LECTURE NOTE
1
SECTION I (Integral Calculus)
Text: An Introduction to Analysis: Integral Calculs— K. C. Maity,
R. K. Ghosh
2
Let 𝛿 r = xr-xr-1, r = 1,…,n and 𝛿 = max{𝛿r| r = 1,2,…,n}.
Choose an arbitrary point cr∈(xr-1,xr) for all r and
consider sum of areas of rectangles ∑𝑛1 𝑓(𝑐𝑟 )𝛿𝑟 . It can
be seen that this sum approaches more closely the
actual area under the curve if we make width of the
rectangles smaller , that is, if we increase number n of
points of subdivision (sum of areas of two rectangles on 𝜹𝒓 gives
a better approximation to the area under the curve than area of a single
rectangle).
𝒃
Definition 1.1 ∫𝒂 𝒇(𝒙)𝒅𝒙 = 𝐥𝐢𝐦 ∑𝒏𝟏 𝒇(𝒄𝒓 )𝜹𝒓 ,
𝒏→∞
𝒃
Simpler equivalent expression for calculating ∫𝒂 𝒇(𝒙)𝒅𝒙:
3
We can make choices of xi and ci suitably so as to obtain
𝑏
equivalent simpler expression of ∫𝑎 𝑓 (𝑥 )𝑑𝑥.
1 1 𝑟
As a special case, ∫0 𝑓 (𝑥 )𝑑𝑥 = lim ∑𝑛1 𝑓 ( ) =
𝑛→∞ 𝑛 𝑛
1
Example 1.1 From definition, calculate ∫0 𝑥 2 𝑑𝑥.
1 (𝑛ℎ)(𝑛ℎ+ℎ)(2𝑛ℎ+ℎ)
» ∫0 𝑥 2 𝑑𝑥 = lim ℎ ∑𝑛1(𝑟ℎ)2 = lim = 1/3,
ℎ→0 ℎ→0 6
4
𝑏
Theorem 1.1 If ∫𝑎 𝑓(𝑥 )𝑑𝑥exists and if there exists a
5
1
Note ∫0 𝑥 2 𝑑𝑥 is independent of c though ∫ 𝑥 2 𝑑𝑥
involves c.
𝑏 𝑐 𝑏
1. ∫𝑎 𝑓 (𝑥 )𝑑𝑥 = ∫𝑎 𝑓 (𝑥 )𝑑𝑥 + ∫𝑐 𝑓 (𝑥 )𝑑𝑥 (irrespective of
relative algebraic magnitude of a,b,c)
1 4
Example ∫3 𝑥 2 𝑑𝑥+∫1 𝑥 2 𝑑𝑥=
3 4 1 64 1
− ∫1 𝑥 2 𝑑𝑥 + ∫1 𝑥 2 𝑑𝑥 = − (9 − ) + ( − )=
3 3 3
37 4
=∫3 𝑥 2 𝑑𝑥.
7
𝑎 𝑎
2. ∫0 𝑓(𝑥 )𝑑𝑥 = ∫0 𝑓(𝑎 − 𝑥 )𝑑𝑥
6
𝜋⁄ 𝜋
Example 2 sin 𝑥𝑑𝑥 = ⁄2 cos 𝑥𝑑𝑥
∫0 ∫0
𝑎 𝑎/2 𝑎/2
3. ∫0 𝑓(𝑥 )𝑑𝑥 = ∫0 𝑓(𝑥 )𝑑𝑥 + ∫0 𝑓 (𝑎 − 𝑥 )𝑑𝑥 . In
particular, if f(a-x) = f(x)for all x in [0,a], then
𝑎 𝑎/2
∫0 𝑓(𝑥 )𝑑𝑥 = 2 ∫0 𝑓 (𝑥 )𝑑𝑥 and if f(a-x) = - f(x) for all x
𝑎
in [0,a], then ∫0 𝑓(𝑥 )𝑑𝑥 = 0.
𝑛𝑎 𝑎
4. ∫0 𝑓 (𝑥 )𝑑𝑥 = 𝑛 ∫0 𝑓(𝑥 )𝑑𝑥 , if f(a+x) = f(x), n natural.
𝑎 𝑎
5. ∫−𝑎 𝑓 (𝑥 )𝑑𝑥 = ∫0 {𝑓(𝑥 ) + 𝑓(−𝑥 )}𝑑𝑥 . If f is
𝑎 𝑎 𝑎
even,∫−𝑎 𝑓(𝑥 )𝑑𝑥 = 2 ∫0 𝑓(𝑥 )𝑑𝑥. If f is odd, ∫−𝑎 𝑓(𝑥)𝑑𝑥=
0.
1 1
Example ∫−1 𝑥 3 cos 2𝑥𝑑𝑥 =0, ∫−1 𝑥 4 cos 2𝑥𝑑𝑥 =
1
2∫0 𝑥 4 cos 2𝑥𝑑𝑥
7
PRACTICE SUMS
𝜋
√sin 𝑥
1. Evaluate:∫02 𝑑𝑥 .
√sin 𝑥+√cos 𝑥
2 𝑥 2 sin 𝑥
2. Evaluate:∫−2 6 𝑑𝑥
𝑥 +12
8
1)∫ 𝑠𝑖𝑛𝑛−2 𝑥 (1 − 𝑠𝑖𝑛2 𝑥 )𝑑𝑥= -sinn-1x cos x+(n-1)In-2-(n-
𝑠𝑖𝑛𝑛−1 𝑥𝑐𝑜𝑠𝑥 𝑛−1
1)In. hence In=− + In-2.
𝑛 𝑛
𝜋⁄
If we denote Jn = ∫0 2 𝑠𝑖𝑛𝑛 𝑥𝑑𝑥, then Jn =
𝑠𝑖𝑛𝑛−1 𝑥𝑐𝑜𝑠𝑥 𝜋⁄2 𝑛−1 𝑛−1
− |0 + Jn-2 = Jn-2. By repeated
𝑛 𝑛 𝑛
odd natural.
2. Let In = ∫ 𝑡𝑎𝑛𝑛 𝑥𝑑𝑥 , n natural.
Then In = ∫ 𝑡𝑎𝑛𝑛−2 𝑥. 𝑡𝑎𝑛2 𝑥𝑑𝑥
𝑡𝑎𝑛𝑛−1 𝑥
=∫ 𝑡𝑎𝑛 𝑛−2
𝑥. (𝑠𝑒𝑐 𝑥 − 1)𝑑𝑥 =
2
− 𝐼𝑛−2 .
𝑛−1
𝜋⁄ 𝑡𝑎𝑛𝑛−1 𝑥 𝜋⁄4 1
Also, Jn = ∫0 𝑡𝑎𝑛 𝑥𝑑𝑥=
4 𝑛
|0 -Jn-2= − Jn-2.
𝑛−1 𝑛−1
9
2)∫ 𝑠𝑒𝑐 𝑛−2 𝑥. (𝑠𝑒𝑐 2 𝑥 − 1)𝑑𝑥 = secn-2x tan x – (n-2)(In-
𝑠𝑒𝑐 𝑛−2 𝑥 tan 𝑥 𝑛−2
In-2). Hence In = + 𝐼 .
𝑛−1 𝑛−1 𝑛−2
10
Illustrative examples
𝜋
1. 𝐼𝑛 = ∫0 𝑥 𝑛 sin 𝑥𝑑𝑥 and n>1, show that In+ n(n-1)In-2 =
2
𝜋
n( )𝑛−1
2
𝜋⁄ 𝜋⁄
»𝐼𝑛 = (−𝑥 𝑛
cos 𝑥 )|0 2 + 𝑛 ∫0 2 𝑥 𝑛−1 cos 𝑥𝑑𝑥 =
𝜋⁄ 𝜋⁄
n [𝑥 𝑛−1
sin 𝑥|0 2 − (𝑛 − 1) ∫0 2 𝑥 𝑛−2 sin 𝑥𝑑𝑥 ] =
𝜋
n( )𝑛−1 -n(n-1)𝐼𝑛−2 . Hence.
2
𝑥 𝑚+1 𝑛
2. Im,n = ∫ 𝑥 (1 − 𝑥) 𝑑𝑥 =
𝑚 𝑛
(1 − 𝑥)𝑛 + ∫ 𝑥 𝑚 [1 −
𝑚+1 𝑚+1
𝑥 𝑚+1 𝑛
(1 − 𝑥 )](1 − 𝑥) 𝑛−1
𝑑𝑥 = (1 − 𝑥)𝑛 + ( 𝐼𝑚,𝑛−1 −
𝑚+1 𝑚+1
11
4. Get a reduction formula for each of the
sin 𝑛𝑥
following:∫ 𝑥 𝑚 (ln 𝑥)𝑛 𝑑𝑥, ∫ 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥,∫ 𝑑𝑥.
sin 𝑥
integration.
13
∞ 𝑑𝑥 ∞ 𝑑𝑥
Example 3.1 ∫1 2 ,∫1 . The range of integration of
𝑥 √𝑥
𝑎 𝑑𝑥 1
the integrals are unbounded. For a>1, ∫1 = 1-
𝑥2 𝑎
𝑎 𝑑𝑥 1
and ∫1 = 2(√𝑎-1). Since lim (1 − )= 1 exists but
√𝑥 𝑎 𝑎→∞
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Let f have an infinite discontinuity only at the point a
(that is, lim 𝑓 (𝑥 ) = ±∞ or lim 𝑓 (𝑥 ) = ±∞) and is
𝑥→𝑎+ 𝑥→𝑎−
𝑏
continuous in (a, b].Then we define ∫𝑎 𝑓(𝑥 )𝑑𝑥 =
𝑏
lim ∫𝑎+𝑐 𝑓 (𝑥 )𝑑𝑥,0<c<b-a, provided the limit exists.
𝑐→0+
1 𝑑𝑥 1 𝑑𝑥
Example 3.2 ∫0 ,∫0 . The integrands have an
√𝑥 𝑥2
1 1
infinite discontinuity at x=0. For 0<a<1, ∫𝑎 𝑑𝑥 =
√𝑥
1 𝑑𝑥 1
2(1 − √𝑎) and ∫𝑎 = − 1. Since lim 2(1 − √𝑎) = 2
𝑥2 𝑎 𝑎→0+
1 1 𝑑𝑥
exists but lim ( − 1) does not exist, so ∫0
𝑎
𝑎→0+ √𝑥
15
1 𝑑𝑥
converges whereas ∫0 diverges. (Compare areas
𝑥2
1
»The integrand is continuous everywhere but
4+9𝑥 2
𝑎 𝑑𝑥 1 𝜋 𝜋
lim ∫0
4+9𝑥 2 = . =
6 2 12
.
𝑎→∞
3 𝑑𝑥 𝜋
Example 3.4 ∫0 2
= .
√9−𝑥 2
16
Note : we can apply standard methods of integration,
PRACTICE SUM
∞ 2 ∞ 𝑑𝑥
Verifythat(1) ∫−∞ 𝑥𝑒 −𝑥 𝑑𝑥 = 0, (2) ∫0 (𝑥 2 +𝑎2 )(𝑥 2 +𝑏2 )
=
𝜋
,
2𝑎𝑏(𝑎+𝑏)
∞ 𝑥𝑑𝑥 1 𝑎
(3) ∫0 (𝑥 2 +𝑎2 )(𝑥 2 +𝑏2 )
= 2 𝑙𝑛 ( ) (a,b>0),
𝑎2 −𝑏 𝑏
∞ 1 𝜋 𝑑𝑥 2
(4) ∫0 𝑒 −𝑥 sin 𝑥𝑑𝑥 = , (5)∫0 = ln 2.
2 4+5𝑠𝑖𝑛𝑥 3
IMPROPER INTEGRALS
TYPE I INTEGRAL
17
Theorem 3.1 (Comparison test) Let f and g be
integrable in [a, B], for every B>a. Let g(x)>0, for all x
𝑓(𝑥) ∞
≥a. If lim = c≠0, then the integrals ∫𝑎 𝑓 (𝑥 )𝑑𝑥 and
𝑥→∞ 𝑔(𝑥)
∞
∫𝑎 𝑔(𝑥 )𝑑𝑥 either both converge or both diverge. If c =
∞ ∞
0 and ∫𝑎 𝑔(𝑥 )𝑑𝑥 converges , then ∫𝑎 𝑓 (𝑥 )𝑑𝑥
converges.
to prove!).
18
∞ dx
Example 3.6 ∫1 converges by μTest since
x√1+x2
1 1
2
isintegrablein [1, B], forB > 1, lim 𝑥 2
{ }=
x√1+x 𝑥→∞ 𝑥√1+𝑥 2
1
1, 𝜇 = 2>1. Note that is continuous and hence
𝑥√1+𝑥 2
TYPE II INTEGRAL
19
Theorem 3.3 (Comparison test) Let f and g be
integrable in [c, b], for every c, a<c<b. Let g(x)>0 , for
𝑓(𝑥) 𝑏
all x, a<x≤b. If lim ≠0, then ∫𝑎 𝑓(𝑥 )𝑑𝑥 and
𝑥→𝑎+ 𝑔(𝑥)
𝑏 𝑓(𝑥)
∫𝑎 𝑔(𝑥 )𝑑𝑥 both converge or both diverge. If lim =
𝑥→𝑎+ 𝑔(𝑥)
𝑏 𝑏
0 and ∫𝑎 𝑔(𝑥 )𝑑𝑥converges, then ∫𝑎 𝑓(𝑥 )𝑑𝑥 converges.
1 dx
Example 3.9 ∫0 converges , since lim (𝑥 −
(1+x)√x 𝑥→0+
1
1 1
0)2 = 1, for 𝜇<1 and is continuous, and
(1+𝑥)√𝑥 (1+x)√x
21
NOTE: Beta function is an improper integral of type II
if either m or n or both lies between 0 and 1 strictly;
otherwise it is a proper integral.
∞.
2. 𝛤(n+1) = n𝛤(n)
» Let 0<c<d. using integration by parts on the proper
𝑑 −𝑥 𝑛 𝑥𝑛
integral I = ∫𝑐 𝑒 𝑥 𝑑𝑥 , we get I = (− 𝑥 ) | 𝑑
𝑐 +
𝑒
𝑑 𝑐𝑛 𝑑𝑛 𝑑
𝑛 ∫𝑐 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥 = ( 𝑐 − 𝑑 )+𝑛 ∫𝑐 𝑒
−𝑥 𝑛−1
𝑥 𝑑𝑥 , which
𝑒 𝑒
∞ 2 √π
Example 3.11 ∫0 e−x dx = .
2
23
(substituting y = x2 in the proper integral ). Thus
𝑎 2 1 𝑎2 −1 −𝑦 1 ∞ −𝑦 1−1
lim ∫0 e−x dx = lim ∫ 𝑦 2 𝑒 𝑑𝑦 = ∫0 𝑒 𝑦 2 𝑑𝑦
𝑎→∞ 2 𝑎→∞ 0 2
1 1
= 𝛤 ( ) = √𝜋/2.
2 2
1 dx
Example 3.12 ∫0 1 dx.
6
(1−x )6
1 𝑠𝑖𝑛−1 𝑐 3 5⁄ −1 1⁄ −1
∫ 𝑐𝑜𝑠 3 𝜃𝑠𝑖𝑛 3 𝜃𝑑𝜃 . Since
3 0
5 1 2 1
𝑐 𝑑𝑥 1 1 𝛤(3)𝛤(3) 1 2 𝛤(3)𝛤(3
lim ∫0 1 = 𝛽(5/3,1/3) = = . =
𝑐→1− (1−𝑥 6 ) ⁄6 6 6 𝛤(5+1) 63 1
3 3
1 1 1 1 π
𝛤 ( ) 𝛤 (1 − ) = 𝜋𝑐𝑜𝑠𝑒𝑐( ).
9 3 3 27 3
PRACTICE SUMS
𝜋⁄ 𝜋
1. ∫0 2 √tan 𝑥 𝑑𝑥 = .
√2
1 1 𝑚
2. ∫0 𝑥 𝑚−1 (1 − 𝑥 2 )𝑛−1 𝑑𝑥 = 𝛽 ( , 𝑛)
2 2
24
1 2
1 [𝛤( )]
3. ∫0 √1 − 𝑥 4 𝑑𝑥 = 4
6√2𝜋
25
into mn number of subrectangles Rij(1≤i≤n, 1≤j≤m).
Let us choose arbitrarily ( 𝛼𝑖 , 𝛽𝑗 ) ∈ Rijwhere 𝛼𝑖 ∈
[𝑥𝑖−1 , 𝑥𝑖 ] and 𝛽𝑗 ∈ [𝑦𝑗−1 , 𝑦𝑗 ], 1≤i≤n, 1≤j≤m. the volume
of the parallelepiped with base Rij and altitude f(𝛼𝑖 , 𝛽𝑗 )
is f(𝛼𝑖 , 𝛽𝑗 )(xi-xi-1)(yj-yj-1). ∑𝑖,𝑗 𝑓(𝛼𝑖 , 𝛽𝑗 )(𝑥𝑖 − 𝑥𝑖−1 )(𝑦𝑗 −
𝑦𝑗−1 ), sum of the volumes of all the parallelepipeds
erected over all of the Rij’s, gives an approximation of
the volume enclosed by the curve and the planes x =
a,x = b, y = c, y = d and z = 0. The approximation can be
improved by increasing number of subrectangles into
which R is divided into. Thus the limit
lim ∑𝑖,𝑗 𝑓(𝛼𝑖 , 𝛽𝑗 )(𝑥𝑖 − 𝑥𝑖−1 )(𝑦𝑗 − 𝑦𝑗−1 ), provided
𝑚→∞,𝑛→∞
∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦.
26
Theorem4.1 (equivalence of double integrals with
∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦.
27
Example 4.2 Evaluate ∬𝑅 (𝑥 2 + 𝑦 2 )𝑑𝑥𝑑𝑦 over R
bounded by y = x2, x = 2, y = 1.
2 𝑥2 2
2
# ∬𝑅 (𝑥 + 𝑦 𝑑𝑥𝑑𝑦 2)
= ∫1 𝑑𝑥 ∫1 (𝑥 + 𝑦 2 )𝑑𝑦 =
𝑥2
2 𝑦3 2 𝑥6 1 1006
∫1 [𝑥 2 𝑦 + ] 𝑑𝑥 = ∫1 ( 3 + 𝑥 4 − 𝑥 2 − ) 𝑑𝑥 = .
3 1 3 105
5
Example 4.3 Prove that ∬𝑅 𝑥𝑦(𝑥 + 𝑦)𝑑𝑥𝑑𝑦 =
36
28
Cartesian co-ordinate
29
Fig.5: Sign convention of area calculation and area
bounded by two curves
30
Example 5.3 Find the area of the loop formed by the
curve y2 = x(x-2)2
31
axes. With reference to such a co-ordinate system,
equation of the circle is y = ±√𝑟 2 − 𝑥 2 .Curve is
symmetric about the axes .Thus required area =
𝑟
4∫0 √𝑟 2 − 𝑥 2 dx.
Polar co-ordinate
32
𝜋
# As 𝜃varies from 0 to , r decreases continuously
2
𝜋
from 2a to a. When 𝜃further increases from to 𝜋, r
2
𝑐𝑜𝑠𝜃)2 𝑑𝜃.
34
𝑡
s(t)=∫𝑎 √1 + {𝑓12 (𝑥)}dx ,a≤t≤b. ..\Documents\x6.mw .
35
𝑥
function s(x)= ∫−2 √1 + {𝑓12 (𝑡)}𝑑𝑡 , x ∈ [-2,2], in
green...\Documents\32.gif
𝛽 𝑑𝑟 2
given by ∫𝛼 √𝑟 2 + ( ) 𝑑𝜃.
𝑑𝜃
36
CHAPTER 7: SURFACE AREA AND VOLUME OF
SURFACE OF REVOLUTION
37
Example 7.1 Find the volume and surface area of a
right circular cylinder of base radius r and altitude h.
38
Example 7.3 Surface area of the surface generated by
y=cos (x3) between x=0, x=2 for rotation about x-axis
and y-axis(frustum view)...\Documents\33.gif
39
TEXT : (1) Differential equations and their
applications—Zafar
Ahsan
40
The degree of an ODE is the largest power of the
heighest ordered derivative occurring in the equation
after the ODE has been made free from the radicals
and fractions as far as the derivatives are concerned.
𝑑𝑦 𝑑𝑥
Example: y = x + : first order, second degree
𝑑𝑥 𝑑𝑦
FORMATION OF ODE
GEOMETRIC PROBLEMS
PHYSICAL PROBLEMS
42
Example 1.2: Five hundred grammes of sugar in water
are being converted into dextrose at a rate which is
proportional to the amount unconverted. Form an ODE
expressing the rate of conversion after t minutes.
44
successively n times , we get n equations more
containing n parameters and derivatives. By
eliminating n parameters from the above (n+1)
equations and obtaining an equation which involves
derivatives upto the n th order, we get an ODE of
order n.
45
Example 1.8: Obtain the ODE corresponding to the
family of all circles each of which touches the axis of x
at the origin.
46
solution nor is a particular solution of an ODE is called
a singular solution of the ODE.
47
Example 1.9 y = ln x is a solution of xy2+y1 = 0 on
(0,∞) but is not a solution on (-∞,∞) since ln x is not
defined on (-∞,0].
EXERCISES
48
CHAPTER 2: ODE OF FIRST ORDER AND FIRST
DEGREE
Exact equations
49
dx+fy dy = 0. In this case, f(x,y) = c will be the general
solution of given ODE.
50
the general solution is f(x,y) = - cos x cos y+1/2 e2x+ln
sec y = c, c parameter.
Integrating factors
𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥 𝑦
𝑑( ) = , d(xy) = x dy+y dx ,d (𝑙𝑛 ( )) =
𝑥 𝑥2 𝑥
𝑥𝑑𝑦−𝑦𝑑𝑥 𝑦 𝑥𝑑𝑦−𝑦𝑑𝑥
, d(𝑡𝑎𝑛−1 ) = .
𝑥𝑦 𝑥 𝑥 2 +𝑦 2
1/(xy)+ln(y/x) = c, c parameter.
d(tan-1(y/x)) = a dy.
52
𝑀𝑦 −𝑁𝑥
Method 4 e∫ f(x)dx is an IF of Mdx+Ndy =0,if is a
𝑁
function of x.
𝑁𝑥 −𝑀𝑦
Method 5 e∫ f(y)dy is an IF of Mdx+Ndy =0,if is
𝑀
a function of y.
53
Method 6 if the equation Mdx +Ndy = 0 is of the form
xayb(my dx+nx dy)+xcyd(py dx+qx dy) = 0, where
a,b,c,d,m,n,p are constants,then xhyk is an IF, where h,k
are constants and can be obtained by applying the
condition that after multiplication by xhyk the given
ODE becomes exact.
54
2. (x2y – 2xy2) dx – (x3-3x2y) dy = 0.
3. (x2y2+xy+1) y dx+(x2y2 – x+1)x dy = 0.
4. (y+y3/3+x2/2) dx+[(x+xy2)/4] dy = 0.
5. (xy2-x2)dx+(3x2y2+x2y – 2x3+y2) dy = 0
6. (2y dx+3x dy)+2xy(3y dx+4x dy) = 0.
7. (x3+xy4)dx +2y3dy = 0.
8. (2xy4ey+2xy3+y) dx+(x2y4ey – x2y2 – 3x) dy = 0.
55
𝑥 1−𝑥 𝑥
Y1 - y = . Comparing with (2.5), P =- and
1+𝑥 1+𝑥 1+𝑥
1
1−𝑥 ∫(1+𝑥−1)𝑑𝑥
Q= . an I.F. = 𝑒 = 𝑒 ln(1+𝑥)−𝑥 . Multiplying
1+𝑥
𝑑𝑥 𝑥 𝑡𝑎𝑛−1 𝑦
+ = , which is linear in x. an I.F. =
𝑑𝑦 1+𝑦 2 1−𝑦 2
𝑑𝑦 −1 𝑦
exp [∫ 2] = 𝑒 𝑡𝑎𝑛 . Solution is
1+𝑦
𝑡𝑎𝑛−1 𝑦 𝑡𝑎𝑛−1 𝑦 −1 𝑦
x𝑒 =∫ 𝑒 𝑡𝑎𝑛 𝑑𝑦 . Put t = tan-1y. The
1−𝑦 2
−1 𝑦 −1 𝑦
solution is x𝑒 𝑡𝑎𝑛 = 𝑒 𝑡𝑎𝑛 (𝑡𝑎𝑛−1 𝑦 − 1) + 𝑐.
56
PRACTICE SUMS
57
𝑥
= exp[− ∫ 𝑑𝑥]= (1-x2)1/2.. Multiplying by I.F. and
1−𝑥 2
Practice sums
58
Case 1 Equations solvable for p
59
Let us suppose the given ODE (3.1) is expressible in
the form y = f(x,p) (3.4). Differentiating w.r.t. x, we get
p = g(x,p,dp/dx)(3.5). Solving (3.5), we obtain F(x,p,c)
= 0(3.6). Finally, we eliminate p between (3.4) and
(3.6). The p-eliminant gives the general solution of
(3.4). When the elimination of p cannot be carried out
easily, we just leave after remarking that the p-
eliminant of (3.4) and (3.6) gives the general solution
of (3.4).
60
1/p = g(y,p,dp/dy)(3.8). Solving (3.8), we obtain
F(y,p,c) = 0(3.9). Finally, we eliminate p between (3.7)
and (3.9). The p-eliminant gives the general solution of
(3.7). When the elimination of p cannot be carried out
easily, we just leave after remarking that the p-
eliminant of (3.7) and (3.9) gives the general solution
of (3.7).
PRACTICE SUMS
61
2. (p+x+y)(xp+y+x)(p+2x)=0 [ solution(1-x-y-ce-
x)(2xy+x2-c)(y+x2-c) = 0]
3. p2+2py cot x = y2[solution: [y(1-cos x)-c][y(1+cos x)-c]
= 0]
4. y = yp2+2px[solution:2x√1 + 𝑐𝑥+cxy = 0]
5. xp3 = a+bp[solution:p-eliminant of given equation and
y = 3a/(2p2)+2b/p+c]
62
# y = xp+p/(p-1), in Clairaut’s form. Differentiating
w.r.t. x, dp/dx[x-1/(p-1)2] = 0. dp/dx = 0 gives p = c .
Thus general solution is y = xc+c/(c-1). From [x-1/(p-
1
1)2] = 0, p = +1. Substituting in given equation, the
√𝑥
1 1 1
singular solution is [y-( +1)x]. =( +1).
√𝑥 √𝑥 √𝑥
PRACTICE SUMS
65
Example 4.4 A tank contains 100 litres brine in which
10 kg of salt is dissolved. Brine containing 2kg per litre
flows into the tank at 5litre/minute. If the well-stirred
mixture is drawn off at 4 litre/ minute, find(a) the
amount of salt in the tank at time t minute.
Orthogonal Trajectories
66
say either family forms a set of orthogonal
trajectories of the other family.
Fig.9:Orthogonal Trajectories
67
To find the orthogonal trajectories of a given family of
curves, we first find the differential equation of the
family . In the differential equation we replace dy/dx
by -1/dy/dx and solve the resulting differential
equation.
68
CHAPTER 5: LINEAR DIFFERENTIAL EQUATIONS OF
SECOND ORDER
an(x)yn+an-1(x)yn-1+…+a1(x)y1+a0(x)y = Q(x)(5.1)
70
all roots are real but some are multiple roots
some roots are real and some are conjugate complex
all roots are imaginary.
𝑒 −𝑥 𝑒 −2𝑥 𝑒 −3𝑥
=|−𝑒 −𝑥 −2𝑒 −2𝑥 −3𝑒 −3𝑥 | ≠0 for all x(calculate and
𝑒 −𝑥 4𝑒 −2𝑥 9𝑒 −3𝑥
verify). Hence the general solution is y = c1e-x+c2e-
2x+c
3e , c1,c2,c3 are independent parameters.
-3x
71
Roots of auxiliary equation are 1,1,-2. y = ex, y = xex and
y = e-2x are linearly independent solutions. General
solution is y = (c1+c2x)ex+c3e-2x.
73
1
Property 3 If P(D)y = eax, then yp = eax = eax/P(a),
𝑃(𝐷)
P(a)≠0.
1
Property 5 If P(D)y =eaxV(x), then yp = eaxV =
𝑃(𝐷)
1
V.
𝑃(𝐷+𝑎)
1
Property 6 If P(D)y =xV(x), then yp = (xV) = x
𝑃(𝐷)
1 𝑃1 (𝐷)
V- .
𝑃(𝐷) [𝑃(𝐷)]2
# C.F. yc = ae2x+be-2x
1 1 1 1 𝐷2 -1 2
P.I. yp = x2 = x2 =- 𝐷2
x2 = - (1 − ) x =
𝑃(𝐷) 𝐷2 −4 4(1− ) 4 4
4
1 𝐷2 1 1
− (1 + + ⋯ )x2= - (𝑥 2 + ).
4 4 4 2
74
Thus the general solution is y = yc+yp = ae2x+be-2x-
1 1
(𝑥 2 + ).
4 2
𝑥
Hence y1 = 2ae2x – 2be-2x - . Using the given conditions,
2
1 1
a+b = and a – b = . Hence a = 5/16 and b = -3/16.
8 2
# C.F. aex+be2x
75
1 1
P.I. yp = 3 sin 2x = 3 sin 2x =-
(D2 −3D+2) −22 −3𝐷+2
1 3𝐷−2 −3
3 sin 2x = -3 sin 2x = (3𝐷 − 2)sin 2x =
3𝐷+2 9𝐷2 −4 9(−22 )−4
3
(3 cos 2𝑥 − sin 2𝑥).
20
# C.F. (a+bx)ex.
1 1 1
P.I. yp= exx2 = ex x 2 = ex x2 =
𝐷2 −2𝐷+1 2
(𝐷+1) −2(𝐷+1)+1 𝐷2
exD-2x2 = (exx4)/12.
76
1 1 2𝐷+2
# P.I. yp = (x cos x) = x cos x -
𝐷2 +2𝐷+1 𝐷2 +2𝐷+1 𝐷2 +2𝐷+1
𝑥 1
cos x = 𝐷 −1 cos 𝑥 − (𝐷 + 1)cos x = xsin x/2- ½
2 2𝐷2
1 1 𝐷 −1
= e2ix (1) = e2ix (1 − 𝑖 ) (1) = (cos 2x+i sin
𝐷2 +4𝑖𝐷 4𝑖𝐷 4
PRACTICE SUMS
1. y2 – 4y1 = x2.
2. Y2 – y1 – 2y = x2ex
3. Y2 = x2
4. Y3+3y2 – 4y = xe-2x.
CAUCHY-EULER EQUATION
77
An equation of the form anxnyn+an-1xn-1yn-
1+…+a1xy1+a0y = Q(x) (5.4) , where ai’s are constants ,
is called a Cauchy-Euler equation of order n. by
undertaking a transformation x = et of independent
variable, (5.4) can be transformed to a constant
coefficient linear ODE.
1 1 1 𝐷1 −1
P.I. yp= e2t = e2t (1)= e2t (1 + ) (1) =
𝐷12 −4 (𝐷1 +2)2 −4 4𝐷1 4
¼ e2tt = ¼ x2ln x.
PRACTICE SUMS
1
1. x2y2+3xy1+y =
(1−𝑥)2
78
2. x2y2+y = 3x2.
3. x2y2+5xy1+3y = e-x.
79