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Differential and Integral Equation




                    Notes
                                                         z    z
                                                                       y
                                                                     x
                                   i.e                     m     =  f ( , )
                                                         x    y
                                                                     x
                                                                       y
                                   or                     p mq =    f ( , )                                ...(1)
                                                                    z        z
                                   where                      p =     andq    .
                                                                    x        y
                                   So Lagrange’s auxiliary equations (A.E.) are

                                                             dx     dy    dz
                                                                 =
                                                                          x
                                                                            y
                                                             1       m  f  ( , )
                                   From the first two fractions, we have
                                                              y =   mx c                                   ...(2)
                                   From the first and last fractions
                                                              dz =  f ( , )dx  f  ( ,c mx )dx
                                                                       y
                                                                              x
                                                                     x
                                                                     x
                                                               z =  f ( ,c mx )dx
                                   and after integration (c   mx) is replaced by y because the P.I. does not contain any arbitrary
                                   constant.

                                   Now, the particular integral of

                                                      1               1    .   1    ...  1   f ( , )
                                                                                                y
                                                                                              x
                                                          f  ( , ) =
                                                             y
                                                            x
                                                    f  ( ,D  )     D m D   (D m D  )  D m D
                                                     D
                                                                                2
                                                                        1
                                                                                          n
                                   can be determined by the repeated application of the method given above.
                                   Illustrative Examples
                                          Example 1: Solve:  r s  6t  y cos x
                                   Solution: The given equation can be written as
                                                 (D 2  DD  6D  2 )z = y cosx

                                   A.E. is  m 2  m  6  0,  i.e.,  m  2, 3

                                                                         x
                                                                                   x
                                                            C.F. =  1 (y  2 )  2 (y  3 )
                                                                          1
                                   Now,                      P.I. =               y  cosx
                                                                   (D  2D  )(D  3D  )

                                                                       1
                                                                                                     
                                                                                x
                                                                 =         . (c  3 )cos xdx         [ y  c  3 ]
                                                                                                             x
                                                                   (D  2D  )
                                                                       1
                                                                                             x
                                                                           c
                                                                                  x
                                                                 =         [ sinx  3 sin x  3cos ]
                                                                   (D  2D  )
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