Course: Engineering Mathematics-II (17MAT21) - Sem.: 2: Department of Engg. Mathematics
Course: Engineering Mathematics-II (17MAT21) - Sem.: 2: Department of Engg. Mathematics
Course: Engineering Mathematics-II (17MAT21) - Sem.: 2: Department of Engg. Mathematics
Engg. Maths
Hirasugar Institute of Technology, Nidasoshi. Dept.
Maths-II
Inculcating Values, Promoting Prosperity
II Sem
Approved by AICTE, Recognized by Govt. of Karnataka and Affiliated to VTU Belagavi
2018-19
Sem.: 2nd
Contents
➢ Introduction
➢ Definitions
➢ Complementary Solution
➢ Particular Integrals
➢ General Solution
➢Higher order linear differential equations withconstant
coefficients
➢Method of variation of parameters
➢Cauchy’s and Legendre’s linear equations
2
Solution of second order linear differential equation with constant
coefficients:
Linear differential equation of nth order with constant
coefficients is defined as:
d ny d n−1
y d n−2
y
a0 n
+ a1 + a2 + .... + a n y = X
dx dx n−1 dx n−2
Where a0 , a1, a2,…,an are constants and X is a function of x.
C.F = c1 e 1 +c 2 e m x +c e m x + ... +c e m x
3 n
3 n
(c x 2 +c x + c )e mx + c e m4 x + ... +c e mn x
C.F = 1 2 3 4 n
5
Case(iv) If two roots are complex i.e., m1=+i m2=-i
x
C.F = (c1cos x +c 2 sin x)e +c3 e +...+c n e
m3 x mnx
+... +c n emnx
C.F = ((c1x + c2 ) cos x +(c3 x + c4
x m5x
) sin
x)e +c e
5
7
7
Inverse Differential Operator And Particular Integral
8
1
1
Second-order linear differential equations
2
Differential equations of the form a y + b dy + cy = Q( x)
d
dx 2 dx
are called second order linear differential equations.
When Q(x) = 0 then the equations are referred to as homogeneous, When
Note that the general solution to such an equation must include two arbitrary constants to be
completely general.
Theorem
If y = f ( x) and y = g ( x) are two solutions then so is y = f ( x) + g ( x)
Proof
2 2
d f df d g + b dg + cg = 0
we have a +b + cf = 0 and a
dx 2
dx dx 2 dx
2 2
a d f + b df + cf + a g + b dg + cg = 0
d
Adding:
dx 2 dx dx 2 dx
d 2 f d 2g df dg
a 2 + 2 + b dx + dx + c ( f + g ) = 0
dx dx
The solutions to this quadratic will provide two values of m which will make
y = Aemx a solution.
If we call these two values m1 and m2, then we have two solutions.
y = Ae m1 x and y = Be m2 x
y = Ae m1x + Be m2 x Is a solution.
The two arbitrary constants needed for second order differential equations ensure all solutions
are covered.
y = Ae ( p+iq ) x + Be ( p−iq ) x
= Ae px e iqx + Be px e − iqx
= e px (Ae iqx + Be −iqx ) We know that e i = cos + i sin
= e px ( A(cos qx + i sin qx) + B (cos(−qx) + i sin(−qx)))
= e px ( A(cos qx + i sin qx) + B (cos qx − i sin qx))
= e px (( A + B)cos qx + ( A − B)i sin qx)
= e px (C cos qx + D sin qx)
2
Non homogeneous equations take the form
a 2y + b dy + cy = Q(x)
d
dx dx
d 2 g + dg
b + cg = Q(x)
a
dx 2 dx
Now suppose that g(x) + k(x) is another solution. Then
d 2 (g + k) d (g + k)
a 2
+b + c( g + k ) = Q( x)
dx dx
dg dk
a d 2 2g + a d 22k + b + b + cg + ck = Q(x)
Giving dx dx dx dx
d 2g dg d 2 k + dk + = Q(x)
a 2 +b + cg + a 2 b
dx
ck
dx dx dx
d 2 k + dk + = Q(x)
Q( x) + a 2 b
dx
ck
dx
2
a k + b dk + ck = 0
d
dx 2 dx
(PI)
General Solution = CF + PI
2
Find the general solution to d y − 5 dy + 6 y = 15x − 7,
dx 2 dx
given that the PI is of the form k ( x) = Px + Q
dy d2y
Finding the PI: y = Px + Q =P =0
2
dx dx
Substituting into the original equation 0 − 5P + 6 ( Px + Q ) = 15x − 7
6Px + 6Q − 5P = 15x − 7
p = 5
6 P = 15
11 2
Q=