Introduction to Special Functions in Mathematics

1.
INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 1
Beta and Gamma Function

The name gamma function and its symbol were introduced by Adrien-marie Legendre in 1811.
It is found that some specific definite integrals can be conveniently used as Beta and Gamma
function. The gamma and beta functions have wide applications in the area of quantum physics,
Fluid dynamics, Engineering and statistics.
1. Beta Function
1
If m > 0, n > 0, then Beta function is defined by the integral 0 x m1 (1 x)n1 dx and is denoted
by (m, n).

. . (, ) = ( )

Properties
Beta function is a symmetric function. i.e. B(m, n) = B(n, m), where m > 0, n > 0

B(m, n) = 2 02 sin2m1 cos2n1 d

1 p+1 q+1
02 sinp cosq d = 2 B ( 2
, 2
)
2. Gamma Function

If n > 0, then Gamma function is defined by the integral 0 ex x n1 dx and is denoted by n.

. . =

Properties
Reduction formula for Gamma Function (n + 1) = nn ; where n > 0.

If n is a positive integer, then (n + 1) = n!
2 1
Second Form of Gamma Function 0 ex x 2m1 dx = 2 m
mn
Relation Between Beta and Gamma Function, B(m, n) = (m+n)
p+1 q+1
1 ( 2 )( 2 )
02 sinp cosq d = 2 p+q+2
( )
2
1
2 =
n+1 (2n)!
= for n = 0,1,2,3,
2 n!4n
Special cases
1 3 5 3
For n = 0, 2 = For n = 1, 2 = For n = 2, 2 =
2 4
A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

1. INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 2
3. Error Function and Complementary Error Function

2 x 2
The error function of x is defined by the integral et dt, where x may be real or complex
0
variable and is denoted by erf(x).

x
2 2
i. e. erf(x) = et dt

0
The complementary error function is denoted by erfc (x) and defined as

2 2
erfc (x) = et dt

x
Properties
erf(0) = 0
erf() = 1
erf(x) + erfc (x) = 1
erf(x) = erf(x)
4. Unit Step Function

The Unit Step Function is defined by u(x-a)
1, for x a
u(x a) = { , where a 0.
0, for x < a
x
0 a
5. Pulse of unit Height

1, for 0 x T
The pulse of unit height of duration T is defined by f(x) = { .
0, for T < x

6. Sinusoidal Pulse Function f(x)
The sinusoidal pulse function is defined by

sin ax , for 0 x a
f(x) = { .
0, for x > a
0
a
f(x)
7. Rectangle Function
A Rectangular function f(x) defined on as 1
1, for a x b
f(x) = { .
0, otherwise
x
a 0 b
f(x)
8. Gate Function
A Gate function fa (x) defined on as
1, for |x| a
fa (x) = { .
0, for |x| > a
1
Note that gate function is symmetric about axis
of co-domain. Gate function is also a rectangle function.

x
0 -a a
f (x)
9. Dirac Delta Function
A Dirac delta Function f (x) defined of as 1

1
f (x) = { , for 0 x .
0, for x >
x


f(x)
10. Signum Function

The Signum function is defined by 1
1, for x > 0
f(x) = { .
1, for x < 0
11. 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).
Note
Constant function is periodic without Fundamental period.

Sine and Cosine are Periodic functions with Fundamental period 2.
f(x)
12. Square Wave Function 1
A square wave function f(x) of period 2a is defined by

a 3a
1, for 0 < x < a
f(x) = { .
1, for a < x < 2a -a 0 2a
1
f(x)
13. Saw Tooth Wave Function
A saw tooth wave function f(x) with period a is defined as
f(x) = x ; 0 x < a. 1
0 a 2a 3a

14. Triangular Wave Function

A Triangular wave function f(x) having period 2a f(x)
is defined by
x ; 0x<a
f(x) = { . 1
2a x ; a x < 2a
-2a -a 0 a 2a 3a 4a
f(x)
15. Full Rectified Sine Wave Function
A full rectified sine wave function with
period is defined as
` ` `
f(t) = sin t ; 0 t < and f(t + ) = f(t).
0 2
16. Half Rectified Sine Wave Function

A half wave rectified sinusoidal function with period 2 is defined as
sin x , for 0 x <
f(x) = { .
0, for x < 2
f(x)
` ` `
2 0 2 3 4

17. Bessels Function

A Bessels function of order n is defined by

xn x2 x4 (1)k x n+2k
Jn (x) = n [1 + ] = ( )
2 (n + 1) 2(n + 2) 2 4(2n + 2)(2n + 4) k! (n + k + 1) 2
k=0
Properties
Jn (x) = (1)n Jn (x),If n is a positive integer.

2n
Jn+1 (x) = Jn (x) Jn1 (x)
x
d
(x n Jn (x)) = x n Jn1 (x)
dx

2. FOURIER SERIES AND FOURIER INTEGRAL PAGE | 1
Fourier Series in the interval (, + )
The Fourier series for the function f(x) in the interval (0,2l) is defined by

() = + [ ( ) + ( )]

=
Where the constants a0 , an and bn are given by
+ + +
= () = () ( ) = () ( )

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 x0 .
f(x0 0) + f(x0 + 0)
i. e. f(x0 ) =
2
FORMULAE
1. Leibnitzs Formula
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, A means Algebraic Function
L means Logarithmic Function T means Trigonometric Function
I means Invertible Function E means Exponential Function

2. = + [ ] +

3. = + [ + ] +

Fourier series in the interval (, )
The Fourier series for the function f(x) in the interval (0,2l) is defined by

() = + ( + )

=

= () = () ( ) = () ( )

Exercise-1
Fourier Series In Arbitrary Period [, ]

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

Ans. f(x) = 1 + [ 1 cos(2nx) 1 sin(2nx)]
3 n2 2 n
n=1
C 2. Find the Fourier series to represent f(x) = 2x x 2 in (0,3). May-12

Ans. f(x) = [ 9 cos (2nx) + 3 sin (2nx)]
2 2 n 3 n 3
n=1
T 3. Obtain the Fourier series for f(x) = ex in the interval 0 < x < 2.
2 2 2
Ans. f(x) = (1 e ) + [(1 e ) cos(nx) + n(1 e ) sin(nx)]
2 2 2 n +1 2 2 n +1
n=1
T 4. Find the Fourier series of the periodic function f(x) = sin x

Dec-10
Where 0 < x < 1 , p = 2l = 1.

Ans. f(x) = 2 + 4
cos(nx)
1 4n2
n=1
Develop f(x) in a Fourier series in the interval (0,2) if
H 5. x, 0 < x < 1 Dec-13
f(x) = {
0, 1 < x < 2.
n n+1
Ans. f(x) = 1 + [(1) 1 cos(nx) + (1) sin(nx)]
4 2 2 n n
n=1

Find the Fourier series for periodic function with period 2 of

C 6. , 0x1 Jun-13
f(x) = {
(2 x), 1 x 2.
n
Ans. f(x) = 3 + [(1) 1 cos(nx) + 1 sin(nx)]
4 2 n n
n=1
Find the Fourier series for periodic function with period 2 of

T 7. x, 0x1 Jun-15
f(x) = {
(2 x), 1 x 2.
n
Ans. f(x) = + 2[(1) 1] cos(nx)
2 n2
n=1

The Fourier series for the function f(x) in the interval (0,2) is defined by

() = + ( + )

=

= () = () = ()
Exercise-2
Fourier Series In [, ]
H 1. Find Fourier Series for f(x) = x 2 ; where 0 x 2. Jan-13
2
Ans. f(x) = 4 + [ 4 cos nx 4 sin nx]
3 2 n n
n=1
x
T 2. Express f(x) = in a Fourier series in interval 0 < x < 2. Dec-13
2

Ans. f(x) = 1 sin nx
n
n=1
sin 2nx
C 3. Show that, x = 2 +
n=1 , when 0 < x < .
n
x 2
Obtain the Fourier series for f(x) = ( ) in the interval 0 < x < 2. Jan-15
C 4. 2
(1)n+1 2 Jun-15
Hence prove that
n=1 = 12.
n2

2
Ans. f(x) = + 1 cos nx
212 n
n=1
C 5. Find Fourier Series for f(x) = ex where0 < x < 2. Jun-14
2
Ans. f(x) = 1 e 1 e2 n(1 e2 )
+[ cos nx + sin nx]
2 (n2 + 1) (n2 + 1)
n=1
C 6. x2 ; 0 < x <
Find the Fourier series of f(x) = { Jan-13
0 ; < x < 2.
2 n 2 n n
Ans. f(x) = + [2(1) cos nx + 1 { (1) + 2(1) 2 } sin nx]
6 2 n 3 3 n n n
n=1
The Fourier series for the function f(x) in the interval (l, l) is defined by

() = + ( + )

=

= () = () ( ) = () ( )

Definition: Odd Function & Even Function
A function is said to be Odd Function if () = ().
A function is said to be Even Function if () = ().
Fourier Series For Odd & Even Function
Let, f(x) be a periodic function defined in (, )
f(x) is even, bn = 0 f(x) is odd, an = 0; n = 0,1,2,3,

a0 nx nx
f(x) = + an cos ( ) f(x) = bn sin ( )
2 l l
n=1 n=1

Exercise-3
Fourier Series In Arbitrary Period [, ]

H 1. Expand f(x) = x in l < x < l the Fourier series.

2 l (1)n+1 nx
Ans. f(x) = sin ( )
n l
n=1
H 2. Find the Fourier series of the periodic function f(x) = 2x

Dec-09
Where1 < x < 1 , p = 2l = 2.
n+1
Ans. f(x) = 4(1) sin(nx)
n
n=1
T 3. Find the Fourier series for f(x) = x 2 in 2 < x < 2. Dec-11

n
Ans. f(x) = 4 + 16(1) cos (nx)
3 2 2 n 2
n=1
Find the Fourier series of
H 4. (i) f(x) = x; < x < , f(x) = f(x + 2). Jun-14
(ii) f(x) = x 2 ; l < x < l.

2(1)n+1
(i)f(x) = sin nx
n
Ans. n=1

2
l 4l2 (1)n
(ii)f(x) = + cos nx
3 n2 2
n=1
H 5. Expand f(x) = x 2 2 in 2 < x < 2 the Fourier series. Jan-15

n+1
Ans. f(x) = 2 + 16 (1) cos (
nx
)
2
3 2 n 2
n=1
T 6. Find the Fourier series of f(x) = x 2 + x Where 2 < x < 2. Jan-13
n n+1
Ans. f(x) = 4 + [16(1) cos (nx) + 4(1) sin (
nx
)]
3 2 2 n l n l
n=1
H 7. Find the Fourier expansion for function f(x) = x x 3 in 1 < x < 1.
n+1
Ans. f(x) = 12(1) sin nx
3 3 n
n=1
C 8. Find the Fourier expansion for function f(x) = x x 2 in 1 < x < 1. Jun-15

n+1
Ans. f(x) = 1 + [4(1) 2(1)n+1
2 2
cos(nx) + sin(nx)]
3 n n
n=1
Find the Fourier series for periodic function with period 2, which is
T 9. 0, 1 < x < 0 Jun-13
given below f(x) = { .
x, 0 < x < 1
n n+1
Ans. f(x) = 1 + [(1) 1 cos nx + (1) sin nx]
2 2
4 n n
n=1
H 10. Find the Fourier series of f(x) = {x , 1 < x < 0. Jan-13

2, 0 < x < 1
n n
Ans. f(x) = 3 + [1 (1) cos + 2 3(1) sin nx]
42 2 n n
n=1
Find the Fourier series for periodic function f(x) with period 2
C 11. 1, 1 < x < 0 Jan-13
Where f(x) = { .
1, 0 < x < 1
n
Ans. f(x) = 2 2(1) sin nx
n
n=1
The Fourier series for the function f(x) in the interval (, ) is defined by

() = + ( + )

=

= () = () = ()
Exercise-4
Fourier Series In [, ]
H 1. Dec-11
Find the Fourier series expansion of f(x) = x; < x < . Jun-14

n+1
Ans. f(x) = 2(1) sin nx
n
n=1
T 2. Find the Fourier series expansion of f(x) = |x|; < x < . Jun-15
n
Ans. f(x) = + 2 [(1) 1] cos nx
2 2 n
n=1

Obtain the Fourier series for f(x) = x 2 in the interval < x < and
hence deduce that Dec-09
C 3. Jan-15
1 2 (1)n+1 2 1 2
(i) 2 = . (ii) = . (iii) = .
n 6 n2 12 (2n 1)2 8
n=1 n=1 n=1
2
n
Ans. f(x) = + 4(1) cos nx
3 n2
n=1
H 4. x2
Find the Fourier series of f(x) = ; < x < . Mar-10
2
2
n
6 n2
n=1
H 5. Find the Fourier series of f(x) = x 3 ; x (, ). Jun-13

n+1
Ans. f(x) = 2(1) [2
6
] sin nx
n n2
n=1
C 6. Sketch the function f(x) = x + ; < x < .

Mar-10
Where f(x) = f(x + 2) and Find the Fourier series.
n+1
Ans. f(x) = + 2(1) sin nx
n
n=1
Find the Fourier series of f(x) = x x 2 ; < x < .
T 7. 1 1 1 1 2 Jun-14
Deduce that: 2
2
+ 2
2
+= .
1 2 3 4 12
2 n+1 n+1
Ans. f(x) = + [4(1) cos nx + 2(1) sin nx]
3 n2 n
n=1
H 8. Find the Fourier series of f(x) = x + x 2 ; < x < . Jun-15
2 n n+1
Ans. f(x) = + [4(1) cos nx + 2(1) sin nx]
3 2 n n
n=1
Mar-10
T 9. Jun-13
Find the Fourier series of f(x) = x + |x|; < x < .
Jan-15
Jan-15*
n n+1
Ans. f(x) = + [2[(1) 1] cos nx + 2(1) sin nx]
2 2 n n
n=1

T 10. Find the Fourier series to representation ex in the the interval(, ). Dec-13

Ans. e e [e e ] (1)n n [e e ] (1)n
f(x) = +[ cos nx + sin nx]
2 (n2 + 1) (n2 + 1)
n=1
C 11. Find the Fourier series for f(x) = |sin x| in < x < . May-11
n
Ans. f(x) = 2 + 2 [(1) + 1] cos nx ; a1 = 0
2 (1 n )
n=2
T 12. Find the Fourier series expansion of f(x) = 1 cos x in the interval,
(i) < x < . (ii) 0 x 2.

Ans. f(x) = 22 + 42
cos nx (same answer in both intervals)
(1 4n2 )
n=1
Find the Fourier series of the periodic function f(x) with period 2
H 13. 0; < x < 0 Jun-13
defined as follows f(x) = {
x ; 0 < x < .
n n+1
Ans. f(x) = + [(1) 1 cos nx + (1) sin nx]
4 n2 n
n=1
Obtain the Fourier Series for the function f(x) given by

H 14. 0 ; x 0 1 1 1 2
f(x) = { 2 Hence prove 1 4 + 9 16 + = 12.
x ; 0x
2 n 2 n n
Ans. f(x) = + [2(1) cos nx + 1 { (1) + 2(1) 2 } sin nx]
6 2 n 3n 3 n n
n=1
Find the Fourier series expansion of the function

H 15. May-12
; x < 0 1 2
f(x) = { Deduce that n=1 (2n1)2 = . Jun-14
x; 0 < x 8
n n
Ans. f(x) = + [(1) 1 cos nx + 1 2(1) sin nx]
4 2 n n
n=1
k; if < x < 0
Find Fourier series for 2 periodic function f(x) = {
C 16. k; if 0 < x < Jan-15
1 1 1
Hence deduce that 1 3 + 5 7 + = 4 .

2k[1 (1)n ] 4k
Ans. f(x) = sin nx = sin nx
n n
n=1 n=odd
+ x , < x < 0
T 17. If f(x) = { Jan-13
x, 0<x<
Jun-15
f(x) = f(x + 2),for all x then expand f(x) in a Fourier series.

Ans. f(x) = + 2 [1 (1)n ] cos nx
2 n2
n=1
Find the Fourier Series for the function f(x) given by

H 18. , < x < 0
f(x) = { Jun-15
x, 0<x <
n n+1
Ans. f(x) = 3 + [(1) 1 cos nx + (1) sin nx]
4 n2 n
n=1
Find the Fourier Series for the function f(x) given by

2x May-11
C 19. 1 + ; x 0 1 1 1 2
f(x) = { 2x Hence prove + 32 + 52 + = . Jan-15
12 8
1 ; 0 x

Ans. f(x) = 4 [1 (1)n ] cos nx
2 2 n
n=1
Half Range Series
If a function f(x) is defined only on a half interval (0, ) instead of (0,2), then it is possible to
obtain a Fourier cosine or Fourier sine series.
Half Range Cosine Series In The Interval (, )

a0 nx
f(x) = + an cos ( )
2 l
n=1

= () = () ( )


Exercise-5
Half Range Cosine Series

C 1. Find Fourier cosine series of the periodic function f(x) = x, Dec-10
(0 < x < L), p = 2L. also sketch f(x) and its periodic extension.
n
Ans. f(x) = L + 2L[(1) 1] cos (nx)
2 n2 2 L
n=1
H 2. Find the Half range cosine series for f(x) = x, 0 < x < 3. Jan-13
n
Ans. f(x) = 3 + 6[(1) 1] cos (nx)
2 n2 2 3
n=1
H 3. Find Fourier cosine series for f(x) = x 2 ; 0 < x c . Also sketch f(x). Jun-13
2 2 n
Ans. f(x) = c + 4c (1) cos (nx)
3 2 2 n c
n=1
H 4. Find Half-range cosine series for f(x) = x 2 in 0 < x < . Jun-15
2 n
3 2 n
n=1
T 5. Find Half-range cosine series for f(x) = (x 1)2 in 0 < x < 1. Jun-15

Ans. f(x) = 1 + 4 cos(nx)
3 n2 2
n=1
T 6. Mar-10
Find a cosine series for f(x) = ex in 0 < x < L.
Jan-15
L L n
Ans. f(x) = e 1 + 2L[e (1) 1] cos (nx)
n2 2 + L2 L
n=1
H 7. Find Half-range cosine series for f(x) = ex in (0,1). May-12
n
Ans. f(x) = (e 1) + 2[e(1) 1] cos(nx)
2 2 n +1
n=1

H 8. Find Half-range cosine series for f(x) = ex in 0 < x < 2. Jun-14
2 2 n
Ans. f(x) = e 1 + 4[e (1) 1] cos (nx)
2 n2 2 + 4 2
n=1
H 9. Find Half-range cosine series for f(x) = ex in 0 < x < . Jun-15
n
Ans. f(x) = e 1 + 2(e (1) 1) cos nx
2 (1 + n )
n=1
Fine Half range cosine series for sin x in (0, ) and show that May-12
C 10. 1 1
1 3 + 5 = 4. Jan-15

Ans. f(x) = 2 + 4
cos nx , a1 = 0
(n2 1)
n=2
Half Range Sine Series In The Interval (, )

nx
f(x) = bn sin ( )
l
n=1

= () ( )

Exercise-6
Half Range Sine Series

Express f(x) = x as a
H 1. Half range sine series in 0 < x < 2 Jun-14
Half range cosine series in 0 < x < 2.

4(1)n+1 nx
(i)f(x) = sin ( )
n 2
Ans. n=1

2 2 nx
(ii)f(x) = 1 + ( ) [(1)n 1] cos ( )
n 2
n=1
H 2. Find the Half range sine series for f(x) = 2x, 0 < x < 1. Jun-15


4
Ans. f(x) = (1)n+1 sin nx
n
n=1
H 3. Find the Half range sine series for f(x) = x, 0 < x < . Jan-13

Ans. f(x) = 2 sin nx
n
n=1
T 4. Find Half-range sine series for f(x) = ex in 0 < x < . Jun-15

2n[e (1)n+1 + 1]
Ans. f(x) = sin nx
(1 + n2 )
n=1
C 5. Expand x x 2 in a half-range sine series in the interval (0, ) up to Jan-15

first three terms. Jun-15
Ans. f(x) = 8 (sin x + sin 3x + sin 5x + )

3 3 3 5

x ;0 < x <
C 6. Find the sine series f(x) = {
2
. May-11
x;2 < x <

Ans. f(x) = 4 sin (n) sin nx
2 n 2
n=1

mx ;0 < x <
2
If f(x) = { then, show that
T 7. m( x) ; < x < May-12
2
4m sin x sin 3x sin 5x
f(x) = { }
12 32 52

Some Useful Integrals And Formulae
Consider m and n be positive integers or zero.

2 2
1. sin nx dx = 0; n 0 2. cos nx dx = 0; n 0
0 0
2 2
0 ;m n 0 ;m n
3. cos mx cos nx dx = { 4. sin mx sin nx dx = {
;m = n 0 ;m = n 0
0 0
5. sin mx cos nx dx = 0, m, n
0
Let m, n .
1. sin n = 0 ; n 2. cos n = (1)n ; n

3. sin(2n + 1) = (1)n 4. cos(2n + 1) =0
2 2
[f(x)]n [f(x)]n+1
5. ex [f(x) + f (x)] dx = ex f(x) + c 6. dx = +c
f (x) n+1
a
If f(x) is an odd function defined in (a, a), then a f(x) dx = 0.
a a
If f(x) is a even function defined in (a, a), then a f(x) dx = 2 0 f(x) dx.

Fourier Integrals
Fourier Integral of f(x) is given by

f(x) = [A() cos x + B() sin x] d

0

1 1
Where, A() = f(v) cos v dv & B() = f(v) sin v dv

Fourier Cosine Integral

2
f(x) = A() cos x d ; Where, A() = f(v) cos v dv

0 0
Fourier Sine Integral

2
f(x) = B() sin x d ; Where, B() = f(v) sin v dv

0 0
Exercise-6
FOURIER INTEGRAL
Using Fourier integral prove that
Dec-10
0 ;x < 0
C 1. cos x + sin x Jan-15
d = { 2 ; x = 0
0 1 + 2 Jun-15
ex ; x > 0.
1 ; |x| < 1
Find the Fourier integral representation of f(x) = { .
0 ; |x| > 1 Dec-13
C 2. Hence calculate the followings. Jan-15

sin cos x sin Jun-15
a) d b) d
0 0

2sin ; |x| < 1
Ans. f(x) = cos x d a) {2 b)
0 ; |x| > 1 2
0
2 ; |x| < 2 Jan-13

T 3. Find the Fourier integral representation of f(x) = {
0 ; |x| > 2. Jun-14

4 sin 2 cos x
Ans. f(x) = d

0

H 4. Find the Fourier cosine integral of f(x) = ekx (x > 0, k > 0). Mar-10

2k
Ans. f(x) = cos x d
(k 2 + 2 )
0
x; 0<x<a
H 5. Find Fourier cosine integral of f(x) = { Jun-13
0 ; x > a.

2 a sin a cos a 1
Ans. f(x) = [ + 2
2 ] cos x d

0
Using Fourier integral prove that

H 6. 1 cos ;0 < x < Mar-10
sin x d = { 2
0 0 ; x > .
0 ;0 x < 1
7. Find Fourier cosine and sine integral of f(x) = { 1 ; 1 < x < 2
0 ;2 < x <

2
a) f(x) = (sin sin 2) cos x d

0
T Ans.
2
b) f(x) = (cos 2 cos ) sin x d

0
sin x ; 0 x
T 8. Find Fourier cosine and sine integral of f(x) = {
0 ; x > .

2(1 + cos )
a) f(x) = cos x d ; A(1) = 0
(1 2 )
0
Ans.
2 sin
b) f(x) = sin x d ; B(1) = 1
(1 2 )
0

3A. DIFFERENTIAL EQUATION OF FIRST ORDER PAGE | 1
Definition: Differential Equation

An eqn which involves differential co-efficient is called Differential Equation.
d2 y dy
e.g. + x 2 dx + y = 0
dx2
Definition: Ordinary Differential Equation

An eqn which involves function of single variable and ordinary derivatives of that function then
it is called Ordinary Differential Equation.
dy
e.g. +y =0
dx
Definition: Partial Differential Equation

An eqn which involves function of two or more variable and partial derivatives of that function
then it is called Partial Differential Equation.
y y
e.g. + t = 0
x
Definition: Order Of Differential Equation

The order of highest derivative which appeared in differential equation is Order of D.E.
dy 2 dy
e.g. (dx) + dx + 5y = 0 Has order 1.
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..
dy 2 dy
e.g. (dx) + dx + 5y = 0 Has degree 2.
Exercise-1
Order And Degree Differential Equation

1
1. d2 y dy 2 4
C = [y + (dx) ] . [, ] May-11
dx2
1
dy 2
T 2. [dx + y] = sin x. [, ] May-11
dy x
y = x dx + dy . [, ]
C 3. dx
3 2
d2 y dy
C 4. (dx2 ) = [x + sin (dx)] . [, ]
2
H 5. = ln ( ) + . [, ]
2

Define order and degree of the differential equation. Find order and degree
T 6. d2 y d3 y Jan-15
of differential equation x 2 dx2 + 2y = dx3 . [, ]
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.
1. 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.
2. Particular Solution
The solution obtained from the general solution by giving a particular value to the
arbitrary constants is called a particular solution.
3. Singular solution
A solution which cannot be obtained from a general solution is called a singular solution.
Definition: Linear Differential Equation

A differential equation is called LINEAR DIFFERENTIAL EQUATION if
1. dependent variable and its all derivative are of first degree
2. dependent variable and its derivative are not multiplied together
If one of above condition is not satisfy, then it is called NON-LINEAR DIFFERENTIAL

EQUATION.
e.g.
d2 y dy
1. + x 2 dx + y = 0 Is linear.
dx2
d2 y dy
2. + y dx + y = 0 Is non-linear.
dx2
d2 y dy 2
3. + x 2 (dx) + y = 0 Is non-linear.
dx2
A Linear Differential Equation of first order is known as Leibnitzs linear Differential Equation
dy dx
i.e. dx + P(x)y = Q(x) + c OR + P(y)x = Q(y) + c
dy

Type Of First Order Differential Equation

I. Variable Separable Equation
II. Homogeneous Differential Equation
III. Exact Differential Equation
IV. Linear(Leibnitzs) Differential Equation
V. Bernoullis Equation
Variable Separable Equation

dy
If differential equation of type dx = f(x, y) can convert into M(x)dx = N(y)dy, then it is known
as Variable Separable Equation.
The general solution of Variable Separable Equation is
() = () +
Where, c is a arbitrary constant.
Homogeneous Differential Equation

A differential equation of the form (, ) + (, ) = is said to be Homogeneous
Differential Equation if M(x, y) & N(x, y) are homogeneous function of same degree.
Such differential equation is solved by the substitution = .
Exercise-2
Separable method
C 1. 9yy + 4x = 0. [ + = ] Dec-11
H 2. ex dx ey dy = 0 [ = + ]
dy
C 3. = e2x+3y [ = + ] Jun-14
dx

C 4. y = exy + xey [ = + + ] Jun-15

C 5. xy + y = 0 ; y(2) = 2. [ = ] Dec-11

dI
C 6. L + RI = 0, I(0) = I0 . [ = ] Dec-10
dt
H 7. (1 + x)ydx + (1 y)xdy = 0. [() + = ]
T 8. ex tanydx + (1 ex )sec 2ydy = 0. [( ) = ] Jun-13

C 9. xy = y 2 + y. [+ = ] Dec-10

dy
H 10. xy = 1 + x + y + xy. [ ( + ) = + + ] May-12
dx
dy
C 11. tany dx = sin(x + y) + sin(x y). [ = + ]
dy
C 12. 1 + dx = ex+y . [( ) = + ]
dy +
H 13. = cosx cosy sinx siny. [ ( ) = + ] Jan- 13
dx
dy +
T 14. (x + y)2 dx = a2 . [ = ]

y
dy
C 15. x dx = y + xe x . [ ( ) = + ]
dy y y
T 16. = x + tan x. [ = ] Jan-15
dx

H 17. (x + y)dx + (y x)dy = 0. [( + ) = () + ] Jun-15
x x
x
C 18. [1 + ey ] dx + ey [1 y] dy = 0. [ + = ] Jun-15
dy dy
C 19. (x + y)2 [x + y] = xy [1 + dx]. [ = + + ] May-12
dx
Leibnitzs Linear Differential Equation

A differential equation of the form + () = () OR + () = () is known as

Linear Differential Equation.
The general solution of Linear Differential Equation is
(. . ) = ()(. . ) + OR (. . ) = ()(. . ) +
Where, . . = OR . . =
Exercise-3
Linear Differential Equation

dy
C 1. y = e2x . [ = + ] Dec-09
dx
dy 2.
H 2. + 2xy = ex [ = + ]
dx
C 3. y + y sin x = ecos x . [ = + ] Dec-11

1
dy 1 Jan-13
H 4. + x2 y = 6ex . [ = + ]
dx Jun-15

3
e2x May-10
T 5. y + 6x 2 y = , y(1) = 0. [ = ( )]
x2 Mar-10
dy
C 6. (x + 1) y = (x + 1)2 e3x . [+ = + ] Jun-14
dx
dy 2y
C 7. + = sin x. [ = + + + ]
dx x
dy
H 8. + y = x. [ = + ] Dec-09
dx
dy
T 9. x dx + (1 + x)y = x 3 . [ex = ex ex + ex ex + ] Jun-13
dy
C 10. + (tan x)y = cos x ; y(0) = 2. [ = + ] Jan-15
dx
dy
H 11. + 2 y tanx = sinx. [ = + ] Jan-15
dx
dy
C 12. + y cot x = 2 cos x. [ = + ]
dx
dy 4x 1
C 13. + x2 +1 y = (x2 +1)3. [( + ) = + ] Dec-13
dx
dx
C 14. (1 + y 2 ) dy = tan1 y x. [ = ( ) + ] Jun-13
T 15. ydx xdy + (logx)dx = 0. [ + + = ]
1 [ = + ]
T 16. y (1 + 3x )y = x + 2, y(1) = e 1. Dec-10
1 1
y + 3 y = 3 (1 2x)x 4 .
H 17. Dec-10
[ = { + + + + }]

Bernoullis Differential Equation

A differential equation of the form + () = () OR + () = () is known as
Bernoullis Differential Equation. Where n is real number (except for n = 0 & 1)
Such differential equation can be converted into linear differential equation and accordingly
can be solved.
Equation Reducible To Linear Differential Equation Form

CASE 1 : A differential equation of the form + () = () _____(1)

Dividing both sides of equation (1) by ,


We get, + () = ()____(2)
Let =

( ) = = ()

Equation (2) becomes () + () = () + ()( ) = ()( )

Which is Linear Differential equation and accordingly can be solved.

CASE 2 : A differential of form + ()() = ()() (3)
Dividing both sides of equation (3) by "y" ,

()
We get, () + () () = () (4)
()
Let =
()
Differentiate with respect to x both the side,

Equation (4) becomes Linear Differential equation and accordingly can be solved.
Exercise-4
Bernoullis Differential Equation

dy x
C 1. + y = y. [ = + + ] Dec-09
dx
dy y
C 2. + x = x2 y6 [ = + ]
dx
dy 1 ey May-11
H 3. + x = x2 . [ = + ]
dx
Jun-15
dy
H 4. x dx + ylogy = x y ex . [ = + ]
dy tan y
C 5. = (1 + x)ex sec y. [ + = + ]
dx 1+x

dy ( )
T 6. + xsin2y = x 3 cos 2 y [ = + ] Jan-15
dx
dy
C 7. 2y tan x = y 2 tan2 x [ = + ]
dx

C 8. (x 3 2y + xy)dx = dy. [ = ( )
+ ]


Exact Differential Equation

A differential equation of the form (, ) + (, ) = 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.

The necessary and sufficient condition for differential equation to be exact i.e. = .

The general solution of Exact Differential Equation is
() + ( ) =
=
Where, c is an arbitrary constant

Exercise-5
Exact Differential Equation

C 1. (x 3 + 3xy 2 )dx + (y 3 + 3x 2 y)dy = 0 [ + + = ] Jan-15

H 2. (x 2 + y 2 )dx + 2xydy = 0. [ + = ]
H 3. 2xydx + x 2 dy = 0. [ = ] Dec-09
yex dx + (2y + ex )dy = 0; y(0) = 1. [ + = ] Mar-10

T 4.
Jun-15
T 5. (ey + 1) cos x dx + ey sin x dy = 0. [( + ) = ]
Test for exactness and solve :[(x + 1)ex ey ]dx xey dy = 0, y(1) = 0.
Jun-14
C 6.
[( ) = ] Dec -11
dy ycosx+siny+y
C 7. + = 0. [ + + = ] Jun-13
dx sinx+xcosy+x
Definition: 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 y x then given equation is Non-Exact Differential Equation.
Definition: Integrating Factor

A differential equation which is not exact be made 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 (OR
1
Non-Homogeneous), then I. F. = MxNy .
1 M N
3. If N ( y x ) = f(x) (i. e. function of only x), then I. F. = e f(x) dx
1 N M
4. If M ( x ) = g(y) (i. e. function of only y), then I. F. = e f(y) dy
y
Then find, M = M(I. F. ) & N = N(I. F. ) and solution is
+ ( ) = ;
=
Where, c is an arbitrary constant.
Exercise-6
Non-Exact Differential Equation

State the necessary & sufficient condition to be exact differential equation.
And using it Solve x 2 y dx (x 3 + xy 2 )dy = 0. Jan-13
C 1.
Jan-15
[ + logy = ]

C 2. (x 2 y 2xy 2 )dx (x 3 3x 2 y)dy = 0 [ + = ] Jan-15

H 3. (xy 2y 2 )dx (x 2 3xy)dy = 0. [ + = ]

T 4. (x 3 +y 3 )dx xy 2 dy = 0. [ = ]
C 5. (x 2 +y 2 )dx 2xydy = 0. [ = ]

(x 2 y 2 + 2)ydx + (2 x 2 y 2 )xdy = 0. [ = ] May-12
C 6.
Jan-15

C 7. y(1 + xy)dx + x(1 + xy + x 2 y 2 )dy = 0. [ + = ]

H 8. y(xy + 2x 2 y 2 )dx + x(xy x 2 y 2 )xdy = 0 [ + = ]

C 9. (x 2 +y 2 + x)dx + xydy = 0. [ + + = ]

Definition: Orthogonal Trajectory

A curve which cuts every member of a given family at right angles is a called an Orthogonal
Trajectory.
1. Methods of finding orthogonal trajectory of (, , ) =

I. Differentiate f(x, y, c) = 0 (1) w.r.t. x.
II. Eliminate c by using eqn (1) and its derivative
dy dx
III. Replace dx by dy. This will give you differential equation of the orthogonal trajectories.
IV. Solve the differential equation to get the equation of the orthogonal trajectories.
2. Methods of finding orthogonal trajectory of (, , ) =

I. Differentiate f(r, , c) = 0 (1) w.r.t. .
II. Eliminate c by using eqn (1) and its derivative
dr d
III. Replace d by r 2 dr . This will give you differential eqn of the orthogonal trajectories.
IV. Solve the differential equation to get the equation of the orthogonal trajectories.
Exercise-7
Orthogonal Trajectory

C 1. y = x 2 + c. [ = + ] Dec-10
H 2. y 2 + (x a)2 = a2 [( ) + = ]
T 3. x 2 = 4b(y + b). [ = ( + )]

3B. DIFFERENTIAL EQUATION OF HIGHER ORDER PAGE | 1
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 dn1 y dn2 y
P0 + P1 + P2 + + Pn y = f(x) (A)
dx n dx n1 dx n2
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 dn1 y dn2 y
a0 + a 1 + a 2 + + an y = f(x) (B)
dx n dx n1 dx n2
Where, a0 , a1 , a2 , are constants.
Notations
Eq. (B) can be written in operator form as below,
a0 Dn y + a1 Dn1 y + a2 Dn2 y + + an y = f(x) (C)
OR
[g(D)]y = f(x) (D)
Note
A nth order linear differential equation has n linear independent solution.
Auxiliary Equation
The auxiliary equation for nth order linear differential equation
a0 Dn y + a1 Dn1 y + a2 Dn2 y + + an y = f(x)
is derived by replacing D by m and equating with 0.
i. e. a0 mn y + a1 mn1 y + a2 mn2 y + + an y = 0
Complimentary Function (C.F.) i.e.( )

A general solution of [g(D)]y = 0 is called complimentary function of [g(D)]y = f(x).
Particular Integral (P.I.) i.e. ( )

1
A particular integral of [g(D)]y = f(x) is y = g(D) f(x).
General Solution [ ()] Of Higher Order Linear Differential Equation

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

Note
In case of higher order homogeneous differential equation, complimentary function is same as
general solution.
Method For Finding C.F. Of Higher Order Differential Equation

Consider,
a0 Dn y + a1 Dn1 y + a2 Dn2 y + + an y = f(x)
The Auxiliary equation is
a0 mn y + a1 mn1 y + a2 mn2 y + + an y = 0
Let, m1 , m2 , m3 , be the roots of auxiliary equation.
Case Nature of the n roots L.I. solutions General Solutions
m1 m2 m3 m4 y = c1 em1 x + c2 em2 x + c3 em3 x

1. em1 x , em2 x , em3 x ,
+
m1 = m2 = m y = (c1 + c2 x)emx + c3 em3 x

2. emx , xemx , em3 x , em4 x ,
m3 m4 + c4 em4 x +
m1 = m2 = m3 = m emx , xemx , x 2 emx , y = (c1 + c2 x + c3 x 2 )emx

3. + c4 em4 x + c5 em5 x
m4 m5 , em4 x , em5 x , +
m1 = p + iq y = epx (c1 cos qx + c2 sin qx)
epx cos qx , epx sin qx,
4. m2 = p iq + c2 em3 x + c3 em4 x
em3 x , em4 x , +
m3 m4 ,
m1 = m2 = p + iq epx cos qx , xepx cos qx, y = epx [(c1 + c2 x) cos qx

5. m3 = m4 = p iq epx sin qx , xepx sin qx, +(c3 + c4 x) sin qx]
m5 m6 , em5 x , em6 x , +c5 em5 x + c6 em6 x +

Exercise-1
Solution Of Homogeneous Differential Equation

y + y 2y = 0
C 1. Dec-09
[ + ]
y + 7y 18y = 0
H 2. Jan-15
[ + ]
y + y 2y = 0, y(0) = 4, y (0) = 5. Dec-09
C 3.
[ + ] Jan-15
y 9y = 0 ; y(0) = 2, y (0) = 1.
T 4. Jan-15
[ + ]
y 5y + 6y = 0; y(1) = e2 , y (1) = 3e2
T 5. May-12
[ ]
y 22y + 2y = 0.
H 6. Jan-15
[( + ) ]
y + 4y + 4y = 0; y(0) = 1, y (0) = 1 .
T 7. Dec-11
[( + ) ]
y 4y + 4y = 0; y(0) = 3, y (0) = 1
T 8. Jan-15
[( ) ]
d4 y d2 y
C 9. 18 dx2 + 81y = 0 . [( + ) + ( + ) ] May-12
dx4
(D2 + 1)y = 0 .
H 10. Dec-11
[( + )]
16y 8y + 5y = 0.
T 11.
Dec-11
[ ( + )]
(D4 1)y = 0.
C 12. Jun-14
[ + + ( + )]
y y = 0. Jun-13
H 13.

[ + ( + )] Jun-15
y y + 100y 100y = 0; y(0) = 4, y (0) = 11, y (0) = 299
C 14. Dec-11
[ + + ]
Method Of Finding The Particular Integral

1
There are many methods of finding the particular integral X, We shall discuss
f(D)
following four main methods,
A. General Methods
B. Short-cut Methods involving operators
C. Method of Undetermined Co-efficient
D. Method of Variation of parameters

A. General Methods
Consider the differential equation
a0 Dn y + a1 Dn1 y + a2 Dn2 y + + an y = X
It may be written as f(D)y = X
1
Particular Integral = X
f(D)
Particular Integral may be obtained by following two ways:
1. Method Of Factors
1
The operator f(D) X may be factorized into n linear factors; then the particular
integral will be
1 1
P. I. = X= X
f(D) (D m1 )(D m2 ) . (D mn )
Now, we know that,
1
X = emn x X emnx dx
D mn
On opening with the first symbolic factor, beginning at the right, the particular
integral will have form
1
P. I. = emn x X emn x dx
(D m1 )(D m2 ) . (D mn1 )
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 f(D) X may be factorized into n linear factors; then the particular
integral will be
1 A1 A2 An
P. I. = X=( + + + )X
f(D) D m1 D m2 D mn
1 1 1
= A1 Dm X + A2 Dm X + + An Dm X
1 2 n
1
Using X = emn x X emn x dx , we get
D mn
P. I. = A1 em1 x X em1 x dx + A2 em2 x X em2 x dx + + An emn x X emn x dx
Out of these two methods, this method is generally preferred.

B. Shortcut Method
1. F(x) = eax
1 ax 1 ax
P. I. = e = e , if f(a) 0
f(D) f(a)
If f(a) = 0 ,
1 ax x ax
P. I. = e = e , if f (a) 0
f(D) f(a)
In general, If f n1 (a) = 0 ,
1 ax x n ax
P. I. = e = n e , if f n (a) 0
f(D) f (a)
2. F(x) = sin(ax + b)
1 1
P. I. = 2
sin(ax + b) = sin(ax + b) , if f(a2 ) 0
f(D ) f(a2 )
If f(a2 ) = 0 ,
1 x
P. I. = 2
sin(ax + b) = 2
sin(ax + b) , if f(a2 ) 0
f(D ) f(a )
If f (a2 ) = 0 ,
1 x2
P. I. = sin(ax + b) = sin(ax + b) , if f"(a2 ) 0 and so on
f(D2 ) f"(a2 )
3. F(x) = cos(ax + b)
1 1
P. I. = 2
cos(ax + b) = cos(ax + b) , if f(a2 ) 0
f(D ) f(a2 )
If f(a2 ) = 0 ,
1 x
P. I. = 2
cos(ax + b) = cos(ax + b) , if f(a2 ) 0
f(D ) f(a2 )
If f (a2 ) = 0 ,
1 x2
P. I. = cos(ax + b) = cos(ax + b) , if f"(a2 ) 0 and so on
f(D2 ) f"(a2 )
4. F(x) = x m ; m > 0
In this case convert f (D) in the form of 1 + (D) or 1 (D) form so that we get
1 m 1
P. I. = x = x m = {1 (D) + [(D)]2 . . . } x m
f(D) 1 + (D)
(Using Binomial Theorem)
ax
5. F(x) = e 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)

Exercise-2
Solution Of Non-Homogeneous Differential Equation

d2 y dy
+ dx 12y = e6x
C 1. dx2 Jan-13

[( + ) + ]
(D2 + 5D + 6)y = ex
H 2. Jun-14
[ + + ]
y 5y + 6y = 3e2x
H 3. Jan-15
[( + ) + ]
d2 y dy
5 dx + 6y = e4x
dx2
H 4.
Dec-13
[ + + ]

y 3y + 2y = ex
H 5. Dec-11
[ + ]
(D2 3D + 2)y = 2ex .
H 6. May-12
[ + ]
(D3 7D + 6)y = e2x .
H 7. Jun-15
[ + + + ]

(D2 2D + 1)y = 10ex .
C 8. Jun-15
[( + ) + ]
y 3y + 3y y = 4et
T 9. Jan-15
[( + + ) + ]
y 3y + 3y y = ex
T 10.
[( + + ) ]
(D2 49)y = sinh 3x
H 11. Jun-15
[ + ]
y + 2y + 2y = sinh x
C 12.
[ ( + ) + ( )]
(D2 25)y = cos 5x
C 13. Jun-14
[ + ]
Find the steady state oscillation of the mass-spring system governed by the
T 14. equation: y + 3y + 2y = 20 cos 2t . Dec-09
[ ]
(D2 + 9)y = cos 2x + sin 2x
H 15. Jun-15
[ + + + ]

(D2 4D + 3)y = sin 3x cos 2x.
T 16. + Dec-13
[ + + ]

(D4 + 2a2 D2 + a4 )y = cos ax.
T 17. May-11
[( + ) + ( + ) ]


(D2 + D 6)y = e2x sin3x

T 18. Jan-13
[ + ( + )]

(D3 D2 + 3D + 5)y = ex cos 3x.
C 19. May-12
[ + ( + ) ( + )]

y + 2y + 3y = 2x 2
T 20. Jan-15
[ ( + ) + ( )]
y + 2y + 10y = 25x 2 + 3
H 21. Dec-10
[ ( + ) + ( )]
(D3 D2 6D)y = x 2 + 1
C 22. Jan-13
[ + + ]
d4 y d2 y
2 dt2 + y = cos t + e2t + et
dt4
T 23.
May-12
[( + ) + ( + ) + ( + + )]

2x (0)
y 4y = e 2x, y(0) = 0, y =0
H 24.
[ + ]

(D2 + 16)y = x 4 + e3x + cos3x
C 25. Jan-15
[( + ) +
[ + ] + + ]

2x 2 (0)
y + 4y = 8e + 4x + 2; y(0) = 2, y = 2.
H 26. Mar-10
[ + + + ]
C. Method of Undetermined Co-efficient

This method determines P.I. of f(D)y = X. In this method we will assume a trial solution
containing unknown constants, which will be obtained by substitution in f(D)y = X. The trial
solution depends upon X (the RHS of the given equationf(D)y = X).
Let the given equation be f(D)y = 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 () = Form of Trial Solution
1. X = eax YP = Aeax
X = sin ax
2. YP = A sin ax + B cos ax
X = cos ax
X = a + bx + cx 2 + dx 3 YP = A + Bx + Cx 2 + Dx 3
X = ax 2 + bx YP = A + Bx + Cx 2
3.
X = ax + b YP = A + Bx
X=c YP =A
X = eax sin bx
4. ax
YP = eax (A sin bx + B cos bx)
X = e cos bx
X = xeax YP = eax (A + Bx)
5.
X = x 2 eax YP = eax (A + Bx + Cx 2 )
X = x sin ax YP = sin ax (A + Bx) + cos ax (C + Dx)
6.
X = x 2 cos ax YP = sin ax (A + Bx + Cx 2 ) + cos ax (D + Ex + Fx 2 )
X = e2x YP = Ae2x
7.
X = e2x 3ex YP = Ae2x + Bex
X = cos 3x YP = A sin 3x + B cos 3x
8.
X = 2 sin(4x 5) YP = A sin(4x 5) + B cos(4x 5)
Exercise-3
Solution By Method Of Undetermined Co-Efficient

y + 4y = 2sin3x Mar-10
C 1.
[ + ] Jun-14
Find particular Integral of Differential Equation y + 9y = cos 5x
H 2. Jun-15
[ ]
y + 4y = 8x 2 .
T 3. Dec-09
[ + + ]
d2 y dy
+ dx 6y = 6x + 3x 2 6x 3 .
T 4. dx2 Jan-13
[ + + ]
y + 1.5y y = 12x 2 + 6x 3 x 4 , y(0) = 4, y (0) = 8
C 5.
[ + ]
x (0) (0)
y + 3y + 3y + y = 30e ; y(0) = 3, y = 3, y = 47 .
T 6. May-11
[( + ) ]
y + 1.2y + 0.36y = 4e0.6x , y(0) = 0, y (0) = 1
H 7.
[( + ). ]
y 2y + y = ex + x
C 8.
[( + ) + [ + ( + )]]


Definition: Wronskian
Wronskian of the n function y1 ,y2 , ,yn is defined and denoted by the determinant

W( , , ) = | |
() () ()

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 for
all x I.
2. y1 , y2 , yn Are linearly dependent on I then W(y1 , y2 , yn ) = 0 for all x I.
Exercise-4
Check Whether L.D. Or L.I.

x, log x , x(log x)2
T 1. May-11
[. ]
ex , ex
C 2. Dec-09
[. ]
D. 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 = X. Where, q and X are the functions of x.
The general solution of second order differential equation by the method of variation of
parameters is
y(x) = yc + yp
X X
Where yc = c1 y1 + c2 y2 and yp (x) = y1 y2 W dx + y2 y1 W dx
y1 y2
Where y1 and y2 are the solutions of y" + py + qy = 0, and W = |y y2 | = y1 y2 y2 y1 0.
1
The general solution of third order differential equation by the method of variation of
parameters is
y(x) = yc + yp
Where,yc = c1 y1 + c2 y2 + c3 y3 and yp = P(X)y1 + Q(X)y2 + R(X)y3.

Where,
X X X
P(X) = (y2 y3 y3 y2 ) dx Q(X) = (y3 y1 y1 y3 ) dx R(X) = (y1 y2 y2 y1 ) dx
w w w
y1 y2 y3

Where, w = | y1 y2 y3 | 0.
y1 y2 y3
Exercise-5
Solution By Variation OF Parameter

e2x
(D2 4D + 4)y =
C 1. x5 May-12

[( + ) + ]

e2x
(D2 + 4D + 4)y =
T 2. x2 Mar-10
[( + ( + ())) ]
d2 y dy ex
2 + y =
H 3. dx 2 dx x2 Jan-13
[( + ) ]
3
(D2 2D + 1)y = 3x 2 ex Dec-10
T 4.
[( + + ) ] Jun-13

y + 2y + y = ex cos x
T 5.
[( + ) ]
e2x
(D2 4D + 4)y =
T 6. 1 + x2 May-12

[( + ) ( + ) + ( ) ]

ex
(D2 3D + 2)y =
C 7. 1 + ex Jan-13
[ + + [( + ) ( + ) ]]
y + y = sec x .
H 8. Dec-09
[ + + + ( )]
y + 9y = sec 3x. Mar-10
H 9. Jan-15
[ = + + + ]
Jun-15

y + 4y = tan 2x.
C 10. Jun-14
[ + ( + ) ]
y + y = cotx .
H 11. Jun-15
[ + + ( )]

(D2 + a2 )y = cosec ax
H 12. May-11
[ + + ( + | |)]

d3 y dy
+ dx = cosecx Jan-13
C 13. dx3
= [( ) + ( ) ] May-12
Cauchy Euler Equation

An equation of the form
1 2

+ 1 1
2
+ 2 2
2
+ + 1 + =

Where 1 , 2 , , are constants and is a function of , is called Cauchys 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 = so that = .
1
, = =

1
, = =

= = , =

2 3
, 2 = ( 1) & 3
= ( 1)( 2)
2 3
Using this transformation, the given equation reduces to
[( 1)(D 2) ( + 1) + 1 ( 1) ( + 2) + + 1 + ] = ( )
This is a linear equation with constant coefficients, which can be solved by the methods
discussed earlier.
Exercise-6
Cauchy Euler Equation

( 2 2 3 + 4) = 0; (1) = 0, (1) = 3 Dec-11
H 1.
[ ]
2 4 + 6 = 21 4 .
T 2. May-11
[ + + ]

( 2 2 3 + 4) = 2 ; (1) = 1, (1) = 0
C 3. May-12
[( ) + ( ) ]

1 May-11
3 + 2 2 + 2 = 10 ( + ).
C 4. Jan-13
[ + { ( ) + ( )} + + ] Jun-14
( 2 2 3 + 3) = 3 4
H 5. Mar-10
[ + + ]
2 2 3 + 5 = 2 ()
T 6. Jun-15
[ { ( ) + ( )} ()]
Solution Of Differential Equation By One Of Its Solution

2
Step-1 Convert given D.E. into 2 + () + Q() = 0 and find () & ().
Step-2 Find .
1
=
12
Step-3 Find .
Step-4 Second solution 2 = 1
Finally, General solution is = 1 1 + 2 2
Exercise-7
To Find Another Solution Of Differential Equation

2 + = 0; 1 = . Dec-10
C 1.
[ = ]
2 2
4 + 6 = 0 is 1 = ; > 0.
T 2. Jan-13
[ = ]
sin x
+ 2 + y = 0, y1 = .
H 3. x May-11

[ = ]

y + 4y + 4y = 0, y1 = e2x .
H 4. Jun-15
[ = ]

4. SERIES SOLUTION OF DIFFERENTIAL EQUATIONS PAGE | 1
Definition: Power Series

An infinite series of the form

ak (x x0 )k = a0 + a1 (x x0 ) + a2 (x x0 )2 +
k=0
is called a power series in (x x0 ).
Definition: Analytic Function

A function is said to be analytic at a point x0 if it can be expressed in a power series near x0 .
Definition: Ordinary and Singular Point

d2 y dy
Let P0 (x) dx2 + P1 (x) dx + P2 (x)y = 0 be the given differential equation with variable co-
efficient.
Dividing by P0 (x),
d2 y P1 (x) dy P2 (x)
+ + y=0
dx 2 P0 (x) dx P0 (x)
P (x) P (x)
Let, P(x) = P1 (x) & Q(x) = P2 (x)
0 0
d2 y dy
2
+ P(x) + Q(x)y = 0
dx dx
A point x0 is called an ordinary point of the differential equation if the functions P(x) and
Q(x) both are analytic at x0 .
If at least one of the functions P(x) or Q(x) is not analytic at x0 then x0 is called a singular
point.
Definition: Regular Singular Point And Irregular Singular Point

A singular point is further classified into regular singular point and irregular singular
point as follows.
A singular point x0 is called regular singular point if both (x x0 )P(x) and (x x0 )2 Q(x)
are analytic at x0 otherwise it is called an irregular singular point.
Exercise - 1
Classify The Singularities Of Following Differential Equation

Define Ordinary Point of the differential equation Jun-14
C 1.
y + P(x)y + Q(x)y = 0. Jun-15
C 2. y + (x 2 + 1)y + (x 3 + 2x 2 + 3x)y = 0.
Ans. No Singular Points.

H 3. y + ex y + sin(x 2 )y = 0.
Ans. No Singular Points.
T 4. x 3 y + 5xy + 3y = 0 Jan-15
Ans. x = 0 is Irregular Singular Point.
T 5. (1 x 2 )y 2xy + n(n + 1)y = 0. Dec-11
Ans. x = 1 & 1 are Regular Singular Point.
C 6. (x 2 + 1)y + xy xy = 0.
Ans. x = i , i are Regular Singular Point.
H 7. 2x(x 2)2 y + 3xy + (x 2)y = 0. May-12
Ans. x = 0 is Regular Singular Point & x = 2 is Irregular Singular Point.
d2 y dy Dec-12
H 8. 2x 2 dx2 + 6x dx + (x + 3)y = 0.
Ans. x = 0 is Regular Singular Point.

C 9. x(x + 1)2 y + (2x 1)y + x 2 y = 0. Jun-15
T 10. Discuss singularities of x 3 (x 1)y 3(x 1)y + xy = 0. Jun-13
Power Series Solution at an Ordinary Point

d2 y dy
A power series solution of a differential equation P0 (x) dx2 + P1 (x) dx + P2 (x)y = 0
at an ordinary point x0 can be obtained using the following steps.

STEP-1: Assume that y = k 2 3 4 5
k=0 a k (x x0 ) = a 0 + a1 x + a 2 x + a 3 x + a 4 x + a 5 x + is
the solution of the given differential equation.
Differentiating with respect to y we get,

= = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + 5a5 x 4 +. . .

= = 2a2 + 6a3 x + 12a4 x 2 + 20a5 x 3 +. . .

dy d2 y
STEP-2: Substitute the expressions of y, dx , and in the given differential equation.
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 + a3 x 3 + a4 x 4 + a5 x 5 +. .. which will be the required solution.

Exercise - 2
Solution By Power Series Method

C 1. y + 2xy = 0. Dec-11
Ans. 1 1
y = a0 a0 x 2 + a0 x 4 a0 x 6 +
2 6
May-11
H 2. y = 2xy.
Jun-15
Ans. 1 1
y = a0 + a0 x 2 + a0 x 4 + a0 x 6 +
2 6
Dec
09,11,12,13
T 3. y + y = 0.
Jan-13
Jun-14,15
Ans. 1 1 1 1
y = a 0 + a1 x a 0 x 2 a1 x 3 + a0 x 4 + a x5 +
2 6 24 120 1
y + xy = 0 in powers of x. Jun-14
C 4.
May-13
Ans. 1 1 1
y = a 0 + a1 x a 0 x 3 a1 x 4 + a x6 +
6 12 180 0
Dec-13
H 5. y + x 2 y = 0.
Jan-15
Ans. 1 1 1 1
y = a 0 + a1 x a 0 x 4 a1 x 5 + a0 x 8 + a x9 +
12 20 672 1440 1
H 6. y = y. Mar-10
Ans. 1 1 1 1
y = a 0 + a1 x + a1 x 2 + a1 x 3 + a1 x 4 + a x5 +
2 6 24 120 1
H 7. y = 2y in powers of x. Jan-13
Ans. 2 1 2
y = a 0 + a1 x + a1 x 2 + a1 x 3 + a1 x 4 + a1 x 5 +
3 3 15
C 8. y 2xy + 2py = 0.
Ans. (1 p) p (2 p) (1 p) (3 p)
y = a 0 + a1 x p a 0 x 2 + a1 x 3 a0 x 4 + a1 x 5 +
3 6 30
Jun-13
C 9. (1 x 2 )y 2xy + 2y = 0. Dec-13
Jan-15
1 1
Ans. y = a 0 + a1 x a 0 x 2 a 0 x 4 a 0 x 6 +
3 5

d2 y dy
T 10. (1 x 2 ) x + py = 0. May-11
dx 2 dx
p (1 p) p(4 p) (9 p)(1 p)
Ans. y = a 0 + a1 x a0 x 2 + a1 x 3 a0 x 4 + a1 x 5 +
2 6 24 120
May-12
H 11. (1 + x 2 )y + xy 9y = 0.
Jun-15
9 4 15 7
Ans. y = a 0 + a1 x + a 0 x 2 + a1 x 3 + a 0 x 4 a 0 x 6 +
2 3 8 16
May-11,13
Dec-12
C 12. (x 2 + 1)y + xy xy = 0 near x = 0.
Jan-13
Jun-13
x3 x3 a1 3
Ans. y = a 0 + a1 x + a 0 a1 + ( ) x 4 ( ) a0 x 5 +..
6 6 12 40
Frobenius Method
Frobenius Method is used to find a series solution of a differential equation near regular
singular point.
The following steps are useful.
STEP-1: If x0 is a regular singular point, we assume that the solution is

y= ak (x x0 )m+k
k=0
Differentiating with respect to x ,we get

dy
m+k1
d2 y
= (m + k)ak (x x0 ) & = (m + k)(m + k 1)ak (x x0 )m+k2
dx k=1 dx 2 k=2
dy d2 y
STEP-2: Substitute the expressions of y , dx , and in the given differential equation.
dx2
STEP-3: Equate to zero the co-efficient of least power term in (x x0 ) , 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.
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 = y_1and y = y2 , then the general solution is y = c1 y1 + c2 y2 .

CASE-II Equal roots

In this case, we will have only one series solution. i.e. y = y1 =
k=0 a k (x x0 )
m+k
dy
In terms of a0 and the variable m. The general solution is y = c1 (y1 )m + c2 ( dm1 )
m
CASE-III Distinct roots differing by an integer

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.
1. 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 .
2. 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
dy
modified form of the series for y and in dm obtained from this modified form.
Exercise - 3
Solution By Frobenius Method

d2 y dy
C 1. 4x + 2 + y = 0. Jan-15
dx 2 dx
H 2. (x 2 x)y xy + y = 0. Mar-10
C 3. xy + y + xy = 0. May-11
H 4. xy + 2y + xy = 0. Mar-10
C 5. x 2 y + xy + (x 2 1)y = 0.
T 6. 2x(1 x)y + (1 x)y + 3y = 0 Jun-13
C 7. 2x(x 1)y + (1 + x)y + y = 0 ;x = 0 Jun-15
T 8. xy + y y = 0. May-12
C 9. x(x 1)y + (3x 1)y + y = 0. Dec-11
T 10. x 2 y + x 3 y + (x 2 2)y = 0. Dec- 10

5. LAPLACE TRANSFORM AND APPLICATIONS PAGE | 1
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 {f(t)} or f( s) or F(S), and is defined as

{()} = ()

provided the integral exist.
Properties of Laplace Transforms
1. { f(t) + g(t)} = {f(t)} + {g(t)}

Proof: By definition, {f(t)} = 0 est f(t) dt
Now, { f(t) + g(t)}

= est [ f(t) + g(t)] dt
0

= est f(t) dt + est g(t) dt
0 0

st
= e f(t) dt + est g(t) dt
0 0
= {f(t)} + {g(t)}
Laplace Transform of some Standard Function

1. { } = + n 1 ; > . Jun-13 ; Dec-13


n}
{t = est t n dt
0
Let, st = x sdt = dx
When t 0 x 0 and t x

n} x
x n dx
{t = e
0 sn s


1
= n+1
ex x n dx
s 0
1
= sn+1 n 1 ( By definition of Gamma function n = 0 ex x n1 dx )
If n is a positive integer, then n! = n 1
n!
{t n } =
s n+1

2. {} = . Dec-12 ; Jun-14 ; Jan-15


{1} = est dt
0

est
=[ ]
s 0
01 1
= =
s s

2. { } = , > Jun-15


{eat } = est eat dt
0

= e(sa)t dt
0

e(sa)t
=[ ]
(s a) 0
[When t e(sa)t 0 ( s > a s a > 0)]
01
=[ ]
(s a)
1
{eat } =
sa


3. { } = + , > Jun-13


{eat } = est eat dt
0

= e(s+a)t dt
0

e(s+a)t
=[ ]
(s + a) 0
[When t e(s+a)t 0( s > a s + a > 0)]
01 1
=[ ]=
(s + a) s+a
1
{eat } =
s+a

4. { } = + , > 0 and is a constant.


{sin at} = est sin at dt
0

est
=[ 2 (s sin at a cos at)]
s + a2 0
[When t est 0( s > 0)]
1
=0 (a)
s2 + a2
a
{sin at} =
s2 + a2

5. { } = + , > 0 and is a constant.



{cos at} = est cos at dt
0

est
=[ 2 (s cos at + a sin at)]
s + a2 0
[ When t est 0 ( s > 0) ]
1
=0 (s)
s 2 + a2
s
{cos at} =
s 2 + a2

6. { } = , > ( > ||) Dec-11;Dec-12 ; Jun-14 ; Jan-15 ; Jun-15
eat eat
Proof: {sinh at} = { }
2
1
= [{eat } {eat }]
2
1 1 1
= [ ]
2 sa s+a
1 s+as+a
= [ ]
2 s 2 a2
a
{sinh at} =
s 2 a2

7. { } = , > ( > ||) Dec-13
eat + eat
Proof: {cosh at} = { }
2
1
= [{eat } + {eat }]
2
1 1 1
= [ + ]
2 sa s+a
1 s+a+sa
= [ ]
2 s 2 a2
s
{cosh at} =
s2 a2

Exercise-1
Laplace Transform
0,0 < t <
Find the Laplace transform of f(t) = { .
sin t , t > May-12
C 1.
Jun-15
[ ]
+
0, 0 t < 2
Find the Laplace transform of (t) = { .
3, when t 2
H 2. Dec-11
[ ]

0, 0 t < 3
Find the Laplace transform of (t) = { .
4, when t 3
H 3. Jan-15
[ ]

t + 1,0 t 2
Given that f(t) = { . Find {f(t)}.
3, t 2
T 4. Dec-13
[ + + ]

1
Find the Laplace transform of t 3 + e3t + t 2 .
T 5. ! Jun-13
[ + + + ]

4
Find the Laplace transform of 2t 3 + e2t + t 3 .
C 6. 1/ 3 Dec-13
[ + + ]
+
Find the Laplace transform of t 5 + e100t + cos 5t.

H 7. ! Jun-14
[ + + ]
+ +
Find the Laplace transform of 100t + 2t10 + sin 10t.

C 8. ! Jun-15
[ + + ]
+
Find {sin 2t cos 2t}.
Dec-09
C 9.
[ ] Jan-15
+
Find {sin 2t sin 3t}.
T 10. Jun-14
[ ]
( + )( + )
Find the Laplace transform of cos2 2t.
H 11. + Dec-12
[ ]
( + )

Find Laplace transform of cos2 (at), where a is a constant.

H 12. + Dec-11
[ ]
( + )
Find the Laplace transform of following functions:
(i) cos3 t. (ii) sin2 t.
C 13. Jun-14
( + )
[()
, ()
]
( + )( + ) ( + )
Find the Laplace transform of following functions:
(i) sin3 2t. (ii) sin2 2t.
H 14.
[() , () ]
( + )( + ) ( + )
Find the Laplace transform of (i) cos3 2t (ii) sin2 3t.
T 15. + Jan-15
[()
, ()
]
( + )( + ) ( + )
Theorem. First Shifting Theorem

Statement: If {f(t)} = F(s), then show that {eat f(t)} = F(s a).


Now, {eat f(t)} = 0 est eat f(t) dt

= 0 e(sa)t f(t) dt
Since, s and a are constants. s a is also a constant.
Thus, {eat f(t)} = F(s a)
Corollary: If {()} = (), then show that { ()} = ( + ).
Exercise-2
First Shifting Theorem

By using first shifting theorem, obtain the value of L{(t + 1)2 et }.
H 1. Dec-09
[
+
+ ]
( ) ( )
Find Laplace transform of e2t sin2 2t, where a is a constant.
T 2. Jun-13
[ ]
( + )[( + ) + ]
Find Laplace transform of e2t (sin2 4t + t 2 ).
C 3. Jan-15
[( + )]
( + )( + + ) ( + )
Find Laplace transform of e3t (2 cos 5t 3 sin 5t).
H 4. Jun-14
[ ]
( + ) +

Find Laplace transform of e4t (sin 2t cos t).

T 5. Jun-15
[ + ]
( + ) ( + )
Theorem. Differentiation of Laplace Transform

dn
Statement: If {f(t)} = F(s), then show that {t n f(t)} = (1)n dsn F(s), n = 1,2,3,

Proof: By definition, F(s) = 0 est f(t) dt
dn dn st
F(s) = e f(t) dt
dsn ds n 0

n st
= [ e ] f(t) dt
0 s n

n1 st
= (1)(t) n1 e f(t) dt
0 s

n2 st
= (1)2 (t)2 e f(t) dt
0 s n2
Continuing in this way, we have

= (1)n est (t)n f(t) dt
0
= (1)n {t n f(t)}
dn
Thus,{t n f(t)} = (1)n dsn F(s), n = 1,2,3,
Exercise-3
Differentiation Of Laplace Transform (Multiplication by tn )

Find the value of {t sin t}.
T 1. Dec-09
[ ]
( + )
Find the value of {t sin t} & {t sin 2t}
H 2. Jun-15
[ , ]
( + ) ( + )
Find the Laplace transform of t 2 sin t & t 2 sin 2t. Dec-10
H 3. ( ) ( ) Jan-15
[ , ]
( + ) ( + ) Jun-13

d
If {f(t)} = F(s), then show that {tf(t)} = ds F(s) use this result to
H 4. obtained {eat t sin at}. Dec-13
( )
[ ]
[( ) + ]
Find the value of {t cosh t}.
C 5. + Jun-14
[ ]
( )
Find the Laplace transform of f(t) = t 2 sinh at.
C 6. May-12
[
]
( ) ( + )
Find the Laplace transform of f(t) = t 2 cos h t & f(t) = t 2 cos h 3t
Jan-15
H 7.
[ + , + ] Jun-15
( ) ( + ) ( ) ( + )
Find the Laplace transform of t 3 cosh 2t.
H 8. Dec-12
[
+ ]
( ) ( + )
Theorem. Integration of Laplace Transform

f(t) f(t)
Statement: If {f(t)} = F(s) and if Laplace transform of exists, then { } = s F(s)ds.
t t

Proof: By definition, F(s) = 0 est f(t) dt
Integrating both sides with respect to "s" in the range s to .

F(s)ds = est ( est ds) f(t) dt
s 0 s

est 0 est
= ( ) f(t) dt = ( ) f(t) dt
0 t s 0 t

f(t) f(t)
= est [ ] dt = { }
0 t t
f(t)
Thus, { } = s F(s)ds.
t
Exercise-4
Integration of Laplace Transform (Division by t)

sin 2t
Find { }. Dec-12
t
H 1.
[ ( )] Jun-14


1et
Find { }
t
C 2. Dec-13
[ ( )]

1cos t
Find the Laplace transform of .
t
T 3. + May-12
[ ( )]

sin wt
Find the Laplace transform of [ ].
t
H 4. May-11
[ ( )]

Theorem. Laplace Transform of integration of a function
t F(s)
Statement: If {f(t)} = F(s), then {0 f(t) dt} = .
s
t t
Proof: By definition (0 f(u) du) = 0 est {0 f(u) du} dt,
t
Suppose that, U = 0 f(u) du

st
est dU est
=e U dt = [U ( ) { ( )} dt]
s dt s 0
0
By Integration by parts,

est dU est
= [U ( )] { ( )} dt
s 0 dt s
0
In first step,
t
When t 0 U = 0 f(u) du 0 & t , est 0.
In second step,
dU d t
By Fundamental theorem of calculus, = dt {0 f(u) du} = f(t).
dt
t
1 st
{ f(t) dt} = e f(t) dt
s 0
0
t 1
Thus, {0 f(t) dt} = s F(s).

Exercise-5
Laplace Transform of integration of a function

t
Find {0 ex cos x dx}.
Jun-13
C 1. +
[ ] May-12
[( + ) + ]
t t
Find {0 0 sin au du du}.
C 2. Jun-13
[ ]
( + )
Theorem. Laplace Transform of Periodic Function
Statement: The Laplace transform of a piecewise continuous periodic function f(t) having
1 p
period "p" is F(s) = {f(t)} = 1eps 0 est f(t)dt , where s > 0.

Proof: By definition, {f(t)} = 0 est f(t) dt1
p
st
= e f(t) dt + est f(t) dt (A)
0 p

Now, p est f(t) dt
Let, t = u + p dt = du
When t p u 0 and t u .

st
e f(t) dt = es(u+p) f(u + p) du
p 0
Since f(u) is Periodic. i. e. f(u) = f(u + p)

= es(u+p) f(u) du
0

sp
=e esu f(u) du = esp F(s)
0
By eqn. (A)
p
{f(t)} = est f(t) dt + est f(t) dt
0 p

p
F(s) = est f(t) dt + esp F(s)
0
p
sp )F(s)
(1 e = est f(t) dt
0
p
1
F(s) = est f(t) dt
1 esp 0
1 p
Thus, {f(t)} = 1esp 0 est f(t)dt, where s > 0 is a Laplace Transform of periodic function f(t)
of period p.
Exercise-6
Laplace Transform of Periodic Function

Find the Laplace transform of the half wave rectifier

sin t , 0 < t < 2
f(t) = { 2 and f(t) = f (t + ).
0, < t < Dec-12
T 1.
Mar-10

[
]
(( + )( ))
Find the Laplace transform of f(t) = |sin wt|, t 0.

C 2. (+ ) May-11
[ ]
( + )( )
Laplace Transform of Unit Step Function

Show that {( )} =

Now,

{u(t a)} = est u(t a) dt
0
a
= est u(t a) dt + est u(t a) dt
0 a
0, 0 < x < a
We know that, u(t a) = {
1, x a


st
est
= e dt = [ ]
a s a
0 esa esa
= [ ]=
s s
esa
Thus, {u(t a)} = s
Note: Instead of ( ) , we can also write ( ),which will be Heavisides unit step
function.
Theorem. Second Shifting Theorem: Jun-13
Statement: If {f(t)} = F(s), then {f(t a)u(t a)} = eas F(s)

Now, {f(t a)u(t a)}

= est f(t a)u(t a) dt
0
a
= est f(t a)u(t a) dt + est f(t a)u(t a) dt
0 a
0, 0 < <
We know that, ( ) = {
1,

= ( )

Let, = = . When 0 and .

= (+) ()
0

= () = ()
0
Hence, {( ) ( )} = ()
NOTE: {() ( )} = {( + )}

Exercise-7
Second Shifting Theorem

Find the Laplace transform of 3 ( 2).
H 1. May-12
[ ]
+
Find the Laplace transform of ( 2).
H 2. + Dec-10
[ ]

Find the Laplace transform of 2 ( 2).
C 3. ! Jan-15
[ ( + + )]

Find the Laplace transform of ( 1)2 ( 1).
T 4. Jun-15
[ ]

Find the Laplace transform of ( ).
T 5.
[ ]
+
Use of partial fractions
Case 1 : If the denominator has non-repeated linear factors ( ), ( ), ( ), then

Partial fractions = () + () + ()
Case 2 : If the denominator has repeated linear factors ( ), (n times), then
1
2
3
Partial fractions = () + ()2 + ()3 + + ()
Case 3 : If the denominator has non-repeated quadratic factors ( 2 + + ),( 2 + + ),

then
+ +
Partial fractions = (2 ++) + (2 ++)
Case 4 : If the denominator has repeated quadratic factors ( 2 + + ), (n times), then

+ +
Partial fractions = (2 ++) + (2 ++)2 + (n times)

Exercise-8
Inverse Laplace Transform

6
Find 1 {2 16}.
H 1. Dec-12
[]
2
3(2 1)
Find 1 { }.
25
C 2. Dec-13
[ [ + ]]
!
3 +22 +2
Find 1 { 3 (2 +1) }. Mar-10
T 3.
[ + ] Jun-13
1
Find 1 {(+1)}.
T 4. Jan-15
[ ]

Find 1 {2 3+2}.
H 5. Jun-14
[ ]
1
Find 1 {(+ }. Dec-10
2)(3)
C 6. Dec-09
[ ] Jun-15
+
1
Find 1 {(2)(+3)}.
H 7. Jun-15
[ ]

52 +316
Find 1 {(1)(+3)(2)}. Dec-12
C 8.
[ + + ] Dec-11
32 +2
Find 1 {(+1)(+2)(+3)}.
Jun-13
T 9.
[ + ] Jan-15

3
Find 1 {4 81}.
Dec-12
C 10. +
[ ] Mar-10

+10
Find 1 { 2 2}.
H 11. Mar-10
[ + ]

Exercise-9
First Shifting Theorem

{()}
If = (), then {( )} = ()
10
Find 1 {(2)4 }.
H 1. Dec-12
[ ]

3
Evaluate 1 {2 +6+18}.
C 2. Dec-09
[ ]
6+
Find the inverse Laplace transform of , use shifting theorem.
2 +6+13
T 3. Dec-11
[ + ]

Find 1 {4 +44 }.
T 4. Dec-13
[ [ ]]

5+3
Find the inverse Laplace transform of (2 +2+5)(1). May-12
C 5. Jun-14
[ + + ] Jan-15

Exercise-10
Second Shifting Theorem

If {()} = (), then { ()} = ( )( )
2
Find the inverse Laplace transform of . Dec-10
T 1. 2 + 2
[ ( ) ( )] Dec-09
4 (+2)
Find the inverse Laplace transform of .
C 2. 2 +4+5 Jun-13
[() ( ) ( )]
Exercise-11
Inverse Laplace Transform Of Derivatives

If {()} = (), then {()} = ()
+
Find 1 { +}.
Jun-13
T 1.
[ ] Dec-10

+1
Find 1 { 1}.
H 2. Jun-13
[ ]


1
Obtain 1 { }.
H 3. May-11
[ ]

2
Find the inverse transform of the function (1 + ).
2 Mar-10
C 4.
[ ( )] Jun-14

Definition: Convolution Product
The convolution of and is denoted by and is defined as

= ()( )
0
Exercise-12
Convolution Product
Find the value of 1 1. Where " " denote convolution product. Dec-09
T 1.
[] Jun-15
Find the convolution of and . Dec-10
C 2.
[ ] Jun-15
Theorem. Convolution Theorem
Statement: If 1 {()} = () and 1 {()} = (),
t
Then 1 {() ()} = 0 ()( ) =

Proof: Let us suppose () = 0 ()( )

Now, (()) = 0 (0 ()( )) = 0 0 ()( )
=
Here, region of integration is
entire area lying between the lines =

0 and = which is part of the first
quadrant .
=0


Changing the order of integration, we have

(()) = ()( )
0

= ( ()) ( () ( ) )
0
Let, = = . When 0and .

= ( (u)) ( () )
0 0
= () ()
Thus, (()) = () () () = 1 {() ()}

1 {() ()} = ()( )
0

Hence, = 1 {() ()} = 0 ()( ) is convolution product of function & .
Exercise-13
Convolution Theorem
1
Using convolution theorem, find the inverse Laplace transform of (2 +2 )2
.
May-11
H 1.
[ ( )] Dec-10

1 { }
( 2 + 1)2
T 2. Jan-15
[ ]

1 { }
( + 1) ( 1)2
T 3. Jan-15

[ + ]

1
State convolution theorem and using it find 1 {(+1)(+3)} .
H 4. Dec-13
[ ]


2
State convolution theorem and using it find 1 {(2 }.
+4)(2 +9)
H 5. Jun-14
[ ( )]

2
State convolution theorem and using it find 1 {(2 +2 )(2 +2 )} .
C 6. Jun-15
[ ( )]
( )
+2
Find 1 {(2 +4+5)2 }.
T 7. Jun-13
[ ]

State the convolution theorem on Laplace transform and using it Dec-12
1 1
find { }. Dec-09
H 8. (2 +4)
Jan-15
[ ] Jun-15

Apply convolution theorem to Evaluate 1 {(2 +2 )2 } .
Jun-14
H 9.
[ ] Jan-15

1
Find 1 {(+)3 } .
T 10. Dec-13
[ [ + ]]

State convolution theorem and use to evaluate Laplace inverse of 2 (2 +2 )
C 11. Mar-10
[ ]

Theorem. Derivative Of Laplace Transform
Statement: If {()} = (), then {()} = () (0)

Proof: By definition, {()} = 0 ()

{ ()} = ()
0

()
()}
= [ {( ) ]
0

= [ () () ()]
0

= 0 (0) + () = s() (0)
0

Thus, { ()} = () (0).

{ ()} = 2 () s(0) (0)
In general, { ()} = () () () () ().
Exercise-14
Application to Laplace Transform

Solve by Laplace transform + 6 = 1, (0) = 2, (0) = 0.
Dec-12
H 1.
[ + ] Jun-15

Using Laplace transform solve the differential equation
2
+ 2 + 5 = , (0) = 0, (0) = 1.
T 2. 2 May-12
( + )
[ ]

2
Solve the differential equation 2 + 4 = (), (0) = 0, (0) = 1 by
1,0 < < 1
Laplace transform where (i)() = { , (ii)() = ( 2).
0, > 1
C 3. May-12
[ ( )]( )
() = +
[ ]
( ) ( ) ( )
() = +

Solve IVP using Laplace transform + 4 = 0, (0) = 1, (0) = 6.
C 4. Dec-11
[ + ]
Using Laplace transform solve the IVP + = 2 , (0) = 2, (0) = 1.

Dec-10
H 5.
[ = + ] Jan-15

By Laplace transform solve, + 2 = .

Mar-10
C 6.
[ = ( + ) + ( ) ] Jun-14

By using the method of Laplace transform solve the IVP :

+ 2 + = , (0) = 1 (0) = 1 .
C 7. Dec-09

[ ]
!

+ 5 + 6 = , (0) = 0 (0) = 1 .
H 8. Jun-14

[ + ]



+ 4 + 3 = , (0) = 1 (0) = 1 .
T 9. Dec-13

[( + ) ]


+ 3 + 2 = , (0) = 1 (0) = 0 .
H 10. Jun-15

[ + ]

Solve using Laplace transforms, + 2 2 = 0; where, (0) = 1,

(0) = 2, (0) = 2
H 11. Jan-15

[ [ + ] ]


T 12. 4 + 3 = 6 8, (0) = 0 (0) = 0 . Jun-15
[() = + ]

Laplace Transform Of Some Standard Functions
1 1
1. {1} = 1. 1 { } = 1

1
1 1 1
1 ! 2. { } =
2. { } = n 1 n ( 1)!
+1 +1
1 1
3. { } = 3. 1 { } =

1 1
4. { } = 4. 1 { } =
+ +
1 1
5. { } = 5. 1 { } =
2 + 2 2 + 2

6. { } = 6. 1 { 2 } =
2 + 2 + 2
1 1
7. { } = 7. 1 { } =
2 2 2 2

8. { } = 8. 1 { 2 } =
2 2 2
n 1 1
1 1 1
9. ! 9. { }=
{ } = ( ) n (n 1)!
( )+1 ( )+1
b 1 1 at
10. {eat sin bt} = 10. 1 { } = e sin bt
(s a)2 + b 2 (s a)2 + b 2 a
sa sa
11. {eat cos bt} = 11. 1 { } = eat cos bt
(s a)2 + b 2 (s a)2 + b 2
b 1 1 at
12. {eat sinh bt} = 12. 1 { } = e sinh bt
(s a)2 b 2 (s a)2 b 2 b
sa sa
13. {eat cosh bt} = 13. 1 { } = eat cosh bt
(s a)2 a2 (s a)2 b 2
s 1 1 1
14. 1 { } = t sin at 14. 1 { } = (sin at at cos at)
(s2 + a2 )2 2a (s2 + a2 )2 2a3

6.PARTIAL DIFFERENTIAL EQUATION AND APPLICATIONS PAGE | 1
Definition: Partial Differential Equation

An equation which involves function of two or more variable and partial derivatives of that
function then it is called Partial Differential Equation.
y y
e.g. + t = 0
x
Definition: Order Of Differential Equation

The order of highest derivative which appeared in differential equation is Order of D.E.
y 2 y
e.g. (x) + x + 5y = 0 has order 1.
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. (x) + x + 5y = 0 has degree 2.
Notation
z z 2 z 2 z 2 z
Suppose z = f(x, y). For that , we shall use x = p , =q, = r, = s, = t.
y x2 x y y2
Formation Of Partial Differential equation

1. By Eliminating Arbitrary Constants
Consider the function f(x, y, z, a, b) = 0. Where, a & b are independent arbitrary constants.
Step 1: f(x, y, z, a, b) = 0. (1)
Step 2: fx (x, y, z, a, b) = 0. (2) and fy (x, y, z, a, b) = 0. (3)
Step 3: Eliminating a & b from eq. (1), eq. (2) & eq. (3).
We get partial differential equation of the form F(x, y, z, p, q) = 0
2. By Eliminating Arbitrary Functions
Type 1: Consider, the function (, ) =

Step 1: Let, u = F(v).
Step 2: Find ux & uy .
Step 3: Eliminate the function from ux & uy .
Note: In such case, for elimination of function, substitution method is used.
Type 2: Consider, the function = (, )

Step 1: Find zx & zy .
Step 2: Eliminate the function from zx & zy .
Note: In such case, for elimination of function, division of & is used.

Exercise-1
Formation Of Partial Differential Equation
Form the partial differential equation z = (x 2)2 + (y 3)2 . Jan-13

C 1.
[ = + ] Jun-14
Form the partial differential equation z = (x + a)(y + b).

C 2. Jun-15
[ = ]
Eliminate the function f from the relation f(xy + z 2 , x + y + z) = 0.

T 3. + + Jun-13
[ = ]
+ +
Form the partial differential equation of f(x + y + z, x 2 +y 2 + z 2 ) = 0. Jan-13

C 4. + + Jun-14
[ = ]
+ + Jun-15
Form the partial differential equation f(x 2 y 2 , xyz) = 0.

T 5. + Jan-15
[ = ]
+
Form partial differential equation by eliminating the arbitrary function from
xyz = (x + y + z).
H 6. + + Dec-13
[ = ]
+ +
Form the partial differential equation by eliminating the arbitrary function
from z = f(x 2 y 2 ).
H 7. Dec-13
[ = ]

x
Form the partial differential equation of z = f (y).
C 8. Jan-13
[ = ]

Form the partial differential equation of z = xy + f(x 2 + y 2 ).

T 9. Jan-15
[ = ]

Form the partial differential equation of y = f(x at) + F(x + at).

C 10.
Jun-15
=


Exercise-2
Solution Of Partial Differential Equation

2 u
Solve x y = x 3 +y 3 .
C 1. Jun-14
[(, ) = + + () + ()]

2 u
Solve x t = et cosx.
C 2. Dec-13
[(, ) = + () + ()]
3 u
Solve x2 y = cos(2x + 3y).
H 3. ( + ) Jan-15
[(, ) = + () + () + ()]

2 z z
Solve x y = sin x sin y, given that y = 2 sin y,when x = 0 & z = 0,
T 4. Jun-13
when y is an odd multiple of 2 .
[(, ) = + ]
2 z
Solve x2 = z. Jan-13
C 5.
[(, ) = () + () ] Jan-15
Lagranges Differential Equation

A partial differential equation of the form + = where P, Q and R are functions of
x, y, z, or constant is called lagrange linear equation of the first order.
1. Method obtaining general solution of + =
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.
Step-3: The form F(u, v) = 0 or u = f(v) and v = f(u) is the general solution
+ = .
Following two methods will be used to solve Langrages linear Equation
2. Grouping Method
dx dy
This method is applicable only if the third variable z is absent in = or it is possible to
P Q
dx dy
eliminate z from = .
P Q
Similarly, if the variable x is absent in last two fractions or it is possible to eliminate x from last
dx dy
two fractions Q = R , then we can apply grouping method.

3. Multipliers Method
In this method, we require two sets of multiplier l, m, n and l , m , n .
By appropriate selection multiplier l, m, n (either constants or functions of x, y, z) we may write
dx dy dz ldx + mdy + ndz
= = =
P Q R lP + mQ + nR
Such that, lP + mQ + nR = 0.
This implies ldx + mdy + ndz = 0
Solving it we get u(x, y, z) = c1 (1)
Again we may find another set of multipliers l , m , n
So that, l P + m Q + n R = 0
This gives, l dx + m dy + n dz = 0
Solving it we get v(x, y, z) = c2 (2)
From (1) and (2), we get the general solution as F(u, v) = 0.
Exercise-3
Solution Of Lagranges Differential Equation

Solve (z y)p + (x z)q = y x.
C 1. Jun-15
[( + + , + + ) = ]
Solve x(y z)p + y(z x)q = z(x y).

C 2. Jun-13
[( + + , ) = ]
Solve(x 2 y 2 z 2 )p + 2xyq = 2xz.

T 3. + + Jun-14
[ ( , ) = ]

Solve (y + z)p + (x + z)q = x + y.
T 4. Jan-15
[ ( , ( + + )( ) ) = ]


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 (, ) = .
Step 1: Substitute p = a & q = b.
Step 2: Convert b = g(a).
Step 3: Complete Solution : z = ax + by + c z = ax + g(a) + c
Type 2: Equation Of the form (, ) = (, ).

Step 1: f(x, p) = g(y, q) = a
Step 2: Solving equations for p & q. Assume p = F(x) & q = G(y).
Step 3: Complete Solution : z = F(x) dx + G(y) dy + b.
Type 3: Equation Of the form = + + (, )

Step 1: Find value of p & q.
Step 2: Complete Solution : z = ax + by + f(a, b).
Type 4: Equation Of the form (, , ) = .

Step 1: Assume q = ap
Step 2: Solve the Equation in dz = p dx + q dy
Charpits Method
Consider f(x, y, z, p, q) = 0
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
Step 2: Find value of p & q.
Step 3: Complete Solution : z = p dx + q dy + c.
Exercise-4
Non Linear Equation Of First Order

Solve p + q2 = 1.
C 1. Jan-13
[ = ( ) + ]
Solve p + q = 1
H 2. Jan-15
[ = + ( ) + ]
Solve p2 +q2 = npq.
T 3. Jan-15
[ = + + ]

Solve p2 + q2 = x + y.
C 4. Jan-14
[ = ( + ) + ( ) + ]


Solve p2 q2 = x y.
H 5. Jan-15
[ = ( + ) + ( + ) + ]

Solve p x 2 = q + y 2 .
T 6. Jun-15
[ = + + + ]

Solve z = px + qy + p2 q2 .
T 7. Jun-13
[ = + + ]
Solve z = px + qy 2pq.
C 8. Dec-13
[ = + ]
Solve qz = p(1 + q).
H 9. Jun-14
[ = + ]
Solve pq = 4z.
C 10. Jun-15
[ = ( + + ) ]
Method Of Separation Of Variables

Step 1: Let u(x, y) = X(x) Y(y)
u u 2 u 2 u 2 u
Step 2: Find x , y , x2 , x y , y2 as requirement and substitute in given Partial Differential
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).
Exercise-5
Method Of Separation Of Variables

u u
Solve the equation by method of separation of variables = 4 y ,
x
C 1. where u(0, y) = 8e3y . Dec-13
[(, ) = ]
u u
Solve 2 x = + u subject to the condition u(x, 0) = 4e3x
C 2. t Jan-13
[(, ) = ]
u u
Solve x = 2 t + u subject to the condition u(x, 0) = 6e3x
H 3. Jun-15
[(, ) = ]

u u
Using method of separation of variables solve x + y = 2(x + y)u. Jan-15
C 4.
[(, ) = + ++
] Jun-15
Using the method of separation variables, solve the partial differential

equation uxx = 16uy .
T 5.
Dec-10

[(, ) = ( + ) ]
2 u u
Using method of separation of variables solve = y + 2u.
x2
H 6. Jun-13
[(, ) = ( + ) () ]
2 z z z
Solve x2 2 x + y = 0 by the method of separation variables. May-12
C 7.
[(, ) = ( (++)
+ (+)
)
] Jun-14
2 u 2 u
Solve two dimensional Laplaces equation x2 + y2 = 0,using the method
Jan-13
C 8. separation of variables. Dec-09
[(, ) = ( + ) ( + )]
Using the method of separation of variables, solve the partial differential
2 u 2 u
equation x2 = 16 y2 .
T 9. Jan-15

[(, ) = ( + ) ( +
)]
u u
Solve x x 2y y = 0 using method of separation variables.
C 10. Jun-13
[(, ) = ]

Introduction to Special Functions in Mathematics

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Introduction to Special Functions in Mathematics

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1.

INTRODUCTION TO SOME SPECIAL FUNCTIONS PAGE | 1

Beta and Gamma Function

Reduction formula for Gamma Function (n + 1) = nn ; where n > 0.

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3. Error Function and Complementary Error Function

variable and is denoted by erf(x).

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

4. Unit Step Function

5. Pulse of unit Height

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6. Sinusoidal Pulse Function f(x)

The sinusoidal pulse function is defined by

of co-domain. Gate function is also a rectangle function.

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10. Signum Function

11. Periodic Function

Constant function is periodic without Fundamental period.

12. Square Wave Function 1

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

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14. Triangular Wave Function

16. Half Rectified Sine Wave Function

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17. Bessels Function

Jn (x) = (1)n Jn (x),If n is a positive integer.

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Fourier Series in the interval (, + )

Where the constants a0 , an and bn are given by

Where, u , u , are successive derivatives of u and v1 , v2 , are successive integrals of v.

Where, A means Algebraic Function

L means Logarithmic Function T means Trigonometric Function

I means Invertible Function E means Exponential Function

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Fourier series in the interval (, )

Where the constants a0 , an and bn are given by

Fourier Series In Arbitrary Period [, ]

C 2. Find the Fourier series to represent f(x) = 2x x 2 in (0,3). May-12

T 4. Find the Fourier series of the periodic function f(x) = sin x

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Find the Fourier series for periodic function with period 2 of

Find the Fourier series for periodic function with period 2 of

Fourier series in the interval (, )

Where the constants a0 , an and bn are given by

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C 5. Find Fourier Series for f(x) = ex where0 < x < 2. Jun-14

Fourier series in the interval (, )

Where the constants a0 , an and bn are given by

Definition: Odd Function & Even Function

A function is said to be Odd Function if () = ().

A function is said to be Even Function if () = ().

Fourier Series For Odd & Even Function

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

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

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

Fourier Series In Arbitrary Period [, ]

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

T 3. Find the Fourier series for f(x) = x 2 in 2 < x < 2. Dec-11

H 5. Expand f(x) = x 2 2 in 2 < x < 2 the Fourier series. Jan-15

H 7. Find the Fourier expansion for function f(x) = x x 3 in 1 < x < 1.

A.E.M.(2130002) DARSHAN INSTITUTE OF ENGINEERING AND TECHNOLOGY

H 10. Find the Fourier series of f(x) = {x , 1 < x < 0. Jan-13

Fourier series in the interval (, )