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Differential and Integral Equation




                    Notes              Substituting in (1)
                                                                          2
                                                                    2
                                                                               2
                                                              F = P x 1  P x  2  P x 3  0                  ...(2)
                                                                    1
                                                                         2
                                                                               3
                                       The subsidiary equations are
                                                            dx 1  =  dP 1  dx 2  dP 2  dx 3  dP 3          ...(3)
                                                             F       F     F    F     F    F
                                                             P 1    x 1    P 2  x  2  P 3  x  3
                                       or
                                                           dx 1    dP 1  dx 2   dP 2  dx  3  dP 3
                                                           2P x  =  P 2  2P x   P 2  2P x   P  2           ...(4)
                                                            1 1      1     2 2   2    3 3    3
                                       From first two terms

                                                     2
                                              2
                                            P x 1  c 1 ,P x 2  c 2  ,
                                                     2
                                             1
                                                                 c  c
                                        From (2)             P 2  1  2
                                                              3
                                                                   x
                                                                    3
                                       Thus                  du = P dx  + P dx  + P dx                     ...(5)
                                                                    1  1  2  2  3  3
                                       Substituting the values of P , P  and P  we have
                                                             1  2     3
                                                                     c      c       c  c
                                                             du =    1  dx 1  2  dx 2  1  2  dx 3
                                                                     x 1    x 2       x 3
                                       On integrating we have
                                                1/2      1/2          1/2
                                        u  2 c x    2 c x    2 (c 1  c 2 )z  c  3  Q.E.D.
                                                      2 2
                                             1 1
                                  4.   Solve
                                                   F = p 2 1  p 2 2  p 3  1 0
                                                   F          F      F      F       F          F
                                                      =  2p  ,   0,     0,     0,        2p  ,      1
                                                   p       1  x      x      x       p     2    p
                                                               1      2      3       2          3
                                  Solution:
                                       The subsidiary equations are
                                                 dx 1    dp 1  dx 2  dp 2  dx 3  dp 3
                                                 2p 1  =  0   2p 2  0    1   0
                                                                      2
                                                   p  = a, p  = b, p  = 1  a   b 2
                                                    1      2    3
                                                   F  = p  = a, F  = p  = b
                                                    1    1    2   2
                                                F 1 ,F 2  = 0
                                                                           2
                                                   dz = a dx 1  b dx  2  1 a 2  b dx 3
                                                                         2
                                                    z = a x 1  b x 2  1 a 2  b x  3  a  3    Q.E.D.

                                  Self Assessment

                                  1.   Apply Jacobi’s method to find complete integral of the following:
                                                                         2 2
                                                                2 2 2 2
                                                               x p p p  p p  p 3 2  0
                                                                3 1 2 3
                                                                         1 2
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