UNIT-2
Linear differential equations
A homogeneous linear ordinary differential equation with constant coefficients is an ordinary differential equation in which coefficients are constants, all terms are linear, and the entire differential equation is equal to zero,
The form of second order linear differential equation with constant coefficients is,
Where a,b,c are the constants. Let, aD²y+bDy+cy = f(x), where d² = , D = ∅(D)y = f(x) , where ∅(D)y = aD²y+bDy+cy |
Here first we solve, ∅(D)y = 0, which is called complementary function(C.F)
Then we find particular integral (P.I)
P.I. = f(x) General solution = C.F. +P.I. |
Let’s do an examples to understand the concept,
Example1: Solve (4D² +4D -3)y = |
Solution: Auxiliary equation is 4m² +4m – 3 = 0 We get, (2m+3)(2m – 1) = 0 m = , complementary function: CF is A+ B now we will find particular integral, P.I. = f(x) = . = . = . = . = . General solution is y = CF + PI = A+ B . |
Differential operators
D stands for operation of differential i.e.
stands for the operator of integration. stands for operation of integration twice. Thus, Note:-Complete solution = complementary function + Particular integral i.e. y=CF + PI |
Method for finding the CF
Step1:- In finding the CF right hand side of the given equation is replaced by zero.
Step 2:-
Let be the CF of Putting the value of in equation (1) we get |
It is called auxiliary equation.
Step 3:- Roots Real and Different
If are the roots the CF is If are the roots then |
Step 4- Roots Real and Equal
If both the roots are then CF is If roots are |
Example: Solve |
Ans. Given, Here Auxiliary equation is |
Example: Solve |
Or, Ans. Auxiliary equation are Note: If roots are in complex form i.e. |
Example : Solve |
Ans. Auxiliary equation are |
Rules to find Particular Integral
Case 1: If, If, |
Example:Solve | |
Ans. Given, Auxiliary equation is | |
Case2: Expand by the
| |
Case 3: Or, | |
Case 4: Example: Solve Ans. AE= Complete solution is | |
Example: Solve
Ans. The AE is Complete solution y= CF + PI | |
Example: Solve Ans. The AE is Complete solution = CF + PI | |
Example: Solve Ans. The AE is Complete solutio0n is y= CF + PI | |
Example: Find the PI of Ans. | |
Example: solve Ans. Given equation in symbolic form is Its Auxiliary equation is Complete solution is y= CF + PI
| |
Example: Solve Ans. The AE is We know, Complete solution is y= CF + PI | |
Example: Find the PI of(D2-4D+3)y=ex cos2x
Ans. | |
Example. Solve(D3-7D-6) y=e2x (1+x)
Ans. The auxiliary equation i9s Hence complete solution is y= CF + PI |
Key takeaways-
Where a,b,c are the constants. 2. General solution = C.F. +P.I. 3. 4. 5. Roots Real and Equal- 6. Roots Real and Different- 7. If roots are in complex form i.e. |
A general method of finding the PI of any function
Or Or |
It is the LDE.
The solution will be- |
Example: Solve |
Auxiliary equation Complementary function
Complete Solution is
|
Example: Solve Solution: Auxiliary equation C.F is
[]
The Complete Solution is |
Example Solve Solution: The Auxiliary equation is The C.F is P.I
The Complete Solution is |
Example Solve Solution: The auxiliary equation is The C.F is [Put ]
The Complete Solution is |
Example Solve Solution: The auxiliary equation is The C.F is But The Complete Solution is |
Example Solve Solution: The auxiliary equation is The C.F is
[By parts] The Complete Solution is |
Example Solve Solution: The auxiliary equation is The C.F is Now, And The Complete Solution |
Method of variation of parameters-
Consider a second order LDE with constant co-efficient given by Then let the complimentary function is given by Then the particular integral is Where u and v are unknown and to be calculated using the formula u= |
Example-1: Solve the following DE by using variation of parameters-
Sol. We can write the given equation in symbolic form as- To find CF- It’s A.E. is So that CF is- To find PI- Here Now Thus PI = = = = = So that the complete solution is- |
Example-2: Solve the following by using the method of variation of parameters.
Sol. This can be written as- C.F.- Auxiliary equation is- So that the C.F. will be- P.I.- Here Now Thus PI = = = So that the complete solution is- |
An equation of the form
Here X is the function of x, is called Cauchy’s homogeneous linear equation.
Example-1: Solve |
Sol. As it is a Cauchy’s homogeneous linear equation. Put Then the equation becomes [D(D-1)-D+1]y = t or Auxiliary equation- So that- C.F.= Hence the solution is- , we get- |
Example-2: Solve |
Sol. On putting so that, and The given equation becomes- Or it can be written as- So that the auxiliary equation is- C.F. = Particular integral- Where It’s a Leibnitz’s linear equation having I.F.= Its solution will be- P.I. = = So that the complete solution is-
An equation of the form- Is called Legendre’s linear equation. |
Example-3: Solve |
Sol. As we see that this is a Legendre’s linear equation. Now put So that- And Then the equation becomes- D (D – 1)y+ Dy + y = 2 sin t Its auxiliary equation is- And particular integral- P.I. = Note - Hence the solution is - |
Key takeaways-
Cauchy’s homogeneous linear equation- |
The Legendre’s equations is-
Now the solution of the given equation is the series of descending powers of x is-
Here is an arbitrary constant. If n is a positive integer and The above solution is So that- Here is called the Legendre’s function of first kind. Note- Legendre’s equations of second kind is and can be defined as- |
The general solution of Legendre’s equation is-
Here A and B are arbitrary constants.
Rodrigue’s formula-
Rodrigue’s formula can be defined as-
If n = 0, then it becomes- If n = 1, If n = 2, Now putting n =3, 4, 5……..n we get- ………………………………….. Where N = n/2 if n is even and N = 1/2 (n-1) if n is odd. |
Legendre Polynomials-
We know that by Rodrigue formula-
Example: Express in terms of Legendre polynomials. |
Sol. By equating the coefficients of like powers of x, we get- Put these values in equation (1), we get- |
Example: Let be the Legendre’s polynomial of degree n, then show that for every function f(x) for which the n’th derivative is continuous-
We know that- On integrating by parts, we get-
Now integrate (n – 2) times by parts, we get-
|
Recurrence formulae for -
Formula-1: Fromula-2: Formula-3: Formula-4: Formula-5: Formula-6: |
Generating function for -
Prove that is the coefficient of in the expansion of in ascending powers of z. |
Proof: Now coefficient of in Coefficient of in Coefficient of in And so on. Coefficient of in the expansion of equation (1)- The coefficients of etc. in (1) are Therefore-
|
Example: Show that-
Sol. We know that Equating the coefficients of both sides, we have- |
Orthogonality of Legendre polynomials-
Proof: is a solution of …………………. (1) And is a solution of- ……………. (2) Now multiply (1) by z and (2) by y and subtracting, we have-
Now integrate from -1 to +1, we get- |
Example: Prove that- |
By using Rodrigue formula for Legendre function. On integrating by parts, we get- Now integrating m – 2 times, we get- |
Key takeaways-
3. Orthogonality of Legendre polynomials- |
References
- E. Kreyszig, “Advanced Engineering Mathematics”, John Wiley & Sons, 2006.
- P. G. Hoel, S. C. Port And C. J. Stone, “Introduction To Probability Theory”, Universal Book Stall, 2003.
- S. Ross, “A First Course in Probability”, Pearson Education India, 2002.
- W. Feller, “An Introduction To Probability Theory and Its Applications”, Vol. 1, Wiley, 1968.
- N.P. Bali and M. Goyal, “A Text Book of Engineering Mathematics”, Laxmi Publications, 2010.
- B.S. Grewal, “Higher Engineering Mathematics”, Khanna Publishers, 2000.
- T. Veerarajan, “Engineering Mathematics”, Tata Mcgraw-Hill, New Delhi, 2010
- Higher engineering mathematics, HK Dass
- BV ramana, higher engineering mathematics