Unit - II Differential Equation New Syllabus
Unit - II Differential Equation New Syllabus
UNIT - III
DIFFERENTIAL EQUATIONS AND
PARTIAL DIFFERENTIAL EQUATIONS
A) Ordinary Differential Equations :
Second order non- homogeneous differential equations with
constant coefficients of the form ay'' + by'+ cy = X where X is of the
form eáx cosax and e áx sinax .
B) Partial Differential Equations :
Formation, complete integrals and general integrals, four standard
types and solving lagrange’s linear equation P p + Q q = R.
A) Ordinary Differential Equations :
An ordinary differential equation is a differential equation in which
a single independent variable enters either explicitly or implicitly.
Second order linear differential equations with constant coefficients :
A general second order non-homogeneous linear differential
equation with constant coefficients is of the form
c0 y'' + c1 y' + c2 y = X or (c0D2 + c1D + c2) y = X
d2y dy
c0 2 + c1 + c2 y = X
dx dx
d2y 2
dy
Here 2 = y'' = D y and = y' = Dy
dx dx
where c0, c1, c2 are constants c0 0, and X is a function of x.
Solutions of the above Equation is
y = Complementary Function (C.F) + Particular Integral (P.I)
The equation c0y'' + c1y' + c2y = 0 is known as a homogeneous
linear second order differential equation with constant coefficients.
The equation c0y'' + c1y' + c2y = 0 is called the characteristic
equation.
In general the characteristic equation has two roots say m1 and
m2. Then the following three Cases.
2 Tagore college - Laplace - I
Case I : Roots are real and Unequal (m1 m2) :
Let the root are m1 and m2.
C. F = Ae m1x + Be m2 x
Let the root are m1 , m2 and m3.
Roots are real and Unequal (m1 m2 m3) :
C. F = Ae m1x + Be m2 x + Ce m3 x
Case II : Roots are real and Equal (m1 = m2) :
C. F = (A Bx)e m1x
C. F = Ae m1x + Bxe m1x
Let the root are m1 , m2 and m3.
Roots are real and Unequal (m1 = m2 = m3) :
C. F = (A Bx Cx 2 )e m1x
Roots are real and Unequal (m1 = m2 m3) :
C. F = (A Bx)e m1x + Ce m3 x
Case III : Roots are Complex ( α + i β ) :
C. F = eαx (A cos βx B sin βx)
Method for finding Particular Integral :
(a) Suppose X is of the form eαx , α is a constant
Let f (D) = c0D2 + c1D + c2
1
P.I = e αx
f ( D)
1 αx
= e
f (α )
1 αx
= e Rules Fails If f ( α ) = 0
0
x
P.I = e αx
f (D)
x αx
= f (α) e
Allied Mathematics - II Tagore college - 3
1 αx
= e Rules Fails If f ' ( α ) = 0
0
x2
P.I = eαx
f (D)
x 2 αx
= e
f (α)
αx 1
= e f (D α) cos βx Replace D D – α
αx 1
= e f (D α) cos βx D2 = – β 2
αx 1
P.I = e f (D α) cos βx Replace D D – α
1
= eαx cos βx Rules Fails If f (D – α ) = 0
0
αx x
P.I = e f ( D) cos βx
αx x
= e f ( D α) cos βx Replace D D – α
1. Solve (D2 + 5 D + 6) y = 0
Solution :
The Auxiliary Equation is
m2 + 5 m + 6 = 0
(m + 2) (m + 3) = 0
m = – 2, – 3
y = Ae 1 + Be m2 x
m x
y = Ae –2x + Be –3x
4 Tagore college - Laplace - I
2. Solve (D2 + 5 D + 4) y = 0
Solution :
The Auxiliary Equation is
m2 + 5 m + 4 = 0
(m + 1) (m + 4) = 0
m = – 1, – 4
y = Ae + Be m2 x
m1 x
y = Ae –x + Be –4x
3. Solve (D2 – 9) y = 0
Solution :
The Auxiliary Equation is
m2 – 9 = 0
m2 = 9
m = 3
m = 3, – 3
y = Ae + Be m2 x
m1 x
y = Ae 3x + Be – 3x
2 (2) 2 4(1)(4)
=
2(1)
2 4 16
=
2
2 12
=
2
2 i2 3
=
2
= –1 i 3
Here α = – 1, β = 3
C.F = e ax (Acos β x + B sin β x)
6 Tagore college - Laplace - I
C.F = e – x (A cos 3 x + B sin 3 x)
To find P.I :
1
P. I = 2 e –2x cos3x
D 2D 4
Replace D = D – 2
1
–2x
= ( D 2) 2 2( D 2) 4 e cos3x
1
= e – 2x 2 cos3x
D 4D 4 2 D 4 4
1
= e – 2x cos3x
D2 2D 4
1
= e – 2x 2 cos3x Put D2 = – 32 = – 9
D 2D 4
1
= e – 2x cos3x
9 2D 4
1
= e – 2x cos3x
5 2D
1 5 2D
= e – 2x × cos3x
5 2D 5 2D
5 2D
= e – 2x cos3x Put D2 = – 32 = – 9
25 4 D 2
5 cos 3 x 2 D (cos 3 x)
= e – 2x
25 4(9)
5 cos 3 x 6 sin 3 x
= e – 2x
25 36
5 cos 3x 6 sin 3x
= e – 2x
61
1
= 3e – x 2 cos2x
D 2D 1 4D 4 3
1
= 3e – x 2 cos2x
D 6D 8
1
= 3e – x cos2x Put D2 = – 22 = – 4
D2 6D 8
1
= 3e – x cos2x
4 6D 8
1
= 3e – x cos2x
4 6D
3e x 1 2 3D
= × cos2x
2 2 3D 2 3D
3e x 2 3D
= 2 cos2x Put D2 = – 22 = – 4
2 4 9D
3e x 2 cos 2 x 3D (cos 2 x)
= 4 9( 4)
2
3e x 2 cos 2 x 6 sin 2 x
=
2 40
3e x (cos 2 x 3 sin 2 x )
=
40
8 Tagore college - Laplace - I
3e x (cos 2 x 3 sin 2 x )
P. I =
40
3e x (cos 2 x 3 sin 2 x)
y = A e x + B e 3x +
40
4 (4) 2 4(1)(13)
=
2(1)
4 16 52
=
2
4 36
=
2
4 i6
=
2
= –2 3i
Here α = – 2, β = 3
C.F = e ax (Acos β x + B sin β x)
C.F = e – 2 x (A cos 3x + B sin 3x)
To find P.I :
1
P. I = 2 e –2x cos3x Replace D = D – 2
D 4 D 13
1
= e –2x ( D 2) 2 4( D 2) 13 cos3x
1
= e –2x 2 cos3x
D 4 D 4 4 D 8 13
Allied Mathematics - II Tagore college - 9
1
= e –2x 2 cos3x Put D2 = – 32 = – 9
D 9
1
= e –2x cos3x
99
1
= e –2x cos3x Rules Fails
0
x
= e –2x cos3x
2D
xe 2 x 1
= (cos 3x) Integrate
2 D
xe 2 x sin 3 x
=
2 3
xe 2 x sin 3 x
=
6
y = C.F + P. I
xe 2 x sin 3 x
y = e – 2 x (A cos 3x + B sin 3x) +
6
4 (4) 2 4(1)(13)
=
2(1)
4 16 52
=
2
4 36
=
2
10 Tagore college - Laplace - I
4 i6
=
2
= 2 3i
Here α = 2, β = 3
C.F = e ax (Acos β x + B sin β x)
C.F = e 2 x (A cos 3x + B sin 3x)
To find P.I :
1
P. I = 2 e 2x cos3x
D 4 D 13
Replace D = D + 2
1
= e 2x
( D 2) 4( D 2) 13 cos3x
2
1
= e 2x 2 cos3x
D 4 D 4 4 D 8 13
1
= e 2x 2 cos3x Put D2 = – 32 = – 9
D 9
1
= e 2x cos3x
99
1
= e 2x cos3x Rules Fails
0
x
= e 2x cos3x
2D
xe2 x 1
= (cos 3x) Integrate
2 D
xe2 x sin 3 x
=
2 3
xe 2 x sin 3x
=
6
2x xe 2 x sin 3x
y = e (A cos 3x + B sin 3x) +
6
Allied Mathematics - II Tagore college - 11
10. Solve : (D2 – 4D + 3)y = 3e x cos2x .
Solution :
The Auxiliary Equation is
m2 – 4m + 3 = 0
(m – 1) (m – 3) = 0
m = 1, 3
C.F = A e m1 x + B e m2 x
C.F = A e x + B e 3x
To find P.I :
1
P. I = 2 3e x cos2x Replace D = D + 1
D 4D 3
1
= 3e x ( D 1)2 4( D 1) 3 cos2x
1
= 3e x cos2x
D 2 2D 1 4 D 4 3
1
= 3e x 2 cos2x
D 2D
1
= 3e x 2 cos2x Put D2 = – 22 = – 4
D 2D
1
= 3e x cos2x
4 2D
1 4 2D
= 3e x × cos2x
4 2D 4 2D
4 2D
= 3e x cos2x Put D2 = – 22 = – 4
16 4 D 2
4 cos 2 x 2 D(cos 2 x)
= 3e x
16 4(4)
4 cos 2 x 4 sin 2 x
= 3e x
32
cos 2 x sin 2 x
P. I = – 3e x
8
3e x (cos 2 x sin 2 x )
y = A e x + B e 3x –
8
12 Tagore college - Laplace - I
11. Solve : (D2 + 2D – 3)y = e x cosx .
Solution :
The Auxiliary Equation is
m2 + 2m – 3 = 0
(m – 1) (m + 3) = 0
m = 1, – 3
C.F = A e m1 x + B e m2 x
C.F = A e x + B e – 3x
To find P.I :
1
P. I = 2 e x cosx Replace D = D + 1
D 2D 3
1
= e x ( D 1) 2 2( D 1) 3 cosx
1
= ex cosx
D2 2D 1 2D 2 3
1
= ex cosx
D2 4D
1
= ex cosx Put D2 = – 12 = – 1
D2 4D
1
= ex cosx
1 4D
1 1 4D
= ex × cosx
1 4D 1 4D
1 4D
= ex cosx Put D2 = – 12 = – 1
1 16 D 2
cos x 4 D (cos x)
= ex 1 16( 1)
cos x 4 sin x
= ex
17
ex
P. I = – [cosx – 4 sinx]
17
ex
y = A e x + B e – 3x – [cosx – 4 sinx]
17
Allied Mathematics - II Tagore college - 13
12. Solve : (D2 – 2D + 2)y = e x sinx .
Solution :
The Auxiliary Equation is
m2 – 2m + 2 = 0
a = 1 , b = – 2, c = 2
b b 2 4ac
m =
2a
2 (2) 2 4(1)(2)
=
2(1)
2 4 8
=
2
2 4
=
2
2 i2
=
2
= 1 i
Here α = 1, β = 1
C.F = e ax (Acos β x + B sin β x)
C.F = e x (A cos x + B sin x)
To find P.I :
1
P. I = 2 e x sinx Replace D = D + 1
D 2D 2
1
= ex
( D 1) 2( D 1) 2 sinx
2
1
= ex 2 sinx
D 2D 1 2D 2 2
1
= ex 2 sinx
D 1
1
= ex sinx Put D2 = – 12 = – 1
1 1
14 Tagore college - Laplace - I
1
= ex sinx Rules Fail
0
x
P.I = e x sinx
2D
xe x 1
= sinx
2 D
xe x
=
2 sin xdx
xe x
= [–cos x]
2
xe x
P. I = – cos x
2
xe x
y = e x (A cos x + B sin x) – cos x
2
1
= e–x 2 sinx
D 2D 1 4D 4 3
Allied Mathematics - II Tagore college - 15
1
= e–x 2 sinx
D 6D 8
1
= e–x sinx Put D2 = – 12 = – 1
1 6D 8
1
= e–x sinx
7 6D
1 7 6D
= e–x × sinx
7 6D 7 6D
7 6D
= e–x sinx Put D2 = – 12 = – 1
49 36D 2
7 sin x 6 D(sin x)
= e–x
49 36
7 sin x 6 cos x
= e–x
85
e x
P. I = [7 sinx + 6 cosx]
85
e x
y = A e x + B e 3x + [7 sinx + 6 cosx]
85
3 sin 2 x 4 cos 2 x
= e–x
25
e x
P. I = – [ 3sin2x + 4 cos2x]
25
e x
y = (A + Bx) e – 2x – [ 3sin2x + 4 cos2x]
25
ex
P. I = – [sin2x + 4 cos2x]
17
ex
y = A cos 2 x + B sin 2x– [sin2x + 4 cos2x]
17
Allied Mathematics - II Tagore college - 19
B) Partial Differential Equations :
A differential equation involving derivatives with respect to more
than one independent variables is called a partial differential equation
The order of a partial differential equation if the order of the
highest partial derivative occurring in the equation.
The degree of a partial differential equation is the greatest
exponent of the highest order.
A relation between involved variables, which satisfy the given
differential equation is called its solution.
The solution which contains as many arbitrary constants as the
order of the differential equation is called the general solution and the
solution free from arbitrary constants is called particular solution.
Throughout this chapter we use the following notations; z will be
taken as a dependent variable which depends on two independent
variables x and y so that z = f (x, y).
We write
z z 2 z
= p, y
= q, = r,,
x x 2
2z 2z 2 z
= = s, = t.
xy yx y 2
Formation of P.D.E by Elimination of Arbitrary Constants :
Let f (, y, z, a, b) = 0. ....... (1)
be an equation which contains two arbitrary constants ‘a’ and ‘b’.
Partially differentiating (1) with respect to ‘x’ and ‘y’ we get two
more equations.
Eliminating a and b from these three equations,
we get f (, y, z, a, b) = 0 this is a p.d.e of first order.
In this case the number of arbitrary constants to be eliminated is
equal to the number of independent variables and we obtain a first order
partial differential equation.
If the number of arbitrary constants to be eliminated is more than
the number of independent variables, we get partial differential equations
of second or higher order.
20 Tagore college - Laplace - I
1. Form the partial differential equation by eliminating the arbitrary
constants from z = ax + by + a2 + b2.
Solution :
z = ax + by + a2 + b2
z z
we know that = p, y
=q
x
Diff w. r. to x Diff w. r. to y
z z
= a = b
x y
p = a q = b
z = px + qy + p2 + q2
xy
p–y = q–x = x 2 a 2 b2
x a2 b2
2
z = xy + y (q – x)
z = xy + y q – xy
z = y q.
x2 y2
10. Eliminating a and b from 2z = .
a2 b2
Solution :
x2 y 2
2z =
a2 b2
z z
we know that = p, y
=q
x
Diff w. r. to x Diff w. r. to y
z 2x z 2y
2 = 2 2 =
x a y b2
24 Tagore college - Laplace - I
x y
p = q =
a2 b2
1 p 1 q
= =
a2 x b2 y
p q
2z = x2 + y2
x y
2z = p x + q y.
q 1 q
= p
z
qz = p (q + 1)
z x
= f y
x
z z
we know that = p, =q
x y
Diff w. r. to x Diff w. r. to y
z x x1 z x x
= f + xf ' = x f ' y 2
x y y y y y
z x x qy x x
p – = f ' y y .... (1) – = f ' y y .... (2)
x x
From (1) and (2)
z qy
p – = –
x x
px–z = –qy
px+qy–z = 0
30 Tagore college - Laplace - I
x
8. Eliminate the function f from z = f y .
Solution :
x
z = f
y
z z
we know that = p, y
=q
x
Diff w. r. to x Diff w. r. to y
z x1 z x x
= f ' = f ' y 2
x y y y y
x1 x x
p = f ' y y q = f ' y y 2
x qy 2 x
py = f ' y ...... (1) – = f ' y .... (2)
x
From (1) and (2)
qy 2
py = –
x
p xy = – q y2
p xy + q y2 = 0
xy
9. Eliminate the function f from z = f .
z
Solution :
xy
z = f
z
z z
we know that = p, y
=q
x
Diff w. r. to x Diff w. r. to y
z z
zy xy zx xy
z xy x z xy y
= f ' = f '
x z z2 y z z2
Allied Mathematics - II Tagore college - 31
xy zy xyp xy zx xyq
p = f ' 2 q = f ' 2
z z z z
pz 2 xy qz 2 xy
zy xyp
= f ' z ...... (1) zx xyq
= f ' z .... (2)
From (1) and (2)
pz 2 qz 2
zy xyp
= zx xyq
p (zx – xy q) = q (zy – xy p)
p zx – xy pq = q zy – xy pq
p zx = q zy
px = qy
y
10. Eliminate the function f from z = f .
x
Solution :
y
z = f
x
z z
we know that = p, y
=q
x
Diff w. r. to x Diff w. r. to y
z y y z y 1
= f ' 2 = f '
x x x y x x
y y y 1
p = f ' 2 q = f '
x x x x
px 2 y y
– = f ' ...... (1) q x = f ' .... (2)
y x x
From (1) and (2)
px 2
– = qx
y
– p x2 = q xy
px+qy = 0
32 Tagore college - Laplace - I
Formation of P.D.E by Elimination of Arbitary Function :
2 z 2 z
= f1 '' (x + y) + f2'' (x – y) = f1 '' (x + y) + f2'' (x – y)
x 2 y 2
2 z 2 z
=
x 2 y 2
2 z 2 z
= f1 '' (x + ay) + f2'' (x – ay) = a2f1 ''(x+ay) +a2 f2''(x–ay)
x 2 y 2
2 z 2 z
= f1 '' (x + ay) + f2'' (x – ay) = a2 [f1 ''(x+ay) + f2''(x–ay)]
x 2 y 2
2 z 2 z
2
= a
x 2 y 2
Allied Mathematics - II Tagore college - 33
Formation of PDE by eliminate arbitrary function from f (u,v) = 0:
Here u is the function of x, y and z.
And v is the function of x, y and z.
z z
= p, y = q,
x
To eliminate
u u
x y
v v = 0
x y
To eliminate
u u
x y
v v = 0
x y
2 x 2 zp 2 y 2 zq
= 0
yz xyp xz xyq
x zp y zq
= 0
yz xyp xz xyq
x2z + z2 p + x2yq + xyz pq – y2z – yz2 q – xy2 p – xyz pq = 0
x2z + xz2 p + x2yq – y2z – yz2 q – xy2 p = 0
(x2 – y2) z + x (z2 – y2 ) p + y (x2 – z2 ) q = 0
x (y2 – z2 ) p + y (z2 – x2 ) q = z (x2 – y2)
u u
x y
v v = 0
x y
1 p 1 q
= 0
yz xyp xz xyq
xz + xz p + xyq + xypq – yz – yz q – xy p – xy pq = 0
xz + xz p + xyq – yz – yz q – xy p = 0
– xz – xz p – xyq + yz + yz q + xy p = 0
x(y – z) p + y(z – x) q = z (x – y)
x zp y zq
= 0
1 p 1 q
x + z p + xq + z pq – y – zq – py – z pq = 0
x + z p + xq – y – zq – py = 0
z p + xq – zq – py = –x+ y
– z p – xq + zq + py = x– y
(y – z ) p + (z – x) q = x– y
2 z
1. Solve : = sin x.
x 2
Solution :
2 z
= sin x
x 2
Integrate w.r. to x.
z
= – cos x + f (y)
x
Integrate w.r. to x.
z = – sin x + x f (y) + g (y)
z
2. Solve : x + y = 0.
x
Solution :
z
y = –x
x
z x
= – y
x
Integrate w.r. to x.
x2
z = – + f (y)
2y
Allied Mathematics - II Tagore college - 37
2 z
3. Solve : = 0.
xy
Solution :
2 z
= 0
xy
Integrate w.r. to x.
z
y
= f (y)
Integrate w.r. to y.
z = F (y) + g (x)
2 z
4. Solve : = x2 + y2 .
xy
Solution :
2 z
= x2 + y2
xy
Integrate w.r. to x.
z x3
= + xy2 + f (y)
y 3
Integrate w.r. to y.
yx3 xy 3
z = + + F (y) + g (x)
3 3
z
5. Solve : = cos x.
x
Solution :
z
= cos x
x
Integrate w.r. to x.
z = sin x + f (y)
38 Tagore college - Laplace - I
2 z
6. Solve : = x y.
xy
Solution :
2 z
= xy
xy
Integrate w.r. to x.
z x2 y
y
= + f (y)
2
Integrate w.r. to y.
x2 y 2
z = + F (y) + g (x)
4
1. Solve : pq = n.
Solution :
Given pq = n .............. (1)
z z
We know that = p, y = q,
x
Let z = ax + by + c ................ (2)
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
ab = n
n
b =
a
Then substute (2)
n
z = ax + y + c .
a
40 Tagore college - Laplace - I
2. Solve : p = q2.
Solution :
Given p = q2 .............. (1)
z z
We know that = p, = q,
x y
Let z = ax + by + c ................ (2)
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
a = b2
b = a
3. Solve : p + q = 1.
Solution :
Given p + q =1 .............. (1)
z z
We know that = p, y = q,
x
Let z = ax + by + c ................ (2)
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
a + b = 1
b = 1 – a
Allied Mathematics - II Tagore college - 41
b = 1 a 2
z = a x + 1 a 2
y+c.
4. Solve : p + q = pq.
Solution :
Given p + q = pq .............. (1)
z z
We know that = p, = q,
x y
Let z = ax + by + c ................ (2)
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
b + a = ab
b + a – ab = 0
b – ab = – a
b (1 – a) = – a
b (a – 1) = a
a
b =
a 1
Then substute (2)
a
z = ax + y + c .
a 1
6. Solve p2 + q2 = m2.
Solution :
Given p2 + q2 = m2 .............. (1)
z z
We know that = p, = q,
x y
Let z = ax + by + c ................ (2)
42 Tagore college - Laplace - I
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
a2 + b2 = m2
b2 = m2 – a2
b = m2 a2
Then substute (2)
z = a x y m2 a2 + c .
7. Solve p2 + q2 = npq.
Solution :
Given p2 + q2 = npq .............. (1)
z z
We know that = p, y = q,
x
Let z = ax + by + c ................ (2)
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
a2 + b2 = nab
b – nab + a2 = 0
2
A = 1, B = – na , C = a2
B B 2 4 AC
b =
2A
na n 2 a 2 4a 2 na a n 2 4
b = =
2 2
Then substute (2)
na a n 2 4
z = ax+ 2 y + c .
Allied Mathematics - II Tagore college - 43
8. Solve : p + q + pq = 0.
Solution :
Given p + q + pq = 0. .............. (1)
z z
We know that = p, = q,
x y
Let z = ax + by + c ................ (2)
Eq (2) diff w.r to x. Eq (2) diff w.r to y.
z z
= a = b
x y
p = a q = b
Substute eq (1) we get either b or a.
a + b + ab = 0
b + ab = – a
b(1 + a) = – a
a
b = –
1 a
Then substute (2)
a
z = a x – 1 a y + c .
Type - II :
f (x, p, q) = 0.
To find Complete Integral :
Given f (x, p, q) = 0 ............. (1)
Let q = a, or q = a.
Then find p.
The complete integral solution is
dz = p dx + q dy .
1. Solve : p + q = x.
Solution :
Given p + q = x .............. (1)
44 Tagore college - Laplace - I
Let q=a
dz = ( x a)dx + a dy
( x a) 2
z= +ay +c
2
2. Solve : p + q = x.
Solution :
Given p + q =x .............. (1)
2
Let q=a
p = x–a
p = (x – a)2
( x a )3
z= + a2 y + c
3
Allied Mathematics - II Tagore college - 45
3. Solve the partial differential equation pq = x.
Solution :
Given pq = x .............. (1)
Let q=a
x x 2 4a
p =
2
x x 2 4a
p = –
2 2
46 Tagore college - Laplace - I
The complete integral solution is
dz = p dx + q dy
x x 2 4a
dz = – dx dx + a dy
2 2
Integrating
x2 x 2 4a
z= dx + a y + c
2 2
x2 1
x x 4a 4a log ( x x 4a ) + a y + c
2 2
z=
2 4
z= a log ( x x 2 1) + a y + c
Allied Mathematics - II Tagore college - 47
Type - III :
f (y, p, q) = 0.
To find Complete Integral :
Given f (y, p, q) = 0 ............. (1)
Let p = a, or p = a.
Then find q.
The complete integral solution is
dz = p dx + q dy .
1. Solve : p + q = y.
Solution :
Given p + q = y .............. (1)
Let p =a
Substute eq (1) we get
a+q = y
q = y–a
The complete integral solution is
dz = p dx + q dy
dz = a dx + (y – a) dy
Integrating
dz = a dx + ( y a)dy
( y a) 2
z=ax + +c
2
2. Solve : p + q = y.
Solution :
Given p + q =y .............. (1)
2
Let p=a
Substute eq (1) we get
a+ q = y
q = y–a
q = (y – a)2
48 Tagore college - Laplace - I
The complete integral solution is
dz = p dx + q dy
dz = a dx + (y – a)2 dy
Integrating
2
dz = a dx + ( y a) dy
( y a )3
z = ay + +c
3
a2 y2
q =
y
The complete integral solution is
dz = p dx + q dy
a2 y2
dz = a dx + dy
y
Integrating
a2 y 2
dz = a dx + y
dy
a2 y 2
z = ax + dy + c
y
Let y = a sin θ dy = a cos θ d θ
a2 y2 = a 2 a 2 sin 2 θ = a cos θ
a cos θ
z = ax + a sin θ a cos θdθ +c
cos 2 θ
= ax +a sin θ
dθ + c
cos 2 θ
= a x + a dθ + c
sin θ
1 sin 2 θ
= a x + a dθ + c
sin θ
= a x + a (cos ecθ sin θ)dθ + c
z = a x + a log (cosec θ + cot θ ) + acos θ + c
1 cosθ
= a x + a log ( + ) + acos θ + c
sin θ sin θ
50 Tagore college - Laplace - I
a a2 y2
= a x + a log (
y
+ )+ a2 y2 + c
y
a a2 y2
z = a x + a log + a2 y2 + c
y
Type - IV :
f (x, p, q) = 0
This equation is called separable equation of p.d.e.
To find Complete Integral :
Given f (x, p, q) = 0 ............. (1)
Let q = ap
Where a is arbitrary constant.
Then find p and q.
The complete integral solution is
dz = p dx + q dy .
z
q = ap = a
a
The complete integral solution is
dz = p dx + q dy
z z
dz = dx + a dy
a a
Allied Mathematics - II Tagore college - 51
a
dz = dx + a dy
z
Integrating
dz
a z
= dx + a dy
a 2 z = x + ay + c
4az = (x + ay + c)2
2. Solve : p2 + q2 = z.
Solution :
Given p2 + q2 = z .............. (1)
Let q = ap
Substute eq (1) we get
p2 + (ap)2 = z
p2 + a2p2 = z
p (1 + a2) = z
2
z
p2 =
1 a2
z
p =
1 a2
z
q = ap = a
1 a2
The complete integral solution is
dz = p dx + q dy
z z
dz = 2 dx + a dy
1 a 1 a2
Integrating
dz
a2 1 z
= dx + a dy
a 2 1 2 z = x + ay + c
4 (a2 + 1) z = (x + ay + c)2
52 Tagore college - Laplace - I
3. Solve : p2 – q2 = z..
Solution :
Given p2 – q2 = z .............. (1)
Let q = ap
Substute eq (1) we get
p2 – (ap)2 = z
p2 – a2p2 = z
p (1 – a2) = z
2
z
p2 =
1 a2
z
p =
1 a2
z
q = ap = a
1 a2
The complete integral solution is
dz = p dx + q dy
z z
dz = 2 dx + a dy
1 a 1 a2
Integrating
dz
a2 1 z
= dx + a dy
a 2 1 2 z = x + ay + c
4 (a2 – 1) z = (x + ay + c)2
4. Solve : p (1 + q) = qz.
Solution :
Given p (1 + q) = qz .............. (1)
Let q = ap
Substute eq (1) we get
p (1 + ap) = apz
(1 + ap) = az
Allied Mathematics - II Tagore college - 53
ap = az – 1
az 1
p =
a
az 1
q = ap = a = az – 1
a
The complete integral solution is
dz = p dx + q dy
az 1
dz = dx + (az – 1) dy
a
Integrating
adz
az 1 = dx + a dy
log (az – 1 ) = x + ay + c
6. Solve : q2 = z2 p2 (1 – p2).
Solution :
Given q2 = z2 p2 (1 – p2) .............. (1)
Let q = ap
Substute eq (1) we get
(ap)2 = z2 p2 (1 – p2)
a2 p2 = z2 p2 (1 – p2)
a2 = z2 (1 – p2)
a2
1 – p2 =
z2
a2 z 2 a2
p2 = 1 – 2 =
z z2
z 2 a2
p =
z
z 2 a2
q = ap = a
z
The complete integral solution is
dz = p dx + q dy
z 2 a2 z 2 a2
dz = dx a dy
z z
Integrating
zdz
z2 a2
= dx + a dy
z 2 a 2 = x + ay + c
z2 – a2 = ( x + ay + c)2
Allied Mathematics - II Tagore college - 55
7. Solve : z2 (p2 + q2 + 1) = 1.
Solution :
Given z2 (p2 + q2 + 1) = 1 .............. (1)
Let q = ap
Substute eq (1) we get
z2 (p2 + (ap)2 + 1) = 1
z2 (p2 + a2 p2 + 1) = 1
z2 p2(1 + a2) = 1 – z2
1 z2
2
p =
z 2 (1 a 2 )
1 z2
p =
z 1 a2
1 z2
q = ap = a
z 1 a2
The complete integral solution is
dz = p dx + q dy
1 z2 1 z2
dz = dx a dy
z 1 a2 z 1 a2
Integrating
z 1 a 2 dz
1 z2
= dx a dy
– ( 1 a 2 1 z 2 ) = (x + ay + c)
(1 + a2) (1 – z2) = ( x + ay + c)2
8. Solve : z4 q2 – z2 p = 1.
Solution :
Given z4 q2 – z2 p = 1 .............. (1)
Let q = ap
Substute eq (1) we get
z4 (ap)2 – z2 p = 1
z a p – z2 p – 1 = 0
4 2 2
56 Tagore college - Laplace - I
2 2 2 2
a (z p) – z p – 1 = 0
A = a2, B = – 1 , c = – 1
B B 2 4AC
z2 p =
2A
1 1 4a 2
z2 p =
2a 2
1 1 4a 2
p =
2a 2 z 2
1 1 4a 2 1 1 4a 2
q = ap = a =
2a 2 z 2 2az 2
The complete integral solution is
dz = p dx + q dy
1 1 4a 2 1 1 4a 2
dz = dx + dy
2a 2 z 2 2az 2
Integrating
2 2
z 2 dz = 1 1 2 4a dx + 1 1 24a dy
2a 2az
z3 1 1 4a 2 1 1 4a 2
= x + y+c
3 2a 2 2az 2
9. Solve : pz = 1 + q2.
Solution :
Given pz = 1 + q2 .............. (1)
Let q = ap
Substute eq (1) we get
pz = 1 + (ap)2
2 2
a p – pz + 1 = 0
A = a2, B = – z , c = 1
B B 2 4AC
p =
2A
Allied Mathematics - II Tagore college - 57
z z 2 4a 2
p =
2a 2
z z 2 4a 2 z z 2 4a 2
q = ap = a =
2a 2 2a
The complete integral solution is
dz = p dx + q dy
z z 2 4a 2 z z 2 4a 2
dz = dx + dy
2a 2 2a
Integrating
2a 2
z z 2 4a 2
dz = dx + a dy
z z 2 4a 2
2a2 z z 2 4a 2 z z 2 4a 2
dz = x + ay + c
z z 2 4a 2
2a2 dz = x + ay + c
z 2 z 2 4a 2
1
z z 2 4a 2 dz = x + ay + c
2
1 z 2 z 2 2 2 1 z
2 2 z 4a 2a cosh 2a = x + ay + c
2
Type - V :
f (x, P) = f (y, q)
This equation is called separable equation of p.d.e.
To find Complete Integral :
Given f (x, P) = f (y, q) ............. (1)
Let f (x, P) = a and f (y, q) = a,
Where a and b are arbitrary constant.
Then find p and q.
The complete integral solution is
dz = p dx + q dy .
58 Tagore college - Laplace - I
1. Solve : p + q = x + y.
Solution :
Given p + q = x + y
p–x = y–q
Let p – x = a and y–q = a
p = x+a and q = y–a
The complete integral solution is
dz = p dx + q dy
dz = (x + a) dx + (y – a) dy
Integrating
dz = ( x a)dx + ( y a)dy
( x a) 2 ( y a) 2
z = + +c
2 2
2. Solve : p2 + q2 = x + y.
Solution :
Given p2 + q2 = x + y
p2 – x = y – q2
2
Let p – x = a and y – q2 = a
2
p = x+a and q2 = y – a
p = xa and q = ya
dz = x a dx + y a dy
3 3
( x a) 2 ( y a) 2
z = 3
+ 3 +c
2 2
3 3
z = 2( x a ) 2 2
+ 2( y a ) + c
3 3
Allied Mathematics - II Tagore college - 59
3. Solve p2 – q2 = x – y.
Solution :
Given p2 – q2 = x + y
p2 – x = y + q2
2
Let p – x = a and y + q2 = a
p2 = x + a and q2 = a – y
p = xa and q = a y
The complete integral solution is
dz = p dx + q dy
dz = x a dx + a y dy
Integrating
dz = x a dx + a y dy
3 3
( x a) 2 (a y ) 2
z = 3
– 3 +c
2 2
3 3
2 2
z = 2( x a ) – 2(a y ) + c
3 3
4. Solve p + q = x2 + y2.
Solution :
Given p + q = x2 + y2
p – x2 = y2 – q
2
Let p – x = a and y2 – q = a
p = x2 + a and q = a – y2
The complete integral solution is
dz = p dx + q dy
dz = (x2 + a) dx + (a – y2) dy
Integrating
2
dz = (x a)dx + (a y 2 )dy
x3 y3
z = + a x + ay – +c
3 3
60 Tagore college - Laplace - I
5. Solve : px + qy = p + q.
Solution :
Given px + qy = p + q
px – p = q – qy
Let px – p = a and q – qy = a
p (x – 1) = a q(1 – y) = a
a a
p = q = – y 1
x 1
The complete integral solution is
dz = p dx + q dy
a a
dz = dx – dy
x 1 y 1
Integrating
a a
dz = x 1 dx – y 1 dy
z = a log (x – 1) – a log (y – 1) + log c
x 1
z = a log + log c
y 1
6. Solve : p q = x y.
Solution :
Given p q = x y
p y
= q
x
p y
Let = a and = a
x q
y
p = ax q =
a
The complete integral solution is
dz = p dx + q dy
y
dz = ax dx + dy
a
Allied Mathematics - II Tagore college - 61
Integrating
y
dz = axdx + a dy
ax 2 y2
z = + +c
2 2a
7. Solve : yq = px.
Solution :
Given qy = px
px = qy
Let px = a and qy = a
a a
p = q =
x y
The complete integral solution is
dz = p dx + q dy
a a
dz = dx + dy
x y
Integrating
a a
dz = x dx + y dy
z = log (ax) + log (ay) + log c
z = log (a 2 c x y)
8. Solve : yp = xq.
Solution :
Given yp = xq
p q
=
x y
p q
Let = a and = a
x y
p = ax q = ay
The complete integral solution is
62 Tagore college - Laplace - I
dz = p dx + q dy
dz = ax dx + a y dy
Integrating
dz = axdx + aydy
ax 2 ay2
z = + +c
2 2
9. Solve p2 + q2 = x2 + y2.
Solution :
Given p2 + q2 = x2 + y2
p2 – x2 = y2 – q2
Let p2 – x2 = a2 and y2 – q2 = a2
2 2 2
p = a +x q2 = y2 – a2
p = x2 a2 q = y2 a2
dz = x 2 a 2 dx y 2 b 2 dy
x
2 2 a2
1 x
2 2 y 1 a2 y
z = 2 x a 2 sinh a 2 y a 2 cosh a +c
Allied Mathematics - II Tagore college - 63
LAGRANGE’S LINEAR EQUATION
The equation of the form is Pp + Qq = R.
dx dy dz
= Q
=
P R
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
Lagrange’s Linear Equations by Method of Grouping :
1. Solve xp + yq = z.
Solution :
The equation of the form is Pp + Qq = R.
P = x, Q = y , R = z
dx dy dz
= y
=
x z
dx dy dx dz
= =
x y x z
Integrate
dx dy dx dz
x
= y x
= z
log x = log y + log c1 log x = log z + log c2
log x = log yc1 log x = log z c2
x = yc1 x = z c2
x = c1 x = c2
y z
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f(x, x) = 0
y z
2. Solve x2 p + y2 q = z2.
Solution :
The equation of the form is Pp + Qq = R.
P = x2, Q = y2 , R = z2
dx dy dz
2 = y2 =
x z2
64 Tagore college - Laplace - I
dx dy dx dz
2 = 2 2 = 2
x y x z
Integrate
dx dy dx dz
x 2 = y 2 x 2 = z 2
1 1 1 1
– = – + c1 – = – + c2
x y x z
1 1 1 1
– = c1 – = c2
y x z x
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
1 1 1 1
f , = 0
y x z x
dx dy dx dz
= =
tan x tan y tan x tan z
cos x cos y cos x cos z
sin x dx = sin y dy sin x dx = sin z dz
log sin x = log sin y + log c1 log sin x = log sin z + log c2
log sin x = log sin yc1 log sin x = log sin z c2
sin x = sin yc1 sin x = sin zc2
sin x sin x = c
= c1 2
sin y sin z
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
sin x sin x
f , = 0
sin y sin z
Allied Mathematics - II Tagore college - 65
4. Solve p cotx + q coty = cotz.
Solution :
The equation of the form is Pp + Qq = R.
P = cotx, Q = coty , R = cotz
dx dy dz
= cot y
=
cot x cot z
dx dy dx dz
= =
cot x cot y cot x cot z
Integrate
sin x sin y sin x sin z
cos x dx = cos y dy cos x dx = cos z dz
– log cos x = –log cos y + logc1 –log cos x = –log cos z + log c2
1 c1 1 c2
log = log log = log
cos x cos y cos x cos z
1 c1 1 c2
= =
cos x cos y cos x cos z
cos y cos z
= c1 = c2
cos x cos x
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
cos y cos z
f , = 0
cos x cos x
1. Solve : (y – z) p + (z – x) q = x – y.
Solution :
(y – z) p + (z – x) q = x – y
The equation of the form is Pp + Qq = R.
P = y – z, Q = z – x , R = x – y
dx dy dz
yz
= = x y
zx
Multiple 1, 1, 1 and adding
dx dy dz
yzzxx y
dx dy dz
0
dx + dy + dz = 0
Integrate
dx + dy + dz = 0
x + y + z = c1
Multiple x, y, z and adding
xdx ydy zdz
x ( y z ) y ( z x) z ( x y )
Allied Mathematics - II Tagore college - 67
xdx ydy zdz
xy xz yz xy xz yz
x2 y2 z2
+ + = c2
2 2 2
x2 + y2 + z2 = c2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f (x + y + z, x2 + y2 + z2) = 0
2. Solve : x (y – z) p + y (z – x) q = z (x – y).
Solution :
x (y – z) p + y (z – x) q = z (x – y)
The equation of the form is Pp + Qq = R.
P = x (y – z), Q = y (z – x) , R = z (x – y)
dx dy dz
x( y z )
= y( z x)
= z( x y)
Multiple by 1, 1, 1 and adding
dx dy dz
x( y z ) y ( z x) z ( x y )
dx dy dz
xy xz yz xy xz yz
dx dy dz
0
dx + dy + dz = 0
Integrate
dx + dy + dz = 0
68 Tagore college - Laplace - I
x + y + z = c1
Divide by x, y, z and adding
dx dy dz
x y z
yzzxx y
dx dy dz
x y z
0
dx dy dz
+ + = 0
x y z
Integrate
dx dy dz
x
+
y
+ z
= 0
log x + log y + log z = log c2
log x y z = log c2
x y z = c2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f (x + y + z, x y z) = 0
x2 y2 z2
+ + = c1
2 2 2
x2 + y2 + z2 = c1
Divide by x, y, z and adding
dx dy dz
x y z
y z z x x2 y 2
2 2 2 2
dx dy dz
x y z
0
dx dy dz
+ + = 0
x y z
Integrate
dx dy dz
x
+ y
+ z
= 0
4. Solve : x2 (y – z) p + y2 (z – x) q = z2 (x – y).
Solution :
x2 (y – z) p + y2 (z – x) q = z2 (x – y)
The equation of the form is Pp + Qq = R.
P = x2 (y – z), Q = y2 (z – x), R = z2 (x – y)
70 Tagore college - Laplace - I
dx dy dz
2
x ( y z) = 2
y ( z x) = 2
z ( x y)
Divide by x, y, z and adding
dx dy dz
x y z
x( y z ) y ( z x) z ( x y )
dx dy dz
x y z
xy xz yz xy xz yz
dx dy dz
x y z
0
dx dy dz
+ + = 0
x y z
Integrate
dx dy dz
x
+
y +
z = 0
dx dy dz
x2 y2 z 2
0
dx dy dz
2 + 2 + = 0
x y z2
Allied Mathematics - II Tagore college - 71
Integrate
dx dy dz
x2
+ y 2 + z 2 = 0
1 1 1
– – y – = c2
x z
1 1 1
+ y + = c2
x z
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
1 1 1
f (x y z, + y + ) = 0
x z
x2 y2 z2
+ + = c1
2 2 2
x2 + y2 + z2 = c1
72 Tagore college - Laplace - I
Multiple by l, m, n and adding
ldx mdy ndz
l ( mz ny ) m(nx lz ) n(ly mx)
x2 y2 z2
+ + = c1
2 2 2
x2 + y2 + z2 = c1
Multiple by 2, 3, 4 and adding
2dx 3dy 4dz
2(3 z 4 y ) 3( 4 x 2 z ) 4(2 y 3 x)
x2 y2 2z2
+ + = c1
2 2 2
x2 + y2 + 2 z2 = c1
Multiple by 1, 1, 1 and adding
dx dy dz
x 2z 2z y y x
dx dy dz
0
dx + dy + dz = 0
Integrate
dx + dy + dz = 0
x + y + z = c2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f (x2 + y2 + 2z2, x + y + z) = 0
9. Solve : (y + z) p + (z + x) q = x + y.
Solution :
(y + z) p + (z + x) q = x + y
The equation of the form is Pp + Qq = R.
P = y + z, Q = z + x, R = x + y
dx dy dz
yz
= = x y
zx
76 Tagore college - Laplace - I
Multiple by 1, 1, 1 and adding
dx dy dz
y z z x x y
dx dy dz
........... (1)
2( x y z )
Multiple by 1, – 1, 0 and adding
dx dy
yzzx
dx dy
yx
dx dy
– x y ........... (2)
dx dz
zx
dx dz
– ........... (3)
xz
From (1) and (2)
dx dy dz dx dy
2( x y z )
= –
x y
Integrate
dx dy dz dx dy
2( x y z ) = – x y
dx dy dz dx dy
= – 2 x y
( x y z)
log (x + y + z) = – 2 log (x – y) + log c1
log (x + y + z) + 2 log (x – y) = log c1
log (x + y + z) + log (x – y)2 = log c1
Allied Mathematics - II Tagore college - 77
2
log (x + y + z) (x – y) = log c1
(x + y + z) (x – y)2 = c1
From (2) and (3)
dx dy dx dz
– = –
x y xz
Integrate
dx dy dx dz
x y
= xz
log (x – y) = log (x – z) + log c2
log (x – y) = log (x – z) + log c2
log (x – y) = log (x – z) c2
x–y = (x – z) c2
x y = c
2
xz
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
x y
f ( x y z )( x y ) 2 , = 0
xz
a xdx + b ydy + c zdz = 0
x2 y2 z2
a +b +c = c1
2 2 2
a x2 + b y2 + c z2 = c1
Multiple by a2x, b2y, c2z and adding
a 2 xdx b 2 ydy c 2 zdz
a 2bc (b c) xyz ab 2c(c a ) xyz abc 2 (a b) xyz
a2 xdx + b2 ydy + c2 zdz = 0
x2 y2 z2
a2 + b2 + c2 = c2
2 2 2
a2 x2 + b2 y2 + c2 z2 = c2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f (ax2 + by2 + cz2, a2 x2 + b2 y2 + c2 z2) = 0
y y = c
= c1 2
x y z z
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
y y
f , = 0
x y z z
x2 y2 z2
+ + = + c1
2 2 2
x2 + y2 + z2 = c1
Multiple by 0, 1, 1 and adding
dy dz
xy zx xy zx
dy dz
2 xy
dy
Equating with
xy zx
dy dz dy
=
2 xy xy zx
dy dz dy
=
2y yz
(y + z ) (dy + dz) = 2 y dy
(y + z ) d (y + z ) = 2 y dy
Allied Mathematics - II Tagore college - 81
Integrate
( y z )d ( y z ) = 2 ydy
( y z)2 2 y2 c2
= +
2 2 2
(y + z)2= 2
2 y + c2
y2 + 2yz + z2 – 2 y2= c2
2yz + z2 – y2= c2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f (x2 + y2 + z2, 2yz + z2 – y2) = 0
dx dy
x y 2 zx yz
2
dx dy
( x y )( x y ) z ( x y )
dx dy
........... (3)
( x y )( x y z )
Multiple by 0, 1, – 1 and adding
dy dz
y zx z 2 xy
2
dy dz
y z 2 xy zx
2
dy dz
( y z )( y z ) x ( y z )
dy dz
( y z )( x y z )
........... (4)
From (1) and (2)
xdx ydy zdz dx dy dz
( x y z )( x 2 y 2 z 2 xy yz xz ) = x y z 2 xy yz zx
2 2
Integrate
Allied Mathematics - II Tagore college - 83
dx dy dy dz
=
x y yz
Integrate
dx dy dy dz
x y
= yz
log (x – y) = log (y – z) + log c2
log (x – y) = log (y – z) + log c2
log (x – y) = log (y – z) c2
x–y = (y – z) c2
x y
= c2
yz
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
x y
f xy yz zx, = 0
y z
dx dy
= –
y x
x dx = – y dy
Integrate
xdx = – ydy
x2 y2
= – + c2
2 2
x2 + y2 = c1
Multiple by x, y, z and adding
xdx ydy zdz
xy xy 2 xz ( z 2 y )
2
xdx + ydy = 0
x2 y2
+ = c2
2 2
x2 + y2 = c2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
f (x2 + y2, x2 + y2) = 0
dx – dy – dz = 0
Integrate
dx – dy – dz = 0
x – y – z = c1
Multiple by x, y, 0 and adding
xdx ydy
x( x y yz ) y ( x 2 y 2 xz )
2 2
xdx ydy
x( x y ) xyz y ( x 2 y 2 ) xyz
2 2
xdx ydy
x( x y 2 ) y ( x 2 y 2 )
2
86 Tagore college - Laplace - I
xdx ydy
( x y )( x 2 y 2 )
dz
Equating with z ( x y )
xdx ydy dz
=
( x y )( x 2 y 2 ) z( x y)
xdx ydy dz
=
x2 y 2 z
2( xdx ydy ) dz
= 2
x2 y2 z
Integrate
2( xdx ydy ) dz
x2 y2 = 2 z
log (x2 + y2) = 2log z + logc2
log (x2 + y2) = log z2 + logc2
log (x2 + y2) = log z2 c2
x2 + y2 = z2 c2
x2 y 2
= c2
z2
The solution of the given Lagrange’s equation is f (c1, c2) = 0.
x2 y2
f x y z , 2
= 0
z