − 1) ⋅ (n − 2) ⋅ +⋯
1! 2! 3!
1 ax 1
P. I. = e V(x) = eax V(x)
f( D ) f(D + a)
C 1 d2 y dy
Solve: 2 + − 12y = e6x .
dx dx
𝟏 𝟔𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏𝐞−𝟒𝐱 + 𝐜𝟐 𝐞𝟑𝐱 ) + 𝐞
𝟑𝟎
H 2 Solve y ′′ − 3y ′ + 2y = e3x
𝐞𝟑𝐱 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞𝟐𝐱 +
𝟐
H 3 Solve: (D2 − 2D + 1)y = 10ex .
S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱) 𝐞 𝐱 + 𝟓𝐱𝟐 𝐞 𝐱
H 4 d2 y dy
Solve: 2 + 2 − 35y = 12e5x .
dx dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞−𝟕𝐱 + 𝐜𝟐 𝐞𝟓𝐱 + 𝐱𝐞𝟓𝐱
T 5 Solve: (D3 − 7D + 6)y = e2x .
𝐱 𝟐𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞 𝐱 + 𝐜𝟐𝐞𝟐𝐱 + 𝐜𝟑 𝐞−𝟑𝐱 + 𝐞
𝟓
C 6 Solve: y ′′′ − 3y ′′ + 3y ′ − y = 4et .
𝟐 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐭 + 𝐜𝟑𝐭 𝟐 )𝐞𝐭 + 𝐭 𝟑 𝐞𝐭
𝟑
C 7 Solve: y ′′ − 6y ′ + 9y = 6e3x − 5 log 2 .
𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱) 𝐞𝟑𝐱 + 𝟑𝐱𝟐 𝐞𝟑𝐱 − 𝐥𝐨𝐠 𝟐
𝟗
C 8 Solve: (D2 − 49) y = sinh 3x .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞−𝟕𝐱 + 𝐜𝟐 𝐞𝟕𝐱 − 𝐬𝐢𝐧𝐡 𝟑𝐱
𝟒𝟎
H 9 d3 y
Find the complete solution of + 8y = cosh(2x) .
dx 3
𝐀𝐧𝐬𝐰𝐞𝐫: W – 15
𝟏 𝟐𝐱 𝐱 −𝟐𝐱
𝐲 = 𝐜𝟏 𝐞−𝟐𝐱 + 𝐞 𝐱 [𝐜𝟐 𝐜𝐨𝐬(√𝟑𝐱) + 𝐜𝟑 𝐬𝐢𝐧(√𝟑𝐱)] + 𝐞 + 𝐞
𝟑𝟐 𝟐𝟒
C 10 Solve: (D3 − 3D2 + 9D − 27)y = cos 3x .
𝐱 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞𝟑𝐱 + 𝐜𝟐 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟑 𝐬𝐢𝐧 𝟑𝐱 − (𝐜𝐨𝐬𝟑𝐱 + 𝐬𝐢𝐧𝟑𝐱)
𝟑𝟔
H 11 Solve (D2 + 9) y = cos4x
𝟏 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐜𝐨𝐬𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧𝟑𝐱 − 𝐜𝐨𝐬𝟒𝐱
𝟕
T 12 Find the steady state oscillation of the mass-spring system governed by the
equation y ′′ + 3y ′ + 2y = 20 cos 2t .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞−𝟐𝐭 + 𝐜𝟐𝐞 −𝐭 + 𝟑𝐬𝐢𝐧𝟐𝐭 − 𝐜𝐨𝐬𝟐𝐭
T 13 Solve: (D2 + 4)y = sin 2x , given that y = 0 and
dy
= 2 when x = 0.
dx
𝟗 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐬𝐢𝐧 𝟐𝐱 − 𝐜𝐨𝐬 𝟐𝐱
𝟖 𝟒
C 14 Solve: (D2 − 4D + 3) y = sin 3x cos 2x .
𝐬𝐢𝐧 𝐱 + 𝟐 𝐜𝐨𝐬 𝐱 𝟏𝟎 𝐜𝐨𝐬 𝟓𝐱 − 𝟏𝟏 𝐬𝐢𝐧 𝟓𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞 𝐱 + 𝐜𝟐𝐞𝟑𝐱 + +
𝟐𝟎 𝟖𝟖𝟒
H 15 Solve complementary differential equation
d2y
−
6dy
+ 9y = sin x cos 2x .
dx2 dx
𝐜𝐨𝐬 𝟑𝐱 𝟑 𝐜𝐨𝐬 𝐱 + 𝟒 𝐬𝐢𝐧 𝐱 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱)𝐞𝟑𝐱 + −
𝟑𝟔 𝟏𝟎𝟎
T 16 Solve: (D2 + 9)y = cos 3x + 2 sin 3x .
𝐱 𝐱 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱 − 𝐜𝐨𝐬𝟑𝐱 + 𝐬𝐢𝐧𝟑𝐱
𝟑 𝟔
C 17 Solve: y ′′ + 2y ′ + 3y = 2x 2 .
𝟐 𝟖 𝟒 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞−𝐱 (𝐜𝟏𝐜𝐨𝐬√𝟐𝐱 + 𝐜𝟐𝐬𝐢𝐧√𝟐𝐱) + ( 𝐱𝟐 − 𝐱 + )
𝟑 𝟗 𝟐𝟕
H 18 Solve: (D3 − D)y = x 3 .
𝐱𝟒 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐞𝐱 + 𝐜𝟐 𝐞−𝐱 + 𝐜𝟑 − − 𝟑𝐱𝟐
𝟒
H 19 Solve: (D3 − D2 − 6D)y = x 2 + 1 .
𝐱𝟑 𝐱𝟐 𝟐𝟓𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 + 𝐜𝟐 𝐞𝟑𝐱 + 𝐜𝟑 𝐞−𝟐𝐱 − + −
𝟏𝟖 𝟑𝟔 𝟏𝟎𝟖
T 20 Find the general solution of the following differential equation
d3 y dy
− 2 + 4y = ex cosx
dx 3 dx W – 17
𝐱 𝐞𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐞−𝟐𝐱 + 𝐞 𝐱 (𝐜𝟐𝐜𝐨𝐬𝐱 + 𝐜𝟑𝐬𝐢𝐧𝐱) + (𝟑 𝐬𝐢𝐧 𝐱 − 𝐜𝐨𝐬 𝐱)
𝟐𝟎
C 21 Solve: (D3 − D2 + 3D + 5)y = ex cos 3x .
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐞𝐱
𝐲 = 𝐜𝟏 𝐞−𝐱 + 𝐞 𝐱 (𝐜𝟐 𝐜𝐨𝐬 𝟐𝐱 + 𝐜𝟑 𝐬𝐢𝐧 𝟐𝐱) − (𝟑 𝐬𝐢𝐧 𝟑𝐱 + 𝟐 𝐜𝐨𝐬 𝟑𝐱)
𝟔𝟓
H 22 Solve: (D2 − 5D + 6) y = e2x sin 2x .
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞𝟑𝐱 + 𝐜𝟐 𝐞𝟐𝐱 + 𝐞𝟐𝐱 (− 𝐬𝐢𝐧 𝟐𝐱 + 𝐜𝐨𝐬 𝟐𝐱)
𝟓 𝟏𝟎
This method determines P.I. of f(D)y = R(x). In this method we will assume a trial solution
containing unknown constants, which will be obtained by substitution in f(D)y = R(x). The
trial solution depends upon R(x) (the RHS of the given equation f(D)y = R(x) .
R(x) = sin ax
2. YP = A sin ax + B cos ax
R(x) = cos ax
e.g. R(x) = cos 3x YP = A sin 3x + B cos 3x
C 1 Solve: y ′′ + 4y = 4 e2𝑥
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐜𝐨𝐬𝟐𝐱 + 𝐜𝟐𝐬𝐢𝐧𝟐𝐱 + 𝐞𝟐𝐱
𝟐
C 2 Solve: y ′′ + 4y = 2sin3x.
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐜𝐨𝐬𝟐𝐱 + 𝐜𝟐𝐬𝐢𝐧𝟐𝐱 − 𝐬𝐢𝐧𝟑𝐱
𝟓
C 3 Solve: y ′′ + 9𝑦 = 2x 2 .
𝟐 𝟒 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱 + 𝐱𝟐 −
𝟗 𝟖𝟏
DEFINITION: WRONSKIAN:
Wronskian of the n function y1 ,y2 , …,yn is defined and denoted by the determinant
y1 y2 yn
⋯
y1′ y2′ y′n
W(y1 , y2 , … yn) = | ⋮ ⋮ ⋱ ⋮ |
(𝑛−1) (𝑛−1) (𝑛−1)
y1 y2 ⋯ yn
THEOREM:
Consider, y ′′ + p(x) y ′ + q(x) y = R(x). Where p, q and R(x) are the functions of x.
The general solution of SECOND order differential equation by the method of variation of
parameters is
y ( x) = y c + y p
Where, yc = c1 y1 + c2 y2
R ( x) R ( x)
yp(x) = −y1 ∫ y2 dx + y2 ∫ y1 dx
W W
y1 y2
Note that, y1 and y2 are the solutions of y" + py′ + qy = 0, W = |y′ y′2 | ≠ 0.
1
Consider, y ′′′ + p(x) y ′′ + q(x) y ′ + s(x) y = R(x). Where p, q, s and R(x) are the functions
of x.
The general solution of THIRD order differential equation by the method of variation of
parameters is
y ( x) = y c + y p
Note that,
R ( x)
A(x) = ∫(y2 y3′ − y3 y2′ ) dx
W
R ( x)
B(x) = ∫(y3 y1′ − y1 y3′ ) dx
W
R ( x)
C(x) = ∫(y1 y2′ − y2 y1′ ) dx
W
y1 y2 y3
′
Also, W = | y1 y2′ y3′ | ≠ 0 .
y1′′ y2′′ y3′′
C 1 e2x
Solve: (D2 − 4D + 4) y =
x5
𝟏 𝐞𝟐𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐 𝐱)𝐞𝟐𝐱 +
𝟏𝟐 𝐱𝟑
H 2 Solve: y ′′ − 3y ′ + 2y = ex
W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏𝐞𝟐𝐱 + 𝐜𝟐 𝐞 𝐱 ) − 𝐞 𝐱 − 𝐱𝐞 𝐱
of variation of parameters.
W – 17
𝐱 𝐜𝐨𝐬 𝐱 𝐜𝐨𝐬 𝐱 𝐬𝐢𝐧 𝟐𝐱 𝐜𝐨𝐬 𝐱 𝐜𝐨𝐬 𝟐𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱 − + −
𝟐 𝟒 𝟒
C 14 d3 y dy
Solve: + = cosecx
dx 3 dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 + 𝐜𝟐 𝐜𝐨𝐬𝐚𝐱 + 𝐜𝟑 𝐬𝐢𝐧𝐚𝐱 + 𝐥𝐨𝐠(𝐜𝐨𝐬𝐞𝐜 𝐱 − 𝐜𝐨𝐭 𝐱)
− 𝐜𝐨𝐬 𝐱 (𝐥𝐨𝐠 𝐬𝐢𝐧 𝐱) − 𝐱 𝐬𝐢𝐧 𝐱
dn y dn−1 y dn−2 y dy
xn n
+ a1 x n−1
n−2
+ a 2 x n−2
n−2
+ ⋯ + an−1 x + any = R(x)
dx dx dx dx
To reduce the above Cauchy – Euler Equation into a linear equation with constant
coefficients, we use the transformation x = ez so that z = logx.
dz 1
Now, z = log x ⟹ =
dx x
dy dy dz
Now, =
dx dz dx
dy 1 dy
⟹ =
dx x dz
dy dy d
⟹x = = D y, where D =
dx dz dz
d2y d3y
Similarly, x 2 = D (D − 1)y & x 3 = D(D − 1)(D − 2)y
dx2 dx3
This is a linear equation with constant coefficients, which can be solved by the methods
discussed earlier.
d2y dy
Step-1 Convert given D.E. into + P ( x) + Q(x)y = 0 and find P(x) & Q(x).
dx2 dx
Step-2 Find U.
1 − ∫ P dx
U= e
y12
Step-3 Find V.
V = ∫ U dx
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
There are some linear differential equations which do not come in this category. In such
cases we have to find a convergent power series arranged according to powers of the
independent variable, which will approximately express the value of the dependent
variables.
We devote an entire Unit-4 to two standard methods of solution and their applications:
Power Series Method and Frobenius Method (an extension of Power Series method).
Before actually proceeding to solve linear ordinary differential equations with polynomial
coefficient, we will look at some of the basic concepts which require for their study.
∑ ak (x − x 0 )k = a0 + a1 (x − x 0 ) + a2 (x − x 0 )2 + ⋯
k=0
d2y dy
Let P0 (x) + P1 (x) + P2 (x)y = 0 be the given differential equation with variable co-
dx2 dx
efficient.
Dividing by P0 (x),
d2 y P1 (x) dy P2 (x)
+ + y=0.
dx 2 P0 (x) dx P0 (x)
P1(x) P2(x)
Let, P(x) = & Q ( x) =
P0(x) P0(x)
d2 y dy
∴ 2 + P ( x ) + Q ( x) y = 0 .
dx dx
A point x 0 is called an ordinary point of the differential equation if the functions P(x) and
Q(x) both are analytic at x 0 .
If at least one of the functions P(x) or Q(x) is not analytic at x 0 then x 0 is called a singular
point.
A singular point x 0 is called regular singular point if both (x − x 0 )P(x) and (x − x 0 )2 Q(x) are
analytic at x 0 otherwise it is called an irregular singular point.
d2 y dy
A power series solution of a differential equation P0 (x) + P1 (x) + P2 (x)y = 0 at an
dx2 dx
𝑑2 𝑦
⟹ 𝑦 ′′ = = 2a2 + 6a3 x + 12a4 x 2 + 20a5 x 3 + ⋯
𝑑𝑥 2
dy d2y
Step-2: Substitute the expressions of y, , and in the given differential equation.
dx dx2
Step-3: Equate to zero the co-efficient of various powers of x and find a2 , a3 , a4 … etc. in terms
of a0 and a1 .
H 1 y ′ + 2xy = 0 .
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 − 𝐚𝟎 𝐱𝟐 + 𝐚𝟎 𝐱𝟒 − 𝐚𝟎 𝐱𝟔 + ⋯
𝟐 𝟔
H 2 y′′ + y = 0 .
𝟏 𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐚𝟎 𝐱𝟐 − 𝐚𝟏 𝐱𝟑 + 𝐚𝟎 𝐱𝟒 + 𝐚 𝐱𝟓 + ⋯
𝟐 𝟔 𝟐𝟒 𝟏𝟐𝟎 𝟏
C 3 y ′′ + xy = 0 in powers of x.
𝟏 𝟏 𝟏 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐚𝟎 𝐱𝟑 − 𝐚𝟏 𝐱𝟒 + 𝐚 𝐱𝟔 + ⋯ S – 16
𝟔 𝟏𝟐 𝟏𝟖𝟎 𝟎
T 4 y ′′ + x 2 y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫
𝟏 𝟏 𝟏 𝟏
𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐚𝟎 𝐱𝟒 − 𝐚𝟏 𝐱𝟓 + 𝐚𝟎 𝐱𝟖 + 𝐚 𝐱𝟗 + ⋯
𝟏𝟐 𝟐𝟎 𝟔𝟕𝟐 𝟏𝟒𝟒𝟎 𝟏
H 5 y′′ = y′ .
𝟏 𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 + 𝐚𝟏 𝐱𝟐 + 𝐚𝟏 𝐱𝟑 + 𝐚𝟏 𝐱𝟒 + 𝐚 𝐱𝟓 + ⋯
𝟐 𝟔 𝟐𝟒 𝟏𝟐𝟎 𝟏
C 6 Find the power series solution about x = 0 of y” + xy ′ + x 2 y = 0.
𝟏 𝟒 𝟏 𝟔 𝟏 𝟏 𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 {𝟏 − 𝐱 + 𝐱 + ⋯ } + 𝐚𝟏 {𝐱 − 𝐱𝟑 − 𝐱 +⋯}
𝟏𝟐 𝟗𝟎 𝟔 𝟒𝟎
H 7 y ′′ − 2xy ′ + 2py = 0.
(𝟏 − 𝐩) 𝐩 (𝟐 − 𝐩)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐩 𝐚𝟎 𝐱𝟐 + 𝐚𝟏 𝐱𝟑 − 𝐚𝟎 𝐱𝟒
𝟑 𝟔
(𝟏 − 𝐩) (𝟑 − 𝐩)
+ 𝐚𝟏 𝐱𝟓 + ⋯
𝟑𝟎
T 8 (1 − x 2 )y ′′ − 2xy ′ + 2y = 0.
𝟏 𝟏 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐚𝟎 𝐱𝟐 − 𝐚𝟎 𝐱𝟒 − 𝐚𝟎 𝐱𝟔 + ⋯
𝟑 𝟓
C 9 d2 y dy
2
(1 − x 2 ) − x + py = 0.
dx dx
𝐩 (𝟏 − 𝐩) 𝐩(𝟒 − 𝐩)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐚𝟎 𝐱𝟐 + 𝐚𝟏 𝐱𝟑 − 𝐚𝟎 𝐱𝟒
𝟐 𝟔 𝟐𝟒
(𝟗 − 𝐩)(𝟏 − 𝐩)
+ 𝐚𝟏 𝐱𝟓 + ⋯
𝟏𝟐𝟎
C 10 (1 + x 2 )y ′′ + xy ′ − 9y = 0.
𝟗 𝟒 𝟏𝟓 𝟕 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 + 𝐚𝟎 𝐱𝟐 + 𝐚𝟏 𝐱𝟑 + 𝐚𝟎 𝐱𝟒 − 𝐚 𝐱𝟔 + ⋯
𝟐 𝟑 𝟖 𝟏𝟔 𝟎
H 11 (x 2 + 1)y ′′ + xy ′ − xy = 0 near x = 0.
𝐱𝟑 𝐱𝟑 𝐚𝟏 𝟑 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 + 𝐚𝟎 − 𝐚𝟏 + ( ) 𝐱𝟒 − ( ) 𝐚𝟎 𝐱𝟓 +..
𝟔 𝟔 𝟏𝟐 𝟒𝟎
H 12 (x − 2)y ′′ − x 2 y ′ + 9y = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫:
W – 15
𝟗 𝐱𝟐 𝟗 𝐱𝟑 𝟗𝟎 𝐱𝟒 𝟏𝟖 𝐱𝟑 𝟏𝟒 𝐱𝟒
𝐲 = 𝐚𝟎 (𝟏 + + + + ⋯ ) + 𝐚𝟏 (𝐱 + + + ⋯)
𝟒 𝟐𝟒 𝟒 𝟐𝟒 𝟒
H 13 (1 − x 2 )y" − 2xy′ + 2y = 0 .
𝐚𝟎 𝟒 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 + 𝐚𝟏 𝐱 − 𝐚𝟎 𝐱𝟐 − 𝐱 +⋯
𝟑
FROBENIUS METHOD:
Frobenius Method is used to find a series solution of a differential equation near regular
singular point.
dy ∞
⟹ = ∑ (m + k)ak(x − x 0 )m+k−1
dx k=0
d2 y ∞
⟹ 2 = ∑ (m + k)(m + k − 1) ak(x − x 0 )m+k−2
dx k=0
dy d2 y
Step-2: Substitute the expressions of y , , and in the given differential equation.
dx dx2
Step-3: Equate to zero the co-efficient of least power term in (x − x 0 ) , which gives a
quadratic equation in m, called Indicial equation.
The format of the series solution depends on the type of roots of the indicial equation.
dy1
o In terms of a0 and the variable m. The general solution is y = c1 (y1 )m + c2 ( )
dm m
o One of the co-efficient of the series becomes indeterminate for the smaller root m1
and hence the solution for m1 contains two arbitrary constants. In this case, we will
not find solution corresponding to m2 .
o Some of the co-efficient of the series becomes infinite for the smaller root m1 ,then
it is required to modify the series by replacing a0 by a0 (m + m1 ). The two linearly
independent solutions are obtained by substituting m = m1 in the modified form of
dy
the series for y and in obtained from this modified form.
dm
C 1 d2 y dy
4x + 2 + y = 0.
dx 2 dx
𝐱 𝐱𝟐 𝐱 𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐚𝟎 (𝟏 − + − ⋯ ) + 𝐜𝟐𝐚𝟎 √𝐱 (𝟏 − + −⋯)
𝟐 𝟐𝟒 𝟔 𝟏𝟐𝟎
T 2 xy ′′ + y ′ − y = 0 .
𝐱𝟐 𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝒚 = 𝐜𝟏 𝐚𝟎 (𝟏 + 𝐱 + + ⋯ ) + 𝐜𝟐 𝐚𝟎 𝐥𝐨𝐠 𝐱 (𝟏 + 𝐱 + + ⋯ )
𝟒 𝟒
𝟑 𝟐
−𝟐𝐜𝟐𝐚𝟎 (𝐱 + 𝐱 +⋯)
𝟖
H 3 (x 2 − x)y ′′ − xy ′ + y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐜𝟎 𝐱 + 𝐜𝟐 𝐜𝟎(𝐱 𝐥𝐨𝐠 𝐱 + 𝟏 − 𝟑𝐱)
H 4 2x 2 y ′′ + xy ′ + (x 2 − 1)y = 0
𝐱𝟐 𝐱𝟒 𝟏 𝐱𝟐 𝐱𝟒 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐱 (𝟏 − + − ⋯ ) + 𝐜𝟐 (𝟏 + + +⋯)
𝟏𝟒 𝟔𝟏𝟔 √𝐱 𝟐 𝟒𝟎
C 5 d2 y dy
3x 2
+2 +y=0
dx dx
𝟏
W – 17
𝟏 𝟑 𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐚𝟎 (𝟏 + 𝐱 + 𝐱𝟐 + ⋯ ) + 𝐜𝟐𝐚𝟎 𝐱 𝟑 (𝟏 − 𝐱 + 𝐱𝟐 − ⋯ )
𝟖 𝟖 𝟏𝟏𝟐
T 6 8x 2 y ′′ + 10xy ′ − (1 + x)y = 0
𝐀𝐧𝐬𝐰𝐞𝐫:
S – 18
𝟏 𝟏 𝟏 𝟐 𝐜𝟐 𝐚𝟎 𝟏 𝟏 𝟐
𝐲= 𝐜𝟏 𝐚𝟎 𝐱 𝟒 (𝟏 + 𝐱+ 𝐱 + ⋯ ) + 𝟐 (𝟏 + 𝐱 + 𝐱 + ⋯)
𝟏𝟒 𝟔𝟏𝟔 𝐱 𝟐 𝟒𝟎
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
The word Transform itself indicates about the conversion of one form to another form. The
Laplace transforms is a versatile tool for solving differential equations as it transforms
differential equations to algebraic equations and algebraic equations are comparatively
easier to solve.
By using Laplace transform we can find particular solution of a differential equation without
determining the general solution. Laplace useful to finding solution of the problems related
with mechanical or electrical driving force which has discontinuities, impulsive or
complicated periodic functions. Also we can find solutions of a system of ODE, PDE and
integral equations.
In this unit, we will first develop the concept of Laplace transform through definition,
properties and theorems. Then we will study about the solution of some differential
equation(s).
Let f(t) be a given function defined for all t ≥ 0, then the Laplace transform of f(t) is denoted
by ℒ {f(t)} or f(̅ s) or F(S), and is defined as
∞
𝓛{𝐟(𝐭)} = ∫ 𝐞−𝐬𝐭𝐟(𝐭)𝐝𝐭 , provided the integral exist.
𝟎
∞
ℒ {α ∙ f(t) + β ∙ g(t)} = ∫ e−st [α ∙ f(t) + β ∙ g(t)] dt
0
∞ ∞
= ∫ e−st ∙ α ∙ f(t) dt + ∫ e−st ∙ β ∙ g(t) dt
0 0
= α ∙ ℒ {f(t)} + β ∙ ℒ {g(t)}
𝟏 𝐬
Change of Scale of Laplace transform: If 𝓛{𝐟(𝐭)} = 𝐅(𝐬), then 𝓛{𝐟(𝐛𝐭)} = 𝐅 ( ).
𝐛 𝐛
∞
Proof: By definition, ℒ {f(bt)} = ∫0 e−st f(bt) dt
du
Take bt = u then dt = then by above, we have
b
∞ su du
ℒ {f(bt)} = ∫ e− b f(u)
0 b
1 ∞ −( s )u
= ∫ e b f(u) du
b 0
1 s
= F( )
b b
1 s
Thus, ℒ{f(bt)} = F( ).
b b
𝐬
Example: 𝐈𝐟 𝓛{𝐟(𝐭)} = , 𝐟𝐢𝐧𝐝 𝓛{𝐟(𝟐𝐭)}.
𝐬𝟐 +𝐤 𝟐
s
1 (2 ) s
Solution: ℒ {f(2t)} = 2 =
2 ( s ) +k2 s2+4k2
2
∞
Proof: By definition, L{f(t)} = ∫0 e−st f(t) dt
∞
ℒ {tn} = ∫ e−st tn dt
0
1 ∞
= ∫ e−x x n dx
sn+1 0
1 ∞
⟹ ℒ {t n } = n 1 ( ∵ By definition of Gamma function n = ∫0 e−x x n−1 dx )
sn+1
n!
⟹ ℒ {t n } =
sn+1
𝟏
(2). 𝓛{𝟏} = .
𝐬
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−st f(t) dt
∞
∞ e−st 0−1 1
ℒ {1} = ∫ e−st dt =[ ] = =
0 −s 0 −s s
𝟏
(3). 𝓛{𝐞𝐚𝐭 } = , 𝐬 > 𝐚 (S – 15)
𝐬−𝐚
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−st f(t) dt
∞
ℒ {eat } = ∫ e−st eat dt
0
∞
∞ e−(s−a)t
= ∫ e−(s−a)t dt = [ ]
0 −(s − a) 0
0−1
=[ ] [When t ⟶ ∞ ⟹ e−(s−a)t ⟶ 0 (∵ s > a ⇒ s − a > 0) ]
−(s − a)
1
⟹ ℒ{eat } =
s−a
𝟏
(4). 𝓛{𝐞−𝐚𝐭 } = , 𝐬 > −𝐚 (W – 14)
𝐬+𝐚
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−st f(t) dt
∞
ℒ {e−at } = ∫ e−st e−at dt
0
∞
= ∫ e−(s+a)t dt
0
∞
e−(s+a)t
=[ ]
−(s + a) 0
0−1
=[ ] [When t ⟶ ∞ ⟹ e−(s+a)t ⟶ 0(∵ s > −a ⟹ s + a > 0)]
−(s + a)
1
=
s+a
1
⟹ ℒ{e−at} =
s+a
𝐚
(5). 𝓛{𝐬𝐢𝐧 𝐚𝐭} = , 𝐬 > 𝟎 and 𝐚 is a constant.
𝐬𝟐 +𝐚𝟐
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−st f(t) dt
∞
ℒ {sin at} = ∫ e−st sin at dt
0
∞
e−st
=[ 2 (−s sin at − a cos at)]
s + a2 0
1
=0− (−a) [When t ⟶ ∞ ⟹ e−st ⟶ 0(∵ s > 0)]
s2 + a2
a
⟹ ℒ{sin at} =
s2 + a2
𝐬
(6). 𝓛{𝐜𝐨𝐬 𝐚𝐭} = , 𝐬 > 𝟎 and 𝐚 is a constant.
𝐬𝟐 +𝐚𝟐
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−st f(t) dt
∞
ℒ {cos at} = ∫ e−st cos at dt
0
∞
e−st
=[ 2 (−s cos at + a sin at)]
s + a2 0
1
=0− (−s) [When t ⟶ ∞ ⟹ e−st ⟶ 0 (∵ s > 0)]
s2 + a2
s
⟹ ℒ{cos at} =
s2 + a2
𝐚
(7). 𝓛{𝐬𝐢𝐧𝐡 𝐚𝐭} = , 𝐬 𝟐 > 𝐚𝟐 𝐨𝐫 (𝐬 > |𝐚|) (S – 15)
𝐬𝟐−𝐚𝟐
eat − e−at
Proof: ℒ{sinh at} = ℒ { }
2
1
= [ℒ{eat } − ℒ{e−at}]
2
1 1 1 1 s+a−s+a
= [ − ]= [ ]
2 s−a s+a 2 s2 − a2
a
⟹ ℒ{sinh at} =
s2 − a2
𝐬
(8). 𝓛{𝐜𝐨𝐬𝐡 𝐚𝐭} = , 𝐬 𝟐 > 𝐚𝟐 𝐨𝐫 (𝐬 > |𝐚|)
𝐬𝟐−𝐚𝟐
eat + e−at
Proof: L{cosh at} = ℒ { }
2
1
= [ℒ {eat} + ℒ {e−at }]
2
1 1 1 1 s+a+s−a
= [ + ]= [ ]
2 s−a s+a 2 s2 − a2
s
⟹ ℒ{cosh at} =
s2 − a2
H 1 0 ; 0≤t<3
Find the Laplace transform of f(t) = { .
4 ; t≥3
𝟒𝐞−𝟑𝐬
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬
C 2 t+1 ; 0≤ t≤2
Given that f(t) = { . Find ℒ{f(t)}.
3 ; t≥2
−𝐞−𝟐𝐬 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: + + 𝟐
𝐬𝟐 𝐬 𝐬
H 3 et ; 0 < t < 1
Find the Laplace transformation of f(x) = { .
0 ; t>1
𝐞𝟏−𝐬 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝟏−𝐬 𝟏−𝐬
C 4 0 ;0 < t < π
Find the Laplace transform of f(t) = { .
sin t ; t>π
S – 15
−𝐞−𝛑𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐
𝐬 +𝟏
H 5 cost 0<t<π
Find the Laplace transform of f(t) = { .
sint t>π
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐 (𝐞−𝛑𝐬 (𝐬 − 𝟏) + 𝐬)
𝐬 +𝟏
C 1 1
Find the Laplace transform of t3 + e−3t + t 2 .
𝟑! 𝟏 √𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟒
+ + 𝟑
𝐬 𝐬 + 𝟑 𝟐𝐬 𝟐
H 2 t 4
Find the Laplace transform of sin + 2t + t 3 .
2
𝟐 𝟏 𝟒 1/ 3
𝐀𝐧𝐬𝐰𝐞𝐫: + + 𝟕
(𝟒𝐬 𝟐 + 𝟏) 𝐬 − 𝐥𝐨𝐠 𝟐 𝟗𝐬 𝟑
H 3 Find the Laplace transform of t5 + e−100t + cos 5t.
𝟓! 𝟏 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟔
+ + 𝟐
𝐬 𝐬 + 𝟏𝟎𝟎 𝐬 + 𝟐𝟓
C 4 Find the Laplace transform of 100t + 2t10 + sin 10t.
𝟏 𝟐 ∙ 𝟏𝟎 ! 𝟏𝟎
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝟏𝟏
+ 𝟐
𝐬 − 𝐥𝐨𝐠 𝐞 𝟏𝟎𝟎 𝐬 𝐬 + 𝟏𝟎𝟎
C 5 Find the Laplace transformation of f(t) = cosh2 3t .
𝟏 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: +
𝟐𝐬 𝟐(𝐬 𝟐 − 𝟑𝟔)
H 6 Find ℒ[(2t − 1) 2 ].
𝟖 𝟒 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑
− 𝟐+
𝐬 𝐬 𝐬
C 7 Find the Laplace transformation (i) sin(ωt + α) (ii)cos(ωt + b)
𝐀𝐧𝐬𝐰𝐞𝐫:
𝛚 𝐬
(𝐢) 𝐜𝐨𝐬𝛂 + 𝐬𝐢𝐧𝛂
𝐬 𝟐 + 𝛚𝟐 𝐬 𝟐 + 𝛚𝟐
𝐬 𝛚
(𝐢𝐢)𝐜𝐨𝐬𝐛 𝟐 − 𝐬𝐢𝐧𝐛
𝐬 + 𝛚𝟐 𝐬 𝟐 + 𝛚𝟐
C 8 Find ℒ{sin 2t cos 2t}.
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬 𝟐 + 𝟏𝟔
H 9 Find ℒ{sin 2t sin 3t}.
𝟏 𝐬 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: [ 𝟐 − 𝟐 ]
𝟐 𝐬 + 𝟏 𝐬 + 𝟐𝟓
C 10 Find Laplace transform of cos2 (at)
𝐬 𝟐 + 𝟐𝐚𝟐
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬(𝐬 𝟐 + 𝟒𝐚𝟐)
C 11 Find the Laplace transform of sin2 3t.
𝟏𝟖 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬(𝐬 𝟐 + 𝟑𝟔)
H 12 Find the Laplace transform of cos2 2t.
𝐬𝟐 + 𝟖
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬(𝐬 𝟐 + 𝟏𝟔)
H 13 Find ℒ{cos2 t}.
𝐬𝟐 + 𝟐 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬 (𝐬 𝟐 + 𝟒)
H 14 Find Laplace transform of sin3 (at) .
𝟔𝐚𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐
(𝐬 + 𝐚𝟐)(𝐬 𝟐 + 𝟗𝐚𝟐 )
C 15 Find the Laplace transform of (i)sin3 2t (ii) cos3 2t.
𝟒𝟖 𝐬 𝟑 + 𝟐𝟖𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐢) (𝐢𝐢)
(𝐬 𝟐 + 𝟒)(𝐬 𝟐 + 𝟑𝟔) (𝐬 𝟐 + 𝟒)(𝐬 𝟐 + 𝟑𝟔)
H 16 Compute ℒ {cos t cos 2t cos 3t} .
𝟏 𝐬 𝐬 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝟐
+ 𝟐
+ 𝟐
𝟒𝐬 𝟒(𝐬 + 𝟑𝟔) 𝟒(𝐬 + 𝟏𝟔) 𝟒(𝐬 + 𝟒)
∞
= ∫ e−(s−a)t f(t) dt
0
T 1 s
Find ℒ(e−3tf(t)), if ℒ(f(t)) = .
(s − 3)2
(𝐬 + 𝟑)
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬𝟐
H 2 Find ℒ(e−3tt 3⁄2 ) .
𝟑√𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟓
𝟒(𝐬 + 𝟑)𝟐
C 3 By using first shifting theorem, obtain the value of ℒ {(t + 1) 2 et }.
𝟐 𝟐 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑
+ 𝟐
+
(𝐬 − 𝟏) (𝐬 − 𝟏) 𝐬−𝟏
C 4 Find ℒ(e2t sin 3𝑡) .
𝟑 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝒔 − 𝟐)𝟐 + 𝟗
H 5 Obtain Laplace transform of e2t sin2 t
𝟏 𝟏 𝐬−𝟐 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: [ − 𝟐 ]
𝟐 𝐬 − 𝟐 𝐬 − 𝟒𝐬 + 𝟖
C 6 Find Laplace transform of e−2t (sin4t + t2 ).
𝟒 𝟐 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: ( 𝟐 + )
𝐬 + 𝟒𝐬 + 𝟐𝟎 (𝐬 + 𝟐)𝟑
dn
Statement: Ifℒ {f(t)} = F(s), then show that ℒ {tn f(t)} = (−1)n F(s) ; n = 1,2,3, …
dsn
∞
Proof: By definition, F(s) = ∫0 e−st f(t) dt
dn dn ∞ −st
⟹ F ( s) = ∫ e f (t) dt
dsn dsn 0
∞ ∂n −st
=∫ [ e ] f(t) dt
0 ∂sn
∞ ∂ n−1 −st
= ∫ (−1)(t) n−1 e f(t) dt
0 ∂s
∞ ∂ n−2 −st
= ∫ (−1)2 (t)2 e f (t) dt
0 ∂sn−2
dn
Thus, ℒ {tn f(t)} = (−1)n F(s), n = 1,2,3, …
dsn
∞
Proof: By definition, F(s) = ∫0 e−st f(t) dt
∞ ∞
= ∫ ∫ e−st f(t) ds dt
0 s
∞ ∞
= ∫ (∫ e−stds) f(t) dt
0 s
∞
e−st
∞
=∫ ( ) f(t) dt
0 −t s
∞ 0 − e−st
=∫ ( ) f(t) dt
0 −t
∞ f(t) f(t)
= ∫ e−st [ ] dt = ℒ { }
0 t t
f(t) ∞
Thus, ℒ { } = ∫ F(s)ds .
t s
C 1 sin ωt
Find ℒ { }.
t
𝛑 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐭𝐚𝐧−𝟏 ( )
𝟐 𝛚
H 2 sin 2t
Find ℒ { }.
t
𝛑 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐭𝐚𝐧−𝟏 ( )
𝟐 𝟐
C 3 sin t
Find ℒ {et }.
t
𝐀𝐧𝐬𝐰𝐞𝐫: (𝛑/𝟐) − 𝐭𝐚𝐧−𝟏(𝐬 − 𝟏)
H 4 cos3t
Find ℒ { }.
t W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: ∞
C 5 1 − et
Find ℒ { }.
t
𝐬−𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 ( )
𝐬
H 6 e−bt − e−at
Find ℒ ( ).
t
𝐬+𝐚
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 ( )
𝐬+𝐛
C 7 1 − cos 2t
Find the Laplace transform of .
t
√𝐬 𝟐 + 𝟒 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 ( )
𝐬
H 8 1 − cos t
Find the Laplace transform of .
t
√𝐬 𝟐 + 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 ( )
𝐬
T 9 cos at − cos bt
Find the Laplace transform of .
t
S – 16
𝐬 𝟐 + 𝐛𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 √
𝐬 𝟐 + 𝐚𝟐
T 10 sin2 t
Find the Laplace transformation of f(t) = .
t2
𝟏 𝐬𝟐 + 𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 ( 𝟐 )
𝟐 𝐬
𝐭
Statement: If 𝐋{𝐟(𝐭)} = 𝐅(𝐬), then 𝓛 {∫𝟎 𝐟(𝐭) 𝐝𝐭} =
𝐅(𝐬)
𝐬
.
t ∞ t
Proof: By definition ℒ (∫0 f(u) du) = ∫0 e−st {∫0 f(u) du} dt,
t
Suppose that U = ∫0 f(u) du then we have,
∞
ℒ (U) = ∫ e−st U dt
0
∞
e−st dU e−st
= [U ∙ ( )−∫{ ∙( )} dt] (By Integration by parts)
−s dt −s 0
∞ ∞
e−st dU e−st
= [U ( )] − ∫ { ( )} dt … … … … [1]
−s 0 dt −s
0
t
𝐈𝐧 𝐟𝐢𝐫𝐬𝐭 𝐬𝐭𝐞𝐩, when t → ∞ then e−st → 0 and t → 0 then U = ∫0 f(u) du → 0 .
dU d t
𝐈𝐧 𝐬𝐞𝐜𝐨𝐧𝐝 𝐬𝐭𝐞𝐩, By Fundamental Theorem of Calculus, = {∫0 f(u) du} = f(t)
dt dt
1 ∞
ℒ (U) = 0 − ∫ e−st f(t) dt
s 0
t
1
Thus, ℒ {∫ f(t) dt} = F(s).
s
0
Remark:
t t 1
Similarly, we can prove that ∫ ∫ f(t) dt dt = F(S).
0 0 s2
H 1 t
Find ℒ {∫ e−x cos x dx} .
0
𝐬+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬[(𝐬 + 𝟏)𝟐 + 𝟏]
H 2 t t
Find ℒ {∫ ∫ sin au du du} .
0 0
𝟏 𝐚
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬 (𝐬 + 𝐚𝟐)
𝟐 𝟐
C 3 t
(𝐬 + 𝟏)𝟐 − 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬[(𝐬 + 𝟏)𝟐 + 𝟏]𝟐
C 6 t
et sint
Find the Laplace transformation of f(t) = ∫ dt .
t
0 W – 16
𝐜𝐨𝐭 −𝟏 (𝐬 − 𝟏)
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬
∞
C 7
Evaluate: ∫ e−2t t cos t dt .
0
𝟑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐𝟓
T 8 ∞ t
sin u
Evaluate: ∫ e−t (∫ du) dt .
u
0 0
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟒
Statement: The Laplace transform of a piecewise continuous periodic function 𝐟(𝐭) having
period "𝐩" is
1 p
F(s) = ℒ {f(t)} = −ps
∫ e−stf(t)dt , Where s > 0.
1−e 0
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−stf(t) dt
p ∞
ℒ {f(t)} = ∫ e−stf(t) dt + ∫ e−stf (t) dt … … … (A)
0 p
∞
Now, ∫ e−stf(t) dt
p Let, t = u + p ⟹ dt = du
∞
When t ⟶ p ⟹ u ⟶ 0
= ∫ e−s(u+p) f(u + p) du
0
t ⟶ ∞ ⟹ u ⟶ ∞.
Since f(u) is Periodic. i. e. f(u) = f(u + p)
∞
= ∫ e−s(u+p) f(u) du
0
∞
= e−sp ∫ e−su f(u) du = e−spF(s)
0
By eqn. …(A)
p ∞
ℒ {f(t)} = ∫ e−stf(t) dt + ∫ e−stf (t) dt
0 p
p
⟹ F(s) = ∫ e−stf(t) dt + e−spF(s)
0
p
⟹ (1 − e−sp)F(s) = ∫ e−stf(t) dt
0
1 p
⟹ F(s) = ∫ e−stf(t) dt
1 − e−sp 0
1 p
Thus, ℒ {f(t)} = ∫ e−stf (t)dt ; Where s > 0
1 − e−sp 0
H 1 1 ;0 ≤ t < a
Find the Laplace transformation of f(t) = { and f (t) is
−1 ; a < t < 2a
a period of 2a.
𝟏 𝐚𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐭𝐚𝐧𝐡 ( )
𝐬 𝟐
H 2 Find the Laplace transform of the periodic function defined by
t
f(t) = , 0 < t < 3, f (t + 3) = f(t).
2
𝟏 𝟑𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: [𝟏 − ]
𝟐𝐬 𝟐 𝐞𝟑𝐬 − 𝟏
C 3 Find the Laplace transform of the periodic function
3t ; 0≤t<2
f(t) = {
6 ; 2<t<4
𝟏 𝟑 𝟑𝐞−𝟐𝐬 𝟔𝐞−𝟒𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: [ − − ]
𝟏 − 𝐞 −𝟒𝐬 𝐬 𝟐 𝐬𝟐 𝐬
C 4 Find the Laplace transformation of the periodic function of the waveform
2t
f(t) = , 0 < t < 3 ; if f(t) = f (t + 3) .
3 W – 17
𝟐 𝟐𝐞−𝟑𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝟑𝐬 𝟐 𝐬(𝟏 − 𝐞−𝟑𝐬 )
T 5 t
Find the Laplace transformation of f(t) = , 0 < t < T ; if f(t) = f(t + T).
T
𝟏 𝐞−𝐓𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝐓𝐬 𝟐 𝐬(𝟏 − 𝐞−𝐓𝐬)
H 6 Find the Laplace transformation of f(t) = t2 , 0 < t < 2 if f(t) = f(t + 2).
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: (𝟐 − 𝟐𝐞 −𝟐𝐬 − 𝟒𝐬𝐞−𝟐𝐬 − 𝟒𝐬 𝟐𝐞−𝟐𝐬 )
(𝟏 − 𝐞−𝟐𝐬)𝐬 𝟑
H 7 t ; 0<t<a
Find the Laplace transformation of f t =
( ) {
2a − t ; a < t < 2a
if f(t) = f(t + 2a) .
𝐚𝐬
𝐭𝐚𝐧𝐡 ( )
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐
𝐬𝟐
C 8 Find the Laplace transform of the half wave rectifier
π
sin ωt , 0 < t <
ω 2π
f(t) = { and f(t) = f (t + ).
π 2π ω
0, <t<
ω ω
𝛚
𝐀𝐧𝐬𝐰𝐞𝐫: −𝛑𝐬⁄
((𝐬 𝟐 + 𝛚𝟐)(𝟏 − 𝐞 𝛚))
∞
Proof: By definition, ℒ {f(t)} = ∫0 e−stf(t) dt
∞
Now, ℒ {u(t − a)} = ∫0 e−stu(t − a) dt
a ∞
=∫ e−stu(t − a) dt + ∫ e−stu(t − a) dt
0 a
0, 0 < x < a
We know that, u(t − a) = {
1, x ≥ a
∞
∞ e−st
=∫ e−st dt = [− ]
a s a
0 − e−as e−as
= [− ]=
s s
e−as
Thus, ℒ {u(t − a)} =
s
Note: Instead of 𝐮(𝐭 − 𝐚) , we can also write 𝐇(𝐭 − 𝐚), which is referred as Heaviside’s unit
step function.
a ∞
=∫ e−stf(t − a)u(t − a) dt + ∫ e−stf(t − a)u(t − a) dt
0 a
𝟎, 𝟎 < 𝐱 < 𝐚
We know that, 𝐮(𝐭 − 𝐚) = {
𝟏, 𝐱 ≥ 𝐚
∞
= ∫ e−stf (t − a) dt
a
∞
= e−sa ∫ e−su f(u) du = e−as F(s)
0
1 1 tn−1 n−1
ℒ −1 { } = 1 ℒ −1 { n } = 𝐎𝐑 t ⁄
s s (n − 1) ! n
1 1
ℒ −1 { } = eat ℒ −1 { } = e−at
s−a s+a
1 1 s
ℒ −1 { } = sin at ℒ −1 { } = cos at
s2 + a2 a s2 + a2
1 1 s
ℒ −1 { } = sinh at ℒ −1 { } = cosh at
2
s −a 2 a s2 − a2
C 1 6s
Find ℒ −1 { }.
s2 − 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟔 𝐜𝐨𝐬𝐡 𝟒𝐭
T 2 2s − 5
Find ℒ −1 { }.
s2 − 4
𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐 𝐜𝐨𝐬𝐡 𝟐𝐭 − 𝐬𝐢𝐧𝐡 𝟐𝐭
𝟐
C 3 3s − 8
Find ℒ −1 { }.
4s2 + 25
𝟑 𝟓 𝟒 𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐜𝐨𝐬 𝐭 − 𝐬𝐢𝐧 𝐭
𝟒 𝟐 𝟓 𝟐
H 4 3(s2 − 1)2
Find ℒ −1 { }.
2s5
𝟑 𝐭𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: [𝟏 − 𝐭 𝟐 + ]
𝟐 𝟒!
C 5 s3 + 2s2 + 2
Find ℒ −1 { 3 2 }.
s (s + 1)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐭 𝟐 + 𝐬𝐢𝐧𝐭
H 6 4s + 15
Find ℒ −1 ( ).
16s2 − 25
𝟏 𝟓 𝟑 𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐜𝐨𝐬 𝐡 𝐭 + 𝐬𝐢𝐧 𝐡 𝐭
𝟒 𝟒 𝟒 𝟒
C 7 √ s−1
2
Find ℒ −1 ( ) .
s
𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏 + 𝐭 − 𝟒√
𝛑
1
Example 1: Find ℒ−1 ( ) using change of scale property.
5s+1
Solution:
1
Since, ℒ −1 { } = e−t .
s+1
1 1 t
So, ℒ −1 ( ) = e−5
5s + 1 5
2
Example 2: Find ℒ−1 ( ) using change of scale property.
9s2 −4
Solution:
2 1
ℒ−1 ( ) = 2 ℒ−1 ( )
9s2−4 (3s)2 − 4
2 1 1 t 1 1
⟹ ℒ−1 ( ) = 2 ( ) ( ) sinh 2 ( ) (∵ ℒ−1 { 2 } = sinh 2t)
9s2 −4 3 2 3 s −4 2
2 1 2t
⟹ ℒ−1 ( ) = sinh .
9s2 −4 3 3
C 1 10
Find ℒ −1 { }.
(s − 2)4
5e2t t3
𝐀𝐧𝐬𝐰𝐞𝐫:
3
T 2 1
Find ℒ −1 ( ).
√2s + 3
1 1 3t
𝐀𝐧𝐬𝐰𝐞𝐫: t−2 e− 2
√2π
T 3 3s + 1
Find ℒ −1 ( ).
(s + 1)4
3 −t 2 1 −t 3
𝐀𝐧𝐬𝐰𝐞𝐫: e t − e t
2 3
H 4 s
Find ℒ −1 ( ).
(s + 2)4
t2 t3
𝐀𝐧𝐬𝐰𝐞𝐫: e−2t ( − )
2 3
C 5 s
Find ℒ −1 ( ).
(s + 2)2 + 1
𝐀𝐧𝐬𝐰𝐞𝐫: e−2t cos t − 2e−2t sin t
C 6 3
Find ℒ −1 { }.
s2 + 6s + 18
𝐀𝐧𝐬𝐰𝐞𝐫: e−3tsin3t
H 7 2s + 3
Find ℒ −1 ( 2 ).
s − 4s + 13
1
𝐀𝐧𝐬𝐰𝐞𝐫: e2t(6 cos 3t + 7 sin 3t)
3
H 8 1
Find ℒ −1 ( 2 ).
s +s+1
2 t 3
𝐀𝐧𝐬𝐰𝐞𝐫: √ e−2 sin (√ t)
3 2
H 9 s
Find ℒ −1 ( 2 ).
s +s+1
t 3 1 3
𝐀𝐧𝐬𝐰𝐞𝐫: e−2 (cos √ t − sin (√ t))
2 √6 2
H 10 s+7 S – 17
Find ℒ −1 ( 2 ).
s + 8s + 25
𝐀𝐧𝐬𝐰𝐞𝐫: e−4t(sin 3t + cos 3t)
C 11 6+s
Find the inverse Laplace transform of , use shifting theorem.
s2 + 6s + 13
3
𝐀𝐧𝐬𝐰𝐞𝐫: e−3tcos2t + e−3t sin 2t
2
Case 1 : If the denominator has non-repeated linear factors (s − a), (s − b), (s − c), then
f(s) A B C
= + +
(s − a)(s − b)(s − c) (s − a) (s − b) (s − c)
f(s) A1 A2 A3 An
= + + + ⋯ +
(s − a)n (s − a) (s − a)2 (s − a)3 (s − a)n
f (s) As + B Cs + D
= +
(s2 + as + b)(s2 + cs + d) (s2 + as + b) (s2 + cs + d)
Case 4 : If the denominator has repeated quadratic factors (s2 + as + b) , (n times), then
f(s) As + B Cs + D
= 2 + 2 + ⋯ (n times)
(s 2 + as + b) n (s + as + b) (s + as + b)2
H 1 1
Find ℒ −1 { }.
s(s + 1)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏 − 𝐞−𝐭
H 2 1
Find ℒ −1 { }.
(s + 1)(s + 2)
𝟏 −𝐭 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: [𝐞 − 𝐞−𝟐𝐭]
𝟓
H 3 1
Find ℒ −1 { }.
(s − 2)(s + 3)
𝟏 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: [𝐞𝟐𝐭 − 𝐞−𝟑𝐭]
𝟓
T 4 1
Find ℒ −1 { }.
(s + √2)(s − √3)
S – 16
𝐞√𝟑𝐭 − 𝐞−√𝟐𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
√𝟑 + √𝟐
C 5 s + 10
Find ℒ −1 {− 2 }.
s −s−2
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝟒𝐞𝟐𝐭 + 𝟑𝐞−𝐭
C 6 −1
5s2 + 3s − 16
Find ℒ { }.
(s − 1)(s + 3)(s − 2)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐𝐞𝐭 + 𝐞 −𝟑𝐭 + 𝟐𝐞𝟐𝐭
H 7 3s2 + 2
Find ℒ −1 { }.
(s + 1)(s + 2)(s + 3)
𝟓 −𝐭 𝟐𝟗 −𝟑𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞 − 𝟏𝟒𝐞−𝟐𝐭 + 𝐞
𝟐 𝟐
H 8 2s2 − 4
Find ℒ −1 ( ).
(s + 1)(s − 2)(s − 3)
𝟕 𝟑𝐭 𝟏 −𝐭 𝟒 𝟐𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞 − 𝐞 − 𝐞
𝟐 𝟔 𝟑
T 9 s+2
Find ℒ −1 ( ).
s (s + 1)(s + 3)
𝟐 𝟏 −𝐭 𝟏 −𝟑𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐞 − 𝐞
𝟑 𝟐 𝟔
C 10 2s + 3
Find ℒ −1 ( ).
(s + 2) (s + 1)2
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐞−𝟐𝐭 + 𝐞 −𝐭 + 𝐭𝐞−𝐭
H 11 4s + 5
Find ℒ −1 ( ).
(s − 1)2 (s + 2)
𝟏 𝐭 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞 + 𝟑𝐭𝐞𝐭 + 𝐞−𝟐𝐭
𝟑 𝟑
C 12 3s + 1
Find ℒ −1 ( ).
(s + 1) (s2 + 2)
𝟐 𝟐 𝟕
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐞 −𝐭 + 𝐜𝐨𝐬√𝟐 𝐭 + 𝐬𝐢𝐧√𝟐 𝐭
𝟑 𝟑 𝟑√𝟐
C 13 1
Find ℒ −1 { }.
s(s2 − 3s + 3)
𝟏 𝟑𝐭 𝟏 W – 15
√𝟑𝐭 𝟏 √𝟑𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝐞 𝟐 [ 𝐬𝐢𝐧 ( ) − 𝐜𝐨𝐬 ( )]
𝟑 √𝟑 𝟐 𝟑 𝟐
H 14 5s + 3
Find the inverse Laplace transform of .
(s2 + 2s + 5)(s − 1)
𝟑 −𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐞−𝐭 𝐜𝐨𝐬 𝟐𝐭 + 𝐞 𝐬𝐢𝐧 𝟐𝐭 + 𝐞𝐭
𝟐
T 15 s+4
Find ℒ −1 ( ).
s (s − 1) (s2 + 4)
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝟏 + 𝐞𝐭 − 𝐬𝐢𝐧𝟐𝐭
𝟐
C 16 1
Find ℒ −1 ( 2 ).
(s + 2) (s2 − 3)
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧𝐡 √𝟑𝐭 − 𝐬𝐢𝐧 √𝟐𝐭
𝟓√𝟑 𝟓√𝟐
H 17 s
Find ℒ −1 ( 2 ).
(s + 1) (s2 + 4)
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐜𝐨𝐬𝐭 − 𝐜𝐨𝐬𝟐𝐭)
𝟑
C 18 2s2 − 1
Find ℒ −1 ( ).
(s2 + 1) (s2 + 4)
W – 16
𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧 𝟐𝐭 − 𝐬𝐢𝐧 𝐭
𝟐
H 19 s2
Find ℒ −1 ( ).
(s2 + a2 ) (s2 + b2 )
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐚𝐬𝐢𝐧 𝐚𝐭 − 𝐛 𝐬𝐢𝐧 𝐛𝐭)
𝐚𝟐 − 𝐛 𝟐
C 20 s3
Find ℒ −1 { }.
s4 − 81
W – 17
𝐜𝐨𝐬𝟑𝐭 + 𝐜𝐨𝐬𝐡𝟑𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐
H 21 1
Find ℒ −1 { 4 }.
s − 81
𝐬𝐢𝐧𝐡 𝟑𝐭 − 𝐬𝐢𝐧 𝟑𝐭 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟓𝟒
T 22 s
Find ℒ −1 { }.
s4 + 64
𝟏 𝟐𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: [𝐞 𝐬𝐢𝐧 𝟐𝐭 − 𝐞−𝟐𝐭 𝐬𝐢𝐧 𝟐𝐭]
𝟏𝟔
H 1 e−as
Find ℒ −1 ( ).
s
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮(𝐭 − 𝐚)
C 2 se−2s
Find the inverse Laplace transform of .
s 2 + π2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐜𝐨𝐬 𝛑(𝐭 − 𝟐) ∙ 𝐮(𝐭 − 𝟐)
H 3 se−πs
Find ℒ −1 { }.
s 2 − π2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐜𝐨𝐬𝐡(𝐭 − 𝛑) ∙ 𝐮(𝐭 − 𝛑)
T 4 √s − 1
2
Find ℒ −1 (e−s { } ).
s
(𝐭 − 𝟏)
𝐀𝐧𝐬𝐰𝐞𝐫: {𝟏 + (𝐭 − 𝟏) − 𝟒√ } 𝐮(𝐭 − 𝟏)
𝛑
C 5 e−4s (s + 2)
Find the inverse Laplace transform of 2 .
s + 4s + 5
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞−𝟐(𝐭−𝟒) 𝐜𝐨𝐬 (𝐭 − 𝟒) ∙ 𝐮(𝐭 − 𝟒)
H 6 e−2s
Find ℒ −1 ( ).
(s + 2)(s + 3)
𝐀𝐧𝐬𝐰𝐞𝐫: {𝐞−𝟐(𝐭−𝟐) − 𝐞 −𝟑(𝐭−𝟐) } ∙ 𝐮(𝐭 − 𝟐)
H 7 e−2s
Find ℒ −1 ( ).
s2 + 8s + 25
W – 16
𝐞−𝟒(𝐭−𝟐)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧 𝟑(𝐭 − 𝟐) ∙ 𝐮(𝐭 − 𝟐)
𝟑
C 8 e−2s
Find ℒ −1 { 2 }.
(s + 2)(s2 − 3)
𝟏 𝟏 𝟏 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: [ 𝐬𝐢𝐧𝐡 √𝟑(𝐭 − 𝟐) − 𝐬𝐢𝐧 √𝟐(𝐭 − 𝟐)] 𝐇(𝐭 − 𝟐)
𝟓 √𝟑 √𝟐
H 1 1
Find ℒ −1 {log } .
s
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐭
H 2 1+s
Find ℒ −1 {log ( )} .
s
𝟏 − 𝐞 −𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐭
C 3 w2
Find the inverse transform of the function ln (1 + ).
s2
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: (𝟏 − 𝐜𝐨𝐬 𝐰𝐭)
𝐭
T 4 s+a
Find ℒ −1 {log }.
s+b
𝐞−𝐛𝐭 − 𝐞 −𝐚𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐭
H 5 s+1
Find ℒ −1 {log }.
s−1
𝐞𝐭 − 𝐞−𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐭
C 6 s+4
Find ℒ −1 {log ( )}.
s+3
𝐞−𝟑𝐭 − 𝐞−𝟒𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐭
t
Proof: Let us suppose F(t) = ∫0 f(u) ∙ g(t − u) du
∞ t ∞ t
Now, ℒ(F(t)) = ∫ e−st (∫ f(u) ∙ g(t − u) du) dt = ∫ ∫ f(u) ∙ g(t − u) e−stdu dt
0 0 0 0
𝒕 u=0 𝐭
∞ ∞
= (∫ e−su f(u)du) (∫ e−s(t−u) g(t − u) dt)
0 u
= F(s) ∙ G(s)
t
⟹ ℒ −1 {F(s) ∙ G(s)} = ∫ f(u)g(t − u) du
0
t
Hence, f ∗ g = ℒ −1 {F(s) ∙ G(s)} = ∫0 f(u) ∙ g(t − u) du is convolution product of f & g.
C 1 1
State convolution theorem and using it find ℒ −1 { }.
(s + 1)(s + 3)
𝐞−𝐭 − 𝐞−𝟑𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐
C 2 1
Using the convolution theorem, obtain the value of ℒ −1 { }.
s(s2 + 4)
𝟏 − 𝐜𝐨𝐬 𝟐𝐭 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟒
H 3 1
Use convolution theorem to find ℒ −1 { } .
s(s2 + a2 )
𝟏 − 𝐜𝐨𝐬 𝐚𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐚𝟐
T 4 a
State convolution theorem and use it to evaluate ℒ −1 { }.
s 2 (s 2 + a2 )
𝐚𝐭 − 𝐬𝐢𝐧 𝐚𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐚𝟐
C 5 s
Apply convolution theorem to Evaluate ℒ −1 { }.
(s2 + a2 )2
𝐭 𝐬𝐢𝐧 𝐚𝐭 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐𝐚
H 6 s
Find the inverse Laplace transform of .
(s2 + 1) 2
𝐭 𝐬𝐢𝐧 𝐭 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐
C 7 1
State Convolution Theorem and Use to it Evaluate ℒ −1 { }.
(s 2 + a2 )2
𝟏 𝐬𝐢𝐧 𝐚𝐭 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: ( − 𝐭 𝐜𝐨𝐬 𝐚𝐭)
𝟐𝐚𝟐 𝟐𝐚
H 8 1
Using convolution theorem, obtain ℒ −1 { } .
(s 2 + 4) 2
S – 17
𝟏 𝐬𝐢𝐧𝟐𝐭 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: ( − 𝐭 𝐜𝐨𝐬 𝟐𝐭)
𝟖 𝟒
H 9 2
Using convolution theorem find ℒ −1 ( ).
(s 2 + 1)(s2 + 4)
𝟐 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐬𝐢𝐧 𝐭 − 𝐬𝐢𝐧 𝟐𝐭)
𝟑 𝟐
C 10 s2
State convolution theorem and using it find ℒ −1 { 2 }.
(s + a2 )(s2 + b2 )
W – 17
𝐚 𝐬𝐢𝐧 𝐚𝐭 − 𝐛 𝐬𝐢𝐧 𝐛𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐚𝟐 − 𝐛 𝟐
H 11 s2
State convolution theorem and using it to find ℒ −1 { }.
(s2 + 4)(s2 + 9)
𝟑 𝐬𝐢𝐧 𝟑𝐭 − 𝟐 𝐬𝐢𝐧 𝟐𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟓
T 12 s+2
Find ℒ −1 { 2 }.
(s + 4s + 5) 2
𝐞−𝟐𝐭 𝐭 𝐬𝐢𝐧 𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐
C 13 s
Find the inverse Laplace transform of .
(s + 1) (s − 1)2
𝐭 𝐞𝐭 𝐞𝐭 𝐞−𝐭 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: + −
𝟐 𝟒 𝟒
H 14 1
Find ℒ −1 ( ).
(s − 2)(s + 2) 2
𝐞𝟐𝐭 − 𝐞−𝟐𝐭 − 𝟒𝐭 𝐞−𝟐𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟏𝟔
C 15 1
Find ℒ −1 ( ).
(s − 2)4 (s + 3)
𝐞−𝟑𝐭 𝐞𝟐𝐭 𝐭 𝟑 𝟑𝐭 𝟐 𝟔𝐭 𝟔
𝐀𝐧𝐬𝐰𝐞𝐫: + ( − + − )
𝟔𝟐𝟓 𝟔 𝟓 𝟐𝟓 𝟏𝟐𝟓 𝟔𝟐𝟓
T 16 1
Find ℒ −1 { }.
s(s + a)3
𝟏 𝐭 𝟐 𝐞−𝐚𝐭 𝟐𝐭𝐞−𝐚𝐭 𝟐𝐞−𝐚𝐭 𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: [− − − 𝟑 + 𝟑]
𝟐 𝐚 𝐚𝟐 𝐚 𝐚
C 17 State the convolution theorem and verify it for f(t) = t and g(t) = e2t .
𝟏 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬 𝟐(𝐬 − 𝟐)
H 18 State the convolution theorem and verify it for f(t) = 1 and g(t) = sin t .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬(𝐬 𝟐 + 𝟏)
NOTE:
F(s) t
(1) If ℒ −1 {F(s)} = f(t) then ℒ −1 { } = ∫0 f(t) dt .
s
F(s) t t
(2) If ℒ −1 {F(s)} = f(t) then ℒ −1 { } = (∫0 ∫0 … … n times) f(t) (dt) n ; n ∈ N
sn
∞
⟹ ℒ{f ′ (t)} = ∫ e−stf′(t) dt
0
∞
d −st
⟹ ℒ{f ′ (t)} = [e−st ∫ f ′ (t)dt ′
− ∫ {( e ) ∙ ∫ f (t)dt} dt]
dt 0
∞
⟹ ℒ{f ′ (t)} = [e−stf(t) − ∫(−s)e−stf(t)dt]
0
∞
⟹ ℒ{f ′ (t)} = 0 − f(0) + s ∫ e−stf(t) dt = sF (s) − f(0)
0
NOTE:
T 12 Solve the initial value problem: y" − 2y′ = et sint , y(0) = y′(0) = 0, using
Laplace transform.
W – 15
𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = − + 𝐞𝟐𝐭 − 𝐞𝐭 𝐬𝐢𝐧 𝐭
𝟒 𝟒 𝟐
C 13 Solve the differential equation using Laplace Transformation method
y" − 3y′ + 2y = 4t + e3t , y(0) = 1 and y′(0) = −1 . S – 16
𝟏 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝟑 + 𝟐𝐭 + (𝐞𝟑𝐭 − 𝐞𝐭) − 𝟐𝐞𝟑𝐭
𝟐
T 14 Solve using Laplace transforms,
y ′′′ + 2y ′′ − y ′ − 2y = 0; where, y(0) = 1, y ′ (0) = 2, y ′′(0) = 2 .
W – 17
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = [𝟓𝐞𝐭 + 𝐞−𝟐𝐭] − 𝐞 −𝐭
𝟑
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
Partial differential equations are used to formulate the problems containing functions of
several variables, such as propagation of heat or sound, fluid flow, electrodynamics etc.
An equation which involves function of two or more variables and partial derivatives of that
function then it is called Partial Differential Equation.
∂y ∂y
e.g. + = 0.
∂x ∂t
The order of highest derivative which appears in differential equation is “Order of D.E”.
∂y 2 ∂y
e.g. ( ) + + 5y = 0 has order 1.
∂x ∂t
When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree Of D.E.”.
∂y 2 ∂y
e.g. ( ) + + 5y = 0 has degree 2.
∂x ∂t
NOTATION:
∂z ∂z ∂2 z ∂2 z ∂2 z
Suppose z = f(x, y). For that , we shall use = p, = q, 2
= r, = s, = t.
∂x ∂y ∂x ∂x ∂y ∂y2
o Step 3: Eliminate a & b from eq. (1), eq. (2) & eq. (3).
C 1 ∂2 u
Solve = x 3 +y 3 .
∂x ∂y
𝐱𝟒 𝐲 𝐱𝐲 𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮(𝐱, 𝐲) = + + 𝐅(𝐲) + 𝐠(𝐱)
𝟒 𝟒
H 2 ∂2 u
Solve = e−t cos x .
∂x ∂t
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮(𝐱, 𝐲) = −𝐞−𝐭 𝐬𝐢𝐧 𝐱 + 𝐅(𝐭) + 𝐠(𝐱)
C 3 ∂3 u
Solve 2 = cos(2x + 3y) .
∂x ∂y
𝐬𝐢𝐧(𝟐𝐱 + 𝟑𝐲)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮(𝐱, 𝐲) = − + 𝐱𝐅(𝐲) + 𝐆(𝐲) + 𝐡(𝐱)
𝟏𝟐
H 4 Solve
∂2 z
= sin x sin y , given that
∂z
= −2 sin y , when x = 0 & z = 0,
∂x ∂y ∂y
π
when y is an odd multiple of .
2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳(𝐱, 𝐲) = 𝐜𝐨𝐬 𝐱 𝐜𝐨𝐬 𝐲 + 𝐜𝐨𝐬 𝐲
The nth order linear partial differential equation with constant co-efficient is
∂n z ∂n z ∂n z
a0 n + a1 n−1 + ⋯ an n = F(x, y) … … … (A)
∂x ∂x ∂y ∂y
NOTATIONS:
∂ ∂
Replacing = D and = D′ in Eq. (A) , it can be written in operator form as below,
∂x ∂y
n
a0 Dnz + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y) 𝐎𝐑 [f(D, D′ )]z = F(x, y)
AUXILIARY EQUATION:
n
The auxiliary equation for n th order PDE a0 Dnz + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y)
A general solution of [f(D, D′ )]z = 0 is called complementary function of [f(D, D′ )]z = F(x, y).
1
A particular integral of [f(D, D′ )]z = F(x, y) is P. I. = F(x, y).
f(D,D′ )
G. S. = C. F. +P. I = zc + zp
1. m1 ≠ m2 ≠ m3 ≠ m4 ≠ ⋯ z = ϕ1 (y + m1 x) + ϕ2 (y + m2 x) + ϕ3 (y + m3 x) + ⋯
m1 = m2 = m
2. z = ϕ1 (y + mx) + xϕ2 (y + mx) + ϕ3 (y + m3 x) + ⋯
m3 ≠ m4 ≠ ⋯
m1 = m2 = m3 = m z = ϕ1 (y + mx) + xϕ2 (y + mx)
3.
m4 ≠ m5 , … +x 2 ϕ3 (y + mx) + ϕ4 (y + m4 x) + ⋯
For partial differential equation the value of Particular integral can be find by following
methods.
GENERAL METHOD
1 1
P. I. = ′
F(x, y) = F(x, y)
f(D, D ) (D − m1 D )(D − m2 D′ ) … (D − mn D′ )
′
1
F(x, y) = ∫ F(x, c − mx) dx
D − mD′
SHORTCUT METHOD
1 ax+by =
1
P. I. = ′
e eax+by , if f(a, b) ≠ 0
f(D, D ) f(a, b)
a
If f(a, b) = 0 then m = is a root of auxiliary equation repeated r times.
b
a r
f(D, D′ ) = (D − D′ ) g(D, D′ )
b
1 xr 1
P. I. = r eax+by = eax+by , g(a, b) ≠ 0
a r! g(a, b)
(D − D′ ) g(D, D′ )
b
1 1
P. I. = ′2
sin(ax + by) = sin (ax + by)
f(D2 , DD′ , D ) f(−a2 , −ab, −b2 )
If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.
1 1
P. I. = ′2
cos(ax + by) = cos(ax + by)
f(D2 , DD′ , D ) f(−a2 , −ab, −b2 )
If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.
Case-4 F(x, y) = x my n
1
P. I. = x m y n = [f(D, D′ )]−1 x my n
f(D, D′ )
Expand [f(D, D′ )]−1 by using binomial expansion according to the following rules:
D′
o If n < m, expand in power of .
D
D
o If m < n, expand in power of .
D′
1 1
P. I. = ′
eax+by V(x, y) = eax+by V(x, y)
f(D, D ) f(D + a, D′ + b)
C 1 ∂2z
Solve =z.
∂x 2 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: z(x, y) = f(y)ex + g(y)e−x
H 2 ∂2z ∂z
Solve 2 + z = 0 , given that when x = 0, z = ey and = 1.
∂x ∂x
𝐀𝐧𝐬𝐰𝐞𝐫: z = ey cos x + sin x
C 3 ∂3z ∂3 z ∂3 z
Solve − 3 + 2 =0.
∂x 3 ∂x 2 ∂y ∂y 3
W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏(𝐲 + 𝐱) + 𝛟𝟐[𝐲 + (𝟏 + √𝟑)𝐱] + 𝛟𝟑[𝐲 + (𝟏 − √𝟑)𝐱]
H 4 ∂2z ∂2 z ∂2 z
Solve − − 6 =0.
∂x 2 ∂x ∂y ∂y 2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏(𝐲 − 𝟐𝐱) + 𝛟𝟐(𝐲 + 𝟑𝐱)
H 5 ∂3z ∂3 z
Solve − 2 = 2e2x .
∂x 3 ∂x 2 ∂y
W – 16
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏(𝐲) + 𝐱𝛟𝟐 (𝐲) + 𝛟𝟑(𝐲 + 𝟐𝐱) + 𝐞𝟐𝐱
𝟒
C 6 𝜕 3𝑧 𝜕 3𝑧 𝜕 3𝑧
Find complete solution 3
−3 +4 = 𝑒 𝑥+2𝑦
𝜕𝑥 𝜕 2𝑥𝜕𝑦 𝜕𝑦 3
𝒆𝒙+𝟐𝒚 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛟𝟏 (𝒚 − 𝒙) + 𝛟𝟐(𝒚 + 𝟐𝒙) + 𝒙𝛟𝟑(𝒚 + 𝟐𝒙) +
11
H 7 𝜕 2𝑧 𝜕 2𝑧 𝜕 2𝑧
Solve 2
−4 +4 = 𝑒 2𝑥+3𝑦
𝜕𝑥 𝜕 𝑥𝜕𝑦 𝜕𝑦 2
𝒆𝟐𝒙+𝟑𝒚 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛟𝟏 (𝒚 + 𝟐𝒙) + 𝒙𝛟𝟐(𝒚 + 𝟐𝒙) +
16
H 8 Solve (D2 − 3DD′ + 2D′ 2 )z = cos(x + 2y) .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏(𝐲 − 𝟐𝐱) + 𝛟𝟐(𝐲 − 𝐱) − 𝐜𝐨𝐬(𝐱 + 𝟐𝐲)
𝟑
C 9 𝜕 3𝑧
Solve 2 = cos(2𝑥 + 3𝑦).
𝜕 𝑥𝜕𝑦
S – 18
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = − 𝐬𝐢𝐧(𝟐𝐱 + 𝟑𝐲) + 𝐱𝐅(𝐲) + 𝐆(𝐲) + 𝛟(𝐱)
𝟏𝟐
H 10 ∂2 z ∂2 z ∂2 z
Solve − − 6 2 = sin(2x + y) .
∂x 2 ∂x ∂y ∂y
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏(𝐲 − 𝟐𝐱) + 𝛟𝟐(𝐲 + 𝟑𝐱) + 𝐬𝐢𝐧(𝟐𝐱 + 𝐲)
𝟒
C 11 ∂2z ∂2 z ∂2 z
Solve 2 + 3 +2 2 = x+y.
∂x ∂x ∂y ∂y
S – 15
𝐱𝟑 𝐱𝟐 𝐲 W – 17
( ) ( )
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏 𝐲 − 𝟐𝐱 + 𝛟𝟐 𝐲 − 𝐱 − +
𝟑 𝟐
Step-2: Solve this A.E. by the method of grouping or by the method of multiples or both to
get two independent solution u(x, y, z) = c1 and v(x, y, z) = c2 .
Step-3: The form F(u, v) = 0 or u = f(v) & v = f(u) is the general solution Pp + Qq = R .
Grouping Method
dx dy
o This method is applicable only if the third variable z is absent in = or it is
P Q
dx dy
possible to eliminate z from = .
P Q
Multipliers Method
o This gives, l′ dx + m′ dy + n′ dz = 0
H 1 Solve x 2 p + y 2 q = z2 .
𝟏 𝟏 𝟏 𝟏 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( − , − ) = 𝟎
𝐲 𝐱 𝐳 𝐲
H 2 Solve y 2 p − xyq = x(z − 2y) .
S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱𝟐 + 𝐲 𝟐 , 𝐲𝐳 − 𝐲 𝟐 ) = 𝟎
H 3 Solve xp + yq = 3z.
𝐱 𝐲𝟑 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , ) = 𝟎
𝐲 𝐳
H 4 Find the general solution to the P.D.E. xp + yq = x − y .
𝐱 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , 𝐱 − 𝐲 − 𝐳) = 𝟎
𝐲
C 5 Solve (z − y)p + (x − z)q = y − x .
S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱 + 𝐲 + 𝐳, 𝐱𝟐 +𝐲 𝟐 + 𝐳𝟐 ) = 𝟎
H 6 Solve x(y − z)p + y(z − x)q = z(x − y) .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱 + 𝐲 + 𝐳, 𝐱𝐲𝐳) = 𝟎
C 7 Solve (x 2 − y 2 − z 2 )p + 2xyq = 2xz .
𝐲 𝐱𝟐 + 𝐲 𝟐 + 𝐳𝟐 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , )=𝟎
𝐳 𝐳
T 8 Solve (y + z)p + (x + z)q = x + y .
𝐱−𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , (𝐱 + 𝐲 + 𝐳)(𝐱 − 𝐲)𝟐 ) = 𝟎
𝐲−𝐳
T 9 Solve x 2 (y − z)p + y 2 (z − x)q = z2 (x − y) .
𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 (𝐱𝐲𝐳, + + )=𝟎
𝐱 𝐲 𝐳
C 10 Solve (x 2 − yz)p + (y 2 − zx) q = z2 − xy .
𝐱−𝐲 𝐲−𝐳 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , )=𝟎
𝐲−𝐳 𝐳−𝐱
A partial differential equation in which p & q occur in more than one order is known as Non
Linear Partial Differential Equation.
o Step 1: Assume q = ap
CHARPIT’S METHOD:
Consider, f(x, y, z, p, q) = 0.
dx dy dz dp dq
= = = = ( lagrange − Charpit eqn )
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
p +q −( + p ) −( + q )
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z
C 1 Solve p2 + q2 = 1 .
S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax ± (√1 − a2 ) y + c
H 2 Solve √p + √q = 1 .
2 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax + (1 − √a) y + c
H 3 Find the complete integral of q = pq + p2 .
a2
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax + y+c;a ≠ 1
1−a
∂u ∂u ∂2u ∂2 u ∂2 u
Step 2: Find , , , , as requirement and substitute in given Partial Differential
∂x ∂y ∂x2 ∂x ∂y ∂y2
Eqn.
Step 3: Convert it into Separable Variable equation and equate with constant say k
individually.
Step 5: Put value of X(x) & Y(y) in equation u(x, y) = X(x) ∙ Y(y).
separation of variables.
𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = (c1 e√kx + c2 e−√kx) (c3 cos √ky + c4 sin √ky)
C 11 Solve
∂2 z
−2
∂z
+
∂z
= 0 by the method of separation variable.
∂x2 ∂x ∂y
W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: z(x, y) = (c1 e(1+√1+k)x + c2 e(1−√1+k)x) c 3 e−ky
∂2 z ∂2z ∂2z ∂z ∂z
A(x, y) 2 + B(x, y) + C(x, y) 2 + f (x, y, z, , ) = F(x, y) … … (1)
∂x ∂x ∂y ∂y ∂x ∂y
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐇𝐲𝐩𝐞𝐫𝐛𝐨𝐥𝐢𝐜
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐄𝐥𝐥𝐢𝐩𝐭𝐢𝐜
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
Content:
Sr. Teaching Module
Topics
No. Hrs. Weightage
Introduction to Some Special Functions:
Gamma function, Beta function, Bessel function, Error function and
complementary Error function, Heaviside’s function, pulse unit height
1 and duration function, Sinusoidal Pulse function, Rectangle function, 02 4
Gate function, Dirac’s Delta function, Signum function, Saw tooth wave
function, Triangular wave function, Halfwave rectified sinusoidal
function, Full rectified sine wave, Square wave function.
Fourier Series and Fourier integral:
Periodic function, Trigonometric series, Fourier series, Functions of any
2 05 10
period, Even and odd functions, Half-range Expansion, Forced
oscillations, Fourier integral
Ordinary Differential Equations and Applications:
First order differential equations: basic concepts, Geometric meaning of
y’ = f(x,y) Direction fields, Exact differential equations, Integrating
factor, Linear differential equations, Bernoulli equations, Modeling ,
Orthogonal trajectories of curves.Linear differential equations of second
and higher order: Homogeneous linear differential equations of second
3 order, Modeling: Free Oscillations, Euler- Cauchy Equations, 11 20
Wronskian, Non homogeneous equations, Solution by undetermined
coefficients, Solution by variation of parameters, Modeling: free
Oscillations resonance and Electric circuits, Higher order linear
differential equations, Higher order homogeneous with constant
coefficient, Higher order non homogeneous equations. Solution by
[1/f(D)] r(x) method for finding particular integral.
Series Solution of Differential Equations:
4 Power series method, Theory of power series methods, Frobenius 03 6
method.
Laplace Transforms and Applications:
Definition of the Laplace transform, Inverse Laplace transform,
5 09 15
Linearity, Shifting theorem, Transforms of derivatives and integrals
Differential equations, Unit step function Second shifting theorem,
Dirac’s delta function, Differentiation and integration of transforms,
Convolution and integral equations, Partial fraction differential
equations, Systems of differential equations
Partial Differential Equations and Applications:
Formation PDEs, Solution of Partial Differential equations f(x,y,z,p,q)
= 0, Nonlinear PDEs first order, Some standard forms of nonlinear
PDE, Linear PDEs with constant coefficients,Equations reducible to
6 12 15
Homogeneous linear form, Classification of second order linear
PDEs.Separation of variables use of Fourier series, D’Alembert’s
solution of the wave equation,Heat equation: Solution by Fourier series
and Fourier integral
Reference Books:
1. Advanced Engineering Mathematics (8th Edition), by E. Kreyszig, Wiley-India (2007).
2. Engineering Mathematics Vol 2, by Baburam, Pearson
3. W. E. Boyce and R. DiPrima, Elementary Differential Equations (8th Edition), John Wiley (2005)
4. R. V. Churchill and J. W. Brown, Fourier series and boundary value problems (7th Edition),
McGraw-Hill (2006).
5. T.M.Apostol, Calculus , Volume-2 ( 2nd Edition ), Wiley Eastern , 1980
Course Outcome:
After learning the course the students should be able to
Q.l (a) Define the terms: (1) Unit Step Function (2) Dirac Delta Function 04
(b) Form partial differential equation by eliminating arbitrary function from 03
F(.Y2-/,xvz) = 0
, (n-xV
Q.2 (a) Obtain the Fourier Series o f / ( x ) = in the interval 0 < x < In. Hence 07
V 2
, ^r- 1 1 1
deduce that — = — — r + - r • •
12 1- 2 3
(b) Find the Fourier Series of / ( x ) = x + |x| in the interval - n < x < n . 07
OR
(b) Obtain Half range cosine series of / ( - * ) = s i n x in the interval 0 < x < n . Hence 07
, ^r2 1 1 1
deduce that — = — 2
— r +— .
12 l 2 3
Q.3 (a) ( I ) Define Laplace Transform. Prove that I ( e " " ) = - s > -a 03
s+a
2,
(2) Find the Laplace Transform of (i) e (sin 4/ + / 2 ) (ii) 04
OR
Q.3 (a) Do as Directed.
(1)Findl(/2»(/-2)) 03
2 3 04
(2) Solve: x ydx-(x + xy'^dy = 0
(b) Solve: v" + 2 y + 3 y = 2x 2 07
OR
Q.4 (a) ( l ) Solve the initial value problem y -4y +4y = 0 >'(0) = 3, y ( 0 ) = 1
d2z
(ii) Solve:
ar
(b) Using the method of separation of variables, solve the partial differential 07
d'u ,, d'u
equation — - - 1 6 — -
dx~ ch''
OR
2 2 03
Q.5 (a) (i) Solve: p -q =x-y
0 , a 3 z „ d'z „ d*z n
(n) Solve: - - 3 —2 + 2 — r} = 0 04
dx* d xdy d\>
(l if |x| < 1
(b) Find the Fourier Integral representation of f ( x ) 07
|0 if l.vl > 1
kkkkkkkkkkkki
1
Seat No.: ________ Enrolment No.___________
dy 1 e y
Q.1 (a) (1) Solve the differential equation 2 . 04
dx x x
Q.2 (a) (1)Solve the differential equation using the method of variation of parameter
y 9 y sec 3x . 04
1
(2) Find the inverse Laplace transform of .
s 2s 3 03
OR
Q.4 (a) Solve the initial value problem using Laplace transform:
y 3 y 2 y et , y0 1, y0 0 .
07
(b) 0 ; 0 t
(1) Find the Laplace transform of f t . 04
sin t; t
1
(2) Evaluate t e .
t
03
Q.5 (a) Using Fourier integral representation prove that
0 if x 0
cos x sin x
0 1 2
d if x 0 . 07
2 x
e if x 0
(b) (1) Form the partial differential equation by eliminating the arbitrary functions from
f x y z, x 2 y 2 z 2 0 . 04
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2
Seat No.: ________ Enrolment No.___________
1
(b) 𝑑𝑦 1 04
Solve: 𝑑𝑥 + 𝑥 𝑦 = 𝑥 3 𝑦 3 .
(c) 𝑑2 𝑦 𝑑𝑦 07
Find the series solution of (𝑥 − 2) 𝑑𝑥 2 − 𝑥 2 𝑑𝑥 + 9𝑦 = 0 about 𝑥0 = 0.
OR
(c) Explain regular-singular point of a second order differential equation and 07
find the roots of the indicial equation to 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − (2 − 𝑥)𝑦 = 0.
Q.3 (a) 𝑑3 𝑦 03
Find the complete solution of + 8𝑦 = cosh(2𝑥).
𝑑𝑥 3
(b) 𝑑2 𝑦 04
Find solution of 𝑑𝑥 2 + 9𝑦 = tan 3𝑥, using the method of variation of
parameters.
(c) Using separable variable technique find the acceptable general solution to 07
𝜕𝑢 𝜕2 𝑢
the one-dimensional heat equation 𝜕𝑡 = 𝑐 2 𝜕𝑥 2
and find the solution
satisfying the conditions 𝑢(0, 𝑡) = 𝑢(𝜋, 𝑡) = 0 for 𝑡 > 0 and 𝑢(𝑥, 0) =
𝜋 − 𝑥, 0 < 𝑥 < 𝜋.
OR
Q.3 (a) Solve completely, the differential equation 03
𝑑2 𝑦 𝑑𝑦
− 6 𝑑𝑥 + 9𝑦 = cos(2𝑥) sin 𝑥.
𝑑𝑥 2
(b) Solve completely the differential equation 04
2
2𝑑 𝑦 𝑑𝑦
𝑥 − 6𝑥 + 6𝑦 = 𝑥 −3 log 𝑥.
𝑑𝑥 2 𝑑𝑥
(c) (i) Form the partial differential equation for the equation (𝑥 − 𝑎)(𝑦 − 07
𝑏) − 𝑧 2 = 𝑥 2 + 𝑦 2 .
(ii) Find the general solution to the partial differential equation 𝑥𝑝 +
𝑦𝑞 = 𝑥 − 𝑦.
𝜋
Q.4 (a) Find the Fourier cosine integral of 𝑓(𝑥) = 2 𝑒 −𝑥 , 𝑥 ≥ 0. 03
(b) For the function 𝑓(𝑥) = cos 2𝑥, find its Fourier sine series over [0, 𝜋]. 04
(c) 𝑥; 0≤𝑥≤2 07
For the function 𝑓(𝑥) = { , find its Fourier series.
4 − 𝑥; 2 ≤ 𝑥 ≤ 4
1 1 1 𝜋2
Hence show that 12 + 32 + 52 + ⋯ = 16.
OR
Q.4 (a) Find the Fourier cosine series of 𝑓(𝑥) = 𝑒 −𝑥 , where 0 ≤ 𝑥 ≤ 𝜋. 03
(b) ∞ 𝜆3 sin 𝜆𝑥 𝜋 04
Show that ∫0 𝜆4 +4 𝑑𝜆 = 2 𝑒 −𝑥 cos 𝑥, 𝑥 > 0.
(c) Is the function 𝑓(𝑥) = 𝑥 + |𝑥|, -𝜋 ≤ 𝑥 ≤ 𝜋 even or odd? Find its Fourier 07
series over the interval mentioned.
Q.5 (a) 𝑡 03
Find 𝐿 {∫0 𝑒 𝑢 (𝑢 + sin 𝑢)𝑑𝑢}.
(b) 1 04
Find 𝐿−1 {𝑠(𝑠2 −3𝑠+3)}.
(c) Solve the initial value problem: 𝑦 ′′ − 2𝑦 ′ = 𝑒 𝑡 sin 𝑡, 𝑦(0) = 𝑦 ′ (0) = 0, 07
using Laplace transform.
OR
Q.5 (a) Find 𝐿{𝑡(sin 𝑡 − 𝑡 cos 𝑡 )}. 03
(b) 𝑒 −2𝑠 04
Find 𝐿−1 {(𝑠2 +2)(𝑠2 −3)}.
(c) State the convolution theorem and verify it for 𝑓(𝑡) = 𝑡 and 𝑔(𝑡) = 𝑒 2𝑡 . 07
**********
2
Seat No.: ________ Enrolment No.___________
9,7
14 Find B( )
2 2
1
𝑑𝑦
(b) Solve : 𝑑𝑥 + 𝑦 cot 𝑥 = 2 cos 𝑥 04
OR
(c) Determine the value of (a) J12 (𝑥 ) (𝑏) J32 (𝑥 ) 07
Q.3 (a) Solve (𝐷2 + 9)𝑦 = 2sin 3𝑥 + cos 3𝑥 03
2
OR
2
Q.5 (a) L {𝑡 cos ℎ3𝑡} 03
1
(b) Find 𝐿−1 {𝑠 4−81} 04
*************
3
Seat No.: ________ Enrolment No.___________
GUJARAT TECHNOLOGICAL UNIVERSITY
BE - SEMESTER–III(New) • EXAMINATION – WINTER 2016
Subject Code:2130002 Date:30/12/2016
Subject Name:Advanced Engineering Mathematics
Time:10:30 AM to 01:30 PM Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.
MARKS
Q.1 Answer the following one mark questions 14
1 1
Find ⌈(2).
2 State relation between beta and gamma function.
3 Define Heaviside’s unit step function.
4 Define Laplace transform of f (t), t ≥ 0.
−1
5 Find Laplace transform of 𝑡 2 .
6 𝑠𝑖𝑛𝑎𝑡 𝑠𝑖𝑛𝑡 1
Find L { }, given that L { } = 𝑡𝑎𝑛−1 { 𝑠 }.
𝑡 𝑡
7 𝑥 2 +𝑥−2
Find the continuous extension of the function f(x) = to x = 1
𝑥 2 −1
8 1
Is the function f(x) = 𝑥 continuous on [-1, 1] ? Give reason.
𝑑𝑦
9 Solve 𝑑𝑥 = 𝑒 3𝑥−2𝑦 + 𝑥 2 𝑒 −2𝑦 .
10 Give the differential equation of the orthogonal trajectory of the
family of circles 𝑥 2 + 𝑦 2 = 𝑎2 .
11 Find the Wronskian of the two function sin2x and cos2x .
𝑑
12 Solve ( 𝐷 2 + 6𝐷 + 9) x = 0; D = 𝑑𝑡.
13 𝜕𝑢 𝜕2 𝑢
To solve heat equation 𝜕𝑡 = 𝑐 2 𝜕𝑥 2 how many initial and
boundary conditions are required.
14 Form the partial differential equations from z = f(x + at) + g(x –at).
𝑑𝑦
Q.2 (a) Solve : (x+1)𝑑𝑥 − 𝑦 = 𝑒 3𝑥 (𝑥 + 1)2 . 03
(b) 𝑑𝑦 𝑦𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑦 +𝑦 04
Solve : 𝑑𝑥 + =0
𝑠𝑖𝑛𝑥 + 𝑥𝑐𝑜𝑠𝑦 + 𝑥
(c) 𝑑2 𝑦 07
Find the series solution of 𝑑𝑥 2 + 𝑥𝑦 = 0.
OR
(c) Find the general solution of 2𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + (𝑥 2 − 1)𝑦 = 0 07
by using frobenius method.
(b) 𝑑2 𝑦 𝑑𝑦 04
Solve : 𝑥 2 𝑑𝑥 2 + 4𝑥 𝑑𝑥 + 2𝑦 = 𝑥 2 sin(𝑙𝑛𝑥).
(c) 𝜕3 𝑧 𝜕3 𝑧 03
(i) Solve : 𝜕𝑥 3 − 2 𝜕𝑥 2 𝜕𝑦 = 2𝑒 2𝑥 .
04
(ii) find the general solution to the partial differential equation
1
(𝑥 2 − 𝑦 2 − 𝑧 2 )𝑝 + 2𝑥𝑦𝑞 = 2𝑥𝑧.
OR
3 3
Q.3 (a) Solve : (𝐷 − 𝐷)𝑦 = 𝑥 . 03
OR
Q.4 (a) Obtain the Fourier Series of periodic function function 03
f(x) =2x, -1 < x < 1, p = 2L =2
(b) ∞ 𝑠𝑖𝑛𝜆𝑐𝑜𝑠𝜆 04
Show that ∫0 𝑑𝜆 = 0, if x ˃ 1.
𝜆
(c) Expand f(x) in Fourier series in the interval (0, 2𝜋) if 07
−𝜋 ; 0 < 𝑥 < 𝜋
𝑓(𝑥) = {
𝑥 − 𝜋 ; 𝜋 < 𝑥 < 2𝜋
1 𝜋2
and hence show that ∑∞ 𝑟=0 (2𝑟+1)2 = .
8
𝑡 𝑠𝑖𝑛𝑡
Q.5 (a) Find L{∫0 𝑒 𝑡 𝑑𝑡}. 03
𝑡
2𝑠2 −1
(b) Find 𝐿−1 { (𝑠 +1)(𝑠2 +4)
2 }. 04
(c) Solve initial value problem : 𝑦 ′′ − 3𝑦 ′ + 2y = 4t + 𝑒 3𝑡 ,y(0) = 1 and 07
𝑦 ′ (0) = −1 ,using Laplace transform.
OR
Q.5 (a) Find L {tsin3tcos2t}. 03
(b) 𝑒 −3𝑠 04
Find 𝐿−1 { 𝑠2 +8𝑠+25 }.
𝑠
(c) State the convolution theorem and apply it to evaluate 𝐿−1 { (𝑠2 +𝑎2 )2 }. 07
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2
Seat No.: ________ Enrolment No.___________
MARKS
Q.1 Short Questions 14
1 What are the order and the degree of the differential
equation y " 3 y 2 3 cos x .
2 What is the integrating factor of the linear differential
2
equation: y ' (1 / x ) y x
3 Is the differential equation x x
ye dx ( 2 y e ) dy 0 is
exact? Justify.
4 Solve: y " 11 y ' 10 y 0 .
5 Find particular integral of : y " ' y ' e
2x
6 If y ( c1 c 2 x ) e x is a complementary function of a
second order differential equation, find the Wronskian
W ( y 1 , y 2 ).
7 7
Find the value of
2
8 What is the value of the Fourier coefficients a0 and bn for
2
f ( x ) x , 1 x 1 .
9 Find L e 3t 3
10
1 4 1
Find L
2 2
s (s 9)
11 Find the singular point of the differential equation
2
(1 x ) y " 2 xy ' n ( n 1) y 0
12 z
3
Obtain the general integral of 0
3
x
13 Obtain the general integral of p q z
14 State the relationship between beta and gamma function.
Q.2 (a) Solve: ( x 2 y 2 3 ) dx 2 xydy 0 03
(b) dy 04
Solve: (tan x ) y sin 2 x , y ( 0 ) 0
dx
(c) (D
4
16 ) y e
2x 4
x , where D d / dx
07
OR
(c) Use the method of variation of parameters to find the 07
1
2x
e
general solution of y " 4 y ' 4 y
x
Q.3 (a) Find half range sine series of f ( x ) x 3 , 0 x 03
(b) Find the Fourier integral representation of the function 04
2, x 2
f (x)
0, x 2
(c) Find the Fourier series expansion for the 2 - periodic 07
function f ( x ) x x 2 in the interval x and show
2
1 1 1 1
that ...
2 2 2 2 12
1 2 3 4
OR
Q.3 (a) Discuss about ordinary point, singular point, regular 03
singular point and irregular singular point for the
differential equation: x 3 ( x 1) y " 3 ( x 1) y ' 7 xy 0
(b) Use the method of undetermined coefficients to solve the 04
2
differential equation y " 9 y 2 x
(c) Find the series solution of (x
2
1 ) y " xy ' xy 0
07
about x 0 0 .
Q.4 (a) Solve: (D
2
1) y xe
x
, where D d / dx
03
(b) 2 04
2 d y dy
Solve: x x y sin(ln x)
2 dx
dx
(c) Use Laplace Transform to solve the following initial 07
value problem:
2t
y " 3 y ' 2 y 12 e , y (0) 2, y ' (0 ) 6
OR
Q.4 (a) Obtain L e 2 t sin 2 t 03
(b) s 7 04
Find L 1
2
s 8 s 25
(c) 1 07
1
Using Convolution theorem, obtain L
2 2
( s 4 )
Q.5 (a) Find the Laplace Transform of t e 4 t cos 2 t 03
(b) Form the partial differential equation from the following: 04
x
1) z ax by ct 2) z f
y
(c) Using the method of separation of variables solve, 07
u u
2 u where u ( x , 0 ) 6 e 3 x
x t
OR
Q.5 (a) Obtain the solution of the partial differential equation: 03
2 2 z z
p q x y, where p ,q
x y
(b) 2 z z 04
Solve: y p xyq x ( z 2 y ) ,where p ,q
x y
(c) Find the solution of the wave equation 07
2
2
u tt c u xx , 0 x L satisfying the conditions:
x
u ( 0 , t ) u ( L , t ) 0 , u t ( x ,0 ) 0 , u ( x ,0 ) ,0 x L
L
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3
Seat No.: ________ Enrolment No.___________
Q.1 (a) Solve the following differential equation using variable separable method 03
3 e x tan y dx 1 e x sec 2 y dy 0
(b) Find the Laplace transform of t sin 2 3t . 04
(c) Given that f x x x 2 for x , find the Fourier expression of f x . 07
2 1 1 1
Deduce that 1 2
2 2 ............
6 2 3 4
Q.2 (a) Define rectangle function and saw-tooth wave function. Also sketch the graphs. 03
(b) Find the general solution of the following differential equation : 04
d3y dy
3
2 4 y e x cos x
dx dx
(c) Find the power series solution of 1 x 2 y 2 xy 2 y 0 about the ordinary 07
point x 0
OR
d2y dy 07
(c) Find the power series solution of 3x 2 2 y 0 about the point
dx dx
x 0 , using Frobenius method.
Q.3 1, for 0 x 03
(a) Express f x
0 , for x
1 cos
As a Fourier sine integral and hence evaluate sin x d
0
(b) Check whether the given differential equations is exact or not 04
x 4 2 x y 2 y 4 dx 2 x 2 y 4 x y 3 sin y dy 0
Hence find the general solution.
(c) Solve the following differential equation using the method of undetermined 07
d2y dy
coefficient : 2
2 4 y 2 x 2 3e x
dx dx
OR
Q.3 (a) Find the cosine series for f x x in the interval 0, x . 03
d2y 04
(b) Solve the following differential equation y sin x using the method of
dx 2
variation of parameters.
(c) Solve the following Cauchy-Euler equation 07
d2y
y log x . sin log x
dy
x2 2 x
dx dx
1
Q.4 (a) Find the orthogonal trajectory of the cardioids r a 1 cos 03
(b) Find the Laplace transforms of : 04
(i) e 3t u t 2
1 cos 2t
(ii)
t
2z z z 07
(c) Solve the equation 2 2 0 by the method of separation of variables.
x x y
OR
Q.4 (a) Solve the following Bernoulli’s equation: 03
dy y y2
2
dx x x
(b) Find the inverse Laplace transforms of : 04
2
(i) tan 1
s
3
s
(ii) 4
s a4
(c) Find the complete solution of the following partial differential equations: 07
3z 3z 3z
(i) 3 4 e x2 y
x 3 x 2 y y 3
2z 2z 2z
(ii) 3 2 x y
x 2 x y y 2
Q.5 (a) Form the partial differential equations by eliminating the arbitrary function 03
from f x 2 y 2 , z xy 0
(b) Solve the following Lagrange’s linear differential equation: 04
x 2 yz p y 2 zx q z 2 xy
(c) Solve the following initial value problem using the method of Laplace 07
transforms
y 2 y y 2 y 0 given that y0 1, y 0 2 , y 0 2
OR
Q.5 (a) Find the Laplace transform of the periodic function of the waveform 03
f t , 0 t 3 , f t 3 f t
2t
3
(b) Using the convolution theorem, find 04
s2
L1 2 2
, ab
s
a 2
s2
b
(c) A tightly stretched string of length l with fixed ends is initially in equilibrium 07
x
position. It is set vibrating by giving each point a velocity v 0 sin 3 .find the
l
displacement yx ,t .
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2
Seat No.: ________ Enrolment No.___________
GUJARAT TECHNOLOGICAL UNIVERSITY
BE - SEMESTER–III (NEW) - EXAMINATION – SUMMER 2018
Subject Code:2130002 Date:16/05/2018
Subject Name:Advanced Engineering Mathematics
Time:10:30 AM to 01:30 PM Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.
Q.1 (a) dy 03
Solve e x y x 2 e y by variable separable method.
dx
(b) dy 04
Solve y sin x e cos x
dx
(c) 1 07
1
State convolution theorem and hence find L
s 2 4
2
1
(b) Find L e 2 t sin 3t 04
(c) Solve y" y sin 2t; with y(0) 2, y' 0 1 by using Laplace 07
transform.
Q.5 (a) Solve p 2 q 2 1 03
(b) Solve xp yq 3z 04
(c) 2z z 2z 2 x 3 y
07
Solve 4 4 e
x 2
xy y 2
OR
Q.5 (a) Solve p q x y
2 2 03
(b) 3z 04
Solve cos2x 3y
x 2 y
(c) Solve by Charpit’s method p z qy2 07
*************