Differential Equations - Solved Assignments - Semester Fall 2007
Differential Equations - Solved Assignments - Semester Fall 2007
Question 1: Marks=10
dy
Solve the initial value problem ( y + x y ) = 2x with y (0) = −2
2
dx
Solution:
y (1 + x 2 ) dy = 2 xdx
It can be seperable form.
2x
ydy = dx
1 + x2
Taking int egral both sides
2x
∫ ydy = ∫ 1 + x 2
dx
y2
= ln x 2 + 1 + c → (1)
2
y ( 0 ) = −2
putting y = −2 and x = 0 in eq (1)
( −2 )
2
= ln ( 0 + 1) + c
2
c = 2 put in (1)
y2
= ln x 2 + 1 + 2
2
y 2 = 2 ln x 2 + 1 + 4
2
y 2 = ln x 2 + 1 + 4
2
y = ln x 2 + 1 + 4
Question 2: Marks=10
Solve the D.E ( x − y − 1) dy = ( x + 3 y − 5) dx
Solution:
dy x + 3 y − 5
=
dx x − y −1
The equation is neither separable nor homogeneous
The equation is reduce to homogeneous
putting
x = X + h ⇒ dx = dX
y = Y + k ⇒ dy = dY
dy dY
=
dx dX
dY X + 3Y + h + 3k − 5
=
dX X − Y + h − k −1
now h + 3k − 5 = 0 and h − k − 1 = 0
solving both k = 1 and h = 2
dY X + 3Y
∴ = → (1)
dX X −Y
the above equation is homogeneous
putting Y = vX in (1)
dY dv
=v+ X
dX dX
dv X + 3vX 1 + 3v
v+ X = =
dX X − vX 1− v
dv 1 + 3v
X = −v
dX 1 − v
dv 1 + 3v − v + v 2 1 + 2v + v 2
X = =
dX 1− v 1− v
Separable var iable
1− v dX
dv =
v + 2v + 1
2
X
1 ( 2v − 2 + −2 ) dX
− dv =
2 ( v + 2v + 1)
2
X
1 ( 2v − 2 + −2 ) dX
− ∫
2 ( v + 2v + 1)
2
dv = ∫
X
1 2v + 2 dv dX
− ∫
2 v + 2v + 1
2
dv + ∫
( v + 1)
2
=∫
X
1 1
− ln v 2 + 2v + 1 − = ln X + c
2 v +1
1
− ln v + 1 − = ln X + c
v +1
Y 1
− ln +1 − = ln X + c
X Y
+1
X
Y+X X
− ln − = ln X + c
X Y+X
X X
ln − ln X = +c
X +Y X +Y
X
ln X − ln X + Y − ln X = +c
X +Y
X
+ ln X + Y = c
X +Y
( x − 2)
+ ln x − 2 + y − 1 = c
x − 2 + y −1
2x − 4
+ ln x + y − 3 = c
x + y −3
Question 3: Marks=10
In the given problem determine, whether the given equation is exact. If exact, solve
6 xy 3 dx + y 2 (4 y + 9 x 2 ) dy = 0
Solution:
6 xy 3dx + y 2 ( 4 y + 9 x 2 ) dy = 0
M = 6 xy 3 , N = 4 y3 + 9 y 2 x2
∂M ∂N
= 18 xy 2 , = 18 xy 2
∂y ∂x
∂M ∂N
=
∂y ∂x
So the differentail equation is exact
Now int egrating M with respect to x and taking y terms as cons tan t
∫ Mdx = ∫ 6 xy dx = 3x
3 2
y3
In t egrate N with respect to y for terms involving y alone,
∫ 4 y dy = y
3 4
y y3
x2 x
x e + + 3 =c
2 y
y y
ASSIGNMENT 02
Question 1:
Solve the differential equation and mention the name of type of this D.E
dy
x + y = ln x . y 2
dx
Solution :
This is a "Bernoulli"equation
dv dy
= − y −2
dx dx
Eq.(1) becomes
dv v ln x
− =− − − − − − −(2)
dx x x
Question 2:
Solve the D.E by using an appropriate substitution
cos( x + y ) dy = dx
solution :
Let x + y = u
taking derivative w.r.t x.
dy du dy du
1+ = => = 1−
dx dx dx dx
so given D.E becomes
du
cos u[ − 1] = 1
dx
du
cos u − cos u = 1
dx
du
cos u = 1 + cos u
dx
cos u
du = dx
1 + cos u
1
1 − du = dx
1 + cos u
u
Since, 1 + cos u =2 cos 2
2
So above Eq. becomes
1
1- du = dx
2 u
2 cos
2
1 2u
1 − sec du = dx
2 2
integrating
u
u − tan = x+c
2
Reverting back to original variable
u = x+ y
x+ y
x + y − tan = x+c
2
or
x+ y
y = tan( )+c
2
Question 3:
Find an equation of orthogonal trajectory of the curve x2 + y 2 = c2
x2 + y2 = c2
solution :
Differentiate it w.r.t 'x' to find the DE.
dy
2y + 2x = 0
dx
dy −2 x
=
dx 2 y
dy x
=−
dx y
write down the DE for the orthogonal family
dy 1 y
=− =
dx x
−( ) x
y
this is linear as well as a separable DE. Find the integrating factor.
1
u ( x) = e ∫ x =
− dx 1
x
which gives the solution
y.u ( x) = m
or
m
y= = mx
u ( x)
y = mx
This represents family of straight lines through origin.
ASSIGNMENT NO. 3
Question 1: Marks=10
Determine whether the following functions are linearly dependent or independent using Worskian determinant.
f ( x) = 9 cos(2 x)
g ( x) = 2 cos 2 x − 2sin 2 x
Solution:
f ( x) = 9 cos(2 x)
f ′( x) = −18sin(2 x)
g ( x) = 2 cos 2 x − 2sin 2 x
= 2(cos 2 x − sin 2 x)
= 2 cos(2 x)
g ′( x) = −4sin(2 x)
9 cos(2 x) 2 cos(2 x)
W ( f ( x), g ( x)) =
−18sin(2 x) − 4sin(2 x)
Question 2: Marks=10
a) Suppose that
y p = sin(2t )
yc = c1 cos(3t ) + c2 sin(3t ) , c1 and c2 are constants
Find whether yp is a particular solution and yc is the complementary function of following non-homogenous differential equation.
y′′ + 9 y = 5sin(2t )
Solution:
y p = sin(2t )
y′p = 2 cos(2t )
y′′p = −4sin(2t )
Then
y′′p + 9 y p = −4sin(2t ) + 9sin(2t ) = 5sin(2t )
Hence
y p = sin(2t ) is a particular solution of given non-homogenous equation
Now
yc = c1 cos(3t ) + c2 sin(3t ) , c1 and c 2 are constants
yc′ = −3c1 sin(3t ) + 3c2 cos(3t )
yc′′ = −9c1 cos(3t ) − 9c2 sin(3t )
Then
yc′′ + 9 yc = −9c1 cos(3t ) − 9c2 sin(3t ) + 9 ( c1 cos(3t ) + c2 sin(3t ) )
= −9c1 cos(3t ) − 9c2 sin(3t ) + 9c1 cos(3t ) + 9c2 sin(3t )
=0
Thus yc is the complementary function of given non-homogenous differential equation.
b) Let y1 = e x is a solution of the following differential equation
y′′ − 2 y′ + y = 0
What is its second solution and general solution?
Solution:
y1 = e x
y′′ − 2 y′ + y = 0
Compare it with
y′′ + P ( x) y′ + Q( x) y = 0
Then
P ( x ) = −2
Q( x) = 1
The second solution is given by
e ∫
⌠ − P ( x ) dx
y2 = y1 dx
⌡
y12
Put values
e ∫
− ( −2) dx
⌠
x
y2 = e x 2
dx
(e )
⌡
e∫
2 dx
⌠
= e x dx
e2 x
⌡
⌠e2 x
= e x 2x
dx
⌡e
= e x ∫ dx
= xe x
Hence general solution of given differential equation is
y = c1 y1 + c2 y2
y = c1e x + c2 xe x
Question 3: Marks=10
Let y1 = x is a solution of the following differential equation
x 2 y′′ − xy′ + y = 0
Find its second solution using REDUCING ORDER METHOD.
Solution:
y1 = x
Let
y2 ( x) = u ( x) y1
Then
y2 = ux
y2′ = u′x + u
y2′′ = u′′x + 2u ′
Put in given differential equation
x 2 y2′′ − xy2′ + y2 = 0
x 2 (u ′′x + 2u′) − x( xu ′ + u ) + xu = 0
u′′x3 + x 2u ′ = 0
1
u′′ + u′ = 0
x
If we take w = u ′ then
1
w′ + w = 0 ------------(1)
x
It is first order linear equation, whose integrating factor is
1
∫ x dx
e = eln x = x
Multiply equation (1) by integrating factor
xw′ + w = 0
d ( xw)
=0
dx
xw = c1 , where c1 is constant of integration
Put value of w
xu ′ = c1
c
u′ = 1
x
Integrate with respect to x
u =c1 ln x + c2 , where c2 is constant of integration
Since y2 = ux , so
y2 = x ( c1 ln x + c2 )
Choosing c1 =1 and c2 = 0
y2 = x ln x
Hence general solution is
y = Ay1 + By2 , where A and B are constants
y = Ax + Bx ln x
Question 4: Marks=10
Solve
y′′ + 3 y′ = 4e−3 x
Solution:
Given differential equation is
y′′ + 3 y′ = 4e−3 x
Associated homogenous differential equation is
y′′ + 3 y ′ = 0
Put
y = emx
y′ = me mx
y′′ = m 2emx
Substituting in the give differential equation, we have
m2 emx + 3memx = 0
(m 2 + 3m)emx = 0
mx
Since e ≠ 0 ∀ x , the auxiliary equation is
m + 3m = 0
2
m(m + 3) = 0
m = 0, −3
Thus complementary function, yc , is
yc = c1 + c2e−3 x
Particular Integral
The input function
g ( x ) = e −3 x
Since Ae−3x is present in yc . Therefore, it is a solution of the associated homogeneous differential equation
y′′ + 3 y′ = 0
To avoid this we find a particular solution of the form
y p = Axe−3x
We notice that there is no duplication between y c and this new assumption for y p
y′p = −3 Axe−3 x + Ae −3 x
= Ae −3 x (−3 x + 1)
y′′p = 9 Axe−3 x − 3 Ae −3 x − 3 Ae−3 x
= 9 Axe−3 x − 6 Ae−3 x
= Ae−3 x (9 x − 6)
Solution:
f ( x) = 1 + sin x
Let y1 ( x) = 1 , y2 ( x) = sin x
Since y1 ( x) is a constant so it vanishes after first differentiation. i-e
Dy1 ( x) = D(1) = 0
So D is the annihilator operator of y1 ( x).
(D + 12 ) = D 2 + 1
2 1
Check:
D ( D 2 + 1) (1 + sin x ) = ( D 3 + D ) (1 + sin x )
= D3 (1 + sin x ) + D (1 + sin x ) − − − − − − − (1)
Now
D (1 + sin x ) = D(1) + D(sin x) = cos x
D 2 (1 + sin x ) = D D (1 + sin x ) = D(cos x) = − sin x
D3 (1 + sin x ) = D D 2 (1 + sin x ) = D(− sin x) = − cos x
Putting values in equation (1)
D ( D 2 + 1) (1 + sin x ) = D 3 (1 + sin x ) + D (1 + sin x )
= − cos x + cos x
=0
Undetermined Coefficients:
The method of undetermined coefficients developed here is limited to non-homogeneous linear differential equations
So either we use
• Undetermined Coefficients-Superposition approach
or
• Undetermined Coefficients-Annihilator Operator Approach
two things must be kept in mind.
1. Non-homogeneous linear differential equation has constant coefficients. That is, in following equation
dny d n −1 y dy
an n
+ an −1 n −1
+ ⋯ + a1 + a0 y = g ( x) − − − − − (*)
dx dx dx
The coefficients a 0 , a1 ,…, a n are constants.
2. This method is applicable for only those values of g ( x ) , which have finite family of derivatives. That is, functions
with the property that all their derivatives can be written in terms of just a finite number of other functions. For
example
g ( x) = sin x
g ′( x) = cos x
g ′′( x) = − sin x
g ′′′( x) = − cos x
g iv ( x) = sin x
And the cycle repeats. Notice that all derivatives of g ( x ) can be written in terms of a finite number of functions. [In this case,
they are sin x and cos x, and the set {sin x, cos x} is called the family (of derivatives) of g ( x) = sin x .]
This is the criterion that make equation (*) susceptible to the method of undetermined coefficients.
Here's an example of a function that does not have a finite family of derivatives
Its first four derivatives are
g ( x) = tan x
g ′( x) = sec2 x
g ′′( x) = 2sec 2 x tan x
g ′′′( x) = 2sec 4 x + 4sec 2 x tan 2 x
g iv ( x) = 16sec 4 x tan x + 8sec2 x tan 3 x
Notice that the nth derivative ( n ≥ 1) contains a term involving tan n-1 x, so as higher and higher derivatives are taken, each one
will contain a higher and higher power of tan x, so there is no way that all derivatives can be written in terms of a finite number
of functions. The method of undetermined coefficients could not be applied if g ( x ) = tan x . So just what are the Following
table gives the list of functions g ( x ) whose derivative families are finite.
If these restrictions do not apply to a given nonhomogeneous linear differential equation, then a more powerful method of
determining a particular solution is needed: the method known as variation of parameters.
This is a non-homogeneous linear differential equation . Since the coefficient of y is not constant, the method of undetermined
coefficients cannot be applied to find a particular solution of the given equation.
t
• y′′ + 3 y′ − 4 y = − t 2 et
sin t
Here
t
g (t ) = − t 2 et
sin t
g (t ) = t cos ec t − t 2 et
This is a non-homogeneous linear differential equation . Since cosec(t) does not have finite derivative family, so the method of
undetermined coefficients cannot be applied to find a particular solution of the given equation.
t2
• y′′ + y′ + 2 y = 2tet −
et
This is a non-homogeneous linear differential equation. The method of undetermined coefficients can be applied to find a particular
solution of the given equation.
3 x
c) Does the differential operator ( D − 1)4 annihilate the function x e ? Justify your answer.
n −1 α x
As we know, the differential operator ( D − α )n annihilates the function x e .
3 x
In the function x e ,
n -1 = 3 , n = 4
α=1
3 x
Thus ( D − 1)4 annihilates the function x e .
Question 2: Marks=10
Solve the following differential equation using UNDETERMINED COEFFICIENT-Annihilator Operator Approach.
y′′ − 4 y′ − 12 y = 2 x 3 − x + 3
Solution:
y′′ − 4 y′ − 12 y = 2 x3 − x + 3
(D 2
− 4 D − 12 ) y = 2 x3 − x + 3 − − − − − − − − − −(1)
Auxillary equation is
m2 − 4m − 12 = 0
m2 − 6m + 2m − 12 = 0
m(m − 6) + 2(m − 6) = 0
(m + 2)(m − 6) = 0
m = −2, 6
yc = c1e −2 x + c2e6 x − − − − − − − (2)
Now input function, g(x), is given by
g(x) = 2 x3 − x + 3
As we know that
1. The polynomial function
c0 + c1 x + ⋯ + c n −1 x n −1
can be annihilated by finding an operator that annihilates the highest power of x.
2. The differential operators
D , D2 , D3 , D 4 , …
are respective annihilator operators of the following functions
2 3
k (a constant ), x, x , x , …
4
Use these results. Since in g(x) highest power of x is 3, so D is the annihilator operator. That is,
D 4 [ g(x) ] =D 4 ( 2 x 3 − x + 3) = 0
Thus we can write equation (1) as
D 4 ( D 2 − 4 D − 12 ) y = D 4 ( 2 x3 − x + 3) = 0
D 4 ( D 2 − 4 D − 12 ) y = 0
(D 6
− 4 D 5 − 12 D 4 ) y = 0 − − − − − − − (3)
This is homogenous differential equation of order 6.
Its auxillary equation is
m6 − 4m5 − 12m 4 = 0
m 4 ( m 2 − 4m − 12 ) = 0
m4 (m + 2)(m − 6) = 0
m = 0, 0, 0, 0, − 2, 6
Thus the general equation of homogenous equation (3) is
y = A + Bx + Cx 2 + Dx 3 + Ee−2 x + Fe6 x
Compare the right hand side with equation (2)
Ee −2 x + Fe6 x are in yc
So particular integral of given non-homogenous differential equation can be written as
y p = A + Bx + Cx 2 + Dx3
y′p = B + 2Cx + 3Dx 2
y′′p = 2C + 6 Dx
y′′p − 4 y′p − 12 y p = 2C + 6 Dx − 4 ( B + 2Cx + 3Dx 2 ) − 12 ( A + Bx + Cx 2 + Dx3 ) = 2 x3 − x + 3
= 2C + 6 Dx − 4 B − 6Cx − 12 Dx 2 − 12 A − 12 Bx − 12Cx 2 − 12 Dx 3 = 2 x3 − x + 3
= −12 A − 4 B + 2C + ( −12 B − 8C + 6 D ) x + ( −12C − 12 D ) x 2 − 12 x3 = 2 x3 − x + 3
Compare coefficients.
−12 D = 2
1
D=−
6
−12C − 12 D = 0
C+D=0
1
C=
6
−12 B − 8C + 6 D = −1
Put values of C and D
1
B=−
9
−12 A − 4 B + 2C = 3
Put values of B and C
5
A=−
27
Thus
5 1 1 1
yp = − − x + x 2 − x3
27 9 6 6
General solution is
5 1 1 1
y = c1e−2 x + c2 e6 x − − x + x 2 − x3
27 9 6 6
Question 3: Marks=10
Solve the following differential equation using VARIATION OF PARAMETERS method.
ex
y′′ − 2 y′ + y =
x2 + 1
Solution:
ex
y′′ − 2 y′ + y =
x2 + 1
Auxillary equation is
m 2 − 2m + 1 = 0
( m − 1) =0
2
m = 1, 1
yc = c1e x + c2 xe x
From the complementary function we consider,
y1 ( x) = e x , y2 ( x) = xe x
ex xe x
W (e , xe ) =
x x
= e x (e x + xe x ) − xe 2 x
ex e x + xe x
= e2 x
Thus y1 ( x) and y2 ( x ) are two linearly independent solutions.
Now compare given differential equation with the following equation.
y ′′ + P ( x ) y ′ + Q ( x ) y = f ( x)
Then
ex
f ( x) =
x2 + 1
Now
0 xe x
W1 = ex
e x + xe x
x2 + 1
− xe 2 x
= 2
x +1
W1 − xe2 x −x
u1′ = = =
W ( x 2 + 1) e2 x ( x 2 + 1)
Integrate to get
u1 = − ln ( x 2 + 1)
1
2
ex 0
W2 = ex
ex
x2 + 1
e2 x
=
x2 + 1
W2 e2 x 1
u2′ = = =
W ( x 2 + 1) e2 x ( x + 1)
2
Integrate to get
u2 = tan −1 ( x)
So,
y p = u1 y1 + u2 y2
ex
=− ln ( x 2 + 1) + xe x tan −1 ( x)
2
Thus, general solution is
y = yc + y p
ex
= c1e x + c2 xe x − ln ( x 2 + 1) + xe x tan −1 ( x)
2
Question 4: Marks=10
8
A 16 lb object stretches a spring feet . There is no damping and external forces acting on the system. The spring is initially
9
displaced 6 inches upwards from its equilibrium position and given an initial velocity of 1 ft/sec downward. Find the displacement at
any time t.
(NOTE: Use feet as the unit of measurement.)
Solution:
Weight of an object = 16 lb
Acceleration due to gravity = g = 32ft/sec2
8
Spring stretch = ft
9
We can find the mass of an object, m, by following equation
W = mg
W
m =
g
16 1
= = slugs
32 2
8
Spring stretch = ft
9
Find value of spring constant ,k , using Hooke’s Law
W
k=
s
16 9 ×16 144
= = = = 18 lb/ft
8 8 8
9
Let x(t) is the displacement at any time t.
Then the equation of Simple Harmonic Motion is
d 2x
m = −kx
dt 2
1 d 2x
= −18 x
2 dt 2
1 d 2x
+ 18 x = 0
2 dt 2
d 2x
+ 36 x = 0 − − − − − − − − − −(1)
dt 2
Auxillary equation is
m 2 + 36 = 0
m 2 = −36
m = ±6i
General solution of homogenous differential equation (1) is
x(t ) = c1 cos(6t ) + c2 sin(6t ) − − − − − − − (2)
Since the initial displacement is 6 inches, that is -0.5 ft, and the initial velocity is 1 ft/sec, the initial conditions are
x(0) = −0.5 ft , x′(0) = 1 ft/sec
At t = 0, equation (2) becomes
x(0) = c1 cos(0) + c2 sin(0) = c1
Apply initial condition, x (0) = −0.5 ft , to get value of c1
c1 = −0.5
Differentiate equation (2)
x′(t ) = −6c1 sin(6t ) + 6c2 cos(6t )
Since c1 = −0.5
x′(t ) = 3sin(6t ) + 6c2 cos(6t )
For t = 0
x′(0) = 3sin(0) + 6c2 cos(0) = 6c2
Apply initial condition, x′(0) = 1 ft/sec , to get value of c2
1
c2 =
6
Put values of c1 and c2 in equation (2)
1
x(t ) = −0.5cos(6t ) + sin(6t )
6
Assignment # 05
Question#01: Interpret and solve the initial value problem
d 2x dx
+ 5 + 4x = 0
dt 2 dt
x(0) = 1 , x / (0) = 1
Solution.
Comparing the given differential equation (1) and (2).
d 2x dx
2
+5 + 4 x = 0 → (1)
dt dt
The general equation of the free damped motion
d 2x dx
2
+ 2λ + w2 x = 0 → (2)
dt dt
we see that
5
λ = , w2 = 4
2
so that,
λ 2 − w2 > 0
Therefore, the problem represents the over-damped motion of a mass on a spring.
Inspection of the boundary conditions.
x(0) = 1, x ′(0) = 1
reveals that the mass starts 1 unit below the equilibrium position with a downward
velocity of 1 ft/sec.
Now we have to solve the D.E
d 2x dx
2
+5 + 4x = 0
dt dt
we put,
dx d 2x
x=emt , = me mt , 2 = m 2e mt
dt dt
Then the auxiliary equation is
m 2 + 5m + 4 = 0
( m + 4 )( m + 1) = 0
m = −1, m = −4
Thus the solution of the differential equation is:
x ( t ) = c1e− t + c2e −4t
x ′ ( t ) = −c1e − t − 4c2 e−4t
apply the boundary conditions.
x ( 0 ) = 1 ⇒ c1.1 + c2 .1 = 1
x ′ ( 0 ) = 1 ⇒ −c1 − 4c2 = 1
thus,
c1 + c2 = 1
−c1 − 4c2 = 1
solving above two equations , we can get
5 2
c1 = , c2 = −
3 3
Therefore, solution of the initial value problem is
5 2
x ( t ) = e− t − e −4t
3 3
Question#02
Solve the initial value problem
2
d x
+ w2 x = Fo cos γ t
dt 2
with x(0) = 0 , x / (0) = 0
where F0 is constt.
Solution.
d2x
2
+ w2 x = F°Cosγ t
dt
The complementary function is
Associated equation is
d2x
+ w2 x = 0
dt 2
x = e mt , x′′ = m 2e mt
Then auxiliary equation is
m 2 + w2 = 0
m = ± wi
Thus complementary solution is
xc (t ) = C1Coswt + C2 Sinwt
For particular solution we assume
x p (t ) = ACosγ t + BSinγ t
x′p (t ) = − Aγ Sinγ t + Bγ Cosγ t
x′′p (t ) = − Aγ 2Cosγ t − Bγ 2 Sinγ t
x′′p + w2 x p = − Aγ 2Cosγ t − Bγ 2 Sinγ t + Aw2Cosγ t + Bw2 Sinγ t
x′′p + w2 x p = A( w2 − γ 2 )Cosγ t + B( w2 − r 2 ) Sinγ t
Putting int o ginven differential equation
A( w2 − γ 2 )Cosγ t + B( w2 − γ 2 ) Sinγ t = F°Cosγ t
Comparing Coefficients
A( w2 − γ 2 ) = F° ; B ( w2 − γ 2 ) = 0
Fο
A= B=0
w −γ 2
2
Fο
∵ x p (t ) = ( )Cosγ t
w −γ 2 2
Fλ
x′(t ) = −C1wSinwt + C2 wCoswt − ( 2 ο 2 ) Sinγ t
w −γ
Now we apply boundary value condition
x(0) = 0
Fο
x(0) = C1.1 + C2 .0 + .1
w −γ 2
2
Fο
0 = C1 +
w −γ 22
F
C1 = − 2 ο 2
w −γ
F°
Now x ′ (0) = −C1w.(0) + C2 w.1 − .(0)
w −γ 2
2
0 = C2 w
⇒ C2 = 0
∵ The solution of initial value is
F° F
x(t ) = −( )Coswt + 2 ° 2 Cosγ t
w −γ
2 2
w −γ
Let
xD = ∆
xD 2 = ∆ ( ∆ − 1) = ∆ 2 − ∆
(4∆ (∆ − 1) − 4∆ + 3) y = e2t sin t
(4∆ 2 − 4∆ − 4∆ + 3) y = e 2t sin t
(4∆ 2 − 8∆ + 3) y = e2t sin t
Hence the auxiliary equation is
4 ∆ 2 − 8∆ + 3 = 0
4∆ 2 − 6∆ − 2∆ + 3 = 0
2∆ ( 2∆ − 3 ) − 1 ( 2∆ − 3) = 0
( 2∆ − 3)( 2∆ − 1) = 0
( 2∆ − 3) = 0 ( 2∆ − 1) = 0
2∆ = 3 2∆ = 1
3 1
∆= ∆=
2 2
3 1
∆= ,
2 2
1 3
t t
yc = c1e + c2e 2
2
1 3
yc = c1(e ) + c2 (e )
t 2 t 2
1 3
yc = c1(− x) 2 + c2 (− x) 2
1
= e 2t . sin t
4∆ + 16∆ + 16 − 8∆ − 16 + 3
2
1
= e 2t . 2 sin t
4 ∆ + 8∆ + 3
putting ∆ 2 = −1
sin t
= e 2t .
−4 + 8∆ + 3
= e 2t .
sin t
= e 2t .
(8∆ + 1) sin t = e2t . (8∆ + 1) sin t
8∆ − 1 ( 8∆ − 1)( 8∆ + 1) 64∆ 2 − 1
( ∆ + 1) sin t 2 t ( 8∆ + 1) sin t e2t e 2t
=e 2t
. =e . =− . (8∆ + 1) sin t = − ( 8cos t + sin t )
−64 − 1 −65 65 65
2
x
=− ( 8cos ln(− x) + sin ln(− x) ) , t = ln(− x)
65
y = yc + y p
1 3
x2
y = c1 (− x) 2 + c2 (− x) 2 −
65
(8cos ln ( − x ) + sin ln ( − x ) )
Assignment No. 6
Diff w.r.t.x
∞
y = ∑ c n nx n-1
'
n=1
y' + y = 1
∞ ∞
∑ cn nx n-1 + ∑ cn x n =1
n=1 n=0
Put n=n+1
∞ ∞
or ∑ (n+1)cn+1 x n + ∑ cn x n = 1
n=0 n=0
(x - 25 ) y′′ + ( x - 5 ) y′ + y = 0
2 2
x -5 1
y′′ + y′ + y=0
( x - 5) ( x + 5) ( x - 5) ( x + 5)
2 2 2 2
1 1
y′′ + y′ + y=0
( x - 5)( x + 5 ) ( x - 5) ( x + 5)
2 2 2
where
1
P ( x) =
( x - 5)( x + 5)
2
1
Q ( x) =
( x - 5) ( x + 5)
2 2
x y //
+ y/ − 4y = 0
∞ ∞ ∞
∑ ( n + r )( n + r − 1) c x
n=0
n
n + r −1
+ ∑ ( n + r ) cn x n + r −1 − 4∑ cn x n+ r = 0
n =0 n =0
∞ ∞
∑(n + r ) cn x n + r −1 − 4∑ cn x n + r = 0
2
n=0 n=0
∞ ∞
x r r 2 c0 x −1 + ∑ ( n + r ) cn x n −1 − 4∑ cn x n = 0
2
k =0 n=0
{ }
∞
x r r 2 c0 x −1 + ∑ ( k + r + 1) ck +1 − 4ck x k = 0
2
k =0
4ck
ck +1 = k = 0,1, 2,...
( k + 1)
2
∞
4n
y1 = c0 ∑ xn
( n !)
2
n =0
x 1 + 4 x + 4 x + x + ...
2
9
dx
= y1 ( x ) ∫
16
x 1 + 8 x + 24 x 2 + x 3 + ...
9
1 1472 3
= y1 ( x ) ∫ 1 − 8 x + 40 x 2 − x + ... dx
x 9
1 1472 2
= y1 ( x ) ∫ − 8 + 40 x − x + ... dx
x 9
1472
= y1 ( x ) ln x − 8 x + 20 x 2 − x3 + ...
27
1472 3
= c1 y1 ( x ) + c2 y1 ( x ) ln x + y1 ( x ) −8 x + 20 x 2 − x + ...
27
Assignment # 07
Q#01 :- Solve the Bessel function in terms of sin x and cos x of the J 7
2
Solution:
C o nsider that
2v
J v −1 ( x ) + J v + 1 ( x ) = Jv (x)
x
A s for
5
ta kin g v =
2
J 5 −1 ( x ) + J 5 + 1 ( x ) =
( )
2 5
5 (x)
2 J
2 2 x 2
5
J 3 (x )+ J7 (x ) = J5 (x )
2 2 x 2
5
J 7 ( x ) = J 5 ( x ) − J 3 ( x ) − − − − (1)
2 x 2 2
w e know
3 sin x 2 2 2
J5 (x)= ( . − c o s x) − sin x
2 x x πx πx πx
sin x 2 2
J3 / 2 (x) = . − cos x
x πx πx
T h e n e q u a t i o n (1) b e c o m e s
5 2 3 2 3 2 sin x
J7 (x)= [ 2 −1 sin x − .( c o s x)] − − cos x
2 x πx x πx x πx x
Q#02 :- Find the general solution of the given differential equation on( 0, ∞ )
d2y dy
16 x 2
2
+ 16 x + (16 x 2 − 1) y = 0
dx dx
Solution:
The Bessel differential equation is
d2y dy
x 2
2
+ x + ( x 2 − v 2 ) y = 0 -----(1)
dx dx
d2y dy
16 x 2
2
+ 16 x + (16 x 2 − 1) y = 0
dx dx
Dividing by 16.
d2y dy 1
x2 2
+ x + ( x2 − ) y = 0
dx dx 16
2
d y dy 1
x 2 2 + x + ( x 2 − ( )2 ) y = 0 − − − −(2)
dx dx 4
Comparing (1) and (2) , we get
1 1
v2 = ⇒ v=±
16 4
so the general solution is
y = c1 J 1 ( x) + c2 J 1 ( x)
−
4 4
Q#03 :-
Reduce the third order equation
3 y / / / = − y − 9 y / + 6 y / / + cos t to the normal form
solution:-
3 y / / / = − y − 9 y / + 6 y / / + cos t
Dividing by 3
1 1
y / / / = − y − 3 y / + 2 y / / + cos t
3 3
Now int roduce the var iables
y = x1
y / = x2
y / / = x3
x1/ = y / = x2
x2 / = y / / = x3
x3/ = y / / /
1 1
x3/ = − x1 − 3 x2 + 2 x3 + cos t
3 3
Assignment No. 8
Question#01: Find the eigen values and eigen vectors of the following matrix
1 2 −2
A = 2 1 − 2
−2 − 2 1
solution.
1− λ 2 −2
A − λI = 2 1− λ −2 = 0
−2 −2 1− λ
After exp ansion.
−λ 3 + 3λ 2 + 9λ + 5 = 0
By u sin g synthetic division.
λ = −1, λ 2 − 4λ − 5 = 0
λ = −1, λ = −1, 5
For λ = 5
−4 2 −2
A − 5I = 2 −4 −2
−2 −2 − 4
2 −4 −2
= −4 2 − 2 R12
−2 −2 − 4
2 −4 − 2
= 0 −6 − 6 R2 + 2 R1 , R3 + R1
0 −6 − 6
1 −2 −1
= 0 1 R1 , − R2 , − R3
1 1 1
1
2 6 6
0 1 1
1 −2 − 1
= 0 1 1 R3 − R2
0 0 0
( A − 5I ) v = 0
1 −2 − 1 x1 0
0 1 1 x = 0
2
0 0 0 x3 0
x1 − 2 x2 − x3 = 0
x2 + x3 = 0 ⇒ − x2 = x3
x2 = a , x3 = − a
x1 = 0
a 1
v1 = a a 1
−a −1
For λ = −1
2 2 −2
A − (−1) I = 2 2 −2
−2 −2 2
2 2 −2
= 0 0 0 R2 − R1 , R3 + R1
0 0 0
2 x1 + 2 x2 − 2 x3 = 0
x1 = a , x2 = b, x3 = a + b
x1 a
x = b
2
x3 a + b
1 0
= a 0 + b 1
1 1
Question#02
Solve the homogeneous system of differential equations
dx
= x+ y
dt
dy
= − 2x − y
dt
solution.
The given system can be written in matrix form
dx
dt 1 1 x
=
dy −2 − 1 y
dt
1− λ 1
A − λI = =0
−2 −1 − λ
After exp ension
λ = ±i
For λ = −i
1 + i 1 k1
(A − λI ) K = = 0
−2 − 1 + i k1
= (1 + i ) k1 + k2 = 0 ⇒ k2 = − (1 + i ) k1
choose k1 = 1 then k2 = − (1 + i )
1
k1 =
−1 − i
For λ = i
1 − i 1 k1
(A − λI ) K = = 0
−2 − 1 − i k1
= (1 − i ) k1 + k2 = 0 ⇒ k2 = (i − 1) k1
choose k1 = 1 then k2 = (i − 1)
1
k2 =
i − 1
1 − it 1 it
X1 = e , X2 = e
−1 − i i − 1
1 − it 1 it
X = C1 e + C2 e
−1 − i i − 1