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POLYTECHNIC LECTURERS Differential Equations

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0% found this document useful (0 votes)
99 views10 pages

POLYTECHNIC LECTURERS Differential Equations

Uploaded by

KRAJ315
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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www.maduracoaching.

com

MADURA COACHING CENTRE


No - 99, T.P.K Road, Madurai – 01.
Ph – 7373007734 / 7373007731

TNEB – AE
Differential equations
Order and Degree:

 The order of a differential equation is the order of highest derivative in the differential
equation.
 The degree of a differential equation is the power of the highest derivative in the
differential equation , after the differential equation is expressed in a form free from
radicals & fractions.
Differential equations

First Order Second Order

All roots are


Variable real &
Separation 𝑿 = 𝒆𝒂𝒙
distinct
method X = Sin(ax)
If two roots
Linear (or) cos (ax)
are real &
Differential equal X = 𝒙𝒏
Equations If two roots X = eax.V(x)
Homogeneous are complex
equations conjugate

For equations of first order & first degree


 Variable Separation method
Bring f(x) & f’(x) on one side.
Bring f(y) & f’(y) on other side.
like f(x) dx = g(y) dy
Solution: 𝑓 𝑥 𝑑𝑥 = 𝑔 𝑦 𝑑𝑦 + 𝑐

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𝑑𝑦
Example: Solution of the differential equation 3𝑦 𝑑𝑥 + 2𝑥 = 0 represents a family of

A) Ellipses B) Circles C) Parabolas D) Hyperbolas


Solution: (A)
𝑑𝑦
3𝑦 𝑑𝑥 + 2𝑥 = 0
𝑑𝑦 −2𝑥
⇒ 𝑑𝑥 = 3𝑦

3𝑦𝑑𝑦 = −2𝑥𝑑𝑥
3𝑦𝑑𝑦 = −2𝑥𝑑𝑥
3 𝑥2
𝑦 2 = −2 +𝐶
2 2

3𝑦 2 + 2𝑥 2 = 𝐶
𝑥2 𝑦2
1 + 1 =𝐶
2 3

𝑥2 𝑦2
1 + 1 =1
𝐶 𝐶
2 3

Which is the equation of a family of ellipses.


 Linear Differential Equations
An equation is linear if it can be written as:
𝑑𝑦
Py Q
𝑑𝑥

Where P and Q can be constants or functions of x

𝑌 𝐼. 𝐹. = 𝑄 𝐼. 𝐹. 𝑑𝑥 + 𝑐

𝑃𝑑𝑥
I.F. = 𝑒
Example:
𝑑𝑦 2
The Solution of the differential equation 𝑑𝑥 + 2𝑥𝑦 = 𝑒 −𝑥 with y(0) = 1 is
2 2 2 2
A) (1+x) 𝑒 𝑥 B) (1+x) 𝑒 −𝑥 C) (1-x) 𝑒 𝑥 D) (1-x) 𝑒 −𝑥
Solution – B
Given equation
𝑑𝑦 2
+ 2𝑥𝑦 = 𝑒 −𝑥
𝑑𝑥

This is first order linear differential equation


2𝑥𝑑𝑥 2
Integrating factor (I.F.)= 𝑒 = 𝑒𝑥
Solution is 𝑌 𝐼. 𝐹. = 𝑄 𝐼. 𝐹. 𝑑𝑥 + 𝑐
2 2 2
𝑌𝑒 𝑥 = 𝑒 −𝑥 𝑒 𝑥 𝑑𝑥 + 𝑐
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2
𝑌𝑒 𝑥 = 𝑥 + 𝑐
x = 0 , y = 1 (given)
1𝑒 0 = 0 + 𝑐
c=1
2
𝑌𝑒 𝑥 = 𝑥 + 1
2
𝑌 = 𝑒 −𝑥 (𝑥 + 1)
 Homogeneous equations
If f(x) = 0; equation is homogenous
else f (x) ≠ 0; equation is non-homogeneous.
𝑑𝑦 𝑓(𝑥,𝑦 )
Homogeneous equations are of the form 𝑑𝑥 = 𝜙 (𝑥,𝑦)

Where f(x,y) and ϕ(x,y) are homogeneous functions of the same degree in x and y.

Homogeneous Function: An expression of the form


𝑎0 𝑥 𝑛 + 𝑎1 𝑥 𝑛 −1 𝑦 + 𝑎2 𝑥 𝑛 −2 𝑦 2 + ⋯ + 𝑎𝑛 𝑦 𝑛 in which every term is of the nth degree, is

called a homogeneous function of degree n. This can be rewritten as


𝑥 𝑛 𝑎0 + 𝑎1 (𝑦/𝑥) + 𝑎2 𝑦/𝑥 2
+ ⋯ + 𝑎𝑛 𝑦/𝑥 𝑛

Thus any functions f(x,y) which can be expressed in the form 𝑥 𝑛 𝑓(y/x) , is called a homogeneous
function of degree n in x and y. For instance 𝑥 3 𝑐𝑜𝑠 (y/x) is a homogeneous function of degree 3
in x and y.
To solve a homogeneous equation
𝑑𝑦 𝑑𝑦
1. Put y = vx, then 𝑑𝑥 = 𝑣 + 𝑥 𝑑𝑥

2. Separate the variables v and x, and integrate.


Example:
Solve 𝑦 2 − 𝑥 2 𝑑𝑥 − 2𝑥𝑦𝑑𝑦 = 0
Solution:
𝑑𝑦 𝑦 2 −𝑥 2
Given equation is 𝑑𝑥 = which is homogeneous in x and y.
2𝑥𝑦
𝑑𝑦 𝑑𝑣
Put 𝑦 = 𝑣𝑥, 𝑡𝑕𝑒𝑛 = 𝑣 + 𝑥 𝑑𝑥
𝑑𝑥
𝑑𝑣 1 1
∴ 𝐸𝑞. 𝑖 𝑏𝑒𝑐𝑜𝑚𝑒𝑠 𝑣 + 𝑥 𝑑𝑥 = 2 𝑣 − 𝑣
𝑑𝑣 1 𝑣 2 −1 𝑣 2 +1
or 𝑥 𝑑𝑥 = 2 −𝑣 =−
𝑣 2𝑣

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Separating the variables


2𝑣 𝑑𝑥
𝑑𝑣 = −
1+𝑣 2 𝑥

Integrating both sides


2𝑣 𝑑𝑥
𝑑𝑣 = − +c
1+𝑣 2 𝑥
1
or ln 1 + 𝑣 2 = − ln 𝑥 + 𝑐 = ln 𝑥 + ln 𝑐1
𝑐1
or ln 1 + 𝑣 2 = 𝑙𝑛 𝑥
𝑐1
1 + 𝑣2 = 𝑥
𝑦
replacing v by 𝑥 we get,
𝑦 2 𝑐
1+ =
𝑥 𝑥
2 2
or 𝑥 + 𝑦 = 𝑐𝑥
𝑐 2 𝑐2
or 𝑥−2 + 𝑦2 = 4

This general solution represents a family of circles


Linear Differential Equation of Higher Order
Constant coefficient differential equation
𝑑𝑛 𝑦 𝑑 𝑛 −1 𝑦
+ + ⋯ ⋯ ⋯ + 𝑘𝑛 y = X
𝑑𝑥𝑛 𝑑𝑥 𝑛 −1
Where X is a function of x only
a. If 𝑦1 , 𝑦2 ⋯ ⋯ ⋯ 𝑦𝑛 are n independent solution, then
𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ ⋯ ⋯ +𝑐𝑛 𝑦𝑛 = x is complete solution
𝑤𝑕𝑒𝑟𝑒 𝑐1 , 𝑐2 , ⋯ ⋯ ⋯ , 𝑐𝑛 are arbitrary constants.

𝑏. The procedure of finding solution of nth order differential equation involves


computing complementary function (C. F) and particular Integral (P. I).
𝑑𝑛 𝑦 𝑑 𝑛 −1 𝑦
c. Complementary function is solution of + + ⋯ ⋯ ⋯ + 𝑘𝑛 y = 0
𝑑𝑥𝑛 𝑑𝑥 𝑛 −1
𝑑𝑛 𝑦 𝑑 𝑛 −1 𝑦
d. Particular integral is particular solution of + + ⋯ ⋯ ⋯ + 𝑘𝑛 y = x
𝑑𝑥𝑛 𝑑𝑥 𝑛 −1

e. y = CF + PI is complete solution

Note: In our TNEB exam, the questions will be upto 2nd order only. So, in this material, we
limit ourselves upto 2nd order only.

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Finding complementary function


𝑑 𝑑𝑦
Replace 𝑑𝑥 by D → 𝑑𝑥 = 𝐷𝑌
𝑑2𝑦 𝑑𝑦
+ 𝑘1 𝑑𝑥 + 𝑘2 𝑦= 0 becomes
𝑑𝑥 2

𝐷2 + 𝐾1 𝐷 + 𝐾2 y = 0
Let 𝑚1 , 𝑚2 be roots of
𝐷2 + 𝐾1 𝐷 + 𝐾2 y = 0 ⋯ ⋯ ⋯ (i)
Case I: All roots are real & distinct
𝐷 − 𝑚1 𝐷 − 𝑚2 = 0 is equivalent to (i)
y = 𝐶1 𝑒 𝑚 1𝑥 +𝐶2 𝑒 𝑚 2𝑥
is solution of differential equation
Example:
𝑑2𝑥 𝑑𝑥
For the differential equation + 6 𝑑𝑡 + 8𝑥 = 0 with initial conditions 𝑥(0) = 1 and
𝑑𝑡 2
𝑑𝑥
= 0, the solution is
𝑑𝑡 𝑡=0

A) 𝑥 𝑡 = 2𝑒 −6𝑡 − 𝑒 −2𝑡 B) 𝑥 𝑡 = 2𝑒 −2𝑡 − 𝑒 −4𝑡


C) 𝑥 𝑡 = 2𝑒 −6𝑡 + 𝑒 −2𝑡 D) 𝑥 𝑡 = 2𝑒 −2𝑡 − 𝑒 4𝑡
Solution – B
𝑑2𝑥 𝑑𝑥
Given + 6 𝑑𝑡 + 8𝑥 = 0
𝑑𝑡 2
𝑑𝑥
x(0) = 1 and =0
𝑑𝑡 𝑡=0

𝐷2 + 6𝐷 + 8 = 0
(D+4) (D+2) = 0
D = -2 and D = -4
∴ Solution is 𝑥 = 𝑐1 𝑒 −2𝑡 + 𝑐2 𝑒 −4𝑡
Since x (0) = 1
We have 𝑐1 + 𝑐2 = 1 … (i)
𝑑𝑥
= −2𝑐1 𝑒 −2𝑡 − 4𝑐2 𝑒 −4𝑡
𝑑𝑡
𝑑𝑥
Since, = 0 we have
𝑑𝑡 𝑡=0

-2𝑐1 − 4𝑐2 = 0 … (ii)


Solving (i) and (ii) we have, 𝑐1 = 2 𝑎𝑛𝑑 𝑐2 = −1
So the solution is 𝑥 𝑡 = 2𝑒 −2𝑡 − 𝑒 −4𝑡

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Case II: If two roots are real & equal


i.e., 𝑚1 = 𝑚2 = m

y = 𝑐1 + 𝑐2 𝑋 𝑒 𝑚𝑥
Example:
It is given that 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0, 𝑦 0 = 0, 𝑦 1 = 0. what is y (0.5)?
A) 0 B) 0.37 C) 0.62 D) 1.13
Solution – A
𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0
𝐷2 + 2𝐷 + 1 𝑦 = 0
𝐷2 + 2𝐷 + 1 = 0
2
𝐷+1 =0
D = -1, -1
∴ y = 𝑐1 + 𝑐2 𝑥 𝑒 −𝑥
y (0) = 0 ⇒ 0 = 𝑐1 + 𝑐2 0 𝑒 −0
𝑐1 = 0
y (1) = 0 ⇒ 0 = 𝑐1 + 𝑐2 𝑒 −1
𝑐1 + 𝑐2 = 0
𝑐2 = 0
∴ y = (0 + 0 x) 𝑒 −𝑥 = 0 is the solution
∴ y (0.5) = 0
Case III: If two roots are complex conjugate
𝑚1 = ∝ + j𝛽 : 𝑚2 = ∝ - j𝛽

y = 𝑒 ∝𝑥 𝑐1 𝑐𝑜𝑠𝛽𝑥 + 𝑐2 𝑠𝑖𝑛𝛽𝑥
Example:
The general solution of 𝑦 ′′ + 𝑦 = 0 is
A) y = P cos x + Q sin x B) y = P cos x C) y = P sin x D) Y = P sin2 x
Solution – A
𝑦 ′′ + 𝑦 = 0
D2 + 1 = 0
D = ±𝑖
∴ General solution is 𝑦 = 𝑒 0𝑥 𝑐1 cos 1 × 𝑥 + 𝑐2 sin⁡
(1 × 𝑥)
= 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 = Pcos 𝑥 + Q sin 𝑥

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Finding particular integral


Suppose differential equation is
𝑑2𝑦 𝑑𝑦
+ 𝑘1 𝑑𝑥 + 𝑘2 𝑦 = x
𝑑𝑥 2

Case I. When X = 𝒆𝒂𝒙


1 1
𝑒 𝑎𝑥 = 𝑓(𝑎) 𝑒 𝑎𝑥 𝑝𝑟𝑜𝑣𝑖𝑑𝑒𝑑 𝑓 𝑎 ≠ 0
𝑓(𝐷)

If f(a) = 0
1 1
𝑒 𝑎𝑥 = 𝑥 𝑓′(𝑎) 𝑒 𝑎𝑥
𝑓(𝐷)

Example:
𝑑2𝑦 𝑑𝑦
Solve 𝑑𝑥 2 − 6 𝑑𝑥 + 9𝑦 = 6𝑒 3𝑥

Solution: 𝐷2 − 6𝐷 + 9 𝑦 = 6𝑒 3𝑥
A.E. is 𝐷2 − 6𝐷 + 9 = 0 𝑜𝑟 (𝐷 − 3)2 = 0, 𝑜𝑟 𝐷 = 3,3
C.F. = 𝑐1 + 𝑐2 𝑥 𝑒 3𝑥
1 1 1
P.I. = 𝐷 2 −6𝐷+9 6𝑒 3𝑥 = 𝑥 2𝐷−6 6𝑒 3𝑥 = 𝑥 2 2 . 6. 𝑒 3𝑥 = 3𝑥 2 𝑒 3𝑥

Complete solution is y = 𝑐1 + 𝑐2 𝑥 𝑒 3𝑥 + 3𝑥 2 𝑒 3𝑥
Case II. When X = sin (ax+b) or cos (ax+b)
1 1
sin 𝑎𝑥 + 𝑏 = sin 𝑎𝑥 + 𝑏 Provided f(-a2) ≠ 0
𝑓 𝐷2 𝑓 −𝑎 2

If f(-a2) = 0
1 1
sin 𝑎𝑥 + 𝑏 = 𝑥 𝑓′ −𝑎 2 sin 𝑎𝑥 + 𝑏
𝑓 𝐷2

Example:
Solve 𝐷2 + 4 𝑦 = sin 3𝑥
Solution:
𝐷2 + 4 𝑦 = sin 3𝑥
Auxiliary equation is 𝐷2 + 4 = 0 𝑜𝑟 𝐷 = ±2𝑖
C.F. = A cos 2x + B sin 2x
1 sin 3𝑥 1
P.I. = 𝐷 2 +4 𝑠𝑖𝑛3𝑥 = = 5 𝑠𝑖𝑛3𝑥
(−3)2 +4
1
Complete solution is y = A cos 2x + B sin 2x - 5 𝑠𝑖𝑛3𝑥

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Case III. 𝑿 = 𝒙𝒎
1
𝑃. 𝐼 = 𝑥𝑚
𝑓(𝐷)
1
𝑃. 𝐼 = 𝑥𝑚
𝑎𝐷 𝑘 1±𝜙 (𝐷)
1 −1 𝑚
= 1 ± 𝜙(𝐷) 𝑥
𝑎𝐷 𝑘
−1
Now expand 1 ± 𝜙(𝐷) in a series of ascending powers of D, by using binomial theorem. So
1 −1 𝑚
that the simplified expansion of 1 ± 𝜙(𝐷) 𝑥 may contain terms up to Dm and then
𝑎𝐷 𝑘
operate by each term on xm.
Example:
Solve the equation 𝐷2 − 4𝐷 + 3 𝑦 = sin 3𝑥 + 𝑥 2
A.E. is 𝑚2 − 4𝑚 + 3 = 0
i.e., (m-1) (m-3) =0; ∴ 𝑚 = 1,3
C.F. = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥
1
P.I. = 𝐷 2 −4𝐷+3 𝑥 2
1
= 𝐷 (4−𝐷 ) 𝑥2
3 1−
3

1 𝐷(4−𝐷) −1
=3 1− 𝑥2
3
1 𝐷(4−𝐷) 𝐷 2 4−𝐷 2
=3 1+ + 𝑥2
3 9
1 4 13
= 3 1+3𝐷 + 𝐷2 𝑥 2
9
1 8 26
= 3 𝑥2 + 3 𝑥 + 9
1 8 26
The general solution of the given equation is y = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 3 𝑥 2 + 3 𝑥 + 9
ax m
Case IV. X = e .V(x) where V is of the form sin 𝜷𝒙 cos 𝜷𝒙 or x .
1 1
𝑃. 𝐼. = 𝑒 𝑎𝑥 . 𝑉 𝑥 = 𝑓 𝑒 𝑎𝑥 . 𝑉 𝑥
𝑓 𝐷 𝐷+𝑎

Example:
Solve 𝐷2 + 5𝐷 + 4 𝑦 = 𝑒 −𝑥 𝑠𝑖𝑛2𝑥
A.E.is 𝑚2 + 5𝑚 + 4 = 0
i.e., (m+1) (m+4) = 0
∴ 𝑇𝑕𝑒 𝑟𝑜𝑜𝑡𝑠 𝑎𝑟𝑒 𝑚 = −1, −4
C.F. = 𝐴𝑒 −𝑥 + 𝐵𝑒 −4𝑥

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1
P.I. = 𝐷 2 +5𝐷+4 𝑒 −𝑥 𝑠𝑖𝑛2𝑥
1
= 𝑒 −𝑥 sin 2𝑥
𝐷−1 2 +5 𝐷−1 +4
1
= 𝑒 −𝑥 𝐷 2 +3𝐷 sin 2𝑥
1
= 𝑒 −𝑥 3𝐷−4 sin 2𝑥
(3𝐷+4)
= 𝑒 −𝑥 9𝐷 2 −16 sin 2𝑥
1
= − 52 𝑒 −𝑥 (6 cos 2𝑥 + 4 sin 2𝑥)
1
= − 26 𝑒 −𝑥 (3 cos 2𝑥 + 2 sin 2𝑥)

Euler-Cauchy Equation
An equation of the form
𝑑2𝑦 𝑑𝑦
𝑥2 + 𝐾1. 𝑥 𝑑𝑥 + ⋯ ⋯ ⋯ + 𝐾2y = 0
𝑑𝑥 2

is called as Euler-Cauchy theorem


𝑑2𝑦 𝑑𝑦
Substitute 𝑥 2 = m(m-1) and 𝑥 𝑑𝑥 = m
𝑑𝑥 2

The equation becomes


𝑚 𝑚 − 1 + 𝑘1 𝑚 + 𝑘2 y = 0
The roots of equation are
Case I: All roots are real & distinct
y = 𝐶1𝑥 𝑚 1 + 𝐶2𝑥 𝑚 2 + ⋯ ⋯ + 𝐶𝑛 𝑥 𝑚 𝑛
Example:
𝑑2𝑦 𝑑𝑦
Consider the differential equation 𝑥 2 𝑑𝑥 2 + 𝑥 𝑑𝑥 − 𝑦 = 0. Which of the following is

solution to this differential equation for x > 0?


A) ex B) x2 C) 1/x D) lnx
Solution – C
𝑑2𝑦 𝑑𝑦
𝑥 2 𝑑𝑥 2 + 𝑥 𝑑𝑥 − 𝑦 = 0

(𝑥 2 𝐷2 + 𝑥𝐷 − 1)𝑦 = 0
[m(m-1)+m-1] y = 0
Solving this, m = ± 1
Thus solution is y = 𝑐1 𝑥 −1 + 𝑐2 𝑥
1
So one independent solution is 𝑥

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Case II: Two roots are real & equal


𝑚1 = 𝑚2 = 𝑚
y = 𝑐1 + 𝑐2 𝑙𝑛𝑥 𝑥 𝑚 + 𝐶3𝑥 𝑚 3 + ⋯ ⋯ ⋯ + 𝐶𝑛 𝑥 𝑚 𝑛

Case III: Two roots are complex conjugate of each other


𝑚1 = 𝑎 + jb𝑚2 𝑎 - jb
y = 𝑥 𝑎 𝐴 cos (b. lnx) + 𝐵 sin b. lnx +

Madura Coaching Centre 10 TNEB

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