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ADVANCED

ENGINEERING
MATHEMATICS
2130002 – 5th Edition

Darshan Institute of Engineering and Technology

Name :
Roll No. :
Division :
I N D E X

UNIT WISE ANALYSIS FROM GTU QUESTION PAPERS ..................................... 5

LIST OF ASSIGNMENT ...................................................................................... 6

UNIT 1 – INTRODUCTION TO SOME SPECIAL FUNCTIONS ............................... 8

1). METHOD – 1: EXAMPLE ON BETA FUNCTION AND GAMMA FUNCTION............................ 9

2). METHOD – 2: EXAMPLE ON BESSEL’S FUNCTION .....................................................................15

UNIT-2 » FOURIER SERIES AND FOURIER INTEGRAL .................................... 16

3). METHOD – 1: EXAMPLE ON FOURIER SERIES IN THE INTERVAL (𝐂, 𝐂 + 𝟐𝐋) ...............18

4). METHOD – 2: EXAMPLE ON FOURIER SERIES IN THE INTERVAL (−𝐋, 𝐋) .......................21

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

7). METHOD – 5: EXAMPLE ON FOURIER INTERGRAL ...................................................................29

UNIT-3A » DIFFERENTIAL EQUATION OF FIRST ORDER ................................ 32

8). METHOD – 1: EXAMPLE ON ORDER AND DEGREE OF DIFFERENTIAL EQUATION .....33

9). METHOD – 2: EXAMPLE ON VARIABLE SEPARABLE METHOD ............................................35

10). METHOD – 3: EXAMPLE ON LEIBNITZ’S DIFFERENTIAL EQUATION ................................37

11). METHOD – 4: EXAMPLE ON BERNOULLI’S DIFFERENTIAL EQUATION............................39

12). METHOD – 5: EXAMPLE ON EXACT DIFFERENTIAL EQUATION ..........................................40

13). METHOD – 6: EXAMPLE ON NON-EXACT DIFFERENTIAL EQUATION...............................42

14). METHOD – 7: EXAMPLE ON ORTHOGONAL TREJECTORY......................................................44

UNIT-3B » DIFFERENTIAL EQUATION OF HIGHER ORDER............................. 46

15). METHOD – 1: EXAMPLE ON HOMOGENEOUS DIFFERENTIAL EQUATION ......................48

16). METHOD – 2: EXAMPLE ON NON-HOMOGENEOUS DIFFERENTIAL EQUATION ...........52

17). METHOD – 3: EXAMPLE ON UNDETERMINED CO-EFFICIENT..............................................55

18). METHOD – 4: EXAMPLE ON WRONSKIAN .....................................................................................56

19). METHOD – 5: EXAMPLE ON VARIATION OF PARAMETERS ...................................................57

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I N D E X
20). METHOD – 6: EXAMPLE ON CAUCHY EULER EQUATION ....................................................... 60

21). METHOD – 7: EXAMPLE ON FINDING SECOND SOLUTION .................................................... 61

UNIT-4 » SERIES SOLUTION OF DIFFERENTIAL EQUATION ............................ 62

22). METHOD – 1: EXAMPLE ON SINGULARITY OF DIFFERENTIAL EQUATION .................... 63

23). METHOD – 2: EXAMPLE ON POWER SERIES METHOD............................................................ 64

24). METHOD – 3: EXAMPLE ON FROBENIUS METHOD ................................................................... 67

UNIT-5 » LAPLACE TRANSFORM AND IT’S APPLICATION ................................ 70

25). METHOD – 1: EXAMPLE ON DEFINITION OF LAPLACE TRANSFORM ............................... 74

26). METHOD – 2: EXAMPLE ON LAPLACE TRANSFORM OF SIMPLE FUNCTIONS ............... 75

27). METHOD – 3: EXAMPLE ON FIRST SHIFTING THEOREM ....................................................... 77

28). METHOD – 4: EXAMPLE ON DIFFERENTIATION OF LAPLACE TRANSFORM ................. 79

29). METHOD – 5: EXAMPLE ON INTEGRATION OF LAPLACE TRANSFORM........................... 81

30). METHOD – 6: EXAMPLE ON INTEGRATION OF A FUNCTION ............................................... 83

31). METHOD – 7: EXAMPLE ON L. T. OF PERIODIC FUNCTIONS ................................................. 85

32). METHOD – 8: EXAMPLE ON SECOND SHIFTING THEOREM .................................................. 88

33). METHOD – 9: EXAMPLE ON LAPLACE INVERSE TRANSFORM ............................................. 89

34). METHOD – 10: EXAMPLE ON FIRST SHIFTING THEOREM..................................................... 91

35). METHOD – 11: EXAMPLE ON PARTIAL FRACTION METHOD ............................................... 92

36). METHOD – 12: EXAMPLE ON SECOND SHIFTING THEOREM................................................ 95

37). METHOD – 13: EXAMPLE ON INVERSE LAPLACE TRANSFORM OF DERIVATIVES ...... 96

38). METHOD – 14: EXAMPLE ON CONVOLUTION PRODUCT ........................................................ 97

39). METHOD – 15: EXAMPLE ON CONVOLUTION THEROREM .................................................... 99

40). METHOD – 16: EXAMPLE ON APPLICATION OF LAPLACE TRANSFORM ...................... 101

UNIT-6 » PARTIAL DIFFERENTIAL EQUATION AND IT’S APPLICATION .........104

41). METHOD – 1: EXAMPLE ON FORMATION OF PARTIAL DIFFERENTIAL EQUATION 105

42). METHOD – 2: EXAMPLE ON DIRECT INTEGRATION ............................................................. 107

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I N D E X
43). METHOD – 3: EXAMPLE ON SOLUTION OF HIGHER ORDERED PDE ............................... 110

44). METHOD – 4: EXAMPLE ON LAGRANGE’S DIFFERENTIAL EQUATION .......................... 112

45). METHOD – 5: EXAMPLE ON NON-LINEAR PDE ........................................................................ 114

46). METHOD – 6: EXAMPLE ON SEPARATION OF VARIABLES .................................................. 116

47). METHOD – 7: EXAMPLE ON CLASSIFICATION OF 2ND ORDER PDE.................................. 117

8 GTU QUESTION PAPERS OF AEM – 2130002……..……………...………………***

SYLLABUS OF AEM – 2130002……..……………..…………..………..……………….***

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U ni t w i s e a na ly s i s fr om GT U q u e s ti o n p a p e r s

UNIT WISE ANALYSIS FROM GTU QUESTION PAPERS

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.

Unit No. Unit Name Level GTU Hour

1 Introduction to Some Special Function Easy 2

2 Fourier Series and Fourier Integral Medium 5

3 Differential equation and It’s Application Medium 11

4 Series Solution of Differential Equation Easy 3

5 Laplace Transform and It’s Application Hard 9

6 Partial Differential Equation Hard 12

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L i s t o f A s s i gnm e n t

LIST OF ASSIGNMENT

Assignment No. Unit No. Method No.

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)

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[7 ]

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [8 ]

UNIT 1 – INTRODUCTION TO SOME SPECIAL FUNCTIONS


 INTRODUCTION:

 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).

𝐁(𝐦, 𝐧) = ∫ 𝐱𝐦−𝟏 (𝟏 − 𝐱)𝐧−𝟏𝐝𝐱


𝟎

 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.

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [9 ]

(2) If n is a positive integer, then ⌈(n + 1) = n!


∞ 2 1
(3) Second Form of Gamma Function ∫0 e−x x 2m−1 dx = ⌈m
2

⌈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

(7) Legendre’s duplication formula. S – 16

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

METHOD – 1: EXAMPLE ON BETA FUNCTION AND GAMMA FUNCTION

C 1 Find B(4,3).
1
𝐀𝐧𝐬𝐰𝐞𝐫:
60

T 2 9 7
Find B ( , ) .
2 2
5π S – 16
𝐀𝐧𝐬𝐰𝐞𝐫:
2048

H 3 State the relation between Beta and Gamma function. W – 15


W – 16
H 4 State Duplication (Legendre) formula. S – 16
C 5 7
Find ⌈ .
2
S – 16
15 √π
𝐀𝐧𝐬𝐰𝐞𝐫:
8

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [10 ]

H 6 13
Find ⌈ .
2
W – 15
10395 √π
𝐀𝐧𝐬𝐰𝐞𝐫:
64

T 7 5 3
Find ⌈ ⌈ .
4 4
π
𝐀𝐧𝐬𝐰𝐞𝐫:
2√2

 ERROR FUNCTION AND COMPLEMENTARY ERROR FUNCTION:

 The error function of x is defined as below and is denoted by erf(x).


𝐱 𝐱
𝟏 −𝐭 𝟐
𝟐 𝟐
𝐞𝐫𝐟(𝐱) = ∫𝐞 𝐝𝐭 = ∫ 𝐞−𝐭 𝐝𝐭
√𝛑 √𝛑
−𝐱 𝟎

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



𝟐 𝟐
𝐞𝐫𝐟𝐜 (𝐱) = ∫ 𝐞−𝐭 𝐝𝐭
√𝛑
𝐱

 Properties:

(1) erf(0) = 0

(2) erfc(0) = 1

(3) erf(∞) = 1

(4) erf(−x) = −erf(x)

(5) erf(x) + erfc(x) = 1

 UNIT STEP FUNCTION (HEAVISIDE’S FUNCTION): W – 14 ; W – 16

 The Unit Step Function is defined by

1 ; x≥a
u(x − a) = { .
0 ; x<a

 It is also denoted by H(x − a) or ua(x).

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [11 ]

 PULSE OF UNIT HEIGHT:

 The pulse of unit height of duration T is f(x)

defined by

1 ; 0≤x≤T 1
f( x ) = { .
0 ; x>T

x
𝐓

𝐟(𝐱)
 SINUSOIDAL PULSE FUNCTION:

 The sinusoidal pulse function is defined by


π
sin ax ; 0≤x≤ 𝟏
a
f( x ) = {
π
0 ; x> x
a 𝟎 𝛑
𝐚

𝐟(𝐱)

 RECTANGLE FUNCTION: (W – 17)

 A Rectangular function f(x) on ℝ is defined by


1
1 ; a≤x≤b
f( x ) = {
0 ; otherwise
x
𝐚 𝐛

 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.

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [12 ]

 SIGNUM FUNCTION: f(x)


 The Signum function is defined by

−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

 DIRAC DELTA FUNCTION(UNIT IMPULSE FUNCTION): W – 14

 A Dirac delta Function δ(x − a) is defined by δ(x − a) = lim f(x) .


ε→0

Where, f(x) is an impulse function, which is defined as

0 ; x<a

1
f( x ) = ; a ≤x ≤a+ε .
ε
{0 ; x >a+ε

 PERIODIC FUNCTION:

 A function f is said to be periodic, if f(x + p) = f(x) for all x.

 If smallest positive number of set of all such p exists, then that number is called the
Fundamental period of f(x).

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [13 ]

 Note:

(1) Constant function is periodic without Fundamental period.

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

 SQUARE WAVE FUNCTION:

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


1 ; 0<x<a
f( x ) = { .
−1 ; a < x < 2a
1

a 3a
x
-a 2a

−𝟏

 SAW TOOTH WAVE FUNCTION: (W – 17)

 A saw tooth wave function f(x) with period a f(x)


is defined as f(x) = x ; 0 ≤ x < a.

x
a 2a 3a

 TRIANGULAR WAVE FUNCTION:

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

x ; 0≤x<a
f( x ) = { .
2a − x ; a ≤ x < 2a

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [14 ]

f(x)

x
-2a -a a 2a 3a 4a

 FULL RECTIFIED SINE WAVE FUNCTION:

 A full rectified sine wave function with period "π" is defined as

f(x) = sin x ; 0 ≤ x < π.

𝐟(𝐱)

𝟏
` `

x
−𝛑 𝟎 𝛑 𝟐𝛑

 HALF RECTIFIED SINE WAVE FUNCTION:

 A half wave rectified sinusoidal function with period "2π" is defined as

sin x ; 0≤x<π
f( x ) = { .
0 ; π ≤ x < 2π

𝐟(𝐱)

` 1` `

x
−𝟐𝛑 −𝛑 𝟎 𝛑 𝟐𝛑 𝟑𝛑 𝟒𝛑

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UNI T -1 » I n tro du ction To S o me Spe cia l Fu n ctio n [15 ]

 BESSEL’S FUNCTION:

 A Bessel’s function of 1st kind of order n is defined by



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

METHOD – 2: EXAMPLE ON BESSEL’S FUNCTION

C 1 Determine the value J1 (x).


2

2 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: √ sin x
πx

H 2 Determine the value J(− 1) (x).


2

2
𝐀𝐧𝐬𝐰𝐞𝐫: √ cos x
πx

C 3 Determine the value J3 (x).


2

2 sin x S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: √ ( − cos x)
πx x

H 4 Determine the value J(− 3) (x).


2

2 cos x
𝐀𝐧𝐬𝐰𝐞𝐫: √ ( + sin x)
πx x

T 5
Using Bessel’s function of the first kind, Prove that J0 (0) = 1.

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [16 ]

UNIT-2 » FOURIER SERIES AND FOURIER INTEGRAL


 BASIC FORMULAE:

 Leibnitz’s Formula (Take, Given polynomial function as “u”)

∫ 𝐮 ∙ 𝐯 𝐝𝐱 = 𝐮 𝐯𝟏 − 𝐮′ 𝐯𝟐 + 𝐮′′ 𝐯𝟑 − 𝐮′′′ 𝐯𝟒 + ⋯

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


v.

 Choice of u and v is as per LIATE order.

Where,

L means Logarithmic Function I means Invertible Function

A means Algebraic Function T means Trigonometric Function

E means Exponential Function

 When Function is Exponential Function:

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

 When Function is Trigonometric Function:

𝟐 𝐬𝐢𝐧 𝐚 𝐜𝐨𝐬 𝐛 = 𝐬𝐢𝐧(𝐚 + 𝐛) + 𝐬𝐢𝐧(𝐚 − 𝐛)

𝟐 𝐜𝐨𝐬 𝐚 𝐬𝐢𝐧 𝐛 = 𝐬𝐢𝐧(𝐚 + 𝐛) − 𝐬𝐢𝐧(𝐚 − 𝐛)

𝟐 𝐜𝐨𝐬 𝐚 𝐜𝐨𝐬 𝐛 = 𝐜𝐨𝐬 (𝐚 + 𝐛) + 𝐜𝐨𝐬 (𝐚 − 𝐛)

𝟐 𝐬𝐢𝐧 𝐚 𝐬𝐢𝐧 𝐛 = − 𝐜𝐨𝐬(𝐚 + 𝐛) + 𝐜𝐨𝐬(𝐚 − 𝐛)

 NOTE (FOR EVERY, 𝐧 ∈ ℤ)

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

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [17 ]

 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.

 Fourier series was developed by Jean Baptiste Joseph Fourier in 1822.

 DIRICHLET CONDITION FOR EXISTENCE OF FOURIER SERIES OF 𝐟(𝐱):

(1) f(x) is bounded.

(2) f(x) is single valued.

(3) f(x) has finite number of maxima and minima in the interval.

(4) f(x) has finite number of discontinuity 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

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [18 ]

 FOURIER SERIES IN THE INTERVAL (𝐜, 𝐜 + 𝟐𝐋):

 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

Where the constants a0 , an and bn are given by

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

METHOD – 1: EXAMPLE ON FOURIER SERIES IN THE INTERVAL (𝐂, 𝐂 + 𝟐𝐋)

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



𝟒 𝟒 𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ 𝟐 𝟐 𝐜𝐨𝐬(𝐧𝛑𝐱) − 𝐬𝐢𝐧(𝐧𝛑𝐱) ]
𝟑 𝐧 𝛑 𝐧𝛑
𝐧=𝟏

H 2 Find the Fourier series to represent f(x) = 2x − x 2 in (0,3).



𝟗 𝟐𝐧𝛑𝐱 𝟑 𝟐𝐧𝛑𝐱 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ [ − 𝐜𝐨𝐬 ( )+ 𝐬𝐢𝐧 ( )]
𝐧𝟐 𝛑𝟐 𝟑 𝐧𝛑 𝟑
𝐧=𝟏

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

T 5 Find Fourier Series for f(x) = x 2 ; where 0 ≤ x ≤ 2π



𝟒𝛑𝟐 𝟒 𝟒𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ 𝟐 𝐜𝐨𝐬 𝐧𝐱 − 𝐬𝐢𝐧 𝐧𝐱 ]
𝟑 𝐧 𝐧
𝐧=𝟏

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [19 ]


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 9 Find Fourier Series for f(x) = eax in (0,2π); a > 0



𝐞𝟐𝐚𝛑 − 𝟏 𝐞𝟐𝐚𝛑 − 𝟏 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ [𝐚 𝐜𝐨𝐬 𝐧𝐱 − 𝐧 𝐬𝐢𝐧 𝐧𝐱 ]
𝟐𝐚𝛑 𝛑(𝐧𝟐 + 𝐚𝟐 )
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

T 12 Find the Fourier series for periodic function with period 2 of


πx, 0≤x≤1
f(x) = {
π (2 − x), 1 ≤ x ≤ 2.

𝛑 𝟐[(−𝟏)𝐧 − 𝟏]
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝐜𝐨𝐬(𝐧𝛑𝐱)
𝟐 𝛑𝐧𝟐
𝐧=𝟏

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [20 ]

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

C 14 Find the Fourier Series for the function f(x) given by


−π , 0 < x < π ∞
1 π2
f( x) = { . Hence show that ∑ = .
(2n + 1) 2 8
x − π , π < x < 2π n=0
W – 16
S – 18

𝛑 (𝟏 − (−𝟏)𝐧 ) (−𝟏)𝐧 − 𝟐
( )
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 𝐱 = − + ∑ [ ( )
𝐜𝐨𝐬 𝐧𝐱 + 𝐬𝐢𝐧(𝐧𝐱) ]
𝟒 𝐧𝟐 𝛑 𝐧
𝐧=𝟏

C 15 Determine the Fourier series to represent


f(x)
the periodic function as shown in the figure.

𝛑 𝐬𝐢𝐧 𝐧𝐱 𝝅
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = − ∑
𝟐 𝐧
𝐧=𝟏 x
𝟐𝝅 𝟒𝝅

\ \
pi pi

 DEFINITION:

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

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

 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.

 FOURIER SERIES FOR ODD & EVEN FUNCTION:

 Let, f(x) be a periodic function defined in (– L, L)

f(x) is even, bn = 0; n = 1,2,3, … f(x) is odd, a0 = 0 = an; n = 1,2,3, …

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

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [21 ]

 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

Sr. No. Type of Function Example

 x 2 , x 4 , x 6 , … i. e. x n, where n is even.

 Any constant. e.g. 1,2, π …

 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.

METHOD – 2: EXAMPLE ON FOURIER SERIES IN THE INTERVAL (−𝐋, 𝐋)

C 1 Find the Fourier series of the periodic function f(x) = 2x.


Where−1 < x < 1 , p = 2l = 2.
∞ W – 16
𝟒(−𝟏)𝐧+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧(𝐧𝛑𝐱)
𝐧𝛑
𝐧=𝟏

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [22 ]

H 2 Find the Fourier expansion for function f(x) = x − x 3 in −1 < x < 1.



𝟏𝟐(−𝟏)𝐧+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧 𝐧𝛑𝐱
𝐧𝟑 𝛑𝟑
𝐧=𝟏

C 3 Find the Fourier series for f(x) = x 2 in −l < x < l.



𝐥𝟐 𝟒 𝐥𝟐 (−𝟏)𝐧 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝟐 𝟐
𝐜𝐨𝐬 ( )
𝟑 𝐧 𝛑 𝐥
𝐧=𝟏

H 4 Expand f(x) = x 2 − 2 in – 2 < x < 2 the Fourier series.



𝟐 𝟏𝟔(−𝟏)𝐧 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = − + ∑ 𝟐 𝟐
𝐜𝐨𝐬 ( )
𝟑 𝐧 𝛑 𝟐
𝐧=𝟏

C 5 Find the Fourier series of f(x) = x 2 + x Where −2 < x < 2.



𝟒 𝟏𝟔(−𝟏)𝐧 𝐧𝛑𝐱 𝟒(−𝟏)𝐧+𝟏 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ 𝟐 𝟐 𝐜𝐨𝐬 ( )+ 𝐬𝐢𝐧 ( )]
𝟑 𝐧 𝛑 𝟐 𝐧𝛑 𝟐
𝐧=𝟏

T 6 Find the Fourier expansion for function f(x) = x − x 2 in −1 < x < 1.



𝟏 𝟒(−𝟏)𝐧+𝟏 𝟐(−𝟏)𝐧+𝟏
( )
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 𝐱 = − + ∑ [ ( )
𝐜𝐨𝐬 𝐧𝛑𝐱 + 𝐬𝐢𝐧(𝐧𝛑𝐱)]
𝟑 𝐧𝟐 𝛑𝟐 𝐧𝛑
𝐧=𝟏

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

T 8 Find the Fourier series expansion of f(x) = |x|; – π < x < π .



𝛑 𝟐 [(−𝟏)𝐧 − 𝟏] W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝐜𝐨𝐬 𝐧𝐱
𝟐 𝛑𝐧𝟐
𝐧=𝟏

T 9 Find the Fourier series of f(x) = x 3 ; x ∈ (−π, π).



𝟐(−𝟏)𝐧+𝟏 𝟐 𝟔
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ [𝛑 − 𝟐 ] 𝐬𝐢𝐧 𝐧𝐱
𝐧 𝐧
𝐧=𝟏

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [23 ]

H 10 Find the Fourier series of f(x) = x − x 2 ; – π < x < π.


1 1 1 1 π2
Deduce that: − + − + ⋯ = .
12 22 32 42 12
S – 17

𝛑𝟐 𝟒(−𝟏)𝐧+𝟏 𝟐(−𝟏)𝐧+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = − +∑[ 𝐜𝐨𝐬 𝐧𝐱 + 𝐬𝐢𝐧 𝐧𝐱]
𝟑 𝐧𝟐 𝐧
𝐧=𝟏

H 11 Find the Fourier series of f(x) = x + x 2 ; – π < x < π.


1 1 1 π2
Deduce that: 1 + + + + ⋯ = .
22 32 42 6
W – 17
𝟐 ∞
𝛑 𝟒(−𝟏 )𝐧 𝟐(−𝟏 )𝐧+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑[ 𝐜𝐨𝐬 𝐧𝐱 + 𝐬𝐢𝐧 𝐧𝐱]
𝟑 𝐧𝟐 𝐧
𝐧=𝟏

C 12 Find the Fourier series of f(x) = x + |x| ; – π < x < π.

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

H 13 Find the Fourier series to representation ex in the the interval(−π, π).



𝐞𝛑 − 𝐞 −𝛑 (𝐞𝛑 − 𝐞 −𝛑 ) (−𝟏)𝐧
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ [𝐜𝐨𝐬 𝐧𝐱 + 𝐧 𝐬𝐢𝐧 𝐧𝐱]
𝟐𝛑 𝛑(𝐧𝟐 + 𝟏)
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

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [24 ]

C 16 Find Fourier series expansion of the function given by


0, −2 < x < 0
f( x) = { .
1, 0 < x < 2

𝟏 𝟏 − (−𝟏)𝐧 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ [ 𝐬𝐢𝐧 ( )]
𝟐 𝐧𝛑 𝟐
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

C 18 Find the Fourier series expansion of the function


−π, −π ≤ x ≤ 0 ∞
1 π2
f( x) = { . Deduce that ∑ = .
(2n − 1)2 8
x, 0≤x≤π n=1 S – 16

𝛑 (−𝟏)𝐧 − 𝟏 𝟏 − 𝟐(−𝟏)𝐧
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = − + ∑[ 𝐜𝐨𝐬 𝐧𝐱 + 𝐬𝐢𝐧 𝐧𝐱]
𝟒 𝛑𝐧𝟐 𝐧
𝐧=𝟏

T 19 Obtain the Fourier Series for the function f(x) given by


0 , −π ≤ x ≤ 0 1 1 1 π2
f( x) = { . Hence prove 1 − + − +⋯ = .
x2 , 0 ≤ x ≤ π 4 9 16 12

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

H 20 Find the Fourier Series for the function f(x) given by


−π , −π < x < 0
f( x) = { .
x−π, 0 < x< π

𝟑𝛑 (−𝟏)𝐧 − 𝟏 (−𝟏)𝐧+𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = − + ∑[ 𝐜𝐨𝐬 𝐧𝐱 + 𝐬𝐢𝐧 𝐧𝐱]
𝟒 𝛑𝐧𝟐 𝐧
𝐧=𝟏

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [25 ]

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

H 23 Find the Fourier Series for the function f(x) given by


2x
1+ ; −π ≤ x ≤ 0
π 1 1 1 π2
f( x ) = . Hence prove 2 + 2 + 2 + ⋯ = .
2x 1 3 5 8
1− ; 0≤x≤π
{ π

𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ [𝟏 − (−𝟏)𝐧 ] 𝐜𝐨𝐬 𝐧𝐱
𝛑𝟐𝐧𝟐
𝐧=𝟏

 HALF RANGE SERIES:

 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.

 HALF RANGE COSINE SERIES IN THE INTERVAL (𝟎, 𝐋):



𝐚𝟎 𝐧𝛑𝐱
𝐟(𝐱) = + ∑ 𝐚𝐧 𝐜𝐨𝐬 ( )
𝟐 𝐋
𝐧=𝟏

Where the constants a0 and an are given by

2 L
a0 = ∫ f(x) dx
L 0

2 L nπx
an = ∫ f(x) cos ( ) dx
L 0 L

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [26 ]

METHOD – 3: EXAMPLE ON HALF COSINE SERIES IN THE INTERVAL (𝟎, 𝐋)

H 1 Find Fourier cosine series for f(x) = x 2 ; 0 < x ≤ π .



𝛑𝟐 𝟒(−𝟏)𝐧 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ 𝐜𝐨𝐬 𝐧𝐱
𝟑 𝐧𝟐
𝐧=𝟏

H 2 Find Half-range cosine series for f(x) = (x − 1)2 in 0 < x < 1.



𝟏 𝟒 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝟐 𝟐 𝐜𝐨𝐬(𝐧𝛑𝐱)
𝟑 𝐧 𝛑
𝐧=𝟏

C 3 Find a cosine series for f(x) = π − x in the interval 0 < x < π



𝛑 𝟐[(−𝟏)𝐧+𝟏 + 𝟏] W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = + ∑ 𝐜𝐨𝐬 𝐧𝐱
𝟐 𝛑𝐧𝟐
𝐧=𝟏

H 4 Find a cosine series for f(x) = ex in 0 < x < L.



𝐞𝐋 − 𝟏 𝟐𝐋[𝐞𝐋 (−𝟏) 𝐧 − 𝟏] 𝐧𝛑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ 𝟐 𝟐 𝟐
𝐜𝐨𝐬 ( )
𝐋 𝐧 𝛑 +𝐋 𝐋
𝐧=𝟏

C 5 Find Half-range cosine series for f(x) = e−x in 0 < x < π.



𝟏 − 𝐞𝛑 𝟐[𝐞−𝛑 (−𝟏)𝐧+𝟏 + 𝟏] W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = +∑ 𝐜𝐨𝐬 𝐧𝐱
𝛑 𝛑(𝐧𝟐 + 𝟏)
𝐧=𝟏

C 6 Find Half range cosine series for sin x in (0, π)

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

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [27 ]

 HALF RANGE SINE SERIES IN THE INTERVAL (𝟎, 𝐋):



𝐚𝟎 𝐧𝛑𝐱
𝐟(𝐱) = + ∑ 𝐚𝐧 𝐜𝐨𝐬 ( )
𝟐 𝐋
𝐧=𝟏

Where the constants a0 and an are given by

2 L
a0 = ∫ f(x) dx
L 0

2 L nπx
an = ∫ f(x) cos ( ) dx
L 0 L

METHOD – 4: EXAMPLE ON HALF SINE SERIES IN THE INTERVAL (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

H 2 Expand πx − x 2 in a half-range sine series in the interval (0, π) up to first


three terms.

𝟒[(−𝟏)𝐧+𝟏 + 𝟏]
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧 𝐧𝐱
𝐧𝟑 𝛑
𝐧=𝟏

T 3 Find half range sine series of f(x) = x 3 , 0 < x < π.



𝟐 𝟔 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ (−𝟏)𝐧 [ 𝟐 − 𝛑𝟐] 𝐬𝐢𝐧 𝐧𝐱
𝐧 𝐧
𝐧=𝟏

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



𝟐𝐧[𝐞𝛑 (−𝟏)𝐧+𝟏 + 𝟏] S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧 𝐧𝐱
𝛑(𝟏 + 𝐧𝟐 )
𝐧=𝟏
π
C 5 x ;0 < x <
2
Find the sine series f(x) = { π .
π−x; < x< π
2
∞ W – 14
𝟒 𝐧𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝟐 𝐬𝐢𝐧 ( ) 𝐬𝐢𝐧 𝐧𝐱
𝐧 𝛑 𝟐
𝐧=𝟏

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [28 ]

H 6 Find Half range sine series for cos 2x in (0, π) .



𝟐𝐧[(−𝟏)𝐧+𝟏 + 𝟏]
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∑ 𝐬𝐢𝐧 𝐧𝐱 , 𝐛𝟐 = 𝟎 W – 15
𝛑(𝐧𝟐 − 𝟒)
𝐧=𝟏
𝐧≠𝟐

 FOURIER INTEGRALS

 Fourier Integral of f (x) is given by


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


0

∞ ∞
1 1
Where, A(ω) = ∫ f(x) cos ωx dx & B(ω) = ∫ f(x) sin ωx dx
π π
−∞ −∞

 FOURIER COSINE INTEGRAL

 Fourier Cosine Integral of f(x) is given by


f(x) = ∫ A(ω) cos ωx dω


0


2
Where, A(ω) = ∫ f(x) cos ωx dx
π
0

 FOURIER SINE INTEGRAL

 Fourier Sine Integral of f (x) is given by


f(x) = ∫ B(ω) sin ωx dω


0


2
Where, B(ω) = ∫ f(x) sin ωx dx
π
0

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [29 ]

METHOD – 5: EXAMPLE ON FOURIER INTERGRAL

C 1 Using Fourier integral, Prove that


0 ;x < 0
∞ cos ωx + ωsin ωx π ;x = 0 S – 15
∫ dω = 2
0 1 + ω2
{πe−x ; x > 0.
C 2 1 ; |x| < 1
Find the Fourier integral representation of f(x) = { .
0 ; |x| > 1
Hence calculate the followings.
∞ sin λ cos λx ∞ sin ω W – 14
a) ∫ dλ b) ∫ dω . W – 16
0 λ 0 ω
∞ 𝛑
𝟐𝐬𝐢𝐧 𝛚 ; |𝐱| < 𝟏 𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∫ 𝐜𝐨𝐬 𝛚𝐱 𝐝𝛚 𝐚) { 𝟐 𝐛)
𝛑𝛚 𝟐
𝟎 𝟎 ; |𝐱| > 𝟏
H 3 2 ; |x| < 2
Find the Fourier integral representation of f(x) = {
0 ; |x| > 2.
S – 16

𝟒 𝐬𝐢𝐧 𝟐𝛚 𝐜𝐨𝐬 𝛚𝐱 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱) = ∫ 𝐝𝛚
𝛑𝛚
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

C 6 Using Fourier integral prove that


π
∞1 − cos ωπ ;0 < x < π
∫ sin ωx dω = { 2
0 ω
0 ; x > π.
H 7 1 ;0 ≤ x ≤ π
Express f(x) = {
0 ; x > π. W – 17
∞ 1−cos λπ
as a Fourier Sine integral and hence evaluate∫0 sin λx dλ .
λ

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UNI T -2 » Fou rie r Se rie s a nd Fou rier In te gra l [30 ]

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

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

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[31 ]

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [32 ]

UNIT-3A » DIFFERENTIAL EQUATION OF FIRST ORDER


 INTRODUCTION:

 A differential equation is a mathematical equation which involves differentials or differential


coefficients. Differential equations are very important in engineering problem. Most
common differential equations are Newton’s Second law of motion, Series RL, RC, and RLC
circuits, etc.

 Mathematical modeling reduces many Natural phenomenon (real world problem) to


differential equation(s).

 In this chapter, we will study, the method of obtaining the solution of ordinary differential
equation of first order.

 DEFINITION: DIFFERENTIAL EQUATION:

 An eqn. which involves differential co-efficient is called a Differential Equation.

d2y dy
e.g. + x2 +y= 0
dx2 dx

 DEFINITION: ORDINARY DIFFERENTIAL EQUATION:

 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

 DEFINITION: PARTIAL DIFFERENTIAL EQUATION:

 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

 DEFINITION: ORDER OF DIFFERENTIAL EQUATION:

 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

 DEFINITION: DEGREE OF DIFFERENTIAL EQUATION:

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [33 ]

 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.

METHOD – 1: EXAMPLE ON ORDER AND DEGREE OF DIFFERENTIAL EQUATION

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

H 5 Find order and degree of differential equation dy = (y + sinx) dx .


S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏, 𝟏

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [34 ]

 SOLUTION OF A DIFFERENTIAL EQUATION:

 A solution or integral or primitive of a differential equation is a relation between the


variables which does not involve any derivative(s) and satisfies the given differential
equation.

 GENERAL SOLUTION (G.S.):

 A solution of a differential equation in which the number of arbitrary constants is equal to


the order of the differential equation, is called the General solution or complete integral or
complete primitive.

 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.

 LINEAR DIFFERENTIAL EQUATION:

 A differential equation is called “LINEAR DIFFERENTIAL EQUATION” if the dependent


variable and every derivatives in the equation occurs in the first degree only and they should
not be multiplied together.

 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

 A Linear Differential Equation of first order is known as Leibnitz’s linear Differential


Equation
dy dx
i.e. + P(x)y = Q(x) + c OR + P( y )x = Q (y ) + c
dx dy

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [35 ]

 TYPE OF FIRST ORDER AND FIRST DEGREE DIFFERENTIAL EQUATION:

 Variable Separable Equation

 Homogeneous Differential Equation

 Linear(Leibnitz’s) Differential Equation

 Bernoulli’s Equation

 Exact Differential Equation

 VARIABLE SEPARABLE EQUATION:


dy
 If a differential equation of type = f(x, y) can be converted into M(x)dx = N(y)dy, then it
dx

is known as a Variable Separable Equation.

 The general solution of a Variable Separable Equation is

∫ 𝐌(𝐱)𝐝𝐱 = ∫ 𝐍(𝐲)𝐝𝐲 + 𝐜

 Where, c is an arbitrary constant.

 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.

 REDUCIBLE TO VARIABLE SEPARABLE EQUATION:


dy dy y
 If a differential equation of type = f(x, y) can be converted into = φ ( ) then it can be
dx dx x
dy dv
converted into variable separable equation by taking y = vx & =x + v.
dx dx

METHOD – 2: EXAMPLE ON VARIABLE SEPARABLE METHOD

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

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [36 ]

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

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [37 ]

 LEIBNITZ’S ( LINEAR ) DIFFERENTIAL EQUATION:

Form - 1 Form -2

Form of differential dy dx
+ P ( x) y = Q ( x ) + P(y)x = Q (y)
equation dx dy

Integrating factor I. F. = e∫ P(x) dx I. F. = e∫ P(y) dy

Solution y (I. F. ) = ∫ Q(x) (I. F. )dx + c x (I. F. ) = ∫ Q(y) (I. F. )dy + c

METHOD – 3: EXAMPLE ON LEIBNITZ’S DIFFERENTIAL EQUATION

C 1 Solve: y ′ + y sin x = ecos x .


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝐞 − 𝐜𝐨𝐬 𝐱 = 𝐱 + 𝐜
H 2 dy 1 1
Solve: + 2 y = 6 ex .
dx x
−𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝐞 𝐱 =𝟔𝐱+𝐜
3
H 3 e−2x
Solve: + y′ 6x 2 y
= 2 , y(1) = 0 .
x
𝟑 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝐞𝟐𝐱 = (𝟏 − )
𝐱
C 4 dy
Solve: (x + 1) − y = (x + 1)2 e3x .
dx
W – 16
𝐲 𝐞𝟑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: = +𝐜
𝐱+𝟏 𝟑
H 5 dy
Solve: +y=x.
dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝐞𝐱 = 𝐞𝐱 𝐱 − 𝐞𝐱 + 𝐜
H 6 dy
Solve: x + ( 1 + x) y = x 3 .
dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱 𝐲 𝐞𝐱 = 𝐱𝟑 𝐞𝐱 − 𝟑 𝐱𝟐 𝐞𝐱 + 𝟔 𝐱 𝐞𝐱 − 𝟔 𝐞𝐱 + 𝐜
C 7 dy
Solve: + (cot x)y = 2cos x .
dx
𝐜𝐨𝐬𝟐𝐱 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 ⋅ 𝐬𝐢𝐧𝐱 = − +𝐜
𝟐

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [38 ]

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

 BERNOULLI’S DIFFERENTIAL EQUATION:


dy dx
 A differential equation of the form + P(x)y = Q(x)y n OR + P(y)x = Q(y) x n is known
dx dy

as Bernoulli’s Differential Equation. Where, n ∈ ℝ − {0,1} such differential equation can be


converted into linear differential equation and accordingly can be solved.

 EQUATION REDUCIBLE TO LINEAR DIFFERENTIAL EQUATION FORM:


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

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


dy
We get, y −n + P(x)y1−n = Q(x)____(2)
dx

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

Which is Linear Differential equation and accordingly can be solved.


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

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


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

f(y)
Let, =v
g(y)

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [39 ]

Differentiate with respect to x both the sides,

Eqn (4) becomes Linear Differential equation and accordingly can be solved.

METHOD – 4: EXAMPLE ON BERNOULLI’S DIFFERENTIAL EQUATION

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

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [40 ]

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

 EXACT DIFFERENTIAL EQUATION:

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

 Where first order continuous partial derivative of M and N must be exist at all points
of f(x, y).

 The general solution of Exact Differential Equation is

∫ M dx + ∫(terms of N free from x)dy = c


y=constant

Where, c is an arbitrary constant.

METHOD – 5: EXAMPLE ON EXACT DIFFERENTIAL EQUATION

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


𝐱𝟒 𝟑𝐱𝟐 𝐲 𝟐 𝐲 𝟒 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: + + =𝐜
𝟒 𝟐 𝟒

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [41 ]

C 2 Check whether the given differential equation is exact or not (x 4 − 2xy 2 +


y 4 )dx − (2x 2 y − 4xy 3 + siny) dy
W – 17
𝐱𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐱𝟐 𝐲 𝟐 + 𝐱𝐲 𝟒 + 𝐜𝐨𝐬𝐲 = 𝐜
𝟓
H 3 Solve: (x 2 + y 2 )dx + 2xydy = 0 .
𝐱𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝐲𝟐 𝐱 = 𝐜
𝟑
H 4 Solve: 2 x y dx + x 2 dy = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱𝟐 𝐲 = 𝐜
C 5 dy x 2 − x − y 2
Solve: = .
dx 2xy
W – 15
𝐱𝟑 𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: − − 𝐱𝐲 𝟐 = 𝐜
𝟑 𝟐
H 6 Solve: yexdx + (2y + ex )dy = 0.
S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲𝐞 𝐱 + 𝐲 𝟐 = 𝐜
H 7 Solve: (ey + 1) cos x dx + ey sin x dy = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐞𝐲 + 𝟏) 𝐬𝐢𝐧 𝐱 = 𝐜
H 8 Test for exactness and solve : [(x + 1)ex − ey ]dx − xey dy = 0, y(1) = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱(𝐞 𝐱 − 𝐞𝐲 ) = 𝐞 − 𝟏
C 9 dy ycosx + siny + y
Solve: + = 0.
dx sinx + xcosy + x
W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝐬𝐢𝐧 𝐱 + 𝐱 𝐬𝐢𝐧 𝐲 + 𝐱𝐲 = 𝐜
H 10 y2
Solve: dx + (1 + 2ylogx)dy = 0, x > 0 .
x
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 𝟐 𝐥𝐨𝐠 𝐱 + 𝐲 = 𝐜
H 11 2 2
Solve: (y 2 exy + 4x 3 )dx + (2xyexy − 3y 2 )dy = 0 .
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞 𝐱𝐲 + 𝐱𝟒 − 𝐲 𝟑 = 𝐜

 NON-EXACT DIFFERENTIAL EQUATION:

 A differential equation which is not exact differential equation is known as Non-Exact


∂M ∂N
Differential Equation. i.e. if ≠ then given equation is Non-Exact Differential Equation.
∂y ∂x

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [42 ]

 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.

 SOME STANDARD RULES FOR FINDING I.F.:


1
(1) If Mx + Ny ≠ 0 and the given equation is Homogeneous, then I. F. = .
Mx+Ny

(2) If Mx − Ny ≠ 0 and the given equation is of the form f (x, y) y dx + g(x, y) x dy = 0


1
(OR Non-Homogeneous), then I. F. = .
Mx−Ny

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.

 Now, we will get new M′(x, y) and N′ (x, y).

Where, M ′ (x, y) = M(x, y) ⋅ (I. F. ) & N′ (x, y) = N(x, y) ⋅ (I. F. )

 Later on it can be solved same method as used for exact differential equation.

i.e.

∫ M′ dx + ∫(terms of N′ free from x)dy = c


y=constant

Where, c is an arbitrary constant.

METHOD – 6: EXAMPLE ON NON-EXACT DIFFERENTIAL EQUATION

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

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [43 ]

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

 DEFINITION: ORTHOGONAL TRAJECTORY:

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

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [44 ]

 METHODS OF FINDING ORTHOGONAL TRAJECTORY OF 𝐟(𝐱, 𝐲, 𝐜) = 𝟎

(1) Differentiate f(x, y, c) = 0 … (1) w.r.t. x.

(2) Eliminate c by using eqn …(1) and its derivative.


dy dx
(3) Replace by − . This will give you differential equation of the orthogonal
dx dy

trajectories.

(4) Solve the differential equation to get the equation of the orthogonal trajectories.

 METHODS OF FINDING ORTHOGONAL TRAJECTORY OF 𝐟(𝐫, 𝛉, 𝐜) = 𝟎

(1) Differentiate f(r, θ, c) = 0 … (1) w.r.t. θ.

(2) Eliminate c by using eqn …(1) and its derivative


dr dθ
(3) Replace by −r 2 . This will give you differential eqn of the orthogonal
dθ dr

trajectories.

(4) Solve the differential equation to get the equation of the orthogonal trajectories.

METHOD – 7: EXAMPLE ON ORTHOGONAL TREJECTORY

C 1 Find orthogonal trajectories of y = x 2 + c .


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠 𝐱 + 𝟐𝐲 = 𝐜
H 2 Find the orthogonal trajectories of the family of circles x 2 + y 2 = c 2 .
𝐱 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: = 𝐜
𝐲
T 3 Find the orthogonal trajectories of the family of circles x 2 + y 2 = 2cx .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱𝟐 + 𝐲 𝟐 = 𝟐𝐚𝐲
C 4 Find Orthogonal trajectories of 𝑟 = 𝐚 (𝟏 − 𝐜𝐨𝐬 𝛉) .
𝐜 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐫 = (𝟏 + 𝐜𝐨𝐬 𝛉)
𝟐
H 5 Find Orthogonal trajectories of r n = an cos nθ .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐫 𝐧 = 𝐜 𝐧 𝐬𝐢𝐧 𝐧𝛉

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

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UNI T-3 A » Diff e rential Eq ua tion of First Ord e r [45 ]

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [46 ]

UNIT-3B » DIFFERENTIAL EQUATION OF HIGHER ORDER


 INTRODUCTION:

 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.

 HIGHER ORDER LINEAR DIFFERENTIAL EQUATION:

 A linear differential equation with more than one order is known as Higher Order Linear
Differential Equation.

 A general linear differential equation of the nth order is of the form

dn y dn−1 y dn−2 y
P0 + P1 + P2 + ⋯ + Pn y = R(x) … … … (A)
dx n dx n−1 dx n−2

Where, P0 , P1 , P2 , … are functions of x.

 HIGHER ORDER LINEAR DIFFERENTIAL EQUATION WITH CONSTANT CO-EFFICIENT:

 The nth order linear differential equation with constant co-efficient is

dn y dn−1 y dn−2 y
a0 + a1 + a 2 + ⋯ + any = R(x) … … … (B)
dx n dx n−1 dx n−2

Where, a0 , a1 , a2 , … are constants.

 NOTATIONS:
d
 Eq. (B) can be written in operator form by taking D ≡ as below,
dx

a0 Dny + a1 Dn−1 y + a2 Dn−2 y + ⋯ + any = R(x) … … … (C)

OR

[f(D)]y = R(x) … … … (D)

 NOTE:

 An nth order linear differential equation has n linear independent solution.

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [47 ]

 AUXILIARY EQUATION:

 The auxiliary equation for nth order linear differential equation

a0 Dny + a1 Dn−1 y + a2 Dn−2 y + ⋯ + any = R(x)

is derived by replacing D by m and equating with 0.

i. e. a0 mn + a1 mn−1 + a2 mn−2 + ⋯ + an = 0

 COMPLIMENTARY FUNCTION (C.F. -- 𝐲𝐜 ):

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

 PARTICULAR INTEGRAL (P.I. -- 𝐲𝐩):

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

 GENERAL SOLUTION [𝐲 (𝐱)] OF HIGHER ORDER LINEAR DIFFERENTIAL EQUATION:

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

 NOTE:

 In case of higher order homogeneous differential equation, complimentary function is same


as general solution.

 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)

 METHOD FOR FINDING C.F. OF HIGHER ORDER DIFFERENTIAL EQUATION:

 Consider, a0 Dn y + a1 Dn−1 y + a2 Dn−2 y + ⋯ + any = R(x)

The Auxiliary equation is a0 mn y + a1 mn−1 y + a2 mn−2 y + ⋯ + an y = 0

 Let, m1 , m2 , m3 , … be the roots of auxiliary equation.

Nature of the “n”


Case L.I. solutions General Solutions
roots

1) m1 ≠ m2 ≠ m3 ≠ ⋯ em1 x, em2x, em3x , … y = c1 em1 x + c2 em2x + c3 em3 x + ⋯

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [48 ]

2) m1 = m2 = m3 = m em1 x, xem2x, x 2 em3x y = (c1 + c2 x + c3 x 2 )emx

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


m4 ≠ m5 , … em4 x, em5x, … +c4 em4x + c5 em5x + ⋯

4) m = p ± iq epx cos qx , epx sin qx, y = epx (c1 cos qx + c2 sin qx)

5) epx cos qx , xepx cos qx, y = epx [(c1 + c2 x) cos qx


m1 = m2 = p ± iq
epx sin qx , xepx sin qx, +(c3 + c4 x) sin qx]

METHOD – 1: EXAMPLE ON HOMOGENEOUS DIFFERENTIAL EQUATION

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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [49 ]

C 10 Solve: y ′′ − 5y ′ + 6y = 0; y(1) = e2 , y ′ (1) = 3e2 .


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞𝟑𝐱−𝟏
H 11 Solve: y ′′ + 4y ′ + 4y = 0; y(0) = 1, y ′ (0) = 1 .
S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝟏 + 𝟑𝐱)𝐞−𝟐𝐱
T 12 Solve: y ′′ − 4y ′ + 4y = 0; y(0) = 3, y ′ (0) = 1 .
W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝟑 − 𝟓𝐱)𝐞𝟐𝐱
H 13 Solve: y ′′′ − y ′′ + 100y ′ − 100y = 0; y(0) = 4, y ′ (0) = 11, y ′′ (0) = −299 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞 𝐱 + 𝐬𝐢𝐧 𝟏𝟎𝐱 + 𝟑 𝐜𝐨𝐬 𝟏𝟎𝐱
T 14 Solve: (D4 + K 4 )y = 0 .
𝐤 𝐤
𝐱 𝐤 𝐤 − 𝐱 𝐤 𝐤
𝐀𝐧𝐬𝐰𝐞𝐫: 𝒚 = 𝐞√𝟐 {𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱} + 𝐞 √𝟐 {𝐜𝟑 𝐜𝐨𝐬 𝐱 + 𝐜𝟒 𝐬𝐢𝐧 𝐱}
√𝟐 √𝟐 √𝟐 √𝟐

 METHOD OF FINDING THE PARTICULAR INTEGRAL:


1
 There are many methods of finding the particular integral R(x), we shall discuss
f(D)

following four main methods,

(1) General Methods

(2) Short-cut Methods involving operators

(3) Method of Undetermined Co-efficient

(4) Method of Variation of parameters

 GENERAL METHODS:

 Consider the differential equation

a0 Dn y + a1 Dn−1 y + a2 Dn−2 y + ⋯ + any = R(x)

⟹ f( D ) y = R ( x )

1
∴ Particular Integral = yp = R ( x)
f(D)

 Particular Integral may be obtained by following two ways:

(1). Method of Factors:


1
 The operator may be factorized into n linear factors; then the P.I. will be
f(D)

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [50 ]

1 1
P. I. = R ( x) = R ( x)
f(D) (D − m1 )(D − m2 ) … … … … . (D − mn )

 Now, we know that,

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.

(2). Method of Partial Fractions:


1
 The operator may be factorized into n linear factors; then the P.I. will be
f(D)

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

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

 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)

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [51 ]

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

 In this case convert f(D) in the form of 1 + ϕ(D) or 1 − ϕ(D) form.


1 1
P. I. = xm = x m = [{1 − ϕ(D) + [ϕ(D)]2 − . . . } ]x m
f(D) 1+ϕ(D)

(Using Binomial Theorem)

 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!

 R(x) = eax V(X) , Where V(X) is a function of x.

1 ax 1
P. I. = e V(x) = eax V(x)
f( D ) f(D + a)

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [52 ]

METHOD – 2: EXAMPLE ON NON-HOMOGENEOUS DIFFERENTIAL EQUATION

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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [53 ]

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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [54 ]

C 23 Solve: (D2 − 2D + 1)y = x 2 e3x .


𝐞𝟑𝐱 𝟐 𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱) 𝐞 𝐱 + (𝐱 − 𝟐𝐱 + )
𝟒 𝟐
H 24 Solve: (D4 − 16) y = e2x + x 4 .
𝐱 𝟐𝐱 𝐱𝟒 𝟑 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐞𝟐𝐱 + 𝐜𝟐 𝐞−𝐱 + 𝐜𝟑 𝐜𝐨𝐬 𝟐𝐱 + 𝐜𝟒 𝐬𝐢𝐧 𝟐𝐱 + 𝐞 − −
𝟑𝟐 𝟏𝟔 𝟑𝟐
T 25 d4 y d2 y
Solve: − 2 + y = cos t + e2t + et .
dt4 dt2
𝐜𝐨𝐬𝐭 𝐞𝟐𝐭 𝐭 𝟐 𝐞𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐭)𝐞−𝐭 + (𝐜𝟑 + 𝐜𝟒 𝐭)𝐞𝐭 + ( + + )
𝟒 𝟗 𝟖
C 26 Solve: (D2 + 16) y = x 4 + e3x + cos3x .
𝟏 𝟒
𝟑𝐱𝟐 𝟑 𝐞𝟑𝐱 𝐜𝐨𝐬 𝟑𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝟒𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟒𝐱 + (𝐱 − + )+ +
𝟏𝟔 𝟒 𝟑𝟐 𝟐𝟓 𝟕
H 27 Solve: y ′′ + 4y = 8e−2x + 4x 2 + 2; y(0) = 2, y ′ (0) = 2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝐨𝐬𝟐𝐱 + 𝟐𝐬𝐢𝐧𝟐𝐱 + 𝐞−𝟐𝐱 + 𝐱𝟐

 METHOD OF UNDETERMINED CO-EFFICIENT:

 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) .

 Let the given equation be f(D)y = R(x) …... (A)

∴ The general solution of (A) is Y = YC + YP

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

RHS of 𝐟(𝐃)𝐲 = R(x) Form of Trial Solution

1. R(x) = eax YP = Aeax

R(x) = e2x YP = Ae2x


e.g.
R(x) = e2x − 3e−x YP = Ae2x + Be−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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [55 ]

R(x) = 2 sin(4x − 5) YP = A sin(4x − 5) + B cos(4x − 5)


R(x) = a + bx + cx 2 + dx 3 YP = A + Bx + Cx 2 + Dx 3
R(x) = ax 2 + bx YP = A + Bx + Cx 2
3.
R(x) = ax + b YP = A + Bx
R ( x) = c YP = A
R(x) = eax sin bx
4. YP = eax (A sin bx + B cos bx)
R(x) = eax cos bx
R(x) = xeax YP = eax (A + Bx)
5.
R(x) = x 2 eax YP = eax (A + Bx + Cx 2 )
R(x) = x sin ax YP = sin ax (A + Bx) + cos ax (C + Dx)
6.
R(x) = x 2 cos ax YP = sin ax (A + Bx + Cx 2 ) + cos ax (D + Ex + Fx 2 )

METHOD – 3: EXAMPLE ON UNDETERMINED CO-EFFICIENT

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

H 4 Solve y ′′ − 2y ′ + 5y = 5x 3 − 6x 2 + 6x by method of undetermined


coefficients. S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞 𝐱 (𝐜 𝟏𝐜𝐨𝐬𝟐𝐱 + 𝐜𝟐𝐬𝐢𝐧𝟐𝐱) + 𝐱𝟑
T 5 Solve: y ′′ + 4y′ = 8x 2 .
𝐱 𝐱𝟐 𝟐 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏+𝐜𝟐 𝐞−𝟒𝐱 + − + 𝐱𝟑
𝟒 2 𝟑

C 6 Solve: y ′′ − 2y ′ +y= ex +x.


𝐱𝟐 𝐞 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐱 𝐜𝟐)𝐞 𝐱 + +𝐱+𝟐
𝟐

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [56 ]

H 7 Solve the following differential equation using the method of


d2 y dy
undetermined coefficient : +2 + 4y = 2x 2 + 3e−x
dx2 dx W – 17
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞−𝐱 (𝐜𝟏 𝐜𝐨𝐬√𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧√𝟑𝐱) − 𝐱 + 𝐱𝟐 + 𝐞−𝐱
𝟐 𝟐

 DEFINITION: WRONSKIAN:

 Wronskian of the n function y1 ,y2 , …,yn is defined and denoted by the determinant
y1 y2 yn

y1′ y2′ y′n
W(y1 , y2 , … yn) = | ⋮ ⋮ ⋱ ⋮ |
(𝑛−1) (𝑛−1) (𝑛−1)
y1 y2 ⋯ yn

 THEOREM:

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

(1) y1 , y2 , … yn are linearly independent on I if and only if W(y1 , y2 , … yn) ≠ 0 at least


one value of x ∈ I.

(2) y1 , y2 , … yn are linearly dependent on I then W(y1 , y2 , … yn) = 0 for all x ∈ I.

METHOD – 4: EXAMPLE ON WRONSKIAN

H 1 Find wronskian of x, log x , x(log x)2 ; x > 0.


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐋𝐢𝐧𝐞𝐚𝐫 𝐈𝐧𝐝𝐞𝐩𝐞𝐧𝐝𝐞𝐧𝐭
C 2 Find the wronskian ex , e−x .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐋𝐢𝐧𝐞𝐚𝐫 𝐈𝐧𝐝𝐞𝐩𝐞𝐧𝐝𝐞𝐧𝐭

 METHOD OF VARIATION OF PARAMETERS:

 The process of replacing the parameters of an analytic expression by functions is called


variation of parameters.

 Consider, y ′′ + p(x) y ′ + q(x) y = 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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [57 ]

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

Where, yc = c1 y1 + c2 y2 + 𝑐3 𝑦3 and yp (x) = A(x)y1 + B(x)y2 + C(x)y3

 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′′

METHOD – 5: EXAMPLE ON VARIATION OF PARAMETERS

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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [58 ]

H 3 Solve: (D2 − 1)y = x ex


𝐞𝐱 𝟐 𝐞𝐱 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 𝐞 𝐱 + 𝐜𝟐 𝐞−𝐱 ) + 𝐱 − (𝟏 − 𝟐𝐱)
𝟒 𝟖
T 4 e2x
Use variation of parameter to find general soln of y ′′ − 4y ′ + 4y = .
x S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐞𝟐𝐱 (𝐜 𝟏 + 𝐜𝟐 𝐱 − 𝐱 + 𝐱 𝐥𝐨𝐠 𝐱)
C 5 Solve: y ′′ + 2y ′ + y = e−x cos x
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱 − 𝐜𝐨𝐬 𝐱)𝐞−𝐱
T 6 e2x
Solve: (D2 − 4D + 4) y =
1 + x2
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐𝐱) 𝐞𝟐𝐱 − 𝐞𝟐𝐱 𝐥𝐨𝐠(𝟏 + 𝐱𝟐 ) + 𝐱𝐞𝟐𝐱 (𝐭𝐚𝐧−𝟏 𝐱)
𝟐
C 7 Find the solution of y ′′ + a2 y = tan ax by variation of parameter.
− 𝐜𝐨𝐬 𝐚𝐱 𝐥𝐨𝐠(𝐬𝐞𝐜𝐚𝐱 + 𝐭𝐚𝐧𝐚𝐱) S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐜𝐨𝐬𝐚𝐱 + 𝐜𝟐 𝐬𝐢𝐧𝐚𝐱 + ( )
𝐚𝟐
H 8 d2 y
Find solution of + 9y = tan 3x using variation of parameter .
dx 2
𝐜𝐨𝐬𝟑𝐱 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱 − 𝐥𝐨𝐠(𝐬𝐞𝐜 𝟑𝐱 + 𝐭𝐚𝐧 𝟑𝐱)
𝟗
T 9 Find the solution of y ′′ + 4y = 4 tan 2x by variation of parameter.
𝐀𝐧𝐬𝐰𝐞𝐫: S – 18
𝐲 = 𝐜𝟏 𝐜𝐨𝐬𝟐𝐱 + 𝐜𝟐𝐬𝐢𝐧𝟐𝐱 + − 𝐜𝐨𝐬 𝟐𝐱 𝐥𝐨𝐠(𝐬𝐞𝐜 𝟐𝐱 + 𝐭𝐚𝐧 𝟐𝐱)
H 10 Solve: y ′′ + y = sec x .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱 + 𝐱 𝐬𝐢𝐧 𝐱 + 𝐜𝐨𝐬 𝐱 𝐥𝐨𝐠 (𝐜𝐨𝐬 𝐱)
C 11 Solve differential equation using variation of parameter y ′′ + 9y = sec 3x.
𝟏 𝟏 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬 𝟑𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝟑𝐱 + 𝐱 𝐬𝐢𝐧 𝟑𝐱 + 𝐜𝐨𝐬 𝟑𝐱 𝐥𝐨𝐠 𝐜𝐨𝐬 𝟑𝐱
𝟑 𝟗
H 12 Solve: (D2 + a2 )y = cosec ax
−𝐱 𝐜𝐨𝐬 𝐚𝐱 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐜𝐨𝐬𝐚𝐱 + 𝐜𝟐𝐬𝐢𝐧𝐚𝐱 + ( + 𝟐 𝐬𝐢𝐧 𝐚𝐱 𝐥𝐨𝐠|𝐬𝐢𝐧 𝐱|)
𝐚 𝐚
H 13 Solve the following differential equation
d2 y
+ y = sinx using the method
dx2

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

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [59 ]

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

 CAUCHY – EULER EQUATION

 An equation of the form

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

 Where a1 , a2 , … , an are constants and R(x) is a function of x, is called Cauchy’s homogeneous


linear equation.

 STEPS TO CONVERT CAUCHY-EULER EQ. TO LINEAR DIFFERENTIAL EQ.:

 To reduce the above Cauchy – Euler Equation into a linear equation with constant
coefficients, we use the transformation x = 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

 Using this transformation, the given equation reduces to

[D(D − 1)(D − 2) … (D − n + 1) + a1 D(D − 1) … (D − n + 2) + ⋯ + an−1 D + an]y


= f(ez )

 This is a linear equation with constant coefficients, which can be solved by the methods
discussed earlier.

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [60 ]

METHOD – 6: EXAMPLE ON CAUCHY EULER EQUATION

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


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝟑 𝐱𝟐 𝐥𝐨𝐠 𝐱
H 2 Solve: x 2 y ′′ − 2.5xy ′ − 2y = 0
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐱𝟒 + 𝐜𝟐
√𝐱
T 3 Solve: x 2 y ′′ − 4xy ′ + 6y = 21x −4
𝟏 −𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐱𝟐 + 𝐜𝟐𝐱𝟑 + 𝐱
𝟐
H 4 Solve: (x 2 D2 − 3xD + 4)y = x 2 ; y(1) = 1, y ′ (1) = 0
𝟏 𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝟏 − 𝟐 𝐥𝐨𝐠 𝐱)𝐱𝟐 + 𝐱 (𝐥𝐨𝐠 𝐱)𝟐
𝟐
C 5 1
Solve: x 3 y ′′′ + 2x 2 y ′′ + 2y = 10 (x + )
x
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏 𝐱−𝟏 + 𝐱{𝐜𝟐 𝐜𝐨𝐬 (𝐥𝐨𝐠 𝐱) + 𝐜𝟑 𝐬𝐢𝐧(𝐥𝐨𝐠 𝐱)} + 𝟓𝐱 + 𝟐𝐱−𝟏 𝐥𝐨𝐠 𝐱
H 6 Solve: (x 2 D2 − 3xD + 3)y = 3 ln x − 4
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐱 + 𝐜𝟐𝐱𝟑 + 𝐥𝐧 𝐱
C 7 Solve: x 2 D2 y − xDy + y = sin (logx)
𝟏 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏 + 𝐜𝟐 𝐥𝐨𝐠𝐱) 𝐞𝐥𝐨𝐠𝐱 + 𝐜𝐨𝐬(𝐥𝐨𝐠𝐱)
𝟐
T 8 Solve the following Cauchy-Euler equation
d2 y dy
x2 + x + y = logx ∙ sin(logx)
dx 2 dx W – 17
(𝐥𝐨𝐠 𝐱)𝟐 𝐥𝐨𝐠 𝒙
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐜𝐨𝐬(𝐥𝐨𝐠𝐱) + 𝐜𝟐𝐬𝐢𝐧(𝐥𝐨𝐠𝐱) − 𝐜𝐨𝐬(𝐥𝐨𝐠𝐱) + 𝐬𝐢𝐧 𝐥𝐨𝐠 𝒙
𝟒 𝟒
H 9 d2 y dy
Solve: x 2 2
+ 4x + 2y = x 2 sin (log x)
dx dx
W – 16
𝐱𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = (𝐜𝟏𝐞−𝟐𝐥𝐨𝐠𝐱 + 𝐜𝟐 𝐞−𝐥𝐨𝐠𝐱 ) − (𝟕𝐜𝐨𝐬(𝐥𝐨𝐠𝐱) − 𝟏𝟏𝐬𝐢𝐧(𝐥𝐨𝐠𝐱))
𝟏𝟕𝟎
T 10 d2 y dy
Solve completely the differential equation x2 − 6x + 6y = x −3 logx.
dx 2 dx
𝟏 𝟏𝟑 W – 15
𝟔
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐜𝟏𝐱 + 𝐜𝟐 𝐱 + 𝟑
(𝐥𝐨𝐠 𝐱 + )
𝟑𝟔𝐱 𝟑𝟔
C 11 d2 y dy
Solve: x 22
− x + 2y = x log x
dx dx
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐱[𝐜𝟏 𝐜𝐨𝐬(𝐥𝐨𝐠𝐱) + 𝐜𝟐 𝐬𝐢𝐧(𝐥𝐨𝐠 𝐱)] + 𝐱 𝐥𝐨𝐠 𝐱

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UNI T -3 B » Diff e ren tial Eq ua tion of H ighe r O rde r [61 ]

 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION:

 Reduction of order method for Linear second order O.D.E.

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

 Step-4 Second solution y2 = V ∙ y1

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

METHOD – 7: EXAMPLE ON FINDING SECOND SOLUTION

C 1 Find second solution of x 2 𝑦 ′′ − x y′ + y = 0, y1 = x.


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲𝟐 = 𝐱 𝐥𝐨𝐠 𝐱
H 2 Find second solution of x 2 y ′′ − 4 x y ′ + 6 y = 0 , y1 = x 2 ; x > 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲𝟐 = 𝐱𝟑
T 3 sin x
Find second solution of x y ′′ + 2 y ′ + x y = 0, y1 = .
x
𝐜𝐨𝐬 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲𝟐 = −
𝐱

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [62 ]

UNIT-4 » SERIES SOLUTION OF DIFFERENTIAL EQUATION


 INTRODUCTION:

 If homogeneous linear differential equation has constant coefficients, it can be solved by


algebraic methods, and its solutions are elementary functions known from
calculus (ex , cos x , etc … ), as we know from unit-3. However, if such an equation has
variable coefficients it must usually be solved by other methods (for example Euler-Cauchy
equation).

 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.

 DEFINITION: POWER SERIES:

 An infinite series of the form


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

is called a power series in (x − x 0 ).

 DEFINITION: ANALYTIC FUNCTION:

 A function is said to be analytic at a point x 0 if it can be expressed in a power series near x 0 .

 DEFINITION: ORDINARY AND SINGULAR POINT:

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)

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [63 ]

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

 DEFINITION: ORDINARY POINT AND SINGULAR POINT:

 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.

 DEFINITION: REGULAR SINGULAR POINT AND IRREGULAR 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.

METHOD – 1: EXAMPLE ON SINGULARITY OF DIFFERENTIAL EQUATION

C 1 Find singularity of y′′ + (x 2 + 1)y′ + (x 3 + 2x 2 + 3x)y = 0.


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐍𝐨 𝐬𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐩𝐨𝐢𝐧𝐭𝐬
H 2 Find singularity of y ′′ + ex y ′ + sin(x 2 )y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐍𝐨 𝐬𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐩𝐨𝐢𝐧𝐭𝐬
C 3 Find singularity of x 3 y ′′ + 5xy ′ + 3y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱 = 𝟎 𝐢𝐬 𝐚𝐧 𝐈𝐫𝐫𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭.
H 4 Find singularity of (1 − x 2 )y ′′ − 2xy ′ + n(n + 1)y = 0
S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱 = 𝟏 & − 𝟏 𝐚𝐫𝐞 𝐑𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭.
H 5 Find singularity of x 3 (x − 1)y ′′ + 3(x − 1) y ′ + 7xy = 0
𝐀𝐧𝐬𝐰𝐞𝐫: S – 17
𝐱 = 𝟏 𝐢𝐬 𝐚 𝐑𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭 & 𝐱 = 𝟎 𝐢𝐬 𝐚𝐧 𝐈𝐫𝐫𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭.
T 6 Find singularity of (x 2 + 1)y ′′ + xy ′ − xy = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱 = 𝐢 , −𝐢 𝐚𝐫𝐞 𝐑𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭.
C 7 Find singularity of 2x(x − 2)2 y ′′ + 3xy ′ + (x − 2) y = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: W – 15
𝐱 = 𝟎 𝐢𝐬 𝐚 𝐑𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭 & 𝐱 = 𝟐 𝐢𝐬 𝐚𝐧 𝐈𝐫𝐫𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭.

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [64 ]

H 8 Find singularity of x(x + 1)2 y ′′ + (2x − 1)y ′ + x 2 y = 0.


𝐀𝐧𝐬𝐰𝐞𝐫:
𝐱 = 𝟎 𝐢𝐬 𝐚 𝐑𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭 & 𝐱 = −𝟏 𝐢𝐬 𝐚𝐧 𝐈𝐫𝐫𝐞𝐠𝐮𝐥𝐚𝐫 𝐒𝐢𝐧𝐠𝐮𝐥𝐚𝐫 𝐏𝐨𝐢𝐧𝐭
T 9 x = 0 is a regular singular point of 2x 2 y" + 3xy′ + (x 2 − 4)y = 0 say true
or false. S – 16
Answer: True

 POWER SERIES SOLUTION AT AN ORDINARY POINT:

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

ordinary point x 0 can be obtained using the following steps.

 Step-1: Assume that



y=∑ ak(x − x 0 )k = a0 + a1 x + a2 x 2 + a3 x 3 + a4 x 4 + a5 x 5 + ⋯
k=0

is the solution of the given differential equation.

 Differentiating with respect to 𝑥 we get,


𝑑𝑦
⟹ 𝑦′ = = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + 5a5 x 4 + ⋯
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 .

 Step-4: Substitute the expressions of a2 , a3 , a4 , … in

y = a0 + a1 x + a2 x 2 + a3 x 3 + a4 x 4 + a5 x 5 + ⋯ which will be the required solution.

METHOD – 2: EXAMPLE ON POWER SERIES METHOD

H 1 y ′ + 2xy = 0 .
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲 = 𝐚𝟎 − 𝐚𝟎 𝐱𝟐 + 𝐚𝟎 𝐱𝟒 − 𝐚𝟎 𝐱𝟔 + ⋯
𝟐 𝟔

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [65 ]

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

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [66 ]

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.

 Step-1: If x 0 is a regular singular point, we assume that the solution is



y=∑ ak(x − x 0 )m+k
k=0

 Differentiating with respect to x ,we get

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.

 Here we have the following three cases:

 Case-I Distinct roots not differing by an integer. (m1 ≠ m2 & m1 − m2 ∉ Z)

o When m1 − m2 ∉ Z, i.e. difference of m1 and m2 is not a positive or negative


integer.In this case, the series solution is obtained corresponding to both values of
m. Let the solutions be y = y1 and y = y2 , then the general solution is y = c1 y1 +
c2 y2 .

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [67 ]

 Case-II Equal roots. (m1 = m2 )

o In this case, we will have only one series solution. i.e. y = y1 = ∑∞


k=0 a k (x − x 0 )
m+k

dy1
o In terms of a0 and the variable m. The general solution is y = c1 (y1 )m + c2 ( )
dm m

 Case-III Distinct roots differing by an integer. (m1 ≠ m2 & m1 − m2 ∈ Z)

o When m1 − m2 ∈ Z, i.e. difference of m1 & m2 is a positive or negative integer.Let


the roots of the indicial equation be m1 & m2 with m1 < m2 . In this case, the
solutions corresponding to the values m1 & m2 may or may not be linearly
independent.Smaller root must be taken as m1 .

 Here we have the following two possibilities.

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

METHOD – 3: EXAMPLE ON FROBENIUS METHOD

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)

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UNI T -4 » Se rie s So lu tion of Diffe ren tia l Eq ua tio n [68 ]

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

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

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[69 ]

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [70 ]

UNIT-5 » LAPLACE TRANSFORM AND IT’S APPLICATION


 INTRODUCTION:

 Pierre Simon Marquis De Laplace (1749-1827) was French mathematician.

 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).

 DEFINITION: LAPLACE TRANSFORM

 Let f(t) be a given function defined for all t ≥ 0, then the Laplace transform of f(t) is denoted
by ℒ {f(t)} or f(̅ s) or F(S), and is defined as

𝓛{𝐟(𝐭)} = ∫ 𝐞−𝐬𝐭𝐟(𝐭)𝐝𝐭 , provided the integral exist.
𝟎

 PROPERTIES OF LAPLACE TRANSFORMS:

 Linearity property of Laplace transform: 𝓛 {𝛂 ∙ 𝐟(𝐭) + 𝛃 ∙ 𝐠(𝐭)} = 𝛂 ∙ 𝓛{𝐟(𝐭)} + 𝛃 ∙ 𝓛{𝐠(𝐭)}



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


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)}

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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

 LAPLACE TRANSFORM OF SOME STANDARD FUNCTION:


𝟏 𝐧!
(1). 𝓛{𝐭 𝐧 } = n  1 ; 𝐧 > −𝟏 OR 𝓛{𝐭 𝐧 } = ; 𝐧 𝐢𝐬 𝐢𝐧𝐭𝐞𝐠𝐞𝐫
𝐬𝐧+𝟏 𝐬𝐧+𝟏


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


ℒ {tn} = ∫ e−st tn dt
0

Let, st = x ⟹ sdt = dx & hence, When t ⟶ 0 ⇒ x → 0 and t ⟶ ∞ ⇒ x → ∞


∞ x n dx
⟹ ℒ {t n } =∫ e−x
0 sn s

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

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [72 ]

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [73 ]

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

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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

METHOD – 1: EXAMPLE ON DEFINITION OF LAPLACE TRANSFORM

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

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 SOME IMPORTANT FORMULAE:

2 sinA cosB = sin(A + B) + sin(A − B) sin(α + β) = sin α cos β + cos α sin β

2 cosA sinB = sin(A + B) − sin(A − B) sin(α − β) = sin α cos β − cos α sin β

2 cosA cosB = cos(A + B) + cos(A − B) cos(α + β) = cos α cos β − sin α sin β

2 sinA sinB = cos(A − B) − cos(A + B) cos(α − β) = cos α cos β + sin α sin β

cos 3A + 3 cos A 1 + cos 2A


cos3 A = cos2 A =
4 2
3 sin A − sin 3A 1 − cos 2A
sin3 A = sin2 A =
4 2
eat + e−at eiat + e−iat
cosh at = cos at =
2 2
eat − e−at eiat − e−iat
sinh at = sin at =
2 2i

METHOD – 2: EXAMPLE ON LAPLACE TRANSFORM OF SIMPLE FUNCTIONS

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)

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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)

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 THEOREM. FIRST SHIFTING THEOREM:

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



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

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


= ∫ e−(s−a)t f(t) dt
0

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

Thus, ℒ {eat f(t)} = F(s − a).

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

METHOD – 3: EXAMPLE ON FIRST SHIFTING THEOREM

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [78 ]

H 7 Find Laplace transform of e−3t (2 cos 5t − 3 sin 5t).


𝟐𝐬 − 𝟗
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 + 𝟑)𝟐 + 𝟐𝟓
T 8 Find Laplace transform of e4t(sin 2t cos t).
𝟏 𝟑 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: [ 𝟐 + 𝟐 ]
𝟐 (𝐬 − 𝟖𝒔 + 𝟐𝟓) (𝒔 − 𝟖𝒔 + 𝟏𝟕)
T 9 cos2t sint
Find the Laplace transformation of f(t) = .
e2t
𝟑 𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐
− 𝟐
𝟐 (𝐬 + 𝟒𝐬 + 𝟏𝟑) 𝟐 (𝐬 + 𝟒𝐬 + 𝟓)
H 10 Find ℒ{cosh 2t cos 2t}.
𝟏 𝐬−𝟐 𝐬+𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: [ + ]
𝟐 (𝐬 − 𝟐)𝟐 + 𝟒 (𝐬 + 𝟐)𝟐 + 𝟒
T 11 Find the Laplace transformation of f(t) = e−3t cosh4t sin3t
𝟑 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: { 𝟐 + 𝟐 }
𝟐 (𝐬 + 𝟏𝟒𝐬 + 𝟓𝟖) (𝐬 − 𝟐𝐬 + 𝟏𝟎)
C 12 Find the Laplace transform of f(t) = t2 cos h πt.
𝟏 𝟏 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑
+
(𝐬 − 𝛑 ) (𝐬 + 𝛑)𝟑
H 13 Find the Laplace transform of t3 cosh 2t.
𝟑 𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: +
(𝐬 − 𝟐)𝟒 (𝐬 + 𝟐)𝟒

 THEOREM. DIFFERENTIATION OF LAPLACE TRANSFORM:

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [79 ]

∞ ∂ n−2 −st
= ∫ (−1)2 (t)2 e f (t) dt
0 ∂sn−2

 Continuing in this way, we have



= (−1)n ∫ e−st(t)nf (t) dt
0

= (−1)nℒ {tn f(t)}

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

METHOD – 4: EXAMPLE ON DIFFERENTIATION OF LAPLACE TRANSFORM

C 1 Find the value of ℒ {t sin at}.


𝟐𝐚𝐬 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 + 𝐚𝟐)𝟐
H 2 Find the value of ℒ {t sin 2t}.
𝟒𝐬 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 + 𝟒) 𝟐
H 3 Find the value of ℒ {t cosh t}.
𝟏 + 𝐬𝟐
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 − 𝟏) 𝟐
H 4 Find the Laplace transform of (i)t2 sin πt (ii)t2 sin 2t.
𝟐𝛑(𝟑𝐬 𝟐 − 𝛑𝟐) 𝟒(𝟑𝐬 𝟐 − 𝟒)
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐢) (𝐢𝐢)
(𝛑𝟐 + 𝐬 𝟐 )𝟑 (𝐬 𝟐 + 𝟒)𝟑
C 5 Find ℒ{t2 sin 4t}.
𝟖(𝟑𝐬 𝟐 − 𝟏𝟔)
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 + 𝟏𝟔)𝟑
C 6 Find ℒ{t sin 3t cos 2t}
𝟓𝐬 𝐬 W – 16
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝟐
(𝐬 𝟐 + 𝟐𝟓) 𝟐 (𝐬 + 𝟏)𝟐
C 7 Find ℒ(t2 cos2 2t).
𝟏 𝐬(𝐬 𝟐 − 𝟒𝟖)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑 + 𝟐
𝐬 (𝐬 + 𝟏𝟔)𝟑

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [80 ]

H 8 Find the Laplace transform of f(t) = t2 cosh 3t.


𝟏 𝟏 S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑
+
(𝐬 − 𝟑) (𝐬 + 𝟑)𝟑
H 9 Find ℒ{t(sin t − t cos t)}.
𝟖𝐬 W – 15
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 + 𝟏)𝟑
H 10 Obtained ℒ{eat t sin at}.
𝟐𝐚(𝐬 − 𝐚)
𝐀𝐧𝐬𝐰𝐞𝐫:
[(𝐬 − 𝐚)𝟐 + 𝐚𝟐 ]𝟐
C 11 Find ℒ(t e−t cos ht).
𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: [ 𝟐+ ]
𝟐 𝐬 (𝐬 + 𝟐)𝟐
H 12 Find the Laplace transform of t e4t cos 2t.
𝐬 𝟐 − 𝟖𝐬 + 𝟏𝟐 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 − 𝟖𝐬 + 𝟐𝟎)𝟐

 THEOREM. INTEGRATION OF LAPLACE TRANSFORM:

 Statement: If 𝐋{𝐟(𝐭)} = 𝐅(𝐬) and if Laplace transform of


𝐟(𝐭)
𝐭
exists, then 𝓛 {
𝐟(𝐭)
𝐭

} = ∫𝐬 𝐅(𝐬)𝐝𝐬 .


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

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


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

∞ ∞
= ∫ ∫ 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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [81 ]

∞ f(t) f(t)
= ∫ e−st [ ] dt = ℒ { }
0 t t

f(t) ∞
Thus, ℒ { } = ∫ F(s)ds .
t s

METHOD – 5: EXAMPLE ON INTEGRATION OF LAPLACE TRANSFORM

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [82 ]

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

 THEOREM. LAPLACE TRANSFORM OF INTEGRATION OF A FUNCTION

 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

Now by [1] we have,

1 ∞
ℒ (U) = 0 − ∫ e−st f(t) dt
s 0

t
1
Thus, ℒ {∫ f(t) dt} = F(s).
s
0

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [83 ]

 Remark:
t t 1
Similarly, we can prove that ∫ ∫ f(t) dt dt = F(S).
0 0 s2

METHOD – 6: EXAMPLE ON INTEGRATION OF A FUNCTION

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

Find ℒ {∫ eu (u + sin u)du}.


0 W – 15
𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: { 𝟐 + 𝟐 }
𝐬 𝐬 − 𝟐𝐬 + 𝟏 𝐬 − 𝟐𝐬 + 𝟐
C 4 t

Find the Laplace transformation of f(t) = e−3t ∫ t sin 3t dt .


0
𝟔
𝐀𝐧𝐬𝐰𝐞𝐫:
(𝐬 𝟐 + 𝟔𝐬 + 𝟏𝟖)𝟐
H 5 t
Find the Laplace transformation of ∫ e−t t cos t dt .
0

(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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [84 ]


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

 THEOREM. LAPLACE TRANSFORM OF PERIODIC FUNCTION:

 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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [85 ]

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

METHOD – 7: EXAMPLE ON L. T. OF PERIODIC FUNCTIONS

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 )

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [86 ]

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))

T 9 Find the Laplace transform of f(t) = |sin wt|, t ≥ 0.


−𝛑𝐬
𝛚(𝟏 + 𝐞 ⁄𝛚)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐
(𝐬 + 𝐰 𝟐 )(𝟏 − 𝐞−𝛑𝐬⁄𝛚 )

 LAPLACE TRANSFORM OF UNIT STEP FUNCTION:


𝐞−𝐚𝐬
 Statement: Show that 𝐋{𝐮(𝐭 − 𝐚)} =
𝐬


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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [87 ]


∞ 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.

 THEOREM. SECOND SHIFTING THEOREM:

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



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

Now, ℒ {f(t − a)u(t − a)}



= ∫ e−stf (t − a)u(t − a) dt
0

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

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



= ∫ e−s(a+u) f(u) du
0


= e−sa ∫ e−su f(u) du = e−as F(s)
0

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

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [88 ]

METHOD – 8: EXAMPLE ON SECOND SHIFTING THEOREM

C 1 Find the Laplace transform of e−3t u(t − 2).


𝐞−𝟐𝐬 𝐞−𝟔 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬+𝟑
H 2 Find the Laplace transform of et u(t − 2).
𝐞−𝟐𝐬+𝟐
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬−𝟏
C 3 Find the Laplace transform of t2 u(t − 2) .
𝟐! 𝟒 𝟒 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞−𝟐𝐬 ( 𝟑 + 𝟐 + )
𝐬 𝐬 𝐬
H 4 Find the Laplace transform of (t − 1)2 u(t − 1).
𝟐𝐞−𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑
𝐬
H 5 Find the Laplace transform of cost u(t − π).
−𝐬𝐞−𝛑𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐
𝐬 +𝟏
C 6 Find ℒ (e−t sint u(t − π)).
𝐞 −𝛑(𝐬+𝟏)
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝟐
𝐬 + 𝟐𝐬 + 𝟐
C 7 Express the following in terms of unit step function and hence find F(s).
t−1 ; 1 < t< 2
f(t) = { .
3−t ; 2 <t< 3
𝐞−𝐬 𝟐𝐞−𝟐𝐬 𝐞−𝟑𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝟐 + 𝟐
𝐬𝟐 𝐬 𝐬
H 8 Express the following in terms of unit step function and hence find F(s).
sin 2t ; 2π < t < 4π
f(t) = { .
0 ; otherwise
𝟐(𝐞−𝟐𝛑𝐬 − 𝐞−𝟒𝛑𝐬)
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐬𝟐 + 𝟒
T 9 Express the following in terms of unit step function and hence find F(s).
t2 ; 0<t<π
f(t) = { e−2t ; π < t < 2π .
cos 3t ; t > 2π
𝟐! −𝛑𝐬
𝟐! 𝟐𝛑 𝛑𝟐 −𝛑𝐬
𝐞−𝟐𝛑 −𝛑𝐬
𝐞−𝟒𝛑 𝐬
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑 − 𝐞 ( 𝟑+ 𝟐 + )−𝐞 −𝐞 + 𝐞−𝟐𝛑𝐬 𝟐
𝐬 𝐬 𝐬 𝐬 𝐬+𝟐 𝐬+𝟐 𝐬 +𝟗

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 LAPLACE INVERSE TRANSFORM

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

METHOD – 9: EXAMPLE ON LAPLACE INVERSE TRANSFORM

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [90 ]

C 7 √ s−1
2

Find ℒ −1 ( ) .
s

𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏 + 𝐭 − 𝟒√
𝛑

 REMARK: (CHANGE OF SCALE PROPERTY)


1 t
 Statement: If ℒ −1 {F(s)} = f(t), then ℒ −1 {F(bs)} = f ( ).
b b

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

 FIRST SHIFTING THEOREM:

 Statement: If ℒ −1 {F(s)} = f(t) , then ℒ −1 {F(s − a)} = eat f(t).

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METHOD – 10: EXAMPLE ON FIRST SHIFTING THEOREM

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [92 ]

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

 PARTIAL FRACTION METHOD

 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)

 Case 2 : If the denominator has repeated linear factors (s − a) , (n times), then

f(s) A1 A2 A3 An
= + + + ⋯ +
(s − a)n (s − a) (s − a)2 (s − a)3 (s − a)n

 Case 3 : If the denominator has non-repeated quadratic factors (s2 + as + b),


(s2 + cs + d) ,

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

METHOD – 11: EXAMPLE ON PARTIAL FRACTION METHOD

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [93 ]

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

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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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [95 ]

T 22 s
Find ℒ −1 { }.
s4 + 64
𝟏 𝟐𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: [𝐞 𝐬𝐢𝐧 𝟐𝐭 − 𝐞−𝟐𝐭 𝐬𝐢𝐧 𝟐𝐭]
𝟏𝟔

 SECOND SHIFTING THEOREM:

 Statement: If ℒ −1 {F(s)} = f(t), then ℒ −1 {e−as F(s)} = f(t − a) ∙ H(t − a).

METHOD – 12: EXAMPLE ON SECOND SHIFTING THEOREM

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [96 ]

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

 INVERSE LAPLACE TRANSFORM OF DERIVATIVES:

 Statement: If ℒ −1 {F(s)} = f(t), then ℒ −1 {F′(s)} = −t ∙ f(t)

METHOD – 13: EXAMPLE ON INVERSE LAPLACE TRANSFORM OF DERIVATIVES

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [97 ]

H 7 Find ℒ −1 {tan−1 (s + 1)} .


𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐞 −𝐭 𝐬𝐢𝐧 𝐭
𝐭
C 8 2
Find ℒ −1 {tan−1 } .
s
𝟏 W – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧 𝟐𝐭
𝐭
C 9 s+a
Find ℒ −1 {cot−1 ( )} .
b
𝐛𝐞−𝐚𝐭 𝐬𝐢𝐧 𝐛𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐭
H 10 Find ℒ −1 {cot−1 (αs)} .
𝟏 𝐭
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧
𝐭 𝐚

 DEFINITION: CONVOLUTION PRODUCT:

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


t
f ∗ g = ∫ f(u) ∙ g(t − u) du
0

METHOD – 14: EXAMPLE ON CONVOLUTION PRODUCT

H 1 Find the value of 1 ∗ 1. Where " ∗ " denote convolution product.


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐭
C 2 Evaluate 1 ∗ e2t .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞𝟐𝐭 − 𝟏
C 3 Evaluate t ∗ et .
S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐞𝐭 − 𝐭 − 𝟏
H 4 Find the convolution of e−t and sin t .
𝐞−𝐭 + 𝐬𝐢𝐧 𝐭 − 𝐜𝐨𝐬 𝐭
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [98 ]

 THEOREM. CONVOLUTION THEOREM

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


t
ℒ −1 {F(s) ∙ G(s)} = ∫ f(u) ∙ g(t − u) du = f ∗ g
0

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

 Here, region of integration is entire area


𝐮 u=t
t=0
lying between the lines u = 0 and u = t
which is part of the first quadrant.

 𝒕 u=0 𝐭

 Changing the order of integration, we have


∞ ∞
ℒ(F(t)) = ∫ ∫ e−stf (u) ∙ g(t − u) dt du
0 u

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

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


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

= F(s) ∙ G(s)

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

t
⟹ ℒ −1 {F(s) ∙ G(s)} = ∫ f(u)g(t − u) du
0

t
 Hence, f ∗ g = ℒ −1 {F(s) ∙ G(s)} = ∫0 f(u) ∙ g(t − u) du is convolution product of f & g.

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [99 ]

METHOD – 15: EXAMPLE ON CONVOLUTION THEROREM

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

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [10 0 ]

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)

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [10 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

 THEOREM. DERIVATIVE OF LAPLACE TRANSFORM

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



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


⟹ 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

⟹ ℒ{f ′ (t)} = sF (s) − f(0) .

 NOTE:

 ℒ {y ′ (t)} = sℒ {y(t)} − y(0).

 ℒ {y ′′ (t)} = s2 ℒ{y(t)} − s y(0) − y ′ (0).

 ℒ {y ′′′(t)} = s3 ℒ {y(t)} − s2 y(0) − sy ′ (0) − y ′′ (0).

METHOD – 16: EXAMPLE ON APPLICATION OF LAPLACE TRANSFORM

T 1 Solve by Laplace transform:


dy
− 2y = 4, given that t = 0, y = 1.
dt

𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝟑𝐞𝟐𝐭 − 𝟐


H 2 Solve by Laplace transform y ′′ + 6y = 1, y(0) = 2, y ′ (0) = 0.
𝟏𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝐜𝐨𝐬 √𝟔𝐭 +
𝟔 𝟔

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [10 2 ]

C 3 Solve IVP using Laplace transform y ′′ + 4y = 0, y(0) = 1, y ′ (0) = 6.


𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝐜𝐨𝐬 𝟐𝐭 + 𝟑 𝐬𝐢𝐧 𝟐𝐭
T 4 By using the method of Laplace transform solve the IVP :
y ′′ + 2y ′ + y = e−t, y(0) = −1 and y ′ (0) = 1 .
𝐞−𝐭 𝐭 𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = − 𝐞−𝐭
𝟐!
H 5 By using the method of Laplace transform solve the IVP :
y ′′ + 4y ′ + 3y = e−t , y(0) = 1 and y ′ (0) = 1 .
𝐭 𝟗 𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = ( + ) 𝐞−𝐭 − 𝐞−𝟑𝐭
𝟐 𝟒 𝟒
H 6 By using the method of Laplace transform solve the IVP :
y ′′ + 3y ′ + 2y = et , y(0) = 1 and y ′ (0) = 0 .
S – 15
𝟏 𝟓 𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝐞𝐭 − 𝐞−𝐭 + 𝐞−𝟐𝐭
𝟔 𝟐 𝟑
C 7 Use the Laplace transform to solve the following initial value problem:
y" − 3y′ + 2y = 12e−2t , y(0) = 2 and y′(0) = 6 .
S – 17
𝟏 𝟗 𝟖
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝐞−𝟐𝐭 + 𝐞𝟐𝐭 − 𝐞𝐭
𝟔 𝟐 𝟑
C 8 By using the method of Laplace transform solve the IVP :
y ′′ − 4y ′ + 3y = 6t − 8, y(0) = 0 and y ′ (0) = 0 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝟐𝐭 + 𝐞𝐭 − 𝐞𝟑𝐭
C 9 Using Laplace transform solve the IVP
y ′′ + y = sin 2t , y(0) = 2, y ′ (0) = 1. W – 14
𝟓 𝟏 S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = 𝐬𝐢𝐧 𝐭 − 𝐬𝐢𝐧 𝟐𝐭 + 𝟐 𝐜𝐨𝐬 𝐭
𝟑 𝟑
T 10 By Laplace transform solve y ′′ + a2 y = K sin at.
𝐤 𝐁 𝐤
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐲(𝐭) = ( 𝟐 + ) 𝐬𝐢𝐧𝐚 𝐭 + (𝐀 − 𝐭 ) 𝐜𝐨𝐬 𝐚𝐭
𝟐𝐚 𝐚 𝟐𝐚
T 11 Using Laplace transform solve the differential equation
d2 x dx
2
+ 2 + 5x = e−t sin t , where x(0) = 0, x ′ (0) = 1 .
dt dt
𝐞 −𝐭(𝐬𝐢𝐧 𝐭 + 𝐬𝐢𝐧 𝟐𝐭)
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐱(𝐭) =
𝟑

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UNI T -5 » La p la ce T ran sfo rm an d I t’ s Ap p lica t ion [10 3 ]

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

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [104]

UNIT-6 » PARTIAL DIFFERENTIAL EQUATION AND IT’S APPLICATION


 INTRODUCTION:

 A partial differential equation is a mathematical equation involving two or more


independent variables, unknown function and its partial derivative with respect to
independent variables.

 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.

 DEFINITION: PARTIAL DIFFERENTIAL EQUATION:

 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

 DEFINITION: ORDER OF DIFFERENTIAL EQUATION:

 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

 DEFINITION: DEGREE OF DIFFERENTIAL EQUATION:

 When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree Of D.E.”.

∂y 2 ∂y
e.g. ( ) + + 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

 FORMATION OF PARTIAL DIFFERENTIAL EQUATION:

 By Eliminating Arbitrary Constants

o Consider the function f(x, y, z, a, b) = 0. Where, a & b are independent arbitrary


constants.

o Step 1: f(x, y, z, a, b) = 0. ……(1)

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [105]

o Step 2: fx(x, y, z, a, b) = 0. ……(2) and fy (x, y, z, a, b) = 0. ……(3)

o Step 3: Eliminate a & b from eq. (1), eq. (2) & eq. (3).

o We get partial differential equation of the form F(x, y, z, p, q) = 0

 By Eliminating Arbitrary Functions

 Type 1: Consider, the function (u, v) = 0 ; u and v are functions of x and y

o Step 1: Let, u = F(v).

o Step 2: Find ux & uy .

o Step 3: Eliminate the function F from ux & uy .

o Note: In such case, for elimination of function, substitution method is used.

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

o Step 1: Find zx & zy .

o Step 2: Eliminate the function f from zx & zy .

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

METHOD – 1: EXAMPLE ON FORMATION OF PARTIAL DIFFERENTIAL EQUATION

H 1 Form the partial differential equation z = ax + by + ct .


𝛛𝐳 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐩𝐱 + 𝐪𝐲 + 𝐭
𝝏𝒕
C 2 Form the partial differential equation z = (x − 2)2 + (y − 3)2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟒𝐳 = 𝐩𝟐 + 𝐪𝟐
C 3 Form the partial differential equation for the equation
(x − a)(y − b) − z 2 = x 2 + y 2 . W – 15
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟒(𝐱 + 𝐩𝐳)(𝐲 + 𝐪𝐳) −𝐳𝟐 = 𝐱𝟐 + 𝐲𝟐
H 4 Eliminate the function f from the relation f(xy + z2 , x + y + z) = 0.
𝐩 + 𝟏 𝐲 + 𝟐𝐳𝐩
𝐀𝐧𝐬𝐰𝐞𝐫: =
𝐪 + 𝟏 𝐱 + 𝟐𝐳𝐪

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [106]

C 5 Form the partial differential equation of f(x + y + z, x 2 +y 2 + z2 ) = 0.


𝐩 + 𝟏 𝐱 + 𝐳𝐩 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: =
𝐪 + 𝟏 𝐲 + 𝐳𝐪
T 6 From a partial differential equation by eliminating the arbitrary function ∅
from ∅(x + y + z, x 2 + y 2 − z2 ) = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: (𝐲 + 𝐳)𝐩 − (𝐱 + 𝐳)𝐪 = 𝐱 − 𝐲
H 7 Form the partial differential equation f(x 2 − y 2 , xyz) = 0.
𝐲𝐳 + 𝐱𝐲𝐩 𝐱 W – 14
𝐀𝐧𝐬𝐰𝐞𝐫: =−
𝐱𝐳 + 𝐱𝐲𝐪 𝐲
C 8 Form the partial differential equations by eliminating the arbitrary
function from f(x 2 + y 2 , z − xy) = 0.
W – 17
𝐱 𝐩−𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: =
𝐲 𝐪−𝐱
C 9 Form partial differential equation by eliminating the arbitrary function
from xyz = Ф(x + y + z).
𝐩 + 𝟏 𝐲𝐳 + 𝐱𝐲𝐩
𝐀𝐧𝐬𝐰𝐞𝐫: =
𝐪 + 𝟏 𝐱𝐳 + 𝐱𝐲𝐪
H 10 𝑥
Form the partial differential equation of z = f ( ).
𝑦
𝐩 𝐲 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: =−
𝐪 𝐱
H 11 Form the partial differential equation by eliminating the arbitrary function
from z = f(x 2 − y 2 ).
𝐩 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: = −
𝐪 𝐲
T 12 Form the partial differential equation of z = xy + f(x 2 + y 2 ) .
𝐩−𝐲 𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: =
𝐪−𝐱 𝐲
C 13 Form partial differential equation of z = f(x + iy) + g(x − iy).
𝛛𝟐 𝐳 𝛛𝟐 𝐳
𝐀𝐧𝐬𝐰𝐞𝐫: + =𝟎
𝛛𝐱𝟐 𝛛𝐲 𝟐

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [107]

METHOD – 2: EXAMPLE ON DIRECT INTEGRATION

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

 LINEAR PDE WITH CONSTANT CO-EFFICIENT:

 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

Where, a0 , a1 , … , an are constants.

 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)

is derived by replacing D by m , D’ by 1 and F(x, y) by 0.

 COMPLEMENTARY FUNCTION (C.F.--𝐳𝐜 ):

 A general solution of [f(D, D′ )]z = 0 is called complementary function of [f(D, D′ )]z = F(x, y).

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [108]

 PARTICULAR INTEGRAL (P.I.--𝐳𝐩 ):

1
 A particular integral of [f(D, D′ )]z = F(x, y) is P. I. = F(x, y).
f(D,D′ )

 GENERAL SOLUTION OF PDE:

 G. S. = C. F. +P. I = zc + zp

 METHOD FOR FINDING C.F. OF PARTIAL DIFFERENTIAL EQUATION:


n
 Consider, a0 Dn z + a1 Dn−1 D′ z + ⋯ + anD′ z = F(x, y)

 The Auxiliary equation is a0 mn z + a1 mn−1 z + ⋯ + an z = 0.

 Let m1 , m2 , … be the roots of auxiliary equation.

Case Nature of the “n” roots General Solutions

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) + ⋯

 METHOD FOR FINDING PARTICULAR INTEGRAL:

 For partial differential equation the value of Particular integral can be find by following
methods.

(1) General Method

(2) Short-cut Method

 GENERAL METHOD

o Consider the partial differential equation f(D, D′ )z = F(x, y)


1
o Particular integral P. I. = F(x, y)
f(D,D′ )

o Suppose, f (x, y) is factorized into n linear factors.

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [109]

1 1
P. I. = ′
F(x, y) = F(x, y)
f(D, D ) (D − m1 D )(D − m2 D′ ) … (D − mn D′ )

Which can be evaluated by

1
F(x, y) = ∫ F(x, c − mx) dx
D − mD′

o Where, c is replaced by y + mx after integration.

 SHORTCUT METHOD

 Case-1 F(x, y) = eax+by

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

 Case-2 F(x, y) = sin(ax + by)

1 1
P. I. = ′2
sin(ax + by) = sin (ax + by)
f(D2 , DD′ , D ) f(−a2 , −ab, −b2 )

Where, f(−a2 , −ab, −b2 ) ≠ 0

 If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.

 Case-3 F(x, y) = cos(ax + by)

1 1
P. I. = ′2
cos(ax + by) = cos(ax + by)
f(D2 , DD′ , D ) f(−a2 , −ab, −b2 )

Where, f(−a2 , −ab, −b2 ) ≠ 0

 If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [110]

 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′

 Case-5 f(x, y) = eax+by V(x, y)

1 1
P. I. = ′
eax+by V(x, y) = eax+by V(x, y)
f(D, D ) f(D + a, D′ + b)

METHOD – 3: EXAMPLE ON SOLUTION OF HIGHER ORDERED PDE

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

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [111]

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

 LAGRANGE’S DIFFERENTIAL EQUATION:

 A partial differential equation of the form Pp + Qq = R where P, Q and R are functions of


x, y, z, or constant is called lagrange linear equation of the first order.

 METHOD FOR OBTAINING GENERAL SOLUTION OF 𝐏𝐩 + 𝐐𝐪 = 𝐑:


dx dy dz
 Step-1: From the A.E. = = .
P Q R

 Step-2: Solve this A.E. by the method of grouping or by the method of multiples or both to
get two independent solution u(x, y, z) = c1 and v(x, y, z) = c2 .

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [112]

 Step-3: The form F(u, v) = 0 or u = f(v) & v = f(u) is the general solution Pp + Qq = R .

 FOLLOWING TWO METHODS WILL BE USED TO SOLVE LANGRAGE’S LINEAR EQUATION

 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

o Similarly, if the variable x is absent in last two fractions or it is possible to eliminate


dy dz
x from last two fractions = , then we can apply grouping method.
Q R

 Multipliers Method

o In this method, we require two sets of multiplier l, m, n and l′ , m′ , n′ .

o By appropriate selection multiplier l, m, n (either constants or functions of x, y, z)


we may write

dx dy dz ldx + mdy + ndz


= = = Such that, lP + mQ + nR = 0 .
P Q R lP + mQ + nR

o This implies ldx + mdy + ndz = 0

o Solving it we get u(x, y, z) = c1 … (1)

o Again we may find another set of multipliers l′ , m′ , n′ . So that, l′ P + m′ Q + n′ R = 0

o This gives, l′ dx + m′ dy + n′ dz = 0

o Solving it we get v(x, y, z) = c2 … (2)

o From (1) and (2), we get the general solution as F(u, v) = 0.

METHOD – 4: EXAMPLE ON LAGRANGE’S DIFFERENTIAL EQUATION

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

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [113]

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

 NON LINEAR PARTIAL DIFFERENTIAL EQUATION OF FIRST ORDER:

 A partial differential equation in which p & q occur in more than one order is known as Non
Linear Partial Differential Equation.

 Type 1: Equation Of the form f(p, q) = 0.

o Step 1: Substitute p = a & q = b.

o Step 2: Convert b = g(a).

o Step 3: Complete Solution : z = ax + by + c ⟹ z = ax + g(a)y + c

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

o Step 1: f(x, p) = g(y, q) = a

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [114]

o Step 2: Solving equations for p & q. Assume p = F(x) & q = G(y).

o Step 3: Complete Solution : z = ∫ F(x) dx + ∫ G(y) dy + b.

 Type 3: Equation Of the form z = px + qy + f (p, q) (Clairaut’s form. ) W-15

o Step 1: Substitute p = a & q = b.

o Step 2: Complete Solution : z = ax + by + f(a, b).

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

o Step 1: Assume q = ap

o Step 2: Solve the Equation in dz = p dx + q dy

 CHARPIT’S METHOD:

 Consider, f(x, y, z, p, q) = 0.

o Step 1: Find value of p & q by using the relation

dx dy dz dp dq
= = = = ( lagrange − Charpit eqn )
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
p +q −( + p ) −( + q )
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z

o Step 2: Find value of p & q.

o Step 3: Complete Solution : z = ∫ p dx + ∫ q dy + c.

METHOD – 5: EXAMPLE ON NON-LINEAR PDE

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

DARSHAN INSTITUTE OF ENGINEERING & TECHNOLOGY » » » AEM - 2130002


UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [115]

C 4 Solve p2 +q2 = npq .


na ± a√n2 − 4
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax + y+c
2
T 5 Find the complete integral of p2 = q + x .
2 3
𝐀𝐧𝐬𝐰𝐞𝐫: z = (x + a)2 + ay + b
3
C 6 Solve p2 + q2 = x + y .
2 3 2 3
𝐀𝐧𝐬𝐰𝐞𝐫: z = (a + x)2 + (y − a)2 + b
3 3
T 7 Solve p2 − q2 = x − y .
W – 14
2 3 2 3 S – 17
𝐀𝐧𝐬𝐰𝐞𝐫: z = (a + x)2 + (a + y)2 + b
3 3 S – 18
H 8 Solve p − x 2 = q + y 2 .
x3 y3 S – 15
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax + + ay − + b
3 3
C 9 Solve z = px + qy + p2 q2 .
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax + by + a2 b2
H 10 Solve qz = p(1 + q) .
𝐀𝐧𝐬𝐰𝐞𝐫: log(az − 1) = x + ay + b
C 11 Solve pq = 4z .
𝐀𝐧𝐬𝐰𝐞𝐫: az = (x + ay + b) 2
T 12 Using Charpit’s method solve z = px + qy + p2 + q2 .
𝐀𝐧𝐬𝐰𝐞𝐫: z = ax + by + a2 + b2
C 13 Solve py = 2 yx + log q .
𝐀𝐧𝐬𝐰𝐞𝐫: az = ax 2 + a2 x + eay + ab
H 14 Solve by charpit’s method px + qy = pq .
S – 16
𝐀𝐧𝐬𝐰𝐞𝐫: 2az = (ax + y)2 + b
H 15 Solve by charpit’s method p = (z + qy)2 .
S – 18
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳𝐲 = 𝐚𝐱 + 𝐳√𝐚√𝐲 + 𝐛

 METHOD OF SEPARATION OF VARIABLES:

 Step 1: Let u(x, y) = X(x) ∙ Y(y)

DARSHAN INSTITUTE OF ENGINEERING & TECHNOLOGY » » » AEM - 2130002


UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [116]

∂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 4: Solve each Ordinary Differential Equation.

 Step 5: Put value of X(x) & Y(y) in equation u(x, y) = X(x) ∙ Y(y).

METHOD – 6: EXAMPLE ON SEPARATION OF VARIABLES

H 1 Solve the equation by method of separation of variables


∂u
=4
∂u
,
∂x ∂y

where u(0, y) = 8e−3y .


𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = 8 e−12x−3y
C 2 Solve
∂u
=2
∂u
+ u subject to the condition u(x, 0) = 6e−3x S – 15
∂x ∂t

𝐀𝐧𝐬𝐰𝐞𝐫: u(x, t) = 6 e−3x−2t S – 17

H 3 Solve the equation ux = 2ut + u given u(x, 0) = 4e−4x by the method of


separation of variable. S – 16
5
𝐀𝐧𝐬𝐰𝐞𝐫: u(x, t) = 4e−4x−2t
C 4 Using method of separation of variables solve
∂u
+
∂u
= 2(x + y)u.
∂x ∂y
2 +y2 +kx−ky
𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = c1 c2 ex
H 5 Solve x
∂u
− 2y
∂u
= 0 using method of separation variables.
∂x ∂y
W – 16
k
𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = c1 c2 xk y2
H 6 Using the method of separation variables, solve the partial differential
equation uxx = 16uy .
ky
𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = (c1 e√kx + c2 e−√kx) c3 e16

H 7 Using method of separation of variables solve


∂2 u
=
∂u
+ 2u.
∂x2 ∂y

𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = (c1 e√kx + c2 e−√kx) c3 e(k−2)y

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UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [117]

C 8 Solve two dimensional Laplace’s equation


∂2 u
+
∂2 u
= 0,using the method
∂x 2 ∂y2

separation of variables.

𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = (c1 e√kx + c2 e−√kx) (c3 cos √ky + c4 sin √ky)

H 9 Using the method of separation of variables, solve the partial differential


∂2 u ∂2 u
equation = 16 .
∂x2 ∂y2 W – 14
√k √k
𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = (c1 e√kx + c2 e−√kx) (c3 e 4 y + c4 e− 4 y )

H 10 Solve the method of separation of variables


∂2 u
−4
∂u
+
∂u
=0.
∂x2 ∂x ∂y

𝐀𝐧𝐬𝐰𝐞𝐫: u(x, y) = (c1 e(2+√4+k)x + c2 e(2−√4+k)x) c3 e−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

 CLASSIFICATION OF SECOND ORDER PARTIAL DIFFERENTIAL EQUATION:

 The general form of a non-homogeneous second order P.D.E.

∂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

 Equation (1) is said to be

Elliptic, If B2 − 4AC < 0 Parabolic, If B2 − 4AC = 0 Hyperbolic, If B2 − 4AC > 0

METHOD – 7: EXAMPLE ON CLASSIFICATION OF 2ND ORDER PDE

C 1 Classify the 2nd order P.D.E. t


∂2 u
+3
∂2 u
+x
∂2 u
+ 17
∂u
= 0.
∂t2 ∂x ∂t ∂x2 ∂x
𝟗 𝟗 𝟗
𝐀𝐧𝐬𝐰𝐞𝐫: Hyperbolic, if 𝐱𝐭 > ; Parabolic, if 𝐱𝐭 = ; Elliptical, if 𝐱𝐭 <
𝟒 𝟒 𝟒

H 2 Classify the 2nd order P.D.E. 4


∂2 u
−9
∂2 u
+5
∂2 u
= 0.
∂t2 ∂t ∂x ∂x2

𝐀𝐧𝐬𝐰𝐞𝐫: 𝐇𝐲𝐩𝐞𝐫𝐛𝐨𝐥𝐢𝐜

DARSHAN INSTITUTE OF ENGINEERING & TECHNOLOGY » » » AEM - 2130002


UNI T -6 » Partial Diff eren tial Eq ua tio n a n d It’ s App lica tio n [118]

H 3 Classify the 2nd order P.D.E.


2
∂ u
+
2
∂ u
2
∂ u
2 ∂x ∂t + 2 ∂x2 = 0.
∂t2

𝐀𝐧𝐬𝐰𝐞𝐫: 𝐄𝐥𝐥𝐢𝐩𝐭𝐢𝐜

⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆

DARSHAN INSTITUTE OF ENGINEERING & TECHNOLOGY » » » AEM - 2130002


GUJARAT TECHNOLOGICAL UNIVERSITY
ADVANCED ENGINEERING MATHEMATICS

SUBJECT CODE: 2130002


B.E. 3rd SEMESTER

Type of course: Engineering Mathematics


Prerequisite: The course follows from Calculus, Linear algebra

Rationale: Mathematics is a language of Science and Engineering

Teaching and Examination Scheme:


Teaching Scheme Credits Examination Marks Total
L T P C Theory Marks Practical Marks Marks
ESE PA (M) PA (V) PA
(E) PA ALA ESE OEP (I)
3 2 0 5 70 20 10 30 0 20 150

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

1. Fourier Series and Fourier Integral


o Identify functions that are periodic. Determine their periods.
o Find the Fourier series for a function defined on a closed interval.
o Find the Fourier series for a periodic function.
o Recall and apply the convergence theorem for Fourier series.
o Determine whether a given function is even, odd or neither.
o Sketch the even and odd extensions of a function defined on the interval [0,L].
o Find the Fourier sine and cosine series for the function defined on [0,L]

2. Ordinary Differential Equations and Their Applications


o Model physical processes using differential equations.
o Solve basic initial value problems, obtain explicit solutions if possible.
o Characterize the solutions of a differential equation with respect to initial values.
o Use the solution of an initial value problem to answer questions about a physical system.
o Determine the order of an ordinary differential equation. Classify an ordinary differential equation as
linear or nonlinear.
o Verify solutions to ordinary differential equations.
o Identify and solve first order linear equations.
o Analyze the behavior of solutions.
o Analyze the models to answer questions about the physical system modeled.
o Recall and apply the existence and uniqueness theorem for first order linear differential equations.
o Identify whether or not a differential equation is exact.
o Use integrating factors to convert a differential equation to an exact equation and then solve.
o Solve second order linear differential equations with constant coefficients that have a characteristic equation
with real and distinct roots.
o Describe the behavior of solutions.
o Recall and verify the principal of superposition for solutions of second order linear differential
equations.
o Evaluate the Wronskian of two functions.
GUJARAT TECHNOLOGICAL UNIVERSITY
B E - S E M E S T E R - I I I • E X A M I N A T I O N - W I N T E R • 2014

Subject Code: 2130002 Date: 06-01-2015


Subject Name: Advanced Engineering Mathematics
Time: 02.30 pm - 05.30 pm Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.

Q.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

(c) Find the series solution of (1 - x 2 ) y - 2xv + 2y = 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

(b) Find the inverse Laplace Transform of (i) — (ii) —j 07


(5 + 1 ) ( J - 1 ) " (,r + l)

OR
Q.3 (a) Do as Directed.
(1)Findl(/2»(/-2)) 03

(2) Find the Laplace Transform of (i) r c o s h e r (ii) sin 2 3/ 04


(b) Solve the initial value problem by using Laplace Transforms: 07
y +y = s i n 2 / , v ( 0 ) = 2, >' (0) = 1

Q-4 (a) (1) Solve: ( x 1 + 3 x 3 ' 2 ) d x + (3x 2 v + / ) dy = 0 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

(2) Solve: (x2y2 + 2)ydx+(l-x2y2)xdy =0


(b) y"'- 3 v"+ 3 v v = 4e'

Q.5 (a) (i) Solve: J p + 4 q = l

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.___________

GUJARAT TECHNOLOGICAL UNIVERSITY


BE - SEMESTER– III (NEW)EXAMINATION – SUMMER 2015

Subject Code:2130002 Date: 06/06/2015


Subject Name:Advanced Engineering Mathematics
Time: 02.30pm-05.30pm Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.

dy 1 e y
Q.1 (a) (1) Solve the differential equation   2 . 04
dx x x

(2) Solve the differential equation ye x dx  (2 y  e x )dy  0 . 03

(b) Find the series solution of (1  x 2 ) y" xy '9 y  0 . 07

Q.2 (a) (1)Solve the differential equation using the method of variation of parameter
y   9 y  sec 3x . 04

(2) Solve the differential equation ( D 2  2D  1) y 10e x . 03


(b) u u
Using the method of separation of variables, solve 2  u ; u ( x,0)  6e 3 x . 07
x t
OR
(b) Find the series solution of 2 x( x  1) y  ( x  1) y  y  0; x0  0 07
Q.3 (a)   x;    x  0
Find the Fourier Series for f ( x)   07
  x; 0  x  
(b) (1) Find the Half range Cosine Series for f ( x)  ( x  1) 2 ; 0  x  1. 04
(2) Find the Fourier sine series for f ( x)  e x ; 0  x   . 03
OR
Q.3 (a)  ;   x  0

Find the Fourier Series for f ( x)   . 07
x   ; 0  x  
(b) (1) Find the Fourier cosine series for f ( x)  x 2 ; 0  x   . 04
(2) Find the Fourier sine series for f ( x)  2 x; 0  x  1 . 03
Q.4 (a) 1 a
(1) Prove that (i) L(e at )  ; s  a (ii) L(sinh at )  2 . 04
sa s  a2
(2) Find the Laplace transform of t sin 2t . 03
(b)  1 
(1) Using convolution theorem, obtain the value of L1 
s 
s 42

.

04

1
(2) Find the inverse Laplace transform of .
s  2s  3 03
OR
Q.4 (a) Solve the initial value problem using Laplace transform:
y  3 y  2 y  et , y0  1, y0  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

(2) Solve the following partial differential equation z  y  p  x  z q  y  x .


03
OR
Q.5 (a) A homogeneous rod of conducting material of length 100 cm has its ends kept
at zero temperature and the temperature initially is
x ; 0  x  50 07
u ( x,0)  
100  x ; 50  x  100
Find the temperature u ( x, t ) at any time.
(b) 2 z 2 z 2 z
(1) Solve 2  3  2 2  x  y. 04
x xy y
(2) Solve p  x  q  y .
2 2
03

*************

2
Seat No.: ________ Enrolment No.___________

GUJARAT TECHNOLOGICAL UNIVERSITY


BE - SEMESTER–III (New) EXAMINATION – WINTER 2015

Subject Code:2130002 Date:31/12/2015


Subject Name: Advanced Engineering Mathematics
Time: 2:30pm to 5:30pm Total Marks: 70
Instructions:
1. Attempt all questions.
2. Make suitable assumptions wherever necessary.
3. Figures to the right indicate full marks.

Q.1 Answer the following one mark each questions: 14


1 13
Find Γ ( 2 )

2 State relationship between beta and gamma functions.


3 Represent graphically the given saw-tooth function 𝑓(𝑥) = 2𝑥, 0 ≤
𝑥 < 2 and 𝑓(𝑥 + 2) = 𝑓(𝑥) for all 𝑥.
4 For a periodic function 𝑓 with fundamental period p, state the formula to
find Laplace transform of 𝑓.
𝑠
5 Find 𝐿(𝑒 −3𝑡 𝑓(𝑡)), if 𝐿(𝑓(𝑡)) = (𝑠−3)2 .

6 Find 𝐿[(2𝑡 − 1)2 ].


7 Find the extension of the function 𝑓(𝑥) = 𝑥 + 1, define over (0,1] to
[−1, 1] − {0} which is an odd function.
8 𝑥, 0≤𝑥≤2
Is the function 𝑓(𝑥) = { 2 ; continuous on [0,4]? Give
𝑥 , 2<𝑥≤4
reason.
9 𝑑𝑦 𝑦
Is the differential equation 𝑑𝑥 = 𝑥 exact? Give reason.

10 Give the differential equation of the orthogonal trajectory to the equation


𝑦 = 𝑐𝑥 2 .
11 If 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑒 𝑥 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥) is a complementary
function of a second order differential equation, find the Wronskian
𝑊(𝑦1 , 𝑦2 ).
12 𝑑
Solve (𝐷2 + 𝐷 + 1)𝑦 = 0; where 𝐷 = 𝑑𝑡.
13 𝜕𝑢 𝜕𝑢
Is 𝑢(𝑡, 𝑥) = 50𝑒 (𝑡−𝑥)⁄2 , a solution to = 𝜕𝑥 + 𝑢?
𝜕𝑡

14 Give an example of a first order partial differential equation of Clairaut’s


form.

Q.2 (a) 𝑑𝑦 𝑥 2 −𝑥−𝑦 2 03


Solve: 𝑑𝑥 = .
2𝑥𝑦

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.___________

GUJARAT TECHNOLOGICAL UNIVERSITY


BE - SEMESTER–III(New) EXAMINATION – SUMMER 2016

Subject Code:2130002 Date:07/06/2016


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.

Q.1 Answer the following one mark each questions : 14

1 Integreating factor of the differential equation


𝑑𝑥 3𝑥 1
+ = 2 is _________
𝑑𝑦 𝑦 𝑦
𝑑𝑦 𝑦
2 The general solution of the differential equation 𝑑𝑥 + 𝑥
=tan2x____________.
3 The orthogonal trajectory of the family of curve 𝑥 2 +
𝑦 2 = 𝑐 2 is _________
4 Particular integral of (𝐷2 + 4)𝑦 = cos 2𝑥 is _________
5 X=0 is a regular singular point of
2𝑥 2 𝑦 ′′ + 3𝑥𝑦 ′ (𝑥 2 − 4)𝑦 = 0 say true or false.
6 The solution of
(𝑦 − 𝑧)𝑝 + (𝑧 − 𝑥 )𝑞 = 𝑥 − 𝑦 𝑖𝑠_________
7 State the type ,order and degree of differential equation
1
𝑑𝑥
(𝑑𝑦 )2 + 5𝑦 3 = x is __________

8 Solve (D+𝐷′ )z= cos x


Type equation here.
9 Is the partial differential equation
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢
2𝜕𝑥 2 +4𝜕𝑥𝜕𝑦 + 3 = 6 elliptic?
𝜕𝑦 2
10 1
𝐿−1 ( ) = ____________
(𝑠 + 𝑎)2
11 If f(t) is a periodic function with period t then
L[𝑓(𝑡)] = _________
12 Laplace transform of f(t) is defined for +ve and –ve
values of t. Say true or false.

13 State Duplication (Legendre) formula.

9,7
14 Find B( )
2 2

Q.2 (a) Solve : 9y 𝑦 ˊ + 4𝑥 = 0 03

1
𝑑𝑦
(b) Solve : 𝑑𝑥 + 𝑦 cot 𝑥 = 2 cos 𝑥 04

(c) Find series solution of 𝑦 ˊˊ + 𝑥𝑦 = 0 07

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

(b) Solve 𝑦 ′′ + 4𝑦 ′ = 8𝑥 2 by the method of 04


undetermined coefficients.
(c) (i) Solve 𝑥 2 𝑝 + 𝑦 2 𝑞 = 𝑧 2 07
(ii) Solve by charpit’s method px+qy = pq
OR
Q.3 (a) Solve 𝑦 ′′ + 4𝑦 ′ + 4 = 0 , 𝑦(0) = 1 , 𝑦 ′ (0) = 1 03

(b) Find the solution of 𝑦 ′′ + 𝑎2 𝑦 ′ = tan 𝑎𝑥 , by the 04


method of variation of parameters.

(c) Solve the equation ux = 2ut + u given u(x,0)= 4𝑒 −4𝑥 by 07


the method of separation of variable.
2
Q.4 (a) Find the fourier transform of the function f(x) = 𝑒 −𝑎𝑥 03

(b) Obtain fourier series to represent f(x) =x2 in the interval 04


1 𝜋2
-𝜋 < 𝑥 < 𝜋 .Deduce that ∑∞
𝑛=1 𝑛 2 = 6
(c) Find Half-Range cosine series for 07
𝑙
F(x) = kx , 0≤ 𝑥 ≤ 2
𝑙
= k(𝑙-x ) , 2 ≤ 𝑥 ≤ 𝑙
1 𝜋2
Also prove that ∑∞
𝑛=1 (2𝑛−1)2 = 8
OR
Q.4 (a) Expres the function 03
F(x)= 2 , |x| < 2
= 0 , |x| > 2 as Fourier integral.
(b) Find the fourier series expansion of the function 04
F(x) = -𝜋 −𝜋 <𝑥 < 0
=x 0<𝑥<𝜋

(c) Find fourier series to represent the function 07


F(x) = 2x-x2 in 0 < 𝑥 < 3
Q.5 (a) 1 03
𝐹𝑖𝑛𝑑 𝐿−1 {(𝑠+√2)(𝑠−√3)}

(b) Find the laplace transform of 04


𝑐𝑜𝑠𝑎𝑡−𝑐𝑜𝑠𝑏𝑡
(i) 𝑡
(ii) tsinat

(c) State convolution theorem and use to it evaluate 07


1
𝐿−1 {(𝑠 2 2 )2 }
+𝑎

2
OR
2
Q.5 (a) L {𝑡 cos ℎ3𝑡} 03

1
(b) Find 𝐿−1 {𝑠 4−81} 04

(c) Solve the equation 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 4𝑡 + 𝑒 3𝑡 ,when 07


y(0)=1 , 𝑦 ′ (0) = −1

*************

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.

Q.3 (a) Solve : (𝐷3 − 3𝐷2 + 9𝐷 − 27)y = cos3x. 03

(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

(b) Find the solution of 𝑦 ′′ − 3𝑦 ′ + 2y = 𝑒 𝑥 , using the method of 04


variation of parameters.
(c) 𝜕𝑢 𝜕𝑢 07
Solve 𝑥 𝜕𝑥 - 2y 𝜕𝑦 = 0 using method of separation of variables.
Q.4 (a) Find the Fourier cosine integral of 𝑓(𝑥) = 𝑒 −𝑘𝑥 , 𝑥 > 0, 𝑘 > 0 03

(b) Express f(x) = |x|, −𝜋 < 𝑥 < 𝜋 as fouries series. 04

(c) Find Fourier Series for the function f(x) given by 07


2𝑥
1+ ; −𝜋 ≤ 𝑥 ≤ 0
𝑓(𝑥) = { 𝜋
2𝑥
1− ;0 ≤ 𝑥 ≤ 𝜋
𝜋
1 1 1 𝜋2
Hence deduce that 12 + 32 + 52 + … . = 8 .

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

*************

2
Seat No.: ________ Enrolment No.___________

GUJARAT TECHNOLOGICAL UNIVERSITY


BE - SEMESTER–III (NEW) - EXAMINATION – SUMMER 2017
Subject Code: 2130002 Date: 25/05/2017
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 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

*************

3
Seat No.: ________ Enrolment No.___________

GUJARAT TECHNOLOGICAL UNIVERSITY


BE - SEMESTER–III (NEW) EXAMINATION – WINTER 2017
Subject Code: 2130002 Date:06/11/2017
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) 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 x2 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 y0  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 
L1  2 2 
, ab
  s  
a 2
s2
 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 yx ,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

Q.2 (a) Solve y " 3 y ' 2 y  e3 x 03


(b) Find Fourier series for f ( x )  x 2 ;    x   04
(c) Find Fourier series in the interval 0,2 if 07
  0x
f (x)  
 x     x  2

1 2
and hence show that  2n  12 
8
n 1
OR
(c) Find the series solution of y " x 2 y  0 about an ordinary point 07
x0
Q.3 (a) Solve y ''' 6 y '' 11y ' 6 y  0 03
 
(b) Solve D 2  9 y  cos 4 x 04
(c) Solve y " 4 y  4 tan 2x by method of variation parameter. 07
OR
Q.3 (a)  1  03
Find L1  
 s  1s  2 
(b) Solve y' '2 y'5y  5x 3  6x 2  6x by method of undetermined 04
coefficients.
(c) Find the series solution of 8x2 y " 10xy ' 1  x  y  0 07
Q.4  
(a) Solve x 4  y 4 dx  xy 3 dy  0 03
(b) Express sinx as cosine series in 0  x   04
(c) Find Fourier series for f ( x )  e ax in 0,2 ; a  0 07
OR
Q.4 
(a) Find L cos t 2
 03

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
xy y 2

OR
Q.5 (a) Solve p  q  x  y
2 2 03
(b)  3z 04
Solve  cos2x  3y
x 2 y
(c) Solve by Charpit’s method p  z  qy2 07

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