MALLA REDDY COLLEGE OF

ENGINEERING & TECHNOLOGY

(An Autonomous Institution – UGC, Govt.of India)
Recognizes under 2(f) and 12(B) of UGC ACT 1956
(Affiliated to JNTUH, Hyderabad, Approved by AICTE –Accredited by NBA & NAAC-“A” Grade-ISO 9001:2015
Certified)

Mathematics-I

B.Tech – I Year – I Semester

DEPARTMENT OF HUMANITIES AND SCIENCES
 MATHEMATICS - I

(R18A0021) Mathematics -I

Course Objectives: To learn

1. The concept of rank of a matrix which is used to know the consistency of system of
linear equations and also to find the eigen vectors of a given matrix.
2. Finding maxima and minima of functions of several variables.
3. Applications of first order ordinary differential equations. ( Newton’s law of cooling,
Natural growth and decay)
4. How to solve first order linear, non linear partial differential equations and also
method of separation of variables technique to solve typical second order partial
differential equations.
5. Solving differential equations using Laplace Transforms.

UNIT I: Matrices

Introduction, types of matrices-symmetric, skew-symmetric, Hermitian, skew-Hermitian,

orthogonal, unitary matrices. Rank of a matrix - echelon form, normal form, consistency of
system of linear equations (Homogeneous and Non-Homogeneous). Eigen values and Eigen
vectors and their properties (without proof), Cayley-Hamilton theorem (without proof),
Diagonalisation.
UNIT II:Functions of Several Variables
Limit continuity, partial derivatives and total derivative. Jacobian-Functional dependence and
independence. Maxima and minima and saddle points, method of Lagrange multipliers,
Taylor’s theorem for two variables.
UNIT III: Ordinary Differential Equations
First order ordinary differential equations: Exact, equations reducible to exact form.
Applications of first order differential equations - Newton’s law of cooling, law of natural
growth and decay.
Linear differential equations of second and higher order with constant coefficients:
Non-homogeneous term of the type f(x) = eax, sinax, cosax, xn, eax V and xn V. Method of
variation of parameters.
UNIT IV: Partial Differential Equations

Introduction, formation of partial differential equation by elimination of arbitrary constants

and arbitrary functions, solutions of first order Lagrange’s linear equation and non-linear
equations, Charpit’s method, Method of separation of variables for second order equations
and applications of PDE to one dimensional (Heat equation).
UNIT V: Laplace Transforms
Definition of Laplace transform, domain of the function and Kernel for the Laplace
transforms, Existence of Laplace transform, Laplace transform of standard functions, first
shifting Theorem, Laplace transform of functions when they are multiplied or divided by “t”,
Laplace transforms of derivatives and integrals of functions, Unit step function, Periodic
function.
Inverse Laplace transform by Partial fractions, Inverse Laplace transforms of functions when
they are multiplied or divided by ”s”, Inverse Laplace Transforms of derivatives and integrals
of functions, Convolution theorem, Solving ordinary differential equations by Laplace
transforms.

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TEXT BOOKS:
i) Higher Engineering Mathematics by B V Ramana ., Tata McGraw Hill.
ii) Higher Engineering Mathematics by B.S. Grewal, Khanna Publishers.
iii) Advanced Engineering Mathematics by Kreyszig, John Wiley & Sons.

REFERENCE BOOKS:
i)Advanced Engineering Mathematics by R.K Jain & S R K Iyenger, Narosa Publishers.
ii)Advanced Engineering Mathematics by Michael Green Berg, Pearson Publishers .
iii)Engineering Mathematics by N.P Bali and Manish Goyal.

Course Outcomes: After learning the concepts of this paper the student will be able to
1.Analyze the solution of the system of linear equations and to find the Eigen values and
Eigen vectors of a matrix.
2.Find the extreme values of functions of two variables with / without constraints.
3.Solve first and higher order differential equations.
4.Solve first order linear and non-linear partial differential equations.
5.Solve differential equations with initial conditions using Laplac

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UNIT-I

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MATRICES
Matrix : A system of mn numbers real (or) complex arranged in the form of an ordered set
of ‘m’ rows, each row consisting of an ordered set of ‘n’ numbers between [ ] (or) ( ) (or) || ||
is called a matrix of order m xn.
a11 a12 .........a1n 
a 
 21 a12 .........a 2 n 
Eg: .........................  = [aij ]mxn where 1≤i≤m, 1≤j≤n.
 
....................... 
a m1 a m 2 .......a mn 
  mxn
Order of the Matrix: The number of rows and columns represents the order of the matrix. It
is denoted by mxn, where m is number of rows and n is number of columns.
Types of Matrices:
Row Matrix: A Matrix having only one row is called a “Row Matrix”.
Eg: 1 2 31x3
Column Matrix: A Matrix having only one column is called a “Column Matrix” .
1 
Eg: 1 
 
2  3 x1

Null Matrix: A=  aij  mxn such that aij=0  i and j. Then A is called a “Zero Matrix”. It is
denoted by Omxn.
0 0 0 
Eg: O2x3=  
0 0 0 
Rectangular Matrix: If A=  aij  mxn , and m  n then the matrix A is called a “Rectangular
Matrix”
1  1 2 
Eg : 
3 4
is a 2x3 matrix
2
Square Matrix: If A=  aij  mxn and m = n then A is called a “Square Matrix”.
1 1 
Eg :   is a 2x2 matrix
 2 2
Lower Triangular Matrix: A square Matrix AnXn   aij  nxn is said to be lower Triangular

of aij = 0 if i <j i.e. if all the elements above the principle diagonal are zeros.
4 0 0 
Eg: 5 2 0 is a Lower triangular matrix
7 3 6 

Upper Triangular Matrix: A square Matrix A  aij  is said to be upper triangular of

nxn

aij = 0 if i.>j. i.e. all the elements below the principle diagonal are zeros.

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1 3 8 
Eg: 0 4  5 is an Upper triangular matrix
0 0 2 
Triangle Matrix: A square matrix which is either lower triangular or upper triangular is
called a triangle matrix.
Principal Diagonal of a Matrix: In a square matrix, the set of all aij, for which i = j are
called principal diagonal elements. The line joining the principal diagonal elements is called
principal diagonal.
Note: Principal diagonal exists only in a square matrix.
Diagonal elements in a matrix: A= [aij]nxn, the elements aij of A for which i = j.
i.e. a11, a22….ann are called the diagonal elements of A
1 2 3
Eg: A= 4 5 6 diagonal elements are 1, 5, 9

7 8 9 

Diagonal Matrix: A Square Matrix is said to be diagonal matrix, if aij = 0 for i  j i.e. all

the elements except the principal diagonal elements are zeros.

Note: 1. Diagonal matrix is both lower and upper triangular.
2. If d1, d2…….dn are the diagonal elements in a diagonal matrix it can be
represented as diag  d1 , d2 ,., dn 

3 0 0 
Eg : A = diag (3,1,-2)= 0 1 0 
 
0 0  2

Scalar Matrix: A diagonal matrix whose leading diagonal elements are equal is called a
2 0 0
“Scalar Matrix”. Eg : A= 0 2 0 
 
0 0 2 

Unit/Identity Matrix: If A =  aij  such that aij=1 for i = j, and aij=0 for i  j then A is
nxn

called a “Identity Matrix” or Unit matrix. It is denoted by In

1 0 0
1 0
Eg: I2 =   ; I3= 0 1 0
0 1  0 0 1 

Trace of Matrix: The sum of all the diagonal elements of a square matrix A is called Trace
of a matrix A, and is denoted by Trace A or tr A.

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a h g
Eg : A = h b f  then tr A = a+b+c
 g f c 

Singular & Non Singular Matrices: A square matrix A is said to be “Singular” if the
determinant of │A│= 0, Otherwise A is said to be “Non-singular”.
Note: 1. Only non-singular matrices possess inverse.
2. The product of non-singular matrices is also non-singular.
Inverse of a Matrix: Let A be a non-singular matrix of order n if there exist a matrix B
such that AB=BA=I then B is called the inverse of A and is denoted by A-1.
If inverse of a matrix exist, it is said to be invertible.
Note: 1. The necessary and sufficient condition for a square matrix to posses inverse is that
| |≠ .
2 .Every Invertible matrix has unique inverse.
3. If A, B are two invertible square matrices then AB is also invertible and

 AB 
1
 B 1 A1

AdjA
4. A1  where detA  0 ,
det A
Theorem: The inverse of a Matrix if exists is Unique.
Note: 1. (A-1)-1 = A 2. I-1 = I
Theorem: If A, B are invertible matrices of the same order, then
(i). (AB)-1 = B-1A-1
(ii). (A1)-1 = (A-1)1
Sub Matrix: - A matrix obtained by deleting some of the rows or columns or both from the
given matrix is called a sub matrix of the given matrix.
1 5 6 7
Eg: Let A = 8 9 10 5  . Then 8 9 10 is a sub matrix of A obtained by deleting first
  3 4 5 
  2 x3
3 4 5 1

row and 4th column of A.

Minor of a Matrix: Let A be an mxn matrix. The determinant of a square sub matrix of A is
called a minor of the matrix.
Note: If the order of the square sub matrix is ‘t’ then its determinant is called a minor of
order ‘t’.

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2 1 1
3 1 2 
Eg: A =  be a 4x3 matrix
1 2 3
 
5 6 7

Here B = [ ] is a sub-matrix of order ‘2’

B = 2-3 = -1 is a minor of order ‘2

And C = [ ] is a sub-matrix of order ‘3’

det C = 2(7-12)-1(21-10)+(18-5) = -9
Properties of trace of a matrix: Let A and B be two square matrices and  be any scalar
1) tr (  A) =  (tr A) ; 2) tr(A+B) = trA + trB ; 3) tr (AB) = tr(BA)
Idempotent Matrix: A square matrix A Such that A2=A then A is called “Idempotent
Matrix”.

Eg: A = [ ]

Involutary Matrix: A square matrix A such that A2 = I then A is called an Involutary

Matrix.

Eg: A = [ ]

Nilpotent Matrix: A square matrix A is said to be Nilpotent if there exists a + ve integer n

such that An = 0 here the least n is called the Index of the Nilpotent Matrix.

Eg: A = [ ]

Transpose of a Matrix: The matrix obtained by interchanging rows and columns of the
given matrix A is called as transpose of the given matrix A. It is denoted by AT or A1

Eg: A = [ ] Then AT = [ ]

Properties of transpose of a matrix: If A and B are two matrices and AT , B T are their
transposes then

1)  AT   A ; 2)  A  B   AT  BT ; 3)  KA  KAT ; 4)  AB   BT AT
T T T T

Symmetric Matrix: A square matrix A is said to be symmetric if AT  A

If A  aij  then AT  a ji  nxn where aij  a ji

nxn

a h g
Eg: h b f  is a symmetric matrix

 g f c 

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Skew-Symmetric Matrix: A square matrix A is said to be Skew symmetric If AT   A .

If A  aij  then AT  a ji  where aij  a ji

nxn nxn .
 0 a  b
Eg :  a 0 c  is a skew – symmetric matrix

 b  c 0 

Note: All the principle diagonal elements of a skew symmetric matrix are always zero.
Since aij = -aij  aij = 0
Theorem: Every square matrix can be expressed uniquely as the sum of symmetric and
skew symmetric matrices.

 A  A =  A  AT  A  AT  =
1 1
Proof: Let A be a square matrix, A =
2 2
1
2
 A  AT    A  AT  = P + Q, where P =  A  AT  ; Q =  A  AT 
1
2
1
2
1
2
Thus every square matrix can be expressed as a sum of two matrices.

 
T
Consider PT   1  A  AT    1  A  AT   1 AT   AT  = 1  A  AT  =P, since PT  P ,
T T

2  2 2 2

P is symmetric

 
T

Consider QT    A  AT     A  AT   AT   AT  = - 1  A  AT  = - Q
1 1 T 1 T

2  2 2 2

Since QT  Q , Q is Skew-symmetric.

To prove the representation is unique: Let A= R+S  1 be the representation, where R is

symmetric and S is skew symmetric. i.e. RT  R, S T   S

Consider AT   R  S   RT  S T  R  S   2 
T

1   2   A  AT  2S  S 
1
2
 A  AT   Q

Therefore every square matrix can be expressed as a sum of a symmetric and a skew
symmetric matrix

Ex. Express the given matrix A as a sum of a symmetric and skew symmetric matrices
 2 4 9 
where A= 14 7 13
 
 9 5 11

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 2 14 3 
Solution: A   4 7 5 
T

 9 3 11

 4 10 12  2 5 6 
A  A  10 14 18   P   A  A   5 7 9  ; P is symmetric
 
T 1 T

2
12 18 22  6 9 11

 0 18 6  0 9 3
A  A  18 0 8   Q   A  A    9 0 4  ; Q is skew  symmetric
 
T 1 

2
 6 8 0  3 4 0 

2 5 6  0 9 3 
Now A =P+Q =  5 7 9  +  9 0 4 
  
 6 9 11  3 4 0 

Orthogonal Matrix: A square matrix A is said to be an Orthogonal Matrix if AAT=ATA=I,

Similarly we can prove that A=A-1; Hence A is an orthogonal matrix.
Note: 1. If A, B are orthogonal matrices, then AB and BA are orthogonal matrices.
2. Inverse and transpose of an orthogonal matrix is also an orthogonal matrix.
Result: If A, B are orthogonal matrices, each of order n then AB and BA are orthogonal
matrices.
Result: The inverse of an orthogonal matrix is orthogonal and its transpose is also orthogonal

Solved Problems :
cos  sin  
1. Show that A = 
cos  
is orthogonal.
 sin 
cos  sin   cos   sin  
Sol: Given A =  AT = 
cos   cos  
then
 sin  sin 
cos  sin   cos   sin  
Consider A.AT = 
 sin  cos   sin  cos  

 cos 2   sin 2   cos  sin   cos  sin   1 0

=  =  I
 sin  cos   cos  sin  cos 2   sin 2   0 1 
 A is orthogonal matrix.
 1 2 2
2. Prove that the matrix 1 2 1 2  is orthogonal.
3 
2 2  1

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 1 2 2   1 2 2
Sol: Given A = 2 1 2 
1 Then AT = 1 2 1 2 
3  3 
2 2  1 2 2  1

 1 2 2   1 2 2 9 0 0 1 0 0
Consider A .AT = 1 2 1 2  2 1 2  = 1 0 9 0  = 0 1 0  = I
9    9   
2 2  1 2 2  1 0 0 9 0 0 1 

⇒ A.AT = I
Similarly AT .A = I
Hence A is orthogonal matrix
0 2b c 
3. Determine the values of a, b, c when a b  c  is orthogonal.
 
a  b c 

Sol: - For orthogonal matrix AAT = I

0 2b c  0 a a 
So, AAT = a b  c 2b b  b  I
   
a  b c  c  c c 

 4b 2  c 2 2b 2  c 2  2b 2  c 2 
 2  1 0 0
2b  c a2  b2  c2 a2  b2  c2  =I= 0 1 0 
2
 
 2b 2  c 2 a 2  b 2  c 2 a 2  b 2  c 2 
  0 0 1 

Solving 2b2-c2 =0, a2-b2-c2 =0

We get c =  2b a2 =b2+2b2 =3b2
 a =  3b
From the diagonal elements of I
1
4b2+c2= 1  4b2+2b2=1 (since c2=2b2)  b = 
6
1 1 1
a =  3b =  ; b= ; c =  2b = 
2 6 3
2 3 1 
4. Is matrix  4 3 1  Orthogonal?

 3 1 9 

 2 3 1   2 4 3
Sol:- Given A=  4 3 1    3 3 1 
   
 3 1 9   1 1 9 

 2 3 1   2 4 3 14 0 0 
    4 3 1  3 3 1  =  0 26 0   I3

    
 3 1 9  1 1 9   0 0 91

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     I3
 Matrix is not orthogonal.
Complex matrix: A matrix whose elements are complex numbers is called a complex
matrix.
Conjugate of a complex matrix: A matrix obtained from A on replacing its elements by the
corresponding conjugate complex numbers is called conjugate of a complex matrix. It is
denoted by A

If A   aij  , A  aij  , where aij is the conjugate of aij .

mxn mxn

 2  3i 5   2  3i 5 
Eg: If A=   then A =  
6  7i 5  i  6  7i 5  i 
Note: If A and B be the conjugate matrices of A and B respectively, then

(i)  A  =A (ii) A  B = A + B (iii)  KA  = K A

Transpose conjugate of a complex matrix: Transpose of conjugate of complex matrix is

called transposed conjugate of complex matrix. It is denoted by A or A* .

Note: If A and B be the transposed conjugates of A and B respectively, then

(i)  A  = A

(ii)  A  B   A  B


(iii)  KA  K A (iv)  AB   A B

 

Hermitian Matrix: A square matrix A is said to be Hermitian Matrix iff A  A .

 4 1  3i   4 1  3i   4 1  3i 
Eg: A=   then A =   and Aθ= 
1  3i 7  1  3i 7  1  3i 7 
Note: 1. In Hermitian matrix the principal diagonal elements are real.
2. The Hermitian matrix over the field of Real numbers is nothing but real symmetric matrix.

3. In Hermitian matrix A=  aij  , aij  a ji i, j .

nxn

Skew-Hermitian Matrix: A square matrix A is said to be Skew-Hermitian Matrix iff

A   A .

 3i  2  i 
 3i 2  i 
Eg: Let A=   then A =
 3i
 2  i
2  i
i 
and A
T
 2  i i 

 2  i i   

 
 A =-A  A is skew-Hermitian matrix.
T

Note: 1. In Skew-Hermitian matrix the principal diagonal elements are either Zero or Purely
Imaginary.

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2. The Skew- Hermitian matrix over the field of Real numbers is nothing but real
Skew - Symmetric matrix.

3. In Skew-Hermitian matrix A=  aij  , aij  a ji i, j .

nxn

Unitary Matrix: A Square matrix A is said to be unitary matrix iff

AA  A A  I or A  A1

1   4  2  4i 

6 2  4i  4 
Eg: B

Theorem1: Every square matrix can be uniquely expressed as a sum of Hermitian and
skew – Hermitian Matrices.

1 1 1
A(2 A)  ( A  A)  ( A  A  A  A )
Proof: - Let A be a square matrix write 2 2 2
1 1
A  ( A  A )  ( A  A )i.eA  P  Q
2 2

Let P 
1
2
 A  A  ; Q   A  A 
1
2
1  1
Consider P   ( A  A )   ( A  A )  ( A  A )  P
2  2

I.e. P  P, P is Hermitian matrix.


1 
Q   ( A  A )    A  A    ( A  A )  Q
1 1
2  2 2

Ie Q  Q, Q is skew – Hermitian matrix.

Thus every square matrix can be expressed as a sum of Hermitian & Skew Hermitian
matrices.

To prove such representation is unique:

Let A = R+S------- (1) be another representation of A where R is Hermitian matrix &
S is skew – Hermitian matrix.
 R  R ; S   S

Consider A  ( R  S )  R  S   R  S  . Ie A  R  A      (2)

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1   2   A  A
1
2
 A  A   P
 2 R ie R 

1   2   A  A  2S ie S   A  A   Q
1
2
Thus every square matrix can be uniquely expressed as a sum of Hermitian & skew
Hermitian matrices.

Solved Problems :
 3 7  4i 2  5i 
1) If A=  7  4i 2 3  i  then show that A is Hermitian and iA is skew-

 2  5i 3  i 4 

Hermitian.
 3 7  4i 2  5i 
Sol: 
Given A= 7  4i 2 3  i  then

 2  5i 3  i 4 

 3 7  4i 2  5i   3 7  4i 2  5i 

A   7  4i 2  
3  i  And  A   7  4i
T
2 3  i 
 2  5i 3  i 4   2  5i 3  i 4 

 
T
A  A Hence A is Hermitian matrix.

Let B= iA
 3i 4  7i 5  2i 
i.e B=  4  7i 2i 1  3i  then

 5  2i 1  3i 4i 

 3i 4  7i 5  2i 

B   4  7i 2i 1  3i 
 5  2i 1  3i 4i 

 3i 4  7i 5  2i   3i 4  7i  5  2i 
 B  1  3i   (1)  4  7i  2i  1  3i    B
T
  4  7i 2i
 
 5  2i 1  3i 4i   5  2i 1  3i 4i 

 
T
 B =-B

 B= iA is a skew Hermitian matrix.

2). If A and B are Hermitian matrices, prove that AB-BA is a skew-Hermitian matrix.
Sol: Given A and B are Hermitan matrices

  A  A And  B   B ------------- (1)

T T

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Now  AB  BA  AB  BA  
T T

 
T
 AB  BA

    BA   B   A   A  B 
T T T T T T
 AB

 BA  AB (By (1))
   AB  BA

Hence AB-BA is a skew-Hemitian matrix.

 a  ic b  id 
3). Show that A=  is unitary if and only if a2+b2+c2+d2=1
b  id a  ic 

 a  ic b  id 
Sol: Given A= 
b  id a  ic 

 a  ic b  id 
Then A   
b  id a  ic 
 a  ic b  id 
T

Hence A  A  
a  ic 
 b  id
 a  ic  b  id   a  ic b  id 
 AA  
b  id a  ic   b  id a  ic 

 a 2  b2  c 2  d 2 0 
= 
 0 a 2  b2  c 2  d 2 

 AA  I if and only if a 2  b 2  c 2  d 2  1

 0 1  2i 
, show that I  AI  A is a unitary matrix.
1
4)Given that A=  
 1  2i 0 

1 0  0 1  2i 
Sol: we have I  A    
0 1  1  2i 0 

 1 1  2i 

1 
And
1  2i

1 0  0 1  2i 
I  A  
0 1  1  2i 0 

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 1 1  2i 
=
 1  2i 1 

1  1  1  2i 
 ( I  A) 1 
 
1  4i  1 1  2i
2
1 

1 1 1  2i 
 
6 1  2i 1 

Let B  I  AI  A
1

1 1  1  2i   1  1  2i  1 1  (1  2i)( 1  2i)  1  2i  1  2i 
B      
6 1  2i 1  1  2i 1  6  1  2i  1  2i (1  2i)(1  2i)  1

1   4  2  4i 
B
6 2  4i  4 

1  4 2  4i  1  4 2  4i 
 
T
Now B     
4 
and B
6  2  4i 4  6  2  4i

1  4 2  4i   4 2  4i 
 
T
  2  4i  4 
36  2  4i 4 
B B
 

1 36 0  1 0
  I
36  0 36  0 1 

 B
T
 B 1

i.e. B is unitary matrix.

 I  AI  A is a unitary matrix.

1

5) Show that the inverse of a unitary matrix is unitary.


Sol: Let A be a unitary matrix. Then AA  I

i.e  AA   1
 I 1

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  A  A1  I
1

  A1  A1  I


1
Thus A is unitary.
Rank of a Matrix:
Let A be mxn matrix. If A is a null matrix, we define its rank to be ‘0’. If A is a non-zero
matrix, we say that ‘r’ is the rank of A if
i. Every (r+1)th order minor of A is ‘0’ (zero) &
ii. At least one rth order minor of A which is not zero.
It is denoted by  (A) and read as rank of A.
Note: 1. Rank of a matrix is unique.
2. Every matrix will have a rank.
3. If A is a matrix of order mxn, then Rank of A ≤ min (m,n)
4. If ρ (A) = r then every minor of A of order r+1, or minor is zero.
5. Rank of the Identity matrix In is n.
6. If A is a matrix of order n and A is non-singular then ρ (A) = n
7. If A is a singular matrix of order n then  (A) < n
Important Note:
1. The rank of a matrix is ≤ r if all minors of (r+1)th order are zero.
2. The rank of a matrix is ≥ r, if there is at least one minor of order ‘r’ which is not equal to
zero.
1 2 3
1. Find the rank of the given matrix 3 4 4 
 
7 10 12

1 2 3
Sol: Given matrix A = 3 4 4 
 
7 10 12

det A = 1(48-40)-2(36-28)+3(30-28) = 8-16+6 = -2 ≠ 0

We have minor of order 3 ∴ρ (A) =3
1 2 3 4
2. Find the rank of the matrix 5 6 7 8 
 
8 7 0 5 

Sol: Given the matrix is of order 3x4

Its Rank ≤ min(3,4) = 3

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Highest order of the minor will be 3.

1 2 3 
Let us consider the minor 5 6 7 
 
8 7 0 

Determinant of minor is 1(-49)-2(-56) + 3(35-48) = -49+112-39 = 24 ≠ 0.

Hence rank of the given matrix is ‘3’.
Elementary Transformations on a Matrix:
i). Interchange of ith row and jth row is denoted by Ri ↔ Rj
(ii). If ith row is multiplied with k then it is denoted by Ri kRi
(iii). If all the elements of ith row are multiplied with k and added to the corresponding
elements of jth row then it is denoted by Rj  Rj +kRi

Note: 1. The corresponding column transformations will be denoted by writing ‘c’. i.e
ci ↔cj, ci  k cj cj  cj + kci
2. The elementary operations on a matrix do not change its rank.
Equivalance of Matrices: If B is obtained from A after a finite number of elementary
transformations on A, then B is said to be equivalent to A.It is denoted as B~A.
Note : 1. If A and B are two equivalent matrices, then rank A = rank B.
2. If A and B have the same size and the same rank, then the two matrices are equivalent.
Elementary Matrix or E-Matrix: A matrix is obtained from a unit matrix by a single
elementary transformation is called elementary matrix or E-matrix.
Notations: We use the following notations to denote the E-Matrices.
1) Eij  Matrix obtained by interchange of ith and jth rows (columns).

2) Ei k   Matrix obtained by multiplying ith row (column) by a non- zero number k.

3) Eij k   Matrix obtained by adding k times of jth row (column) to ith row (column).

Echelon form of a matrix:

A matrix is said to be in Echelon form, if
(i) Zero rows, if any exists, they should be below the non-zero row.
(ii) The first non-zero entry in each non-zero row is equal to ‘1’.
(iii) The number of zeros before the first non-zero element in a row is less than the number of
such zeros in the next row.
Note : 1. The number of non-zero rows in echelon form of A is the rank of ‘A’.
1. The rank of the transpose of a matrix is the same as that of original matrix.
2. The condition (ii) is optional.

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1 0 0 0
Eg: 1. 0 1 0 0
is a row echelon form.

0 0 1 1
 
0 0 0 0 

1  3  1
2. 0 1 1  is a row echelon form.
 
0 0 0 

Solved Problems :
2 3 7
1. Find the rank of the matrix A = 3  2 4  by reducing it to Echelon form.
 
1  3  1 

2 3 7 
Sol: Given A = 3  2 4  Applying row transformations on A.
 
1  3  1 

1  3  1
R1 ↔ R3 A ~ 3  2 4
2 3 7

1  3  1 
R2 → R2 –3R1; R3→ R3 -2R1 ~ 0 7 7
0 9 9 

1  3  1
R2 → R2/7,R3→ R3/9 ~ 0 1 1 
0 1 1 

1  3  1
R3 → R3 –R2 ~ 0 1 1 
0 0 0 

This is the Echelon form of matrix A.

The rank of a matrix A= Number of non – zero rows =2
4 4  3 1 
1 1 1 0 
2. For what values of k the matrix  has rank ‘3’.
k 2 2  2
 
9 9 k 3 
Sol: The given matrix is of the order 4x4
If its rank is 3  det A =0

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4 4  3 1 
1 1 1 0 
A= 
k 2 2  2
 
9 9 k 3 
Applying R2 → 4R2-R1, R3 →4R3 – kR1, R4 → 4R4 – 9R1
4 4 3 1 
0 0 1  1 
We get A ~ 
0 8  4k 8  3k 8  k 
 
0 0 4k  27 3
Since Rank A = 3  det A =0
0 1 1
 4 8  4k 8  3k 8  k  0
0 4k  27 3

 1[(8-4k) 3]-1(8-4k) (4k+27)] = 0

 (8-4k) (3-4k-27) = 0
 (8-4k)(-24-4k) =0
 (2-k)(6+k)=0
 k =2 or k = -6
2 1 3 5
4 2 1 3 
3). Find the rank of the matrix using echelon form A
8 4 7 13 
 
8 4 3 1

2 1 3 5
4 2 1 3 
Sol: Given A
8 4 7 13 
 
8 4 3 1

2 1 3 5 
0 0 5 7 
By applying R2  R2  2R1 ; R3  R3  4R1 ; R4  R4  4 R1 ~
0 0 5 7 
 
0 0 15 21

2 1 3 5
R R R 0 7 
R1  1 , R2  2 , R3  3 ~
0 5
1 1 3 0 0 5 7
 
0 0 5 7

2 1 3 5
0 7 
R3  R3  R2 , R4  R4  R2 ~
0 5
0 0 0 0
 
0 0 0 0

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⇒ A is in echelon form ∴ Rank of A = 2

1 2 0 1
4). Find the rank of the matrix A = 2 1 1 0  by reducing into echelon form.

3 3 1 1
 
 1 1 1 1

1 2 0 1 
Sol: By applying R2  R2  2R1; R3  R3  3R1; R4  R4  R1 A ~ 0 3 1 2
0 3 1 2 
 
0 3 1 2 

1 2 0 1 
R3  R3  R2 A ~ 0 3 1 2 
0 0 0 0 
 
0 3 1 2 

1 2 0 1 
R3  R4 A ~ 0 3 1 2 
0 3 1 2 
 
0 0 0 0 

1 2 0 1
R3  R3  R2 A ~ 0 3 1 2 
0 0 0 0
 
0 0 0 0

Clear it is in echelon form, rank of A = 2

Normal form/Canonical form of a Matrix:
Every non-zero Matrix can be reduced to any one of the following forms.
 Ir 0 I 
0 ; Ir 0 ;  r  ;  I r  Known as normal forms or canonical forms by using Elementary
 0 0
row or column or both transformations where I r is the unit matrix of order ‘r’ and ‘O’ is the
null matrix.
Note: 1.In this form “the rank of a matrix is equal to the order of an identity matrix.
2. Normal form another name is “canonical form”

Solved Problems :
1 2 3 4 
1. By reducing the matrix 2 1 4 3  into normal form, find its rank.
3 0 5 10

1 2 3 4 
Sol: Given A = 2 1 4 3 
3 0 5 10

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1 2 3 4 
R2 → R2 – 2R1; R3 → R3 – 3R1 
A ~ 0  3  2 5 
0  6  4  22

1 2 3 4 
R3 → R3/-2 A ~ 0  3  2  5
0 3 2 11 

1 2 3 4 
R3 → R3+R2 
A ~ 0  3  2  5
0 0 0 6 

0 0 0 0 
c2→ c2 - 2c1, c3→c3-3c1, c4→c4-4c1 
A ~ 0  3  2  5
0 0 0 6 

1 0 0 0
c3 → 3 c3 -2c2, c4→3c4-5c2 A ~ 0  3 0 0 
0 0 0 18

1 0 0 0
c2→ c2 /-3, c4→c4/18 A ~ 0 1 0 0 
0 0 0 1 

1 0 0 0
c4 ↔ c3 A~ 0 1 0 0 
0 0 1 0 

This is in normal form [I3 0], ∴ Hence Rank of A is ‘3’.

1 1 1 1
2). Find the rank of the matrix A = 1 2 3 4  by reducing into canonical form or
 2 3 5 5 
 
 3 4 5 8 

normal form.
1 1 1 1
Sol: Given A = 1 2 3 4 

 2 3 5 5 
 
 3 4 5 8 

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1 1 1 1 
By applying R2  R2  R1 , R3  R3  2R1 , R4  R4  3R1 0 1 2 5 
~ 
0 1 3 7 
 
0 7 8 5 

1 1 1 1 
R3  R3  R2 , R4  R4  7 R2 0 1 2 5 
~
0 0 1 2 
 
0 0 6 30 

1 1 1 1 
R4  R4  6R3 0 1 2 5 
~
0 0 1 2 
 
0 0 0 18

1 1 1 1
R 0
R4  4 1 2 5
18 ~
0 0 1 2 
 
0 0 0 1

1 0 0 0
0 2 5
Apply C2  C2  C1 , C3  C3  C1 , C4  C4  C1 1
~
0 0 1 2 
 
0 0 0 1

1 0 0 0
0 0 0 
C3  C3  2C2 ; C4  C4  5C2 1
~
0 0 1 2 
 
0 0 0 1

1 0 0 0
0 0 
C4  C4  2C3 ~
1 0
0 0 1 0
 
0 0 0 1

Clearly it is in the normal form  I 4   Rank of A = 4

3). Define the rank of the matrix and find the rank of the following matrix
2 1 3 5
4 2 1 3 

8 4 7 13 
 
8 4 3 1

2 1 3 5
 2 1 3 
Sol: Let A=  4
8 4 7 13 
 
8 4 3 1

R2  R2  2 R1 2 1 3 5 
0 0 5 7 
R3  R3  4 R1 A~ 
0 0 5 7 
R4  R4  4 R1  
0 0 15 21

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2 1 3 5
R3  R3  R2 0 0 5 7 
R4  R4  3R2 A~ 
0 0 0 0
 
0 0 0 0

It is in echelon form. So, rank of matrix = no. of non zero rows in echelon form.
 Rank  ( A)  2
2 1 3 4
0 3 4 1 
4). Reduce the matrix A to normal form and hence find its rank A
2 3 7 5
 
2 5 11 6

2 1 3 4
 1 
Sol: Given A  0 3 4
2 3 7 5
 
2 5 11 6

1 1 3 4
1 0 3 4 1 
C1  C1 A~ 
2 1 3 7 5
 
1 5 11 6

1 1 3 4
R3  R3  R2 0 3 4 1 
R4  R4  R1 A~ 
0 2 4 1
 
0 4 8 2

1 1 3 4
0 0 
R2  R2  R3 A~ 
1 0
0 2 4 1
 
0 4 8 2

1 0 0 0
R3  R3  2 R2 0 1 0 0 
R4  R4  4 R2 A~ 
0 0 4 1
 
0 0 8 2

1 0 0 0
0 0 
R4  R4  2R3 A~ 
1 0
0 0 4 1
 
0 0 0 0

1 0 0 0
0 0 
C4  4C4  C3 A~ 
1 0
0 0 4 1
 
0 0 0 0

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1 0 0 0
1 0 1 0 0  I 0
C3  C3 A~  ⇒ A~  3
3 0 0 1 0 0 0
 
0 0 0 0

This is in normal form. Thus Rank of matrix = Order of identify matrix.  Rank  ( A)  3

0 1 2 2
5). Reduce the matrix A =  4 0 2 6  into canonical form and then find its rank.

 2 1 3 1 

1 0 2 2
Sol: Apply C1  C2 A ~ 0 4 2 6 
1 2 3 1 

1 0 2 2
R3  R3  R1 A ~ 0 4 2 6 
0 2 1 3 

1 0 0 0 
C3  C3  2C1; C4  C4  2C1 A ~ 0 4 2 6 
0 2 1 3

R2 1 0 0 0 
R2  A ~ 0 2 1 3
2
0 0 0 0 

1 0 0 0 
C2  C3 A ~ 0 1 2 3
0 0 0 0 

1 0 0 0 
C3  C3  2C2 ; C4  C4  3C2 A ~ 0 1 0 0 
0 0 0 0 

I 0
Which is in the normal form  2   (A) = 2
0 
,
0
Note: .If A is an mxn matrix of rank r, there exists non-singular matrices P and Q such that
 I r 0
PAQ =  
0 0 
Suppose we want to find P and Q we have procedure.
Let order of matrix ‘A’ is ‘3 i.e. A = I3 A I3
1 0 0 1 0 0
A = 0 1 
0  A 0 1 0 
0 0 1  0 0 1 

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Now we go on applying elementary row operations and column operations on the matrix A
 I 0
(L.H.S) until it is reduced to the normal form  r 
0 0 
Every row operations will also be applied to the pre-factor of on R.H.S
Every column operation will also be applied to the post –factor of on R.H.S.

Solved Problems :
1 0  2
1. Find the non-singular matrices P and Q is of the normal form where A = 2 3  4 
3 3  6 

Sol: Write A = I3 A I3
1 0  2 1 0 0 1 0 0
~ 2 3  4  = 0 1


0  A 0 1 0 
3 3  6  0 0 1  0 0 1 

1 0  2 1 0 0  1 0 0
R2 → R2-2R1, R3→R3-3R1 ~ 0 3 0  =  2 1 0 A 0 1
   0 
0 3 0   3 0 1 0 0 1 

1 0  2 1 0 0 1 0 0
R3 → R3-R2, R2 →1/3 R2 ~ 0 1 0     2 / 3 1 / 3 0  A 0 1
   0 
0 0 0   1 1 1  0 0 1 

1 0 0 1 0 0 1 0 2
c3 → c3-2c1 ~ 0 1 0  =   2 / 3 1 / 3 0 A 0 1
   0
0 0 0  1 1 1  0 0 1 

1 0 0 1 0 2
~[ 
]= PAQ where P =  2 / 3 1 / 3 0 Q = 0 1 0
 1 1 1  0 0 1 

2. Find the non-singular matrices P and Q such that the normal form of A is P A Q.
1 3 6  1
Where A = 1 4 5 1  . Hence find its rank.

1 5 4 3 

Sol: we write A = I3A I4

1 3 6  1 1 0 0 1 0 0 0
0 1 0 0 
~ 1 4 5 1 =
 0  A  1 0
 0 0 1 0
1 5 4 3  0 0 1   
0 0 0 1 

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1 3 6 1  1 0 0 0
1 0 0  0
R2 →R2- R1, R3→R3-R1 ~ 0 1 1 2  =   1 1 0 A  1 0 0 
   0 0 1 0
0 2  2 4  1 0 1  
0 0 0 1 

1 3 6 1  1 0 0 0
1 0 0  0 0 
R3 →R3-2R2 ~ 0 1  1 2 =  1 1 0 A  1 0
   0 0 1 0
0 0 0 0   1  2 1  
0 0 0 1 

Applying c2→c2-3c1,c3 →c3-6c1, and c4→c4+c1, we get.

1 0 0 0 1 0 0 1  3  6 1
~ 0 1  1 2 =  1 1 0 
A 0 1 0 0 
  
0 1 0 
0 0 0  1  2 1 
0 0
 
 0 0 0 1 

Applying c3→c3+c2 and c4→c4-2c2, we get.

1  3  9 7 
1 0 0  0
1 0
1 1  2
0 0
~ 0 1 =  1 1 0  A
 0 0  

0 0 1 0 
0 0 0 0  1  2 1  
0 0 0 1 

 I 0 1  3  9 7 
1 0 0  0
  2  = P A Q Where P =  1 1 0  Q=  1 1  2
0 0    0 0 1 0 
1  2 1  
0 0 0 1 

 I 0
Here A ~  2  , ∴ Hence ρ(A) =2
0 0 
System of linear equations: In this chapter we shall apply the theory of matrices to study the
existence and nature of solutions for a system of m linear equations in ‘n’ unknowns.
The system of m linear equations in ‘n’ unknowns x1, x2, x3     xn given by

a11 x1  a12 x2  ......  a1n xn  b1

a21 x1  a22 x2  ......  a2 n xn  b2
} --------------------------- (1)
..............................................
am1 x1  am 2 x2  ......  amn xn  bm

The above set of equations can be written in the Matrix form as A X = B

 a11 a12    a1n   x1   b1 
a a22    a2 n  x  b 
 21  2  2
       .    .   (2)
     
       .  . 
 an1 an 2    ann   xn  bm 

A-Coefficient Matrix; X-Set of unknowns; B-Constant Matrix

Homogeneous Linear Equations: If b 1  b2  ...........  bm  0 then B = 0

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Hence eqn (2) Reduces to AX = 0 which are known as homogeneous linear equations
Non-Homogeneous Linear equations:
It at least one of b1, b2----bm is non zero. Then B  0, the system Reduces to AX = B is known
as Non-Homogeneous Linear equations.
Solutions: A set of numbers x1 , x2   xn which satisfy all the equations in the system is known
as solution of the system.
Consistent: If the system possesses a solution then the system of equations is said to be
consistent.
Inconsistent: If the system has no solution then the system of equations is said to be
Inconsistent.
Augmented Matrix: A matrix which is obtained by attaching the elements of B as the last
column in the coefficient matrix A is called Augmented Matrix. It is denoted by [A|B]
 a11 a12 a13   a1n : b1 
 A B   C   a21 a22 a23   a2 n : b2 
 am1 am 2 am3   amn : b3 

1. If  ( A / B)   (A) , then the system of equations AX = B is consistent (solution exits).

a). If  ( A / B)   (A) = r = n (no. of unknowns) system is consistent and have a unique
solution

b). If  ( A / B)   (A) = r < n (no. of unknowns) then the system of equations AX = B will
have an infinite no. of solutions. In this case (n-r) variables can be assigned arbitrary values.

2. If  ( A / B)   (A) then the system of equations AX=B is inconsistent (no solution).

In case of homogeneous system AX = 0, the system is always consistent.
(or) x1 = 0, x2 = 0, --------, xn = 0 is always the solution of the system known as the” zero
solution “.
Non-trivial solution:
If  ( A / B)   (A) = r < n (no. of unknowns) then the system of equations AX = 0 will have
an infinite no. of non zero (non trivial) solutions. In this case (n-r) variables can be assigned
arbitrary values.
Also we use some direct methods for solving the system of equations.
Note: The direct methods are Cramer’s rule, Matrix Inversion, Gaussian Elimination, Gauss
Jordan, Factorization Tridiagonal system. These methods will give a unique solution.
Procedure to solve AX = B (Non Homogeneous equations)

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Let us first consider n equations in n unknowns ie. m=n then the system will be of the form
a11x1+a12x2+a13x3+…..+a1nxn =b1
a21x1+a22x2+a23x3+…..+a2nxn =b2
…………………………………..
an1x1+an2x2+an3x3+…..+annxn =bn
The above system can be written as AX = B --------- (1)
Where A is an n  n matrix.
Solving AX = B using Echelon form:
Consider the system of m equations in n unknowns given by
a11x1+a12x2+a13x3+…..+a1nxn =b1
a21x1+a22x2+a23x3+…..+a2nxn =b2
…………………………………..
am1x1+am2x2+am3x3+…..+amnxn =bm
We know this system can be we write as AX = B
 a11 a12 a1n b1 
 
a a22 a2 n b2 
The augmented matrix of the above system is [A / B] =  21
 
 
 am1 am 2 amn bm 

The system AX = B is consistent if ρ (A) = ρ[A/B]

i). ρ (A) = ρ [A/B] = r < n (no. of unknowns).Then there is infinite no. of solutions.
ii). ρ (A) = ρ [A/B] = number of unknowns then the system will have unique solution.
iii). ρ (A) ≠ ρ [A/B] the system has no solution.
Solved Problems :
1). Show that the equations x+y+z = 4, 2x+5y-2z =3, x+7y-7z =5 are not consistent.
1 1 1   x   4
Sol: Write given equations is of the form AX = B i.e; 2 5  2  y   3 
   
1 7  7   z  5 

1 1 1 4
Consider the Augment matrix is [A /B]  [A/B] = 2 5 2 3
1 7 7 5 

1 1 1 4 
Applying R2 →R2-2R1 and R3 → R3-R1, we get [A/B] ~ 0 3 4  5
0 6 8 1 

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1 1 1 4 
Applying R3→ R3-2R2, we get [A/B] ~ 0 3 4  5
0 0 0 11 

∴ρ (A) =2 and ρ (A/B) =3

The given system is inconsistent as ρ (A) ≠ ρ[A/B].
2). Show that the equations given below are consistent and hence solve them
x-3y-8z = -10, 3x+y-4z =0, 2x+5y+6z =3
1  3  8  x   10
Sol: Matrix notation is 3 1  4   y   0 
   
2 5 6   z  3 

1  3 8  10
Augmented matrix [A/B] is [A/B] = 3 1 4 0 

2 5 6 3 

1 3 8  10 
R2 → R2-3R1 R3 → R3 -2R1 ~ 0 10 20 3 0 

0 11 22 23

1 3 8  10 
R2 →1/10 R2 ~ 0 1 2 3 
 
0 11 22 23 

1 3 8  10 
R3 →R3-11R2 ~ 0 1 2 3 
 
0 0 0  10

This is the Echelon form of [A/B] ∴ρ (A) =2, ρ (A/B) =3

ρ (A) ≠ ρ[A/B].
The given system is inconsistent.
3). Find whether the following equations are consistent, if so solve them. x+y+2z=4,
2x-y+3z=9, 3x-y-z=2
1 1 2   x   4
Sol: We write the given equations in the form AX=B i.e; 2  1 3   y   9 
3  1  1  z  2

1 1 2 4 
The Augmented matrix [A/B] = 2 1 3 9 

3 1 1 2 

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1 1 2 4 
Applying R2→ R2-2R1 and R3→R3-3R1, we get [A/B] ~ 0  3 1 1 

0  4  7  10 

1 1 2 4 
Applying R3 →3R3-4R2, we get [A/B] ~ 0  3 1 1 

0 0  17  34 

this matrix is in Echelon form. ρ(A) = 3 and ρ(A/B) = 3

Since ρ (A) =ρ [A/B]. ∴ The system of equations is consistent.
Here the number of unknowns is 3
Since ρ (A) =ρ [A/B] = number of unknowns
 The system of equations has a unique solution
1 1 2   x  4 
We have 0  3  1   y   1 
0 0  17   z   34

 -17z = -34  z = 2
-3y-z =1  -3y =z+1  -3y =3  y= -1
and x+y+2z =4  x=4-y-2z =4+1-4=1
 x=1, y=-1, z=2 is the solution.
4). Show that the equations x+y+z=6, x+2y+3z=14, x+4y+7z=30 are consistent and solve
them.
1 1 1  x  6 
Sol: We write the given equations in the form AX=B i.e. 1 2 3   y   14 
   
1 4 7   z  30

1 1 1 6 
The Augmented matrix [A/B] = 1 2 3 14 
 
1 4 7 30 
1 1 1 6 
Applying R2→ R2-R1 and R3→R3-R1, we get [A/B] ~ 0 1 2 8 
 
0 3 6 24 

1 1 1 6 
Applying R3 →R3-3R2, we get [A/B] ~ 0 1 2 8 
 
0 0 0 0 

This matrix is in Echelon form. ρ(A) = 2 and ρ(A/B) = 2

Since ρ (A) =ρ [A/B].

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The system of equations is consistent. Here the no. of unknowns are 3

Since rank of A is less than the no. of unknowns, the system of equations will have infinite
number of solutions in terms of n-r=3-2=1 arbitrary constant.
1 1 1  x  6 
The given system of equations reduced form is 0 1 2   y   8 
   
0 0 0   z  0

x+y+z=6……… (1), y+2z=8…….(2)

Let z=k, put z=k in (2) we get y=8-2k
Put z=k y=8-2k in (1), we get
x=6-y-z=6-8+2k=-2+k
∴ x=-2+k, y=8-2k, z=k is the solution, where k is an arbitrary constant.
5). Show that x  2 y  z  3 ; 3 x  y  2 z  1 ; 2 x  2 y  3z  2; x  y  z  1 are consistent
and solve them
1 2 1 3
 3 1 2   x   
   y   1 
Sol: The above system in matrix notation is  2 2 3    2
   z  31  
1 1 1  43  1 41
A X B

1 2 1 3 
 3 1 2 1 
The Augmented matrix is  AB    
 2 2 3 2 
 
1 1 1 1
R2  R2  3R1 1 2 1 3 
0 7 5 8 
R3  R3  2 R1 ~ 
0 6 5 0 
R4  R4  R1  
0 3 2 4 

1 2 1 3 
0 1 0 4 
R2  R2  R3 ~ 
0 6 5 4 
 
0 3 2 4 
1 2 1 3 
R3  R3  3R1 0 1 0 4 
R4  R4  3R2 ~ 
0 0 5 20 
 
0 0 2 8 

1 2 1 3 
R 0 1 0 4 
R3  3 ~ 
5 0 0 1 4 
 
0 0 2 8 

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1 2 1 3 
 
R4  R4  2R3 0 1 0 4 
~
0 0 1 4 
 
0 0 0 0 

∴ρ (A) = 3 = ρ (A/B
∴ρ (A) =ρ (A/B) = No. of unknowns = 3
 The given system has unique solution.
The systems of equations equivalent to given system are
x  2y  z  3  y  4; z  4
x84  3 y  4; z  4
x  3  4  1
 x  1, y  4, z  4.
6). Solve x  y  z  3; 3x  5 y  2 z  8; 5 x  3 y  4 z  14

1 1 1   x   3 
Sol: - 3 5 2  y    8 
    
5 3 4  z  14

1 1 1 3 
Augmented Matrix is  AB  3 5 2 8 
5 3 4 14 

1 1 1 3 
R2  R2  3R1
~ 0 8 1 1
R3  R3  5R1
0 8 1 1

1 1 1 3 
R3  R3  R2  
~ 0 8 1 1
0 0 0 0 

  A    AB  2  Number of unknowns (3)

 The system has infinite number of solutions.
x  y  z  3,  8 y  z  1  8 y  z  1

Let z  k  y 
1 k
and x  3
1  k   k  24  1  k  8k  23  7k
8 8 8 8
 x   238  87 k   238 
 X   y    18  8k   X   81  where k is any real number.
 z   0  k   1 

7). Find whether the following system of equations is consistent. If so solve them.
x  2 y  2 z  2, 3x  2 y  z  5, 2 x  5 y  3z  4, x  4 y  6 z  0.

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1 2 2  2
 3 2 1   x   
   y   5 
Sol: In Matrix form it is  2 5 3     4 
   z   
1 4 6  0
AX  B

1 2 2 2 
R2  R2  3R1 0 8 5 1
~ 
R3  R3  2 R1 0 9 1 8 
 
R4  R4  R1 0 2 4 2 
1 2 2 2 
0 1 4 7 
~ 
0 9 1 8
 
R2  R2  R3 0 2 4 2 
1 2 2 2 
0 1 4 7 
~
R3  R3  9 R2 0 0 37 55 
 
R4  R4  2 R2 0 0 12 16 

1 2 2 2
 1 4 7 
R4 
1
R4 ~ 0
4 0 0 37 55 
 
0 0 3 4 

1 2 2 2
 1 4 7 
R4  37 R4  3R3 ~ 0 is in echelon form
0 0 37 55
 
0 0 0 17 

  A  3 and   AB  4    A    AB .∴The given system is in consistent.

8). Discuss for what values of , the simultaneous equations x+y+z = 6, x+2y+3z =10,
x+2y+ z = have
(i). No solution
(ii). A unique solution
(iii). An infinite number of solutions.
1 1 1  x  6 
Sol: The matrix form of given system of Equations is A X = 1 2 3   y   10 = B
   
1 2    z    

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1 1 1 6
The augmented matrix is [A/B] = 1 2 3 10
1 2   

1 1 1 6 
R2 → R2 – R1, R3 → R3-R1 [A/B] ~ 0 1 2 4 
0 1  1   6

1 1 1 6 
R3 →R3 – R2 ~ 0 1 2 4 

0 0   3   10
Case (i): let ≠ 3 the rank of A = 3 and rank [A/B] = 3
Here the no. of unknowns is ‘3’ ∴ρ (A) =ρ (A/B)= No. of unknowns
The system has unique solution if ≠3 and for any value of ‘ ’.

Case (ii): Suppose =3 and ≠10.

We have ρ (A) = 2, ρ (A/B) = 3
The system has no solution.
Case (iii): Let =3 and =10.
We have ρ (A) = 2 ρ (A/B) = 2
Here ρ (A) = ρ (A/B) ≠ No. of unknowns =3
The system has infinitely many solutions.
9). Find the values of a and b for which the equations x+y+z=3; x+2y+2z=6;x+ay+3z=b
have (i) No solution
(ii) A unique solution
(iii) Infinite no of solutions.
1 1 1   x   3
Sol: The above system in matrix notation is 1 2 2   y   6 
    
1 a 3   z  b 

1 1 1 3
Augmented matrix  AB  1 2 2 6
1 a 3 b 

1 1 1 3 
R2  R2  R1 
~ 0 1 1 3 
R3  R3  R1
0 a  1 2 b  2 

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1 1 1 3 
R3  R3  R2 
~ 0 1 1 3 
0 a  3 0 b  9 

1 1 1 3 
 
 For a  3 & b  9 ~ 0 1 1 3 
0 0 0 0 

   A    AB  2  3 ⇒ It has infinite no of solutions.

1 1 1 3 
 
 For a  3 & b  any value ~ 0 1 1 3 
0 a  3 0 b  9 

   A    AB  3 ⇒ It has a unique solution.

1 1 1 3 
 
 For a  3&b  9 ~ 0 1 1 3 
0 0 0 b  9 

   A  2    AB  3 ⇒ Inconsistent  no solution

10). Solve the following system completely. x  y  z  1; x  2 y  4 x   ; x  4 y  10 z   2

1 1 1   x   1 
1 2 4   y     
Sol: The above system in matrix notation is     
1 4 10   z   2 
A X  B

1 1 1 1 
Augmented Matrix is  AB   1 2 4  
1 4 10  2 

R2  R2  R1 1 1 1 1 
~ 0 1 3   1 

R3  R3  R1
0 3 9  2  1

1 1 1 1 
 
~ 0 1 3  1 
R3  R3  3R2 0 0 0  2  3  2 

Here   A  2 and   AB  3 ⇒ The given system of equations is consistent if

 2  3  2  0   2  2    2  0    2 1  0    2,  1

Case (i): When   1

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  A    AB  2  Number of unknowns.

 The system has infinite number of solutions.

1 1 1 1 
The equivalent matrix is 0 1 3 0 
 
0 0 0 0

The equivalent systems of equations are x  y  z  1; y  3z  0

 Let z  k  y  3k and x  (3k )  K  1  x  2k  1  x  1  2k

 x  1  2k  1  2
X   y   0  3k   X  0  k  3 where k is any arbitrary constant.
     
 z   0  k  0  1 

Case (ii): When   2

  A    AB  2  no. of unknowns.

 The system has infinite number of solutions.

1 1 1 1 
The equivalent matrix is ~ 0 1 3 1 
 
0 0 0 0
The system of equations equivalent to the given system is x + y + z = 1; y + 3z = 1
Let z  k  y  1  3k and x  (1  3K )  k  1  x  2k

 x   0  2k  0 2
 X   y    1  3k   X  1   k  3
     
 z   0  k  0  1 
where k is any arbitrary constant.
11). Show that the equations 3x  4 y  5 z  a; 4 x  5 y  6 z  b;5 x  6 y  7 z  c don’t have

a solution unless a  c  2b. solve equations when a=b=c= -1.

3 4 5  x  a 
4 5 6  y   b 
Sol: The Matrix notation is     
5 6 7   z   c 
A X  B

3 4 5 a 
Augment Matrix is  AB  4 5 6 b 
 5 6 7 c 

3 4 5 a 
R2  3R2  4 R1
~ 0 1 2 3b  4a 

R3  3R3  5R1
0 2 4 3c  5a 

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3 4 5 a 
R3  R3  2R2 
~ 0 1 2 3b  4a 
0 0 0 3a  6b  3c 

Here   A  2 and   AB  3

 The given system of equations is consistent if 3a  6b  3c  0  3a  3c  6b  a  c  2b

Thus the equations don’t have a solution unless a  c  2b, when a  b  c  1

 3 4 5 1
The equivalent matrix is 0 1 2 1 
 
0 0 0 0 

  A    AB    2  No. of unknowns.

 The system has infinite number of solutions. The system of equations equivalent to the
given system 3x  4 y  5 z  1;  y  2 z  1  y  2 z  1
Let z  k  y  1  2k and 3x  4  8k  5k  1  x  1  k

 x  1 k   1  1
X   y    1  2k    1  k  2
     
 z   0  k   0   1 

Linearly dependent set of vectors: A set { x1,x2,--------------xr} of r vectors is said to be a

linearly dependent set, if there exist r scalars k1,k2---kr not all zero, such that k1x1+k2x2+-------
-+krxr = 0
Linearly independent set of vectors: A set { x1, x2,-------------xr} of r vectors is said to be a
linearly independent set, if k1x1+k2x2+--------------+krxr =0 then k1 =0, k2 = 0------kr =0.
Linear combination of vectors:
A vector x which can be expressed in the form x = k1x1+k2x2+--------------+knxn is said
to be a linear combination of x1,x2------xn here k1,k2-----------kn are any scalars.
Linear dependence and independence of Vectors:
Solved Problems :
1). Show that the vectors (1, 2, 3), (3,-2, 1), (1,-6,-5) from a linearly dependent set.

1  3 1
     
Sol: The Given Vector X 1  2 X 2   2 X 3   6
3  1   5
The Vectors X1, X2, X3 from a square matrix.

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1 3 1  1 3 1
 
Let A   2 2 6 Then A  2 2 6
 3 1 5 3 1 5

= 1(10+6)-2(15-1) + 3(-18+2)
= 16+32-48 = 0
The given vectors are linearly dependent  |A| = 0
2). Show that the Vector X1=(2,2,1), X2=(1,4,-1) and X3=(4,6,-3) are linearly dependent.
Sol: Given Vectors X1=(2,-2,1) X2=(1,4,-1) and X3=(4,6,-3) The Vectors X1, X2, X3 form a
square matrix.
2 1 4 2 1 4
 
Let A   2 4 6  Then A  2 4 6
 1 1 3 1 1 3

= 2(-12+6) + 2(-3+4)+1(6-16) = -20≠ 0

 The given vectors are linearly dependent  |A|≠0

Consistency of system of Homogeneous linear equations:

A system of m homogeneous linear equations in n unknowns, namely
a11 x1  a12 x2  a13 x3 ..  a1n xn  0 
a21 x1  a22 x2  a23 x3 ..  a2 n xn  0 

                         (1)
 

am1 x1  am 2 x2  am3 x3 ..  amn xn  0 

0 
a11 a12 a13 ....a1n   x1   
   x  0 
i.e. a 21 a 22 a 23 ....a 2 n   2    Here A is called Co –efficient matrix.
a  ...   
 m1 a m 2 a m3 ....a mn    .. 
 x n  .0
 
Note: 1. Here x1= x2 = --------- xn = 0 is called trivial solution or zero solution of AX = 0
2. A zero solution always linearly dependent.

Theorem: The number of linearly independent solutions of the linear system AX = 0 is

(n-r), r being the rank of the matrix A and n being the number of variables.
Note: 1.if A is a non-singular matrix then the linear system AX = 0 has only the zero
solution.

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2. The system AX =0 possesses a non-zero solution if and only if A is a singular

matrix.
Working rule for finding the solutions of the equation AX = 0
(i). Rank of A = No. of unknowns i.e. r = n
∴ The given system has zero solution.
(ii). Rank of A < No of unknowns (r<n) and No. of equations < No. of unknowns (m<n) then
the system has infinite no. of solutions.
Note: If AX =0 has more unknowns than equations the system always has infinite solutions.

Solved Problems :
1). Solve the system of equations x+3y-2z = 0, 2x-y+4z = 0, x-11y+14z = 0
1 3  2   x  0 
Sol: We write the given system is AX = 0 i.e. 2  1  4  y   0 
   
1  11 4   z  0

1 3  2 
R2 →R2 -2R1; R3→R3-R1 A ~ 0  7 8 
0  14 16

1 3  2
R3 →R3 -2R2 A ~ 0  7 8 
0 0 0 

The Rank of the A = 2 i.e. ρ (A) = 2 < No. of unknowns = 3

We have infinite No. of solution
Above matrix can we write as x+3y-2z = 0 -7y+8z = 0, 0 = 0
Let z = k then y=8/7k & x= -10/7 k
Giving different values to k, we get infinite no. of values of x,y,z.

2). Find all the non-trivial solution 2 x  y  3z  0;3x  2 y  z  0; x  4 y  5 z  0.

 2 1 3  x   0 
 1  y   0 
Sol: In Matrix form it is  3 2
1 4 5  z  0 
AX 0

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 2 1 3 0
The Augumented matrix  A O    3 2 1 0
1 4 5 0 

1 4 5 0
R1  R3 ~  3 2 1 0
 2 1 3 0

1 4 5 0 
R2  R2  3R1
~ 0 14 14 0 

R3  R3  2 R1
0 7 7 0 
1 4 5 0
R3  2 R3  R2 ~ 0 14 14 0  it is echelon form.
0 0 0 0

The Rank of the A = 2 i.e. ρ(A) = 2 < No. of unknowns = 3

Hence the system has non trivial solutions. From echelon form, reduced equations are
x  4 y  5 z  0 and 14 y  14 z  0
Let z  k then y  k and x  4k  5k  0  x  k .

 x   k   1
Thus, the solution set is X  y  k  k  1   K .
   
     
 z   k   1 

3). Show that the only real number for which the system x+2y+3z = x, 3x+y+2z= y,
2x+3y+z = z, has non-zero solution is 6 and solve them.
1   2 3   x  0
Sol: Above system can we expressed as AX = 0 i.e. 3 1   2   y   0
    
2 3 1     z  0
Given system of equations possess a non –zero solution i.e. ρ (A) < no. of unknowns.
 For this we must have det A = 0
1  2 3
 3 1  2 0
2 3 1 

6 6 6

R1  R1  R2  R3  3 1  2 0
2 3 1 

1 1 1
 (6   ) 3 1   2 0
2 3 1 

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→ − , → − − | − − − |=
− −
 (6- )[(-2- )(-1- )+1] =0
 (6- ) ( 2+3 +3) = 0
 = 6 only real values.
When = 6, the given system becomes
  5 2 3   x  0 
3  5 2   y   0
    
2 3  5  z  0

 5 2 3   x  0 
R2 → 5R2+3R1, R3→5R3+2R1 ~ 0  19 19   y   0 
    
0 19  19  z  0

 5 2 3   x  0 
R3 →R3+R2 ~ 0  19 19  y   0 
    
0 0 0   z  0

-5x+2y+3z = 0 and -19y+19z = 0  y = z

Let z = k  y = k and x = k.
∴ The solution is x = y = z = k.
Eigen Values and Eigen vectors:
Let A=  aij  be a square Matrix. Suppose the linear transformation Y = AX transforms X
nxn

into a scalar multiple of itself i.e. AX = Y =  X, Then the unknown scalar  is known as an
“Eigen value” of the Matrix A and the corresponding non-zero vector X is known as “Eigen
Vector” of A. Corresponding to Eigen value  . Thus the Eigen values (or) characteristic
values (or) proper values (or) latent roots are scalars  which satisfy the equation.
AX =  X for X  0, AX   IX  0  ( A   I ) X  0
Which represents a system of ‘n’ homogeneous equations in ‘n’ variables x1, x2, ----, xn this
system of equations has non-trivial solutions If the coefficient matrix (A-  I) is singular i.e.
a11 a12    a1n
a21 a22    a2 n
A  I  0        0
     
an1 an 2    ann 

Expansion of the determinant is (1) n  n  K1 n 1  K 2 n  2       K n is the nth degree of

a polynomial Pn ( ) which is known as “Characteristic Polynomial”. Of A

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(1) n  n  K1 n 1  K 2 n 2       K n =0 is known as “Characteristic Equation”. Thus

the Eigen values of a square Matrix A are the roots of the characteristic equation.

Eg: Let A= [ ] X=[ ]

−
AX = [ ][ ] = [ ] = .[ ] = .
− - -
Here Characteristic vector of A is [ ] and Characteristic root of A is “1”.
−
Eigen Value: The roots of the characteristic equation are called Eigen values or characteristic
roots or latent roots or proper values.
Eigen Vector: Let A=  aij  be a Matrix of order n. A non-zero vector X is said to be a
nxn

characteristic vector (or) Eigen vector of A if there exists a scalar  such that AX =  X.
Method of finding the Eigen vectors of a matrix.
Let A=[aij] be a nxn matrix. Let X be an eigen vector of A corresponding to the eigen value .
Then by definition AX = X.
⇒ AX = IX
⇒ AX – IX = 0
⇒ (A- I)X = 0 ------- (1)
This is a homogeneous system of n equations in n unknowns.
Will have a non-zero solution X if and only |A- I| = 0
 A- I is called characteristic matrix of A
 |A- I| is a polynomial in of degree n and is called the characteristic polynomial of A
 |A- I|=0 is called the characteristic equation
 Solving characteristic equation of A, we get the roots , 𝜆 , 𝜆 , 𝜆 , … … . 𝜆 , These are
called the characteristic roots or eigen values of the matrix.
 Corresponding to each one of these n eigen values, we can find the characteristic
vectors.
Procedure to find Eigen values and Eigen vectors
……
…..
Let A = [… … . ……. … … .] 𝑖 𝑖
…….
ℎ 𝑖 𝑖 𝑖 𝑖 − λI

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 a11   a12 a1n 

 a a22   a2 n 
i.e., A   I   21
 
 
 an1 an 2 ann   

Then the characteristic polynomial is A  I

a11   a12 ... a1n

a21 a22   ... a2 n
say    A  I 
... ... ... ...
an1 an 2 ... ann  

The characteristic equation is |A-λI| = we solve the ∅ λ = |A − λI| = , we get n roots,

these are called eigen values or latent values or proper values.
Let each one of these eigen values say their eigen vector X corresponding the given value
is obtained by solving Homogeneous system
 a11   a12 a1n   x1  0 
 a22   a2 n   x2  0 
 a21  and determining the non-trivial solution.
    
    
 an1 an 2 ann     xn  0 

Solved Problems
−
1. Find the eigen values and the corresponding eigen vectors of [ ]

−
Sol: = [ ]

−λ −
Characteristic matrix = [ − 𝜆 ] = [ ]
−λ
Characteristic equation is | − I|=0
−λ −
⟹ | |=
−λ
−λ −λ + =
⟹ +λ − λ+ =
⟹ λ − λ+ =
⟹ λ− λ− =
⟹ λ = , are eigen values of A
−λ −
Consider the system [ ] =
−λ
Eigen vector corresponding to 𝛌 =

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−
Put λ = in the above system, we get =
−
⟹ − = −−− − = −−−
ℎ =
Let x1 = 

 x    1
Eigen vector is  1        
 x2    1
[ ]𝑖 𝑖 𝑖 , 𝑖 𝑖 𝜆=

Eigen Vector corresponding to 𝛌 =

−
λ= in the above system, we get =
−
⟹ − = −−− − = −−−
from (1) and (2) we have x1 = 2x2
Let x2    x1  2

 2   2
Eigen vector       
  1 
[ ]𝑖 𝑖 𝑖 𝑖 𝑖 𝜆=

2. Find the eigen values and the corresponding eigen vectors of matrix [ ]

Sol: Let A = [ ]

The characteristic equation is |A- I|=0

−λ
i.e. |A- I| = | −λ |=
−λ
⟹ −λ −λ − + [− −λ ]=
⟹ −λ — λ− =
⟹ λ − [– λ − − ]=
⟹ λ− [−λ + λ − ] =
⟹ λ− λ− λ− =
 =1, 2, 3
The eigen values of A is 1, 2, 3.
𝑖 𝑖 𝑖 ℎ 𝑖 − λI X =
−λ
⟹ [ −λ ] [ ]=[ ]
−λ

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𝛌=

[ ] [ ]=[ ]

+ =
=
+ =
=− , =
=𝛼
⇒ = −𝛼 = , =𝛼
−𝛼 −
[ ]= [ ] = 𝛼[ ]
𝛼
−
[ ]𝑖 𝑖

𝛌=

[ ] [ ]=[ ]

= = 𝑖 𝑖. =𝛼

[ ] = [𝛼 ] = 𝛼 [ ]

𝑖 𝑖 [ ]

𝛌=
−
[ − ] [ ]=[ ]
−
− + =
− =
− =
ℎ 𝑖 = , = =∝
=∝ , = , =∝
 x1    1
 x    0    0 
 2    
 x3    1

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𝑖 𝑖 [ ]

 3 6 2 
 
3. Find the Eigen values and Eigen vectors of the matrix is  6 7 4 
 2 4 3 

 8 6 2 
 
Sol: Let A   6 7 4 
 2 4 3 

8   6 2
Consider characteristic equation is A  I  0 i.e. 6 7   4  0
2 4 3  

  8     7    3     16    6  6  3     8  2  24  2  7      0

  8     21  7  3   2  16   6  18  6  8  2  24  14  2   0
  8     2  10  5  6  6  10  2 10  2   0
 8 2  80  40   3  10 3  5  36  60  20  4  0
  3  18 2  45  0
    2  18  45  0
   0 (OR)   2  18  45  0
   0,   3,   15
Eigen Values = , ,

Case (i): If =

−
[− − ] =
−

−
[− − ][ ] = [ ]
−

 8 x1  6 x2  2 x3  0    (1)
 6 x1  7 x2  4 x3  0    (2)
2 x1  4 x2  3 x3  0    (3)

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Consider (2) & (3)

x1 x2 x3
6 7 4
2 4 3
x1  x2 x3
   k
21  16 18  8 24  14
x  x2 x
 1   3 k
5 10 10
 x1  k , x2  2k , x3  2k

 x1   k  1 
Eigen Vector is x2  2k  k  2
   
     
 
 3 
x  2 k 
 
 2

Case (ii): If =
8   6 2  0
 6 7 4  x   0 


 2 4 3     0 
5 6 2   x1   0 
 6 4 4   x2    0 

 2 4 0   x3   0 

 5 x1  6 x2  2 x3  0      (1)
 6 x1  4 x2  4 x3  0      (2)
2 x1  4 x2  0  0        (3)
Consider (2) & (3)
x1 x2 x3
6 4 4
2 4 0
x1  x2 x3
   k
0  16 08 24  8
x1  x2 x
   3 k
16 8 16
x1  x2 x3
   k
2 1 2
x1
  k ,  x2  k , x3  2k
2
 x1  2k , x2  k , x3  2k

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 x1   2k   2 
     
Eigen Vector is  x2     k   k  1

 x3 
   2k  
 2 

Case (iii): If =

 7 6 2 
 6 8 4  x  0

 2 4 12 
 7 6 2   x1   0 
 6 8 4   x2    0 

 2 4 12   x3   0 

 7 x1   6 x2   2 x3  0    (1)
 6 x1  8 x2  4 x3  0      (2)
2 x1  4 x2  12 x3  0      (3)

Consider (2) & (3)

x1 x2 x3
6  8  4
2  4  12
x1  x2 x3
   k
96  16 72  8 24  16
x x x
 1  2  3 k
80 80 40
x1 x x
  k, 2  k, 3  k
2 2 1
 x1  2k , x2  2k , x3  k

 x1   2k   2 
     
Eigen Vector is  x2    2k    2  k
 x3   k   1 

4. Find the Eigen values and the corresponding Eigen vectors of the matrix.
 2 2 3
 
6 
 2 1

 1 2 0 


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 2 2 3
A 6 
Sol: Let
 2 1 

 1 2 0 


2   2 3
The characteristic equation of A is A   I  0 i.e. 2 1  6  0
1 2 

  2       2  2  6   3 
  1     12   2  2   1    
0
  3   2  21  45  0
    3   3   5   0
   3, 3, 5
The Eigen values are -3,-3, and 5
Case (i): If =−
 2  3 2 3   x1  0
We get  1  3 6   x2   0
 2
 1 2 0  3  x3  0

1 2 3 0 
 
The augment matrix of the system is  2 4 6 0 
 1 2 3 0 

1 2 3 0 
 
Performing R2  2 R1 , R3  R1 , we get 0 0 0 0 
0 0 0 0 

Hence we have x1  2 x2  3xy  0  x1  2 x2  3x3

Thus taking x2  k1 and x3  k2 , we get x1  2k1  3k2 ; x2  k1; x3  k2

 x1   2  3
Hence x2  k1 1  k2 0
   
     
 x3   0  1 

 2  3
 
So 1 and  0  are the Eigen vectors corresponding to   3
   
 0   1 

Case (ii): If =
 7 2 3  x1   0 
We get  2 4 6    
 x2    0 
 1 2 5  x   0 
  3   

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 7 x1  2 x2  3x3  0    (1)
2 x1  4 x2  6 x3  0    (2)
 x1  2 x2  5 x3  0    (3)

Consider (2) & (3)

x1 x2 x3
2 4 6
1 2 5

x1  x2 x3
    k3
20  12 10  6 4  4
x  x2  x3
 1    k3
8 16 8
x  x2  x3
 1    k3
1 2 1

 x1   1 
Eigen vector is  x2    2 k3
 x3   1
5. Find the Eigen values and Eigen vectors of the matrix A and it’s inverse where

1 3 4 
A  0 2 5 
0 0 3 

1 3 4 
 
Sol: Given A  0 2 5 
0 0 3 

The characteristic equation of “A” is given by A   I  0

1  3 4
 0 2 5 0
0 0 3

 1    2    3     0
   1, 2,3 i.e. EigenValues are 1, 2,3
Note: In upper  le (or) Lower  lar of a square matrix the Eigen values of a diagonal matrix
are just the diagonal elements of the matrix.
Case (i): If =

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∴  A  I  x  0

1   3 4   x1  0

 0 2 5   x2   0
 0 0 3     x3  0

0 3 4  x1  0
 0 1 5   x2   0
0 0 2  x3  0

 3x2  4 x3  0; x2  5x3  0; 2 x3  0  x1  k1; x2  0; x3  0

 x1   k1  1
X   x2    0   0 k1
 x3   0  0
Case (ii): If =

 1   3 4   x1  0

 0 2 5   x 2   0
 0 0 3     x3  0

 1 3 4  x1  0
  0 0 5   x2   0
 0 0 1   x3  0

 1 3 4  x1  0
  0 0 5   x2   0
 0 0 1   x3  0

  x1  3x2  4 x3  0; 5 x2  0; x3  0

  x1  3k  4(0)  0   x1  3k  0  x1  3k

 x1  3k   3
X   x2    k   k 1 
 x3   0  0
Case (iii): If =

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1   3 4   x1   0 

 0 2 5   x2    0 
 0 0 3     x3   0 
 2 3 4   x1  0 
  0 1 5   x2    0 
 0 0 0   x3  0 

 2 x1  3 x2  4 x3  0;  x2  5 x3  0; x3  0
Let x3  k
  x2  5 x3  0  x2  5k
and  2 x1  3 x2  4k  0  2 x1  15k  4k  0
19
 2 x1  19 x  0  x1  k
2
 x1   19 2 k  19
2 

X   x2    5k   k  5 
    
 x3   k   1 

1 1 1 1 1
Note: Eigen Values of A-1 are , , i.e1, , and the Eigen vectors of A-1 are same as
1 2 3 2 3
Eigen vectors of the matrix A
6. Determine the Eigen values and Eigen vectors of

1 8 4
B  2 A2  A  3I where A   
2 2 2 
1 8 4
Sol :  Given that B  2 A  A  3  A   
2 2 2 
8 4  8 4  56 40 
we have A2  A. A     2 2    20 4 
 2 2    

B  2 A2  1 A  3I
2
56 40  1 8 4  1 0 
 2      3 
 20 4  2  2 2  0 1 
112 80   4 2   3 0 
   
 40 8  1 1  0 3 
111 78
 
 39 6 

Characteristic equation of B is B  I  0

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111   78
 0
39 6  
i.e.   2  105  2376  0
    33   72   0
   33 or 72
Eigen Values of B are 33 and 72.
Case (i): If = 33
111   78 
 0
 39 6   
 78 78   x1   0 
     
39 39   x2   0 

 39 x1  78 x2  0  x1  2 x2
x1 x2
  k ( say )
2 1
 x  2
  1   k
 x2  1 
Case (ii): If = 72
111   78 
 0
 39 6   
111  72 78 
 X 0
 39 6  72 
39 78 
 X 0
39 78 
39 78   x1   0 
 
39 78   x2   0 

 39 x1  78 x2  0  x1  2 x2
x1 x2
   k ( say )
2 1
 x  2
  1   k
 x2  1 

Properties of Eigen Values:

Theorem 1: The sum of the eigen values of a square matrix is equal to its trace and product
of the eigen values is equal to its determinant.
Proof: Characteristic equation of A is |A- I|=0

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 a11   a12 a1n 

 a a22   a2 n 
i.e.  21 𝑖 ℎ𝑖
 
 
 an1 an 2 ann   

 a11    a22     ann     a12 (a polynomial of degree n – 2)+ a13 (a polynomial of degree n
-2) + … = 0


 (1) n n  (a11  a22  ....  ann )n1  a polynomial of deg ree (n  2)  0 
(1) n n  (1) n1 (Trace A)n1  a polynomial of deg ree (n  2) in   0
λ ,λ …..λ ℎ ℎ𝑖 𝑖
− 𝑛+
ℎ = − 𝑛
= s

ℎ |A − λI| = − λ + ⋯ . +a
𝜆= ℎ | |=
− −
− λ +a − λ +a − λ + ….+ a =
−
ℎ = =
−
= | | = det
ℎ
Theorem 2: If is an eigen value of A corresponding to the eigen vector X, then is eigen
value An corresponding to the eigen vector X.
Proof: Since is an eigen value of A corresponding to the eigen value X, we have
AX= ----------(1)
Pre multiply (1) by A, A(AX) = A( X)
(AA)X = (AX)
A2X= ( X)
A2X= 2
X
2
is eigen value of A2 with X itself as the corresponding eigen vector. Thus the
theorm is true for n=2
Let we assume it is true for n = k
i.e. AKX = K
X------------(2)
Premultiplying (2) by A, we get
A(AkX) = A( KX)
(AAK)X= K
(AX)= K
( X)

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AK+1X= K+1
X
K+1 K+1
is eigen value of with X itself as the corresponding eigen vector.
n
Thus, by Mathematical induction. is an eigen value of An.
Theorem 3: A Square matrix A and its transpose AT have the same eigen values.
Proof: We have (A- I)T = AT- IT
= AT - I
|(A- I)T|=|AT- I| (or)

|A- I|=|AT- I|  A  A
T
 
|A- I|=0 if and only if |AT- I|=0
Hence the theorem.
Theorem 4: If A and B are n-rowed square matrices and If A is invertible show that A-1B and
B A-1 have same eigen values.
Proof: Given A is invertble i.e, A-1 exist
We know that if A and P are the square matrices of order n such that P is non-singular
then A and P-1 AP have the same eigen values.
Taking A=B A-1 and P=A, we have
B A-1 and A-1 (B A-1 ) A have the same eigen values
ie.,B A-1 and (A-1 B)( A-1 A) have the same eigen values
ie.,B A-1 and (A-1 B)I have the same eigen values
ie.,B A-1 and A-1 B have the same eigen values
Theorem 5: If 1 , 2 ,...........n are the eigen values of a matrix A then k 1, k 2, ….. k n

are the eigen value of the matrix KA, where K is a non-zero scalar.
Proof: Let A be a square matrix of order n. Then |KA- KI| = |K (A- I)| = Kn |A- I|
Since K≠0, therefore |KA- KI| = 0 if and only if A  I  0

i.e., K is an eigen value of KA  if  is an eigen value of A

Thus k 1, k 2… k n are the eigen values of the matrix KA if
1, 2… n are the eigen values of the matrix A
Theorem 6: If is an eigen values of the matrix A then +k is an eigen value of the matrix
A+KI
Proof: Let be an eigen value of A and X the corresponding eigen vector. Then by definition
AX= X
Now (A+KI) X
 AX  IKX  X  KX

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= ( +K) X
+k is an eigen value of the matrix A+KI.

Theorem 7: If 1, 2… n are the eigen values of A, then 1– K, 2 – K, … n– K,

are the eigen values of the matrix ( A  KI ), where K is a non  zero scalar
Proof: Since
The characteristic polynomial of A is
|A – I| = ( 1– )( 2 – ) …( n– )-----------------------1
Thus the characteristic polynomial of A-KI is
|(A – KI) – I| = |A – (k+ )I|
=[ 1- ( +K)][ 2-( +K)]................................[ n-( +K) ].
= [ ( 1-K)- )][ ( 2-K)- ]................................[( n-K)- ].
Which shows that the eigen values of A-KI are
Theorem 8: If are the eigen values of A, find the eigen values of the matrix

Proof: First we will find the eigen values of the matrix A-

Since are the eigen values of A
The characteristics polynomial is
| A- ( (
The characteristic polynomial of the matrix (A-
|A- -KI| = |A-( +K)I|
= [ ( +K)]
= [ K)]
Which shows that eigen values of (A- I) are
We know that if the eigen values of A are then the eigen values of A2 are
Thus eigen values of ( A  I ) 2 are (1   ) 2 , (2   ) 2 , .....(n   ) 2

Theorem 9: If is an eigen value of a non-singular matrix A corresponding to the eigen

–1
vector X, then is an eigen value of A–1 and corresponding eigen vector X itself.
Proof: Since A is non-singular and product of the eigen values is equal to |A|, it follows that
none of the eigen values of A is 0.
If s an eigen value of the non-singular matrix A and X is the corresponding eigen
vector ≠0 and AX= .

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premultiplying this with A–1, we get A–1(AX) = A–1( X)

 ( A1 A) X   A1 X  IX   A1 X

 X =  A1 X  A1 X   1 X (  0)
Hence  1 is an eigen value of A1
| |
Theorem 10: If is an eigen value of a non-singular matrix A, then is an Eigen value of

the matrix AdjA.

Proof: Since is an eigen value of a non-singular matrix, therefore ≠ 0
Also is an eigen value of A implies that there exists a non-zero vector X such that
AX = -----(1)

(adjA) A  A I 
A A
 X  (adj A) X or (adj A) X  X
 
Since X is a non – zero vector, therefore the relation (1)
A
it is clear that is an eigen value of the matrix Adj A

Theorem 11: If is an eigen value of an orthogonal matrix A, then is also an Eigen value A

Proof: We know that if is an eigen value of a matrix A, then is an eigen value of A–1

Since A is an orthogonal matrix, therefore A–1 = A1

∴ is an eigen value of

But the matrices A and A1 have the same eigen values, since the determinants |A- I|
and | A1 - I| are same.

Hence is also an eigen value of A.

Theorem 12: If is eigen value of A then prove that the eigen value of B = a0A2+a1A+a2I is
2
a0 +a1 +a2
Proof: If X be the eigen vector corresponding to the eigen value , then AX = X --- (1)
Premultiplying by A on both sides

This shows that  is an eigen value of A2

2

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We have B = a0A2+a1A+a2I
 BX = a0A2+a1A+a2I) X
= a0A2 X+a1AX+a2 X
2 2
= a0 X+a1 X+a2X = (a0 +a1 +a2 ) X
2
(a0 +a1 +a2 ) is an eigen value of B and the corresponding eigen vector of B is X.
Theorem 13: Suppose that A and P be square matrices of order n such that P is non singular.
Then A and P-1AP have the same eigen values.
Proof: Consider the characteristic equation of P-1AP
1
It is | ( P-1AP)- I| = | P-1AP- P-1IP| ( I  P P)
= | P-1 (A- I) P| = | P-1 | |A- I| |P|
= |A- I| since |P-1 | |P| = 1
Thus the characteristic polynomials of P-1AP and A are same. Hence the eigen values of
P-1AP and A are same.
Corollary 1: If A and B are square matrices such that A is non-singular, then A-1B and BA-1
have the same eigen values.
Corollary 2: If A and B are non-singular matrices of the same order, then AB and BA have
the same eigen values.
Theorem 14: The eigen values of a triangular matrix are just the diagonal elements of the
matrix.

a11 a12 ... ... a1n

0 a22 ...... a2 n
Proof: Let A = be a triangular matrix of order n
...... ...... ......
0 0 ...... ann
The characteristic equation of A is |A- I|=0

i.e.,

i.e, (a11- ) (a22- ) ….. (ann- )=0

a11 , a22 ,…. ann
Hence the eigen values of A are a11 , a22 ,…. ann which are just the diagonal elements of A.
Note: Similarly we can show that the eigen values of a diagonal matrix are just the diagonal
elements of the matrix.
Theorem 15: The eigen values of a real symmetric matrix are always real.

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Proof: Let be an eigen value of a real symmetric matrix A and Let X be the corresponding
eigen vector then AX=
Take the conjugate
Taking the transpose
Since
Post multiplying by X, we get ------- (2)
T T
Premultiplying (1) with , we get X AX   X X ------ (3)


– (3) gives     X X  0 but
T
(1)   0

      is real. Hence the result follows

Theorem 16: For a real symmetric matrix, the eigen vectors corresponding to two distinct
eigen values are orthogonal.
Proof: Let 1, 2 be eigen values of a symmetric matrix A and let X1, X2 be the
corresponding eigen vectors.
Let 1≠ 2. We want to show that X1 is orthogonal to X2 (i.e.,
Sice X1, X2 are eigen values of A corresponding to the eigen values 1, 2 we have
AX1= 1X1 ----- (1) AX2 = 2 X2 ------- (2)
Premultiply (1) by

Taking transpose to above, we have

 X 2T AT X 2T   T
 
 1 X 1T X 2T
T

-------- (3) s
Premultiplying (2) by
Hence from (3) and (4) we get

( 1  2 )

Note: If is an eigen value of A and f(A) is any polynomial in A, then the eigen value of
f(A) is f( ) .
Theorem17: The Eigen values of a Hermitian matrix are real.
Proof: Let A be Hermitian matrix. If X be the Eigen vector corresponding to the eigen value
 of A, then AX =  X -------------------- (1)

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Pre multiplying both sides of (1) by X  ,we get

X  AX  X  X ----------------------- (2)
Taking conjugate transpose of both sides of (2)

We get  X  AX     X  X 
 

 
i.e X A X

  
 
  X  X    ABC   C B A and KA  K A
  

X   
 X ,  A   A -------------------- (3)

(or) X  A X   X  X 
 
From (2) and (3), we have
 X  X  X  X
i.e     X 
X  0    0

     X  X  0

 Hence  is real.
Note: The Eigen values of a real symmetric are all real
Corollary: The Eigen values of a skew-Hermitian matrix are either purely imaginary (or)
Zero
Proof: Let A be the skew-Hermitian matrix
If X be the Eigen vector corresponding to the Eigen value  of A, then
AX   X (or )  iA X   i  X

From this it follows that i is an Eigen value of iA

Which is Hermitian (since A is skew-hermitian)
 A   A
Now iA   i A  iA  i  A  iA
Hence i is real. Therefore  must be either
Zero or purely imaginary.
Hence the Eigen values of skew-Hermitian matrix are purely imaginary or zero
Theorem 18: The Eigen values of an unitary matrix have absolute value l.
Proof: Let A be a square unitary matrix whose Eigen value is  with corresponding eigen
vector X
 AX   X  1

AX   X  X A   X   2 
T T
 T

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  A  I   3
T
Since A is unitary, we have A

 AX     X
T T T
(1) and (2) given X A X
T T
i.e X X   X X From (3)

 
T
 X X 1    0
T
Since X X  0 ,we must have 1    0
   1

Since  = 

We must have  =1

Note 1: From the above theorem, we have “The characteristic root of an orthogonal matrix is
of unit modulus”.
2. The only real eigen values of unitary matrix and orthogonal matrix can be  1
Theorem 19: Prove that transpose of a unitary matrix is unitary.
Proof: Let A be a unitary matrix, then A. A  A . A  I

where A is the transposed conjugate of A.

  AA    A A   I 
T T T

  AA    A A   I 
T T T

A 
 T
AT  AT  A   I
T


A 
T 
AT  AT  AT   I



Hence AT is a unitary matrix.

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Solved Problems:

1 2 3
 
1. For the matrix A  0 3 2  find the Eigen values of 3 A  5 A  6 A  2 I
3 2

0 0 2 

1  2 3
Sol: The Characteristic equation of A is A   I  0 i.e. 0 3 2 0
0 0 2  

⇒ 1    3    2     0

 Eigen values are 1, 3,-2.

If  is the Eigen value of A. and F (A) is the polynomial in A then the Eigen value of
f (A) is f (  )

Let f  A  3 A  5 A  6 A  2I
3 2

∴ Eigen Value of f (A) are f (1), f (-2), f (3)

f (1) = 3+5-6+2 = 4
f (-2) = 3(-8)+5(4)-6(-2)+2 = -24+20+12+2 = 10
f (3) = 3(27)+5(9)+6(3)+2 = 81+45-18+2 = 110
The Eigen values of f (a) are f (  ) = 4, 10,110

2. Find the eigen values and eigen vectors of the matrix A and its inverse, where

A=

Sol: Given A =

The characteristic equation of A is given by |A- I| = 0

Charecetstic roots are 1, 2, 3.

Case (i): If =

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and x1  

  1
X   0    0 is the solution where  is arbritary constant
 0  0

1
 X  0 is the eigen vector corresponding to   1
0
Case (i): If =

5 x3  0  x3  0
 x1  3x2  0  x1  3x2
Let x2  k
x1  3k
3k   3
 
X   k   k 1
 0  0

is the solution where k is arbitrary constant

 3
 X  1 is the eigen vector corresponding to   2
0
Case (iii): If =
 2 3 4  x1  0
For   3, becomes  0  1 5  x2   0
 0 0 0  x3  0

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X= is the solution, where k/2 is arbitrary constant.

19
 X  10 is the eigen vector corresponding to   3
 2 

Eigen values of A –1are 1, , .

−
We know Eigen vectors of are same as eigen vectors of A.
2  i
3. Find the eigen values of A= 
3i

 2  i i 
2  i
Sol: we have A= 
3i

 2  i i 
3i 2  i
So A =   and AT   3i  2  i 
 2  i i  2  i i 

 A = A
T

Thus A is a skew-Hermitian matrix.

 The characteristic equation of A is A   I  0

3i    2  i
 AT  0
2i i 

  2  2i  8  0
   4i, 2i are the Eigen values of A
1 3
4.Find the eigen values of A   2 
i
2 
 3 1 
i
 2 2 

 1 3  1 3
 i   i 
Now A   2 2  and   T
A  2 2 
 3  1 i  3  1 i
 2 2   2 2 

T 1 0 
We can see that A . A   I
0 1 
Thus A is a unitary matrix

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 The characterstic equation is A   I  0

1 3
i
 2 2 0
3 1
i
2 2

3 1  3 1
Which gives    i and  i and
2 2 2 2
Hence above  values are Eigen values of A.

Cayley-Hamilton Theorem: Every Square Matrix satisfies its own characteristic equation
To find Inverse of matrix: If A is non-singular Matrix, then A-1 exists, Pre multiplying (1)
above by A-1 we have a0 An 1  a1 An  2      an 1I  an A1  0 ,

1
A1   a0 An 1  a1 An  2    an 1 I 
an
To find the powers of A: - Let K be a +ve integer such that K  n
a0 AK  a1 AK 1      an Ak n  0
Pre multiplying (1) by Ak-n we get ,
1
AK   a1 Ak 1  a2 AK 1     an AK  n 
a0 
Solved Problems :

1. S.T the matrix A = satisfies its characteristic equation and hence find A-1

Sol: Characteristic equation of A is det (A- I) = 0

C2 → C2+C3

⇒ − + − =
By Cayley – Hamilton theorem, we have A3-A2+A-I = 0
1  2 2  1 0 0   1 2  2
 
A  1  2 3 A   1  1 2 A   2 2  1
2   3

0  1 2  1 0 1   1 1 0 

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  1 2  2  1 0 0 1  2 2 1 0 0
A  A  A  I   2 2  1   1  1 2  1  2 3  0 1 0 =
3 2

  1 1 0   1 0 1 0  1 2 0 0 1

Multiplying with A–1 we get A2 – A + I =A–1

 1 0 0 1  2 2 1 0 0   1 2  2
A   1  1 2  1  2 3  0 1 0   2 2  1
1

 1 0 1 0  1 2 0 0 1   1 1 0 

2. Using Cayley - Hamilton Theorem find the inverse and A4 of the matrix
−
A =[− − ]
−
-
Sol: Let A = [- - ]
-
7 2 2
The characteristic equation is given by |A- I|=0 i.e.,  6  1   2 0
6 2 1  

⇒ − + − =
By Cayley – Hamilton theorem we have A3-5A2+7A-3I=0…..(1)
Multiply with A-1 we get

−
= [ − + ]

 25 8  8  79 26  26
A   24  7 8  A   78  25 26 
2   3

 24 8  7  78 26  25

 3  2 2 
A   6 5  2
11
3
 6  2 5 

multiplying (1) with A,we get,

A4-5A3+7A2-3A= 0
A4 = 5A3-7A2+3A
 395 130  130  175 56  56  21 6  6  241 80  80
  390  125 130    168  49 56    18  3 6    240  79 80 
 
 390 130  125  168 56  69  18 6  3  240 80  79

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2 1 2
3. If A   5 3 3  Verify Cayley-Hamilton theorem hence find A-1
 
 1 0 2 

2 1 2
Sol: - Given that A   5 3 3 

 1 0 2 

The characteristic equation of A is |A- I|=0

−
i.e. | − |=0
− − −
  2     6  3  2   2   1 10  5  3  2 0   3    
  2     2    6   1 5  7   2 3  x   0
 2 2  2  12   3   2  6  5  7  6  2  0
  3  3 2  7  1  0
  3  3 2  7  1  0    (1)
According to Cayley Hamilton theorem. Square matrix ‘A’ satisfies equation (1)
Substitute A in place of 
2 1 2
Now A   5 3 3
 

 1 0 2 


 2 1 2  2 1 2   7 5 3
A   5 3 3   5 3 3    22 14 13
2
 
 1 0 2  1 0 2  0 1 2 

 7 5 3   2 1 2   36 22 23 
A  A . A   22 14 13  5 3 3   101 64 60 
3 2
 
 0 1 2   1 0 2  7 3 7 

Now A  3 A  7 A  I  0
3 2

 36 22 23   21 15 9   14 7 14  1 0 0  0 0 0
 101 64 60    66 42 39   35 21 21   0 1 0   0 0 0   0
 7 3 7   0 3 6   7 0 14   0 0 1 0 0 0 

Cayley –Hamilton theorem is verified.

To find A-1

⇒ A3  3 A2  7 A  I  0
Multiply A-1, we get

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A1  A3  3 A2  7 A  I   0
 A2  3 A  7 I  A1  0
 A1  A2  3 A  7 I
 7 5 3   6 3 6   7 0 0
 A   22 14 13  15 9 9    0 7 0 
 1    
 0 1 2   3 0 6   0 0 7 

 6 2 3
A   7 2 4 
1

 3 1 1 

Check A.A-1= I
 2 1 2   6 2 3 1 0 0
A.A =  5 3 3   7 2 4   0
-1
1 0  I
   
 1 0 2  3 1 1  0 0 1 


1 2 
4. Using Cayley – Hamilton theorem, find A8, if A   
 2 1
1 2 
Sol: Given A   
 2 1

Characteristic equation of A is A   I  0

 1    1     4  0

  2  5  0    (1)
Substitute A in place of 

A2  5 I  0  A 2  5 I
find A8
 A8  5 A6  5( A2 )( A2 )( A2 )
 5  5 I  5 I  5 I 
 625I
 A8  625I

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Diagonalization of a Matrix by similarity transformation:

Similar Matrix: A matrix A is said to be similar to the Matrix B if there Exists a non-
singular matrix P such that B= P 1 AP . This transformation of A to B is known as “Similarity
Transformation”

Diagonalization of a Matrix:
Let A be a square Matrix. If there exists a non-singular Matrix P and a diagonal Matrix D
such that P-1AP=D, then the Matrix A is said to be diagonalizable and D is said to be
“Diagonal” form (or) canonical diagonal form of the Matrix A
Modal Matrix:The modal matrix which diagonalizes A is called the modal Matrix of A and
is obtained by grouping the Eigen vectors of A into a Square Matrix.
Spectral Matrix: The resulting diagonal Matrix D is known as Spectral Matrix.
In this spectral Matrix D whose principal diagonal elements are the Eigen values of the
Matrix.
Calculation of powers of a matrix:
We can obtain the power of a matrx by using diagonalization
Let A be the square matrix then a non-singular matrix P can be found such that D = P-1AP
D2= (P–1AP) (P–1AP)
= P–1A (PP–1) AP
= P–1A2P (since PP–1=I)
Simlarly D3 = P–1A3P
In general Dn = P–1AnP……..(1)
To obtain An, Premultiply (1) by P and post multiply by P–1
n 1
Then PDnP–1 = P(P–1AnP)P–1 = (PP–1)An (PP–1) = An  A  PD P
n

1n 0 0 0
 
n
Hence A = P 0 
n
2 0 0  1
P
 
 
 0 0 0 nn 

Diagonalization of a matrix:
Theorem: If a square matrix A of order n has n linearly independent eigen vectors
(X1,X2…Xn) corresponding to the n eigen values 1, 2…. n respectively then a matrix P can
be found such that P-1AP is a diagonal matrix.
Note: 1. If X1,X2…Xn are not linearly independent this result is not true.
2. Suppose A is a real symmetric matrix with n pair wise distinct eigen values 1 , 2 n then
the corresponding eigen vectors X1,X2…Xn are pairwise orthogonal.

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Hence if P = (e1,e2…en)
Where e1 = (X1 / ||X1||), e2 = (X2 / ||X2||)….en = (Xn)/ ||Xn|| then P will be an orthogonal
matrix.
i.e, PTP=PPT=I
Hence P–1 = PT
−
∴ =
Solved Problems :

1. Determine the modal matrix P of A= . Verify that P-1AP is a diagonal

matrix.

Sol: The characteristic equation of A is |A- I| = 0 i.e.

which gives ( -5) ( +3)2= 0

Thus the eigen values are =5, =-3 and =-3

When =5

By solving above we get X1 =

Similarly, for the given eigen value = -3 we can have two linearly independent eigen vectors

X2 =

P=[ ]

P=[ − ] = modal matrix of A

−
Now det P=1(-1)-2(2)+3(0-1) = -8

−
−
= [ ]

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=[ − ] = diag [5,-3,-3].
−
−
∴ = diag [5,-3,-3].
−
2. Find a matrix P which transform the matrix A = [ ] to diagonal form. Hence

calculate A4.

Sol: Characteristic equation of A is given by |A- I| = 0 i.e.

=> (1- [ − − − ]− −[ − − ]=
=> 9 − − − =
=> = , = , =
Thus the eigen values of A are 1, 2, 3.
If x1, x2, x3 be the components of an eigen vector corresponding to the eigen value , we have

[A- I] X =

Case (i): If =

i.e, 0.x1+0.x2+0.x3=0 and x1+x2+x3=0

x3=0 and x1+x2+x3=0

x3=0, x1=-x2
x1=1, x2=-1, x3=0
Eigen vector is [1,-1,0]T
Also every non-zero multiple of this vector is an eigen vector corresponding to =1
For =2, =3 we can obtain eigen vector [-2,1,2]T and [-1,1,2]T

P=

The Matrix P is called modal matrix of A

 0 2  1
P =  2 2 0 
-1 1
2 
 2  2  1

 1
0 1 1  1  1 2  1
2 
0
Now P 1 AP   1 1 0 1 2 1   1 1 1 
 1 
1 1  2 2 3   0 2 2 
 2 

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A4 = PD4P-1
  1
 1 2  1 1 0 0  0 1
2 
  1 1 1  0 16 0    1 1 0 
 
 0 2 2  0 0 81  2 2  1
 

3. Determine the modal matrix P for [ ] and hence diagonalize A

Sol: Given that[ ]

1  1 3
The characteristic equation of A is A   I  0 i.e. 1 5 1 0
3 1 1 

 1     5   1     1  1 1     3  3 1  3  5      0

 1     5  5     2  1   2     3 1  15  3   0
 1     4  6   2    2     3  14  3   0
 4  6   2  4  6 2   3  2    42  9  0
  3  7 2  9  9  36  0
  3  7 2  36  0
   2,3, 6
The Eigen Values are -2, 3, and 6
Case (i): If =−
 [A- I]X =

1   1 3   x1  0

⇒ 1 5 1   x2   0

 3 1 1     x3  0

3 1 3  x1  0 
⇒ 1 7 1  x   0
  2  
3 1 3  x3  0

 3x1  x2  3x3  0    (1)

x1  7 x2  x3  0    (2)
3x1  x2  3x3  0    (3)

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From (2) & (3)

x1 x2 x3
1 7 1
3 1 3
x1  x2 x
   3 k
1  21 3  3 21  1
x x x
 1  2  3 k
20 0 20
 x1  20k , x2  0, x3  20k

 x1   20k   1
X   x2    0k   20k  0 
   
 x3   20k   1 

Case (ii): If =
 [A- I]X =

 2 1 3   x1  0
⇒  1 2 1   x2   0
    
 3 1 2   x3  0

 2 x1  x2  3 x3  0    (1)
x1  2 x2  x3  0      (2)
3 x1  x2  2 x3  0    (3)

Consider (1) & (2)

x1 x2 x3
2 1 3
1 2 1
x1  x2 x
   3 k
1  6 2  3 4  1
x x x
 1  2  3 k
5 5 5
 x1   5k  1
 X   x2    5k   5k  1
   
 x3   5k   1 

Case (iii): If =6
 [A- I]X =

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1   1 3   x1   0 

 1 5 1   x2   0 
 3 1 1     x3  0 
 5 1 3   x1  0 
  1 11 1   x2   0 

 3 1 5  x3  0 

 5 x1  x2  3x3  0    (1)
x1  x2  x3  0    (2)
3x1  x2  5 x3  0    (3)
Consider (2) & (3)
x1 x2 x3
1 1 1
3 1 5
x1  x2 x
   3 k
5  1 5  3 1  3
x x x
 1  2  3 k
4 8 4
x x x
 1  2  3 k
1 2 1
 x1  1 
 X   x2    2 k
 x3  1 

 1 1 1 
   0 1 2 
 1 1 1 

  1(1  2)  1(0  2)  1(0  1)

  (1)(3)  1(2)  1  3  2  1  6

 3 2 1
   0 2 2 
 3 2 1 
 3 2 1
Adj (  )   0 2 2 
 3 2 1 

Adj 
 1 

 3 0 3   12 0 1
2
1
Cofactor of    2 2   1
2    1 1
6 3 3 3

 1 2 
1 
 6
1 1
3
1
6

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D   1 A 
  12 0 1
2  1 1 3  1 1 1
D   13  13 1
3
 
 1 5 1  0 1 2 
 16 1
3
1
 1 1  1 1
6  3 1 
  12 0 2   1  0  3 1  1  3
1
1 2  3 
  13  13 1
3   1  0  1 1  5  1 1  10  1
 16 1
3
1

6   3  0  1 3 1 1 3  2  1 
  12 0 1
2 2 3 6   2 0 0 
  13  13 1
3
  0 3 12    0 3 0 
   
 16 1
3
1
6
 2 3 6 
   0 0 6 

.𝑰 𝑨 = [ ] Find (a) A8 (b) A4

−

Sol: Given that A=[ ]

−
1  1 1
The Characteristic equation of A is A   I  0 i.e. 0 2 1 0
4 4 3

 1     2    3     4   1 0  4  1 0  4  2      0
 1    6  2  3   2  4   4  8  4 x  0
 1     2  5  2   4  4  0
  2  5  2   3  5 2  2  4  4  0
  3  6 2  11  6  0
   1, 2,3

The Eigen values are 1, 2, and 3

Case (i): If =
[ − I]X =
−
=>[ − ] =
− −

=>[ ][ ] = [ ]
−
x1+x2=0, x1+x2=0, -4x1+4x2+2x3=0

Let x3 = k, x2 + k=0, x2 = -k

k
 4 x1  4( k )  2 K  0  4 x1  2k  0  4 x1  2k  x1 
2

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 x1   2k    12  1
 x    k    1   k   2  k
 2       2
 x3   k   1   2

1
 X 1   2 
 2 

Case (ii): If =
=> [ − I]X =
−
=> [ − ] =
− −
−
=> [ ][ ] = [ ]
−
  x1  x2  x3  0    (1)
x3  0    (2)
4 x1  4 x2  x3  0    (3)

Consider (1) & (3)

x1 x2 x3
1 1 1
4 4 1
x1  x2 x3
   k
1  4 1  4  4  4
x x x
 1  2  3 k
3 3 0
 x1   k ; x2   k

 x1   k  1  1 
  x2    k   1   k   X 2  1 
 x3   0  0
0 

Case (iii): If =
=> [ − I]X =
−
=> [ − ] =
− −
−
=> [ − ][ ] = [ ]
−

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 2 x1  x2  x3  0
 x2  x3  0
 4 x1  4 x2  0

Let x1  k and x3  k

 2 x1  x2  x3  0  2k  x2  k  0  x2  k

 x1   k  1
 X 3   x2    k   1 k
 x3   k  1
1 1 1
 p   X 1 X 2 X 3    2 1 1
 2 0 1

 1 1 0
 1
  4 3 1
 2 2 1 
1 0 0  1 0 0
D 1
AP   0 2 0    0 2 0 
 0 0 3   0 0 3 

18 0 0  1 0 0 
  
D8   0 28 0   0 256 0 
0 0 38  0 0 6561


( a ). A8  PD8 P 1
1 1 1 1 0 0   1 1 0
  2 1  
1 0 256 0   4 3 1
 2 0 1  0 0 6561  2 2 1 
 12099 12355 6305 
  12100 12356 6305 
 13120 13120 6561

14 0 0  1 0 0 
 
(b). D 4   0 24 0   0 16 0 
0 0 34  0 0 81


 1 1 1 1 0 0   1 1 0 
   
A =PD P   2 1 1 0 16 0   4 3 1
4 4 -1

 2 0 1 0 0 81  2 2 1 

 1 16 81  1 1 0   1  64  162 1  48  162 0  16  81

     
A   2 16 81  4 3 1   2  64  162 2  48  162 0  16  81
4

 2 0 81  2 2 1   2  0  162 2  0  162 0  0  81 

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 MATHEMATICS - I

 99 115 65

A  
4
 100 116 65


 160 160 81


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UNIT-II

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FUNCTIONS OF SEVERAL VARIABLES

Introduction: We know that = is a function where ‘ ’ is dependent variable and ‘ ’ is

independent variable. We are going to expand the idea of functions to include functions for more than
one independent variable. In day to day life we deal with things which depend on two or more
quantity. For example, the area of the room which is a rectangle consists of two variables: length(say
a) and breadth (say b) is given by = . Similarly the volume of the rectangular parallelepiped
consists of three variables a, b, c i.e., length, breadth, height is given by V = a b c.
In this chapter we say that z is a function of two variables x , y and write = , where ‘ ’ is
dependent variable and ‘ & are independent variables.

Limit of a function of two variables:

A function f(x, y) is said to tend to the limit l as (x, y) tends to (a,b) i.e., x→ → if
corresponding to any given positive number ∈ ∃ a positive number 𝛿 ℎ ℎ | , − | <∈ for
all points (x,y) whenever | − | 𝛿, | − | 𝛿.
In other words the variable value (x ,y) approaches a finite fixed value l when the variable
value (x, y) approaches a fixed value (a, b) i.e.,
lim
→
, = lim , =
, → ,
→

Continuity of a function of two variables at a point:

A function f(x,y) is continuous at a point (a, b) if, corresponding to any given positive
number ∈ ∃ a positive number 𝛿 ℎ ℎ | , − , | <∈ for all points (x,y) whenever 0<
(x-a)2+(y-b)2<𝛿
Note: Every differentiable function is always continuous, but converse need not be true.
Solved Problems:

1. Evaluate lim
→ + +
→

Sol. lim + +
= lim {lim [ + +
]}
→ → →
→

= lim
→ +
=
=
(or)
lim = lim {lim [ ]}
→ + + → → + +
→
= lim
→ +

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=
=

−
2. If f(x ,y) = +
show that lim {lim , } ≠ lim {lim , }
→ → → →

−
Sol. lim {lim , } = lim {lim }
→ → → → +
= lim
→
=
−
lim {lim , } = lim {lim }
→ → → → +
−
= lim
→
= -1
Hence the result follows.

3. Discuss the continuity of the function

, , ≠ ,
f(x,y) = { +
, , = ,
Sol. Let us consider the limit of the function for testing the continuity along the line y = mx.
Now lim→
, = lim → +
→ →

= lim +
→
= +
Which is different for the different m selected.
∴ lim
→
, does not exist.
→
Consider
lim , = lim +
=lim = = ,
→ → →
lim , = lim =lim = = ,
→ → + →
∴ f(x,y) is continuous for given values of x and y but it is not continuous at (0,0)

Partial Differentiation:
+∆ , − ,
Let z = f x, y be a function of two variables x and y. Then lim ∆
, if it exists ,
→

is said to be partial derivative or partial differential coefficient of z or f(x,y) , w.r.t.x . It is

denoted by the symbol or or .

i.e, for the partial derivative of = , w.r.t. ‘x’ , ‘y’ is kept constant.
Similarly, the partial derivative of = , w.r.t. ‘y’ , ‘x’ is kept constant and is defined
, +∆ − ,
as lim and is denoted by or or .
→ ∆

Higher order Partial Derivatives:

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In general the first order partial derivatives and are also functions of x and y and they
can be differentiated repeatedly to get higher order partial derivatives,
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
So ∂
=∂ , =∂ , =∂ ,∂ =∂ ,
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂

∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
∂ ∂
= ∂
, ∂ ∂
= ∂
, ∂ ∂
= ∂ ∂
, and so on.

The chain rule of Partial Differentiation:

Let = , where u = ∅ x, y and v = g(x,y) . Then
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
= + and = +
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂

Total differential coefficient:

Let z = f x, y where x = ∅ t and y = g(t)
Substituting x and y in z = f(x,y) , z becomes a function of a single variable t.

Then the derivative of z w.r.t. ‘t’ i.e, is called the total differential coefficient or total

derivative of z.
∂ ∂ ∂ ∂ ∂
∴ ∂
= ∂ ∂
+ ∂ ∂
∂ ∂
Note: In the differential form , this result can be written as = ∂
. dx + ∂
. dy

Here, du is called the total differential of u.

Solved Problems:
𝛛 𝛛 𝛛 −
1. If U = log( + + − , prove that 𝛛
+𝛛 +𝛛 𝐔= + +

Sol: Given that U = log( x + y + z − xyz

−
∴ = + + −
( y and z are constant)
−
= + + −
( x and z are constant)
−
= + + −
( y and x are constant)
− − −
∴ + + = + +
+ + − + + − + + −

x + y + z − xy − yz − zx
=
x + y + z x + y + z − xy − yz − zx
∂U ∂U ∂U
⟹ + + = ……..(1)
∂ ∂ ∂ + +

∂ ∂ ∂ ∂ ∂ ∂ ∂U ∂U ∂U
Now ∂
+∂ +∂ U = +∂ +∂ +∂ +∂
∂ ∂
∂ ∂ ∂
= +∂ +∂ [from ]
∂ + +

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∂ ∂ ∂
= + +
∂ + + ∂ + + ∂ + +

=- + +
- + +
− + +

=- + +

𝛛 −
2. If = e show that at x = y = z , 𝛛 𝛛
=− 𝐥

Sol: Given that x y z = e

Taking logarithm on both sides, we get
x log x + y log y + z log z = log e
⟹ z log z = 1 - x log x – y log y
Differentiating partially w. r. t , ′x ′ , we get
∂
z. + . log z = - x. + . log x
∂
∂ +l
⇒∂ =-
+l
……..(1)
∂ +l
Similarly ∂ = - +l
……..(2)

When x = y = z , we have

= -1 and = -1

Now differentiating (2) partially w.r.t, ‘x’, we get

∂ ∂ ∂ ∂ +l
=∂ = ∂ [− ]
∂ ∂ ∂ +l

− ∂ +l ∂
= - (1+ log y)[− + log z ]= …….(3)
∂ +l ∂

When x = y = z from (3) , we have

∂ +l ∂
= (-1) since = −
∂ ∂ +l ∂

=- +l
=- l +l
(since log e =1)

−
= - = − x log ex
l

3. If u = f( y-z ,z-x, x-y) prove that + + =0

Sol: Let r = y - z , s = z - x , t = x – y .Then u = f (r,s,t)

∂ ∂ ∂
Now ∂
= ,∂ = ,∂ = −

=− , = , =
∂ ∂ ∂
and =1, ∂ = -1 , ∂ = 0
∂

∴ By chain rule of partial differentiation , we have

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 MATHEMATICS - I

= + +

= + − + =− + …(1)

= + +

= + − + − = − …(2)

and
∂u ∂u ∂r ∂u ∂s ∂u ∂t
= + +
∂z ∂r ∂z ∂s ∂z ∂t ∂z
∂ ∂ ∂ ∂ ∂
= ∂
− + + =−∂ +∂ …(3)
∂ ∂

(1) + (2) + (3) gives

∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂
+ + = − + + − + − + =0
∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂ ∂

Jacobian :
Let u = u (x , y) , v = v(x , y) are two functions of the independent variables x , y.
The jacobian of ( u , v ) w .r .t (x , y ) or the jacobian transformation is given by the
∂ ∂
∂ ∂
determinant |∂ ∂
| (or)
∂ ∂

The determinant value is denoted by J ( ) or

Similarly if u = u(x, y, z ) , v = v (x, y , z) , w = w(x, y , z) ,then the Jacobian of u , v , w

w.r.to x , y , z is given by

J( ) = =

Properties of Jacobians
(u, v)  ( x, y )
1. If J  and J 1  then JJ 1  1
( x, y ) (u, v)
, , ,
2. If u,v are functions of r, s and r, s are functions of x ,y , then = .
, , ,

Solved Problems:
 ( x, y , z )
1. If x + y2 = u , y + z2 = v , z + x2 = w find
 (u , v, w)
Sol : Given x + y2 = u , y + z2 = v , z + x2 = w

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We have = =

= 1(1-0) – 2y(0 – 4xz) + 0

= 1 – 2y(-4xz)
= 1 + 8xyz

 = =

2. Show that the functions u = x + y + z , v = x2 + y2 + z2 -2xy – 2yz -2xz and w = x3

+ y3 + z3 -3xyz are functionally related.
Sol: Given u = x + y + z
v = x2 + y2 + z2 -2xy – 2yz -2xz
w = x3 + y3 + z3 -3xyz
we have

=6

c1  c1  c2
c2  c2  c3
0 0 1
6 2x  2 y 2 y  2z z yx
x  yz  y 2  xz
2
y  xz  z  xy z 2  xy
2 2

=6[2(x - y) (y2 + xy – xz -z2 )-2(y - z)(x2 + xz – yz - y2)]

=6[2(x - y)( y – z)(x + y + z) – 2(y – z)(x – y)(x + y + z)]
=0
Hence there is a relation between u,v,w.

3. If x + y + z = u , y + z = uv , z = uvw then evaluate

Sol: x + y + z = u
y + z = uv
z = uvw
y = uv – uvw = uv (1 – w)
x = u – uv = u (1 – v)

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 MATHEMATICS - I

R2  R2  R3

= uv [ u –uv +uv]
= u2v

4. If u = x2 – y2 , v =2xy where x = r cos , y = r sin S.T = 4r3

Sol: Given u = x2 – y2 , v = 2xy

=r2cos2 – r2sin2 = 2rcos r sin
= r2 (cos2 – sin2 = r2 sin2
= r2 cos2

= =

= (2r)(2r)

= 4r2 [rcos22 + r sin22 ]

=4r2(r)[ cos22 + sin22 ]
=4r3

5. If u = ,v= ,w= find

Sol: Given u = ,v= ,w=

We have

ux = yz(-1/x2) = , uy = , uz =

= , xz(-1/y2) = ,

= , = , = xy (-1/z2) =

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 MATHEMATICS - I

= . .

= 1[-1(1-1) -1(-1-1) + (1+1) ]

= 0 -1(-2) + (2)
=2 + 2
=4

6. If x = er sec , y = er tan P.T . =1

Sol: Given x = er sec , y = er tan

= , =

= er sec =x , = ersec tan

= er tan =y , = er sec2
x2 – y2 = e2r (sec2 - tan2 )
 2r = log (x2 – y2 )
 r = ½ log (x2 – y2 )
1 1 x
rx  (2 x)  2
2x y
2 2
(x  y2 )
1 1 y
ry  (2 y )  2
2x y
2 2
(x  y2 )

= = =

 = , = sin-1( )

1  1  y
x  y  2  
y  x  x x2  y2
2
1 2
x

= (1/x) =

= = e2r sec2 - y er sec tan

= e2r sec [sec2 - tan2 ] = e2r sec

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x y
 r ,   (x  y2 ) (x  y2 )
2 2
 y 1
 ( x, y )
x x2  y2 x2  y2

=[ - ]

= = =

. =1

Functional Dependence:
Two functions u and v are functionally dependent if their Jacobian i.e,

J( ) = = =0

If the Jacobian of u, v is not equal to zero then those functions u, v are functionally
independent.

Solved Problems :
+ − − ,
1. If = −
, = 𝐚 + 𝐚 . Find ,
. Hence prove that u and v are

functionally dependent. Find the relation between them.

+
Sol : Given u = −
and v = tan− x + tan− y
∂ + ∂ + ∂ ∂
∴ ∂
= −
,∂ = −
,∂ = +
and ∂ = +

∂ ∂ + +
∂ , ∂ ∂ − −
∴ ∂ ,
= |∂ ∂
| =| |= −
- −
=0
∂ ∂ + +

∴ u and v are functionally dependent .

+
Now v = tan− x + tan− y = tan− = tan− u
−

∴ v = tan− u is the functional relation between u and v.

2. Determine whether the following functions are functionally dependent or not. If
they are functionally dependent , find a relation between them.
+
i) u= ,v= ii) u = ,v=
−

∂ , u u e sin y e cos y
Sol: i) Jacobian = ∂ = |v v | =| |
, e cos y − e sin y

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= e ( -sin y − cos y = − ≠
∴ u,v are functionally independent .
+
ii) u= ,v=
−
−
, ∂ ,
∴ J( ) = =| − | = - =0
, ∂ , − −
− −

∴ u and v are functionally dependent ,

+ + +
Now v = = =
− − −

+
∴v= −
is the functional relation between u and v .

3. Show that the functions u= xy + yz + zx , v = + + and w= x + y + z are

functionally related .find the relation between them.
Sol: We have
u = xy + yz + zx , v = x + y + z , w= x + y + z
∂ ∂ ∂
∂ ∂ ∂
y+z z+x x+y
∂ , , |∂ ∂ ∂ |
∴ = ∂ =| x y z |
∂ , , | ∂ ∂ |
∂ ∂ ∂
∂ ∂ ∂

+ + +
=2| | ( Applying → + )

= 2(x + y + z) | |

= 2(x + y + z) (0) ( since R andR are identical )

=0
Hence u,v and w are functionally dependent . That is , the functional relationship
exists between them.
Now w = x + y + z =x +y +z + xy + yz + zx = v + u
∴ w = v + u is the functional relation between u ,v and w.
4. Verify if u = 2x – y + 3z , v = 2x – y – z , w = 2x – y + z are functionally dependent
and if so , find the relation between them.
Sol: Given u = 2x – y + 3z , v = 2x – y – z , w = 2x – y + z
, ,
The functions u,v,w are functionally dependent if and only if J( ,
=0

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∂ ∂ ∂
∂ ∂ ∂
−
, , |∂ ∂ ∂ |
Now J( = ∂ =| − − | = 2(-1) | − | = (-2)(0) =0
, | ∂ ∂ |
∂ ∂ ∂ −
∂ ∂ ∂

∴ u, v, w are functionally dependent

Now u + v -2w = (2x-y +3z) + (2x – y –z) – 2 (2x – y + z )
= (4x – 2y + 2z) – (4x – 2y +2z) = 0
Hence u + v -2w = 0 is the functional relationship between u, v and w.
5. Show that the functions u = x+y+z, v = x2+y2+z2-2xy-2yz-2zx and w = x3+y3+z3-3xyz are
functionally related.

Sol. Given u = x+y+z, v = x2+y2+z2-2xy-2yz-2zx and w = x3+y3+z3-3xyz

, , | | − − − − − −
Now = =| |
, , | |
− − −

=6| − − − − − − |
− − −

=6 | − − − − | C1 → − and C2
− + + − + + −
→ −

, , − −
∴ , ,
= 12 | − + + − + + |

= 12 (x-y)(y-z) | |
+ + + +
= 12 (x-y)(y-z) (0) [C1 and C2 are identical]
=0
Hence the functional relationship exists between u, v, w.
−
6. Prove that u = ,v= are functionally dependent and find the relation between
+ +
them.

−
Sol. We are given u = ,v=
+ +
( + ). −( − ). + − +
∴ = = =
+ + +
( + ). − −( − ). − + − + −
= = =
+ + +
( + ). − . −
=2 y [ ]= and
+ +
( + ). − . −
=2 x [ ]=
+ +

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−
, + +
Thus =| |=| − −
|
,
+ +
− −
= +
+ +
( − )− −
= +
=0
∴ u,v are functionally dependent.
− +
u2 + v2 = + = =1
+ + +
2 2
Hence u + v = 1 is the functional relation between u and v.

Maxima & Minima for functions of two Variables:

Definition : Let f(x,y) be a function of two variables x and y.
At x = a ; y = b , f(x ,y) is said to have maximum or minimum value , if f (a ,b) > f( a +h ,
b +k) or f (a ,b) < f( a +h , b +k) respectively where h and k are small values.
Extremum : A function which have a maximum or minimum or both is called
‘extremum’
Extreme value :- The maximum value or minimum value or both of a function is
Extreme value.
Stationary points: - To get stationary points we solve the equations = 0 and

= 0 i.e the pairs (a1, b1), (a2, b2) ………….. are called

Stationary.

Working procedure:

1. Find and Equate each to zero. Solve these equations for x & y we get the pair

of values (a1,b1) (a2,b2) (a3 ,b3) ………………

2 f 2 f 2 f
2. Find l = ,m  , n =
x 2  x y y 2

3 i) If l n –m2 > 0 and l < 0 at (a1,b1) then f(x ,y) is maximum at (a1,b1) and maximum
value is f(a1,b1)
ii) If l n –m2 > 0 and l > 0 at (a1,b1) then f(x ,y) is minimum at (a1,b1) and minimum
value is f(a1,b1) .
iii) If l n –m2 < 0 and at (a1, b1) then f(x, y) is neither maximum nor minimum at (a1, b1).
In this case (a1, b1) is saddle point.

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 MATHEMATICS - I

iii) If l n –m2 = 0 and at (a1, b1) , no conclusion can be drawn about maximum or
minimum and needs further investigation. Similarly we do this for other stationary
points.
Solved Problems:
1. Locate the stationary points & examine their nature of the following functions.
u =x4 + y4 -2x2 +4xy -2y2, (x > 0, y > 0)
Sol: Given u(x ,y) = x4 + y4 -2x2 +4xy -2y2
u
For maxima & minima = 0, u = 0
x y

= 4x3 -4x + 4y = 0  x3 – x + y = 0 -------------------> (1)

= 4y3 +4x - 4y = 0  y3 + x – y = 0 -------------------> (2)

Adding (1) & (2),

x3 + y3 = 0
 x = – y -------------------> (3)

(1)  x3 – 2x  x = 0, 2,  2

Hence (3)  y = 0, - 2, 2

 2u  2u  2u
l= = 12x 2
– 4, m = = ( ) =4&n= = 12y2 – 4
x 2 xy y 2
ln – m2 = (12x2 – 4 )( 12y2 – 4 ) -16
At ( , ), ln – m2 = (24 – 4)(24 -4) -16 = (20) (20) – 16 > 0 and l=20>0
The function has minimum value at ( , )
At (0,0) , ln – m2 = (0– 4)(0 -4) -16 = 0
(0,0) is not a extreme value.
2. Investigate the maxima & minima, if any, of the function f(x) = x3y2 (1-x-y).

Sol: Given f(x) = x3y2 (1-x-y) = x3y2- x4y2 – x3y3

= 3x2y2 – 4x3y2 -3x2y3 = 2x3y – 2x4y -3x3y2

For maxima & minima = 0 and =0

 3x2y2 – 4x3y2 -3x2y3 = 0 => x2y2(3 – 4x -3y) = 0 ---------------> (1)

 2x3y – 2x4y -3x3y2 = 0 => x3y(2 – 2x -3y) = 0 ----------------> (2)
From (1) & (2) 4x + 3y – 3 = 0
2x + 3y - 2 = 0

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2x = 1 => x = ½
4 ( ½) + 3y – 3 = 0 => 3y = 3 -2 , y = (1/3)
2 f
l= = 6xy2-12x2y2 -6xy3
x 2

 2 f 
 2  (1/2,1/3) = 6(1/2)(1/3)2 -12 (1/2)2(1/3)2 -6(1/2)(1/3)3 = 1/3 – 1/3 -1/9 = -1/9
 x 
2 f   f 
m= =   = 6x2y -8 x3y – 9x2y2
xy x  y 

 2 f 
  (1/2 ,1/3) = 6(1/2)2(1/3) -8 (1/2)3(1/3) -9(1/2)2(1/3)3 = =
 xy 
2 f
n= = 2x3 -2x4 -6x3y
y 2

 2 f 
 2  (1/2,1/3) = 2(1/2)3 -2(1/2)4 -6(1/2)3(1/3) = - - = -
 y 
1
ln- m2 =(-1/9)(-1/8) –(-1/12)2 = - = = > 0 and l = 0
9
The function has a maximum value at (1/2 , 1/3)
 1 1   1 1  1 1 1 1 1 1
 Maximum value is f  ,     1      
 2 3   8 9  2 3  72  2 3  432
3. Find three positive numbers whose sum is 100 and whose product is maximum.
Sol: Let x ,y ,z be three +ve numbers.
Then x + y + z = 100
 z = 100 – x – y
Let f (x,y) = xyz =xy(100 – x – y) =100xy –x2y-xy2

For maxima or minima = 0 and =0

=100y –2xy-y2 = 0 => y(100- 2x –y) = 0 ----------------> (1)

= 100x –x2 -2xy = 0 => x(100 –x -2y) = 0 ------------------> (2)

100 -2x –y = 0
200 -2x -4y =0
-----------------------------
-100 + 3y = 0 => 3y =100 => y =100/3
100 – x –(200/3) = 0 => x = 100/3

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2 f
= =- 2y
x 2
 2 f 
 2  (100/3 , 100/3 ) = - 200/3
 x 
2 f   f 
= =   = 100 -2x -2y
xy x  y 
 2 f 
  (100/3 , 100/3 ) = 100 –(200/3) –(200/3) = -(100/3)
 xy 
2 f
= = -2x
y 2
 2 f 
 2  (100/3 , 100/3 ) = - 200/3
 y 
ln -m2 = (-200/3) (-200/3) - (-100/3)2 = (100)2 /3
The function has a maximum value at (100/3 , 100/3)
100 100 100
i.e. at x = 100/3, y = 100/3 z = 100   
3 3 3
The required numbers are x = 100/3, y = 100/3, z = 100/3
4. Find the maxima & minima of the function f(x) = 2(x2 –y2) –x4 +y4
Sol: Given f(x) = 2(x2 –y2) –x4 +y4 = 2x2 –2y2 –x4 +y4

For maxima & minima = 0 and =0

= 4x - 4x3 = 0 => 4x(1-x2) = 0 => x = 0 , x = ± 1

= -4y + 4y3 = 0 => -4y (1-y2) = 0 =>y = 0, y = ± 1

 2 f 
l =  2  = 4-12x2
 x 

 2 f 
m =   =   f 
 
=0
 x y  x  y 

 2 f 
n =  2  = -4 +12y2
 y 
we have ln – m2 = (4-12x2)( -4 +12y2 ) – 0
= -16 +48x2 +48y2 -144x2y2
= 48x2 +48y2 -144x2y2 -16
i) At ( 0 , ± 1 )
ln – m2 = 0 + 48 - 0 -16 =32 > 0
l = 4-0 = 4 > 0

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f has minimum value at ( 0 , ± 1 )

f (x ,y ) = 2(x2 –y2) –x4 +y4
f ( 0 , ± 1 ) = 0 – 2 – 0 + 1 = -1
The minimum value is ‘-1 ‘.
ii) At ( ± 1 ,0 )
ln – m2 = 48 + 0 - 0 -16 =32 > 0
l = 4-12 = - 8 < 0
f has maximum value at ( ± 1 ,0 )
f (x ,y ) = 2(x2 –y2) –x4 +y4
f ( ± 1 , 0 ) =2 -0 -1 + 0 = 1
The maximum value is ‘1 ‘.
iii) At (0,0) , (± 1 , ± 1)
ln – m2 < 0
l = 4 -12x2
(0 , 0) & (± 1 , ± 1) are saddle points.
f has no max & min values at (0 , 0) , (± 1 , ± 1).

Lagrange’s method of undetermined multipliers

Suppose it is required to find the extremum for the function f(x , y , z) subject to condition
( x , y , z) = 0 ------------- (1)
Step 1 : Form lagrangean function F(x , y , z) = f(x , y , z) + ( x , y , z) where is called
Lagrange’s constant, which is determined by the following conditions.
Step 2: Obtain the equations
F
= 0 => + = 0 --------------- (2)
x
F
= 0 => + = 0 --------------- (3)
y

F
= 0 => + = 0 --------------- (4)
z
Step 3: Solving the equations (1) (2) (3) & (4) we get the stationary point (x, y, z).
Step 4 : Substitute the value of x , y , z so obtained in equation (1) we get the extremum.

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Solved Problems:
1. Find the minimum value of x2 +y2 +z2, given x + y + z =3a
Sol: u = x2 +y2 +z2
= x + y + z - 3a = 0
Using Lagrange’s function
F(x , y , z) = u(x , y , z) + ( x , y , z)
For maxima or minima
F
= + = 2x + = 0 ------------ (1)
x
F
= + = 2y + = 0 ------------ (2)
y

F
= + = 2z + = 0 ------------ (3)
z
(1) , (2) & (3)
= -2x = -2y = -2z

= x + x + x - 3a = 0
=a
= y =z = a
Minimum value of u = a2 + a2 + a2 =3 a2
2. Find the minimum value of + + , given that xyz = 𝐚
Sol: Let u = x + y + z …… (1)
And ∅ = xyz - =0 …… (2)
Consider the lagrangean function F(x,y,z) = u( x,y,z ) + λ ϕ x, y, z
i.e , F(x,y,z) = x + y + z + λ xyz − a ) ……(3)
∂F ∂ ∂∅
Now ∂ = 0 ⇒ ∂ + λ ∂ = 2x + λyz = 0 ……(4)
∂F ∂ ∂∅
∂
= 0 ⇒ ∂ + λ ∂ = 2y + λxz = 0 ……(5)
∂F ∂ ∂∅
= 0 ⇒ ∂ + λ ∂ = 2z + λyx = 0 ……(6)
∂
λ
From (4) , (5) and (6) ,we have = = = − ……(7)

From the first two members , we have = ⇒x =y …(8)

From the last members , we have = ⇒y =z ……(9)

From (8) and (9) , we have x = y = z ⇒ x = y = z ……(10)

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on solving (2) and (10) , we get , x = y = z = a

∴ Minimum value of u = a + a = a
3. Find the maximum value of u = if 2x + 3y + 4z = a
Sol: Given u = x y z .….. (1)
Let ϕ x, y, z = 2x + 3y + 4z - a = 0 ……(2)
Consider the lagrangean function F(x,y,z) = u( x,y,z ) + λ ϕ x, y, z
i.e, , F(x,y,z) = x y z + λ (2x + 3y + 4z – a) ……(3)
∂F ∂F ∂F
for maxima or minima =0 , =0, =0
∂ ∂ ∂
∂F
Now = 0 ⇒ 2x + 2λ = 0 ⇒ x =−λ ……(4)
∂
∂F
= 0 ⇒ 3x y z +3λ = 0 ⇒ x y z = − λ …….(5)
∂
∂F
and ∂
= 0 ⇒ 4x y z + λ =0 ⇒ x y z = − λ …….(6)

From (4) and (5) , we have x = y …….(7)

From (5) and (6) , we have y = z …….(8)
Hence from (7) and (8) , we get x = y = z …….(9)
a
On solving (2) and (9) ,we get x = y = z =
a a a a
∴ Maximum value of u = =

4. Show that the rectangular solid of maximum volume that can be inscribed in a
sphere is a cube.
Sol: Let 2x ,2y, 2z are the length , breadth and height of rectangular solid
Then its volume V = 8 xyz ……..(1)
Let the sphere have a radius of ‘r’ so that x + y + z = r ……(2)
Consider the lagrangean function F(x,y,z) = u( x,y,z ) + λ ϕ x, y, z
i.e, F(x,y,z) = V + 𝜆 x + y + z − r
= 8xyz + 𝜆 x + y + z − r …….(3)
∂F ∂F ∂F
For maxima or minima ∂ = 0 , ∂ = 0 , ∂
=0
∂F
= 0 ⇒ 8yz +2 λx = 0 ……(4)
∂
∂F
∂
= 0 ⇒ 8zx +2 λy = 0 ……(5)
∂F
∂
= 0 ⇒ 8xz +2 λz = 0 ……(6)

From (4) ,(5) and (6) we have 2 𝜆 = - 8xyz = - 2 𝜆=-2 𝜆

⇒x=y=z

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Thus for a maximum value x = y = z which shows that the rectangular solid is a cube.

Taylor’s series for a function of two variables:

Consider a function f(x,y) defined in a region enclosing (a,b) and having successive
partial derivatives ,then taylor’s series gives an expansion of f(x,y) in powers of (x-a) and
(y-b) and partial derivatives of f at (a,b) and is expressed in ascending powers of (x-a) and
(y-b) .
f(x,y) = f(a,b) + (x-a) f a, b + y − b f a, b + !
[ x−a f a, b + x−a

y−b f a, b + (y − b f a. b ] + [ x − a f a, b + x−a y−
!

b f a, b + x−a y−b f a, b + (y − b f a, b ] + …….

Note: The above expansion is called the expansion of f(x,y) at (a,b) or in the
neighbouhood of (a,b) or in powers of (x-a) and (y-b) .
Solved Problems:
𝝅
1. Expand near (1,
𝜋
Sol: Let f(x,y) = e cos y ⇒ f(1, = . Then
√
π
f x, y = e cos y ⇒ f(1, =
√
π −
f x, y = −e sin y ⇒ f(1, =
√
π −
f x, y = −e cos y ⇒ f(1, =
√
π −
f x, y = −e sin y ⇒ f(1, =
√
π −
f x, y = −e cos y ⇒ f(1, =
√

By substituting above values in taylor ′ s series , we get

π
π − π −
e cos y = [ + x− − y− +
!
− x− y− −
!
+⋯]
√

2. Expand + − − 𝐚 + using taylor’s thorem.

Sol: Let f(x,y) = x y + y − , a = 1 , b = -2

Now f(a,b) = f(1,-2) = -10
f a, b = 2xy ⇒ f ,− = −
f a, b = x + ⇒ f ,− =4
f a, b = 2y ⇒ f ,− =-4
f a, b = 2x ⇒ f ,− =4

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f a, b = 0 ⇒ f ,− =0
f a, b = 0 ⇒ f ,− =0
f a, b = 2 ⇒ f ,− =2
f a, b = 0 ⇒ f ,− =0
f a, b = 0 ⇒ f ,− =0
All other partial derivatives of higher order will vanish
By substituting above values in taylor ′ s series , we get
x y+ y− = +[ x− − + y+ ]+ [ x− − + x− y+

+ y+ + [ x− +3(x − y+ + x− y+ +

y+ ]
= 10 - 4(x - 1) + 4( y + 2) - 2(x − + 2 (x - 1) (y + 2) + (x − (y + 2)

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UNIT – III

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ORDINARY DIFFERENTIAL EQUATIONS

I.Differential equations of first order and first degree

Definition: An equation involving variables and its differentials is called a Differential
equation.
They are of two types
1. Ordinary differential equations
2. Partial differential equations

Ordinary differential equation: An equation is said to be ordinary if one or more

variables are differentiated w.r.to only one independent variable.
dy d2 y dy
Ex . (1)  7xy  x 2 (2) 2
 3  2y  e x
dx dx dx
Partial Differential equation: A Differential equation is said to be partial if the
derivatives in the equation have reference to two or more independent variables.
2
 z   z 
2

E. g: 1.       4z
 x   y 
z z
2. x  y  2z
x y
Order of a Differential equation: It is the order of the highest derivative occurring in
the Differential equation. Differential equation is said to be of order ‘n’ if the
derivative is the highest derivative in that equation.
dy
E. g : (1). (x2+1) . + 2xy = 4x2
dx
Order of this Differential equation is 1.
d2 y dy
(2) x 2   2x  1   x  1 y  e x
dx dx

Order of this Differential equation is 2.

2
d2 y  dy 
(3)  5    2y  0 .
 dx 
2
dx
Order=2
2u 2u
(4)   0. Order is 2.
x 2 y2

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Degree of a Differential equation: Degree of a differential Equation is the highest

degree of the highest derivative in the equation, after the equation is made free from
radicals and fractions in its derivations.
2
dy  dy 
E.g : 1 ) y = x .  1    on solving we get
dx  dx 
2

1  x 2   dx
dy 
  2xy.  1  y   0 . Degree = 2

dy
dx
2

32
d 2 y   dy  
2

2) a.  1     on solving . we get
dx 2   dx  
3
 d 2 y    dy  
2 2

a .  2   1     . Degree = 2
2

 dx    dx  

dy
The general form of first order, first degree differential equation is  f  x, y  or
dx
′
, , = [i.e + = Where are functions of and ]. There
is no general method to solve any first order differential equation The equation which
belong to one of the following types can be easily solved.
In general the first order first degree differential equation can be classified as:
(1) Exact equations
(2) Non exact equations (reducible to exact equations).
Exact Differential Equations
Def: Let M(x, y) dx +N(x, y) dy =0 be a first order and first degree Differential Equation
where M & N are real valued functions of x, y . Then the equation M dx + N dy =0 is said to
be an exact Differential equation if  a function f  .
f f
d f  x, y    dx  dy
x y

Eg : d ( x 2 y)  2 xydx  x 2 dy

Condition for Exactness: If , & , are two real functions which have
continuous partial derivatives then the necessary and sufficient condition for the Differential
equation + = is to be exact if
M N

y x
Hence solution of the exact equation , + , = is

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 Mdx   Ndy  c .
(y is taken as constant) (terms free from x are taken).

Solved Problems :
dy y cos x  sin y  y
1. Solve   0.
dx sin x  x cos y  x
Sol : Given equation can be written as
( y cos x  sin y  y )dx  (sin x  x cos y  x)dy  0 …(1)
It is of the form + = .
Here
M  y cos x  sin y  y
N  sin x  x cos y  x

M
 cos x  cos y  1
y
N
 cos x  cos y  1
x
M N
Clearly 
y x
⟹Equation is exact.
The general solution is given by  Mdx   Ndy  c

(y constant) (terms independent of x)

  ( y cos x  sin y  y )dx   (0)dy  c

 y sin x  (sin y  y ) x  c .

 x
 x
 x
2. Solve 1  e y  dx  e y 1   dy  0
   y
 
 x
x x

Sol : Here M  1  e & N  e 1  

y y

 y
 x  N  1   x   1 
x x x
M
 ey  2  &  e y    1   e y  
y  y  x  y   y  y
  x  N  x 
x x
M
  ey  2  &  ey  2 
y  y  x y 
M N
  equation is exact
y x
General solution is

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 Mdx   Ndy  c.

(y constant) (terms free from x)

 x

  1  e y  dx   0 dy  c.
 
 
x

ey
x c
1
y
x

 x  ye  c y

3. Solve the D.E (x+y-1) dy-(x-y+2) dx=0

Sol : Here M    x  y  2  ;

N   x  y 1

M N
 1; 1
y x
M N
Clearly 
y x
Thus the equation is exact.
General solution is  Mdx   Ndy  c.

(y constant) (terms free from x)

⟹  ( x  y  2)dx   ( y  1)dy  c

x2 y2
  xy  2 x  yc
2 2
 x 2  y 2  2 xy  4 x  2 y  c1

4. Solve  e y  1 .cos xdx  e y sin xdx  0 .

Sol. M   e y  1 cos, N  e y sin x

M N
 e y cos x;  e y cos x
y y
M N
  e y c os x
y x
Equation is exact.
Gen Sol. is  Mdx   Ndy  c.

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(y constant) (terms free from x)

 e  1 cos x dx   0 dy  c
y

 e y sin x  c
  1 
5. Solve  y 1    cos y  dx   x  log x  x sin y  dy  0 .
  x 

 1
Sol : Here M  y 1    cos y, N  x  log x  x sin y
 x
M 1 N 1
 1   sin y  1   sin y
y x x x
M N
 so the equation is exact
y x

General sol  Mdx   Ndy  c.

(y constant) (terms free from x)

 y 
   y   cos y  dx   0.dy  c.
 x 
 y  x  log x   x cos y  c.

6. Solve (cosx-xcosy)dy – (siny+ysinx)dx =0

Sol : N  cos x  x cos y & M   sin y  y sin x

N M
  sin x  cos y   cos y  sin x
x y
M N
  the equation is exact.
y x

General sol  Mdx   Ndy  c.

(y constant) (terms free from x)

    sin y  y sin x  .dx   0.dy  c

  x sin y  y cos x  c
 ycosx - xsiny = c

7. Solve  r  sin   cos  dr  r  sin   cos  d  0

Sol : Given equation is  r  sin   cos  dr  r  sin   cos  d  0............ 1

This is of the form Md  Ndr  0

Where M  r  sin   cos  ; N  r  sin   cos 

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M N
We have  sin   cos  ;  cos   sin 
r 
M N
Clearly 
r 
 The given equation is exact.

The general solution is given by  Md   Ndr  c

(r constant) (terms independent of 𝜃)

  r (sin   cos  )d   rdr  c

r2
 r (sin   cos  )  c
2
The general solution is r 2  2r  sin   cos   c1 .

REDUCTION OF NON-EXACT DIFFERENTIAL EQUATIONS TO EXACT

FORM USING INTEGRATING FACTORS
Definition: If the Differential Equation M(x,y) dx + N (x,y ) dy = 0 be not an exact
differential equation it can be made exact by multiplying with a suitable function
u (x,y) 0 called an Integrating factor(I.F).
Note: There may exits several integrating factors.

Some methods to find an I.F to a non-exact Differential Equation Mdx+N dy =0

Case -1: Integrating factor by inspection/ (Grouping of terms).

Some useful exact differentials

1. d (xy) = xdy +y dx
x ydx  xdy
2. d  
 y y2

x ydx  xdy

3. d  
 y x2

 x2  y 2 
4. d  = x dx + y dy
 2 
  x  xdy  ydx
5. d  log    =
  y  xy

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  x  ydx  xdy
6. d  log    =
  y  xy

  x  ydx  xdy
7. d  tan 1    =
  y  x2  y 2

  x  xdy  ydx
8. d  tan 1    =
  y  x2  y 2

xdy  ydx
9. d  log  xy   =
xy
2  xdx  ydy 
 
10. d log x 2  y 2  =
x2  y 2

 ex  ye x dx  e x dy
11. d   =
 y y2

Solved Problems
y( xy  e x )dx  e x dy
1) Solve  0.
y2

( xy 2  ye x )dx  e x dy
Sol : It can be written as 0.
y2
xy 2 e x ydx  e x dy
 2 dx  0
y y2
ye x dx  e x dy
 xdx  0
y2
 ex 
 xdx  d  0
 y 
x2 ex
On integrating, we get  c
2 y
This is the required solution.

2) Solve the differential equation  y  x 2  dx   x 2 cot y  x  dy  0

Sol : Given equation can be written as ydx  xdy  x 2 dx  x 2 cot y dy

Dividing with x 2 , we get

ydx  xdy  xdy  ydx 
 dx  cot y dy  or      dx  cot y dy
 
2
x x2
 y
i.e , d    dx  cot y dy
x

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 x  cos ec 2 y  cos y   x  x  cos ec 2 y   cx

y
Integrating, we get 
x
which is the required solution.

xdy  ydx
3) Solve xdx  ydy  0
x2  y 2

xdy  ydx
Sol : Given equation is xdx  ydy  0
x2  y 2

 x2  y 2   1  y  
d   d  tan     0 on Integrating we get
 2    x 

x2  y 2  y
 tan 1    c .
2 x
4) Solve y  x3 .e xy  y  dx  x  y  x 3 .e xy  dy  0 .

Sol : Given equation is on regrouping

We get yx3e xy dx  y 2 dx  xydy  x 4e xy dy  0

x3e xy  ydx  xdy   y  xdx  ydx   0

Dividing by x3
 y   xdy  ydx 
e xy  ydx  xdy     .  0
x  x2 
 y  y
d  e xy     .d    0
x x
on Integrating
2
y
e xy  1    c is required G.S.
2 x 

5) Solve (1+xy) x dy + (1- yx ) y dx = 0

Sol: Given equation is (1+xy) xdy + (1-yx) y dx =0.
( xdy + ydx ) + xy ( xdy – ydx ) = 0.
 xdy  ydx   xdy  ydx 
Divided by x2y2   2 2  0
 x y   xy 
 1  1 1
 d     dy  dx  0 .
 xy  y x

1
On integrating we get   log y  log x  log c
xy

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1
  log x  log y  log c .
xy

6) Solve : ydx  xdy  a  x 2  y 2  dx

Sol : Given equation is ydx ydx  xdy  a  x 2  y 2  dx

ydx  xdy
  a dx
 x 2  y2 
 x 
 d  tan 1  a dx 
 y 
x
On Integrating tan 1  ax  c where c is an arbitrary constant.
y

Method -2: If M  x, y  dx  N  x, y  dy  0 is a homogeneous differential equation and

1
Mx  Ny  0 then is an integrating factor of M dx+ N dy =0.
Mx  Ny
Solved Problems :
1 . Solve x 2 ydx   x 3  y3  dy  0

Sol : Given equation is x 2 ydx   x 3  y3  dy  0 -----------------(1)

Where M  x 2 y & N    x 3  y3 

M N
Consider  x2 &  3x 2
y x
M N

y x
equation is not exact .
But given equation (1) is homogeneous differential equation then
Mx  Ny  x  x 2 y   y  x 3  y3    y 4  0 .

1 1
I.F =  4
Mx  Ny y
1
Multiplying equation (1) by 
y4

x2 y x 3  y3
 dx  dy  0 ---------------------- (2)
 y4  y4

x2 x 3  y3
 dx  dy  0
y3  y4

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This is of the form M1dx  N1dy  0

x 2 x 3  y3
For M1  & N1 
y3 y4

M1 3x 2 N1 3x 2
  4 &  4
y y x y
M1 N1
  equation (2) is an exact D.E.
y x

General sol  M1dx   N1dy  c

(y constant) (terms free from x in N1)

x 2 1
  3 dx   dy  c.
y y

x3
  log y  c
3y3

2. Solve y  y 2  2x 2  dx  x  2y 2  x 2  dy  0

Sol : Given equation is y  y 2  2x 2  dx  x  2y 2  x 2  dy  0 -----------(1)

It is the form Mdx + Ndy = 0

Where M  y  y 2  2x 2  , N  x  2y 2  x 2 

M N
Consider  3y2  2x 2 &  2y 2  3x 2
y x
M N
 equation is not exact .
y x
Since equation(1) is Homogeneous differential equation then

Consider Mx  Ny  x  y  y 2  2x 2   y  x  2y 2  x 2 

 3xy  y 2  x 2   0 .

1
 I.F. 
3xy  y 2  x 2 

1
Multiplying equation (1) by we get
3xy  y 2  x 2 

y  y2  2x 2  x  2y 2  x 2 
 dx  dy  0
3xy  y 2  x 2  3xy  y 2  x 2 

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y(y2 - 2x 2 ) x(2y2 - x 2 )
M1 = ; N1 =
3xy(y2 - x 2 ) 3xy(y2 - x 2 )

M1 2xy N1

= =
y 2 2 2
3(y - x ) x
Now it is exact

y 2
 x2   x2
dx 
y2  x  y2  x 2 
dy  0
3x  y 2  x 2  3y  y 2  x 2 

dx xdx ydy dy
 2  2   0.
x y x 2
y x 2
y

 dx dy  2ydy 2xdx
    0
 x y  2  y  x  2  y2  x 2 
2 2

On integrating we get

log x  log y  log  y 2  x 2   log  y 2  x 2   log c  xy  c

1 1
2 2
Method- 3: If the equation Mdx  Ndy  0 is of the form
1
y.f (xy)dx  x.g(xy)dy  0 & Mx  Ny  0 then is an integrating factor of
Mx  Ny
Mdx+ Ndy =0.

Problems :
1 . Solve  xysin xy  cos xy  ydx   xysin xy  cos xy  xdy  0 .

Sol : Given equation  xysin xy  cos xy  ydx   xysin xy  cos xy  xdy  0 -------(1).

Equation (1) is of the form y. f  xy  dx  x.g  xy  dy  0 .

Where M   xysin xy  cos xy  y

N   xysin xy  cos xy  x

M N
 
y x

⟹ equation (1) is not exact

Now consider Mx-Ny
Mx-Ny =2xycosxy ≠ 0
1
Integrating factor =
2xy cos xy

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So equation (1) x I.F gives


 xysin xy  y dx   xysin xy  cos xy  x dy  0
2xy cos xy 2xy cos xy

 1  1
  y tan xy   dx   y tan xy   dy  0
 x  y

 M1dx  N1dy  0
M1 N1
= tanxy + xysec2 xy =
y x
Now the equation is exact.
 General solution is  M dx   N dy  c. .
1 1

(y constant) (terms free from x in N1)

 1 1
   y tan xy   dx   dy  c.
 x y

y.log sec xy
  log x    log y   log c
y
x
 log sec  xy   log  log c.
y
x
 .sec xy  c.
y
2. Solve 1  xy  ydx  1  xy  xdy  0

Sol : Here M  1  xy  y : N  1  xy  x

M N
= 1+ 2xy; = 1- 2xy
y x
Hence, the equation is not exact
Also Mx - Ny= 2 x 2 y 2  0
1 1
I.F   2 2 0
Mx  Ny 2x y
Multiply the given equation by I.F, we get
 1 1  1
 2   dx  dy  0
 2x y 2x  2y

M1 -1 N
= 2 2 = 1
y 2x y x
⟹Equation is exact.

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On integrating, we get
 1 1  1
  2x y  2x dx   2y dy  c
2

1 1 1
  log x  log y  c .
2xy 2 2

1 x
  log    c1 where = 2c.
xy y
Method 4: If there exists a continuous single variable function such that
M N

y x
 f  x  , then I.F. of Mdx  Ndy  0 is e
f  x dx

N
Solved Problems :
1 . Solve  3xy  2ay 2  dx   x 2  2axy  dy  0

Sol : Given equation is  3xy  2ay 2  dx   x 2  2axy  dy  0

This is of the form Mdx+ Ndy = 0

 M  3xy  2ay2 & N  x 2  2axy
M N
 3x  4ay &  2x  2ay
y x
M N
 equation is not exact .
y x
M N

y x  3x  4ay    2x  2ay 
Now consider 
N x  x  2ay 

M N

y x 1
   f x .
N x
1
 e  x  x is an Integrating factor of (1)
dx

Multiplying equation (1) with I.F we get


3xy  2ay  xdx   x 2 2
 2axy 
xdy  0
1 1

 3x y  2ay x  dx   x
2 2 3
 2ax 2 y  dy  0

It is the form M1dx + N1dy =0

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M1  3x 2 y  2ay 2 x, N1  x3  2ax 2 y

M1 N1
 3x 2  4axy,  3x 2  4axy
y x
M1 N1
  Equation is exact
y x

General sol  M1dx   N1dy  c.

(y constant) (terms free from x in N1)

   3x 2 y  2ay 2 x  dx   0dy  c

 x 3 y  ax 2 y2  c ..

 
2. Solve ydx  xdy  1  x 2 dx  x 2 sin ydy  0

   
Sol: Given equation is y  1  x 2 dx  x 2 sin y  x dy  0.

M  y  1  x 2 & N  x 2 sin y  x
M N
 1,  2x sin y  1
y x
M N
  the equation is not exact.
y x
M N

y x 1  2x sin y  1 2x sin y  2 2  x sin y  1 2
So consider   2  
N x 2 sin y  x x sin y  x x  x sin y  1 x
1
2  dx
I.F  e  f  x dx 1
 e x  e2log x  2
x
y 1 x2 x 2 sin y  x
Equation (1) x I.F gives  dx  dy  0
x2 x2
It is the form of M1dx+ N1dy =0.
M1 1 N1
= 2=
y x x
 Equation is exact
 y 1 
Gen. sol. is thus    2  2  1dx   sin ydy  0
x x 
y 1
   x  cos y  c .
x x
 x 2  y  1  x cos y  cx.

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3. Solve 2xy dy – (x2+y2+1) dx = 0

Sol. Given equation is 2xy dy – (x2+y2+1) dx = 0 ………(1)

This is of the form M dx + N dy = 0, where N = 2xy, M = -x2 - y2 – 1
We have = -2y and = 2y, so that ≠
∴ The given equation is not exact.
−
We have − = (-2y-2y) = = f(x)
∫ − ∫ − −
∴ I.F. = = 𝑥 = = =
Multiplying (1) with , we get − + + ….(2)
This is of the form M1 dx + N1 dy = 0, where M1 = − − − and N1 =
− −
We have = and =
Since = , ∴ (2) is exact.
General solution is given by
 M1dx   N1dy  c
(y constant) (terms free from x in N1)

⇒ ∫ − − − + ∫ =

(y constant)
⇒ -x + + = c
This is the general solution o (2) and hence of (1)
M N

y x
Method -5: For the equation Mdx + Ndy = 0 if  g ( y ) (is a function of y alone)
M

then e   g ( y ) dy is an integrating factor of M dx + N dy =0.

Solved Problems :
1 . Solve (3x2y4+2xy)dx +(2x3y3-x2) dy = 0
Sol : Given equation (3x2y4+2xy)dx +(2x3y3-x2) dy =0 -----------------(1).
Equation is of the form Mdx + Ndy =0.
where M =3x2y4+2xy & N = 2x3y3-x2
M N
 12x 2 y3  2x ;  6x 2 y3  2x
y x

M N
  equation(1) is not exact.
y x
M N

y x 2
So consider  g ( y)   g  y 
M y

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1
2 dy
 g ( y )dy 2 log y
I .F  e 
y 1
e e  .
y 2

 3x 2 y4  2xy   2x 3 y3  x 2 
Equation (1) x I.F   dx    dy  0
 y2   y2 

 2x   x2 
  3x 2 y2   dx   2x 3 y  2  dy  0
 y   y 

It is the form M1dx  N1dy  0

M1 x N1
= 6x 2 y - 2 2 =
y y x
 Equation is exact

General sol. is  M1dx   N1dy  c

(y constant) (terms free from x in N1)

 2x 
   3x 2 y 2   dx   0dy  c .
 y 

3x 3 y2 2x 2
   c.
3 2y

x2
 x 3 y2   c.
y
2 . Solve (xy3+y) dx + 2(x2y2+x+y4) dy =0


Sol : Here M  xy3 y ; N  2 x 2 y 2  x  y 4 
M N
 3xy 2  1;  4xy 2  2
y x
We see equation is not exact.
M N

y x
M N

y x
Also  g  y
M
 xy 2  1 1
   g(y)
y  xy  1
2
y
1
 dy
Thus I .F  e 
 g ( y ) dy
 e y  y.

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M1 N
= 4xy3 + 2y = 1 where M1 = xy 4 + y 2 ; N1 = 2x 2 y3 + 2xy + 2y 5
y x

  xy  y 2 dx    2y5  dy  c
4
Gen Sol:

x 2 y4 2y6
 y2 x   c.
2 6
3. Solve  y 4  2y  dx   xy3  2y 4  4x  dy  0

Sol: The given equation is not exact.

M N
   y 3  4    4 y 3  2   3
y x
Also  g ( y)     g  y .
M  y4  2 y  y
 
1
3 dy
g  y  dy
I .F  e 
y 1
e 
y3
2 4x
Here M1 = y + 2
; N1 = x + 2y - 3
y y
M1 2 N1
= 1- 3 =
y y x
∴Equation is exact.
 2 
Gen sol is   y  2  dx   2 ydy  c.
 y 
 2 
 y  2  x  y  c.
2

 y 

APPLICATIONS OF DIFFERENTIAL EQUATIONS OF FIRST ORDER FIRST

DEGREE

ORTHOGONAL TRAJECTORIES (O.T)

Def: A curve which cuts every member of a given family of curves at a right angle is an
orthogonal trajectory of the given family.
Orthogonal trajectories in Cartesian co-ordinates:
Working rule: To find the family of O.T in Cartesian form : Let f(x,y,c) =0 ……(1)
be the given equation of family of curves in Cartesian form.
1) Differentiate (1) with respect to ‘x’ and obtain F(x, y, y’) = 0 ----------(2)
of the given family of curves.

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dy  dx
2) Replace by in (2)
dx dy
Then the Differential Equation of family of O.T is
 dx
F(x, y, ) =0 ---------------- (3).
dy
3) Solve equation (3) to get the equation of family of O.T’s of equation(1).

Solved Problems
1 . Find the O.T’s of family of semi-cubical parabolas ay2=x3 where a is a parameter.
Sol : The given family of semi-cubical parabola is ay2=x3 ---------------(1)
dy
Differentiating with respect to ‘x’ ⟹ a 2y = 3 x 2 -------------(2)
dx
x3 dy
Eliminating ‘a’ from (1) and (2) ⟹ y 2 2y dx  3x
2

2 x 3 dy
⟹  3x 2
y dx

dy dx 2x 3
 dx 
Replace by  ⟹     3x 2
dx dy y  dy 
-2 dx
 x =y
3 dy
-2
 xdx -  ydy = c
3
-x 2 y 2
 - =c
3 2
x 2 y2
 + =1
3c 2c

2. Find the O.T of the family of circles x2+y2+2gx+c =0, Where g is the parameter
Sol : x2+y2+2gx+c =0. --------- (1)
represents a system of co- axial circles with g as parameter.
dy
Differentiating with respect to ‘x‘ ⟹ 2x+ 2y + 2g =0--------------(2)
dx
Substituting equation from (2) in (1)
dy
⟹x2+y2 -(2x+ 2y )x +c =0.
dx

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dy
⟹y2-x2-2xy + c=0
dx
dy dx
Replace by 
dx dy

 dx 
⟹y2-x2-2xy    + c=0
 dy 
dx
⟹y2-x2+2xy + c=0
dy
This can be written as
dx 1 2 -(c + y 2 )
2x  x =
dy y y
This is a Bernoulli’s equation in x
dx du
So put x2=u  2x =
dy dy

du 1 -(c + y2 )
 - u=
dy y y
which is a linear equation in ‘u’
1
 y dy 1
 I.F = e  e  log y 
y
General solution is u(I.F) =  Q(y).I.Fdy + k

1 -(c + y2 ) 1
 x2 = dy  k
y y y
 -2 
= -c   - y + k
y
x2 c
 = -y+k
y y
2 2 2
3. Find orthogonal trajectories of the family of curves x + y = a 3 3 3

2 2 2
Sol : The equation of the given family of curves is x 3 + y 3 = a 3 …(1)
-1
-1 -1 3
2 2 dy dy y
Differentiating (1) w.r.t x, we get x + y 3
=03
= -1 …(2)
3 3 dx dx
x3
This is the differential equation of the given family of curves.

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-1 -1
3 3
dy dx dx y dx y
Changing to - in (2), we get - = - -1  = -1 …(3)
dx dy dy 3
dy
x x3
1 1
Separating the variables in (3), we get x dx = y dy
3 3

1 1
Integrating, we get  x 3dx =  y 3dy + c
4 4
3 4 3 4
 x 3 = y 3 + c or x 3 - y 3 = c1
4 4
This is the orthogonal equation.
4.Find the O.T’s of the family of parabolas through origin and foci on y –axis.

Sol : The equation of the family of parabolas through the origin and foci on y-axis is
x2=4ay where ‘a’ is parameter.
dy
Differentiating with respective ‘x’  2x =4a
dx
dy x
 =
dx 2a
dx x
O.T ⟹ - =
dy 2a
dx dy
- =
x 2a
y
On integrating, we get -logx = +c
2a
 y + 2alogx = c1 is the equation of required O.T.

5.Find the O.T of the one parameter family of curves e x + e-y =c.
Sol : Given equation is e x + e-y =c.
dy
Differentiating with respective ‘x’  e x + e-y (- )=0
dx
dx
Its O.T  e x + e-y ( ) = 0 ⟹ e-x dx + e ydy = 0
dy

On integrating, we get, -e-x + e y = c which is the required O.T

ORTHOGONAL TRAJECTORIES IN POLAR FORM

Working Rule: To find the O.T of a given family of curves in polar-co ordinates.
Let f(r, θ, c)=0-----(1) be the given family of curves in polar form.

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dr
1.) Differentiating (1) with respect to obtain F [r, θ, ] =0 by eliminating the
dθ
parameter c.
dr dθ
2.) Replace by  r2 then the Differential Equation of family of O.T is
dθ dr
dθ
F [ r, θ,- r2 ] =0
dr
3.) Solve the above equation to get the equation of O.T of (1)

Self-orthogonal
A family of curves is said to be self orthogonal when the differential equation of the
family of O.T is same as that of the original family.
Solved Problems
1. Find the orthogonal trajectories of the family of curves r n cosθ = a n .

Sol : Given family of curves is r n cosθ = a n

Taking logarithms on both sides,
nlogr + logcosθ = nloga
Differentiating w.r.t θ, we get
n dr 1
+ (-sinθ) = 0
r dθ cosθ
n dr
- tanθ = 0 …(2)
r dθ
is the differential equation of family of curves.
dr dθ
To get the differential equation of orthogonal trajectories, replace with -r 2
dθ dr
n  2 dθ 
Now, we have  -r  - tanθ = 0
r  dr 
dθ
 nr + tanθ = 0 …(3)
dr
This is differential equation of orthogonal trajectories.
Separating variables, we get
dr
ncotθdθ + = 0
r
Integrating, we get
nlogsinθ + logr = log  logsin n θ + logr = logc
or log(rsin n θ) = logc
 c = rsin n θ which is the required O.T.

2. Find the Orthogonal trajectories of the family of cardioids r = a(1- cosθ) where
‘a’ is the parameter.
Sol : Given r = a(1- cosθ) …(1)

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Differentiating the given equation w.r.t ‘θ’, we get

dr 1 dr
= asinθ  a = (2)
dθ sinθ dθ
1- cosθ dr
Eliminating ‘a’ from (1) and (2) we get r=
sinθ dθ
θ θ
2rsin   cos  

dr
=
rsinθ
= 2 2
dθ 1- cosθ θ
2sin 2  
2
dr θ
 = rcot   …(3)
dθ 2
dr dθ
The differential equation of required O.T is obtained by replacing with -r 2 in (3)
dθ dr
dθ  θ  dr θ
 -r 2 = rcot   Þ = -tan   dθ
dr 2 r 2
On integrating, we get
logr = 2log | cos(θ / 2) | +log(2c) = log(2ccos 2 (θ / 2))
or r = 2ccos 2 (θ / 2)  r = c(1+ cosθ)
This is the equation of family of orthogonal trajectories.

3. Prove that the system of parabolas y2 = 4a(x + a) is self orthogonal.

Sol : Given parabola is
y2 = 4a(x + a)
 y' = 4ax + 4a 2 …(1)
yy1
Differentiating (1) with respect to x,we get 2yy1 = 4a  a = …(2)
2
2 yy1 y 2 y12
Substituting (2) in (1), y = 4 x+4
2 4
2
or y = 2xyy1 + y y12 2
….. (3)
Equation (3) is the differential equation of the given system of parabolas. Replacing
−
with , we get equation of the orthogonal trajectories as
2
 -1   -1  2xy y 2
y = 2xy   + y 2    y 2 =
2
+ 2
 1
y  1
y y1 y1

 y 2 y12 = -2xyy1 + y 2 or y 2 = 2xyy1 + y 2 y12 …(4)

which is differential equation of the orthogonal trajectories of the given family.

Equations (3) and (4) are same, hence the given system is self orthogonal.
x2 y2
4. Show that the system of confocal conics 2 + = 1 where  is a
a + λ b2 + λ
parameter,
is self orthogonal.

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x2 y2
Sol : Given equation of family of confocal conics is 2 + = 1 …(1)
a + λ b2 + λ
Differentiating (1) w.r.t x, we get
2x 2y dy
+ 2 = 0. For convenience, we write =
a + λ b + λ dx
2

x y
 + 2 p = 0  x(b 2 + λ) + py(a 2 + λ) = 0
a +λ b +λ2

-(b 2 x + a 2 yp)
λ=
x + yp

-(a 2 - b2 )yp
a + λ =
2 (a 2 - b 2 )x and b2 + λ = …(2)
x + yp x + yp
Eliminating  from (1) and (2), we get
x(x + yp) y(x + yp)  x + yp   y 
- 2 2 = 1  2 2  x -  = 1
 a - b  p 
2 2
a -b (a - b )p
…(3)
 y
 (x + yp)  x -  = a 2 - b 2
 p
This is the differential equation of the family of curves (1). We get the differential
equation of the family of orthogonal trajectories by replacing
dy dx 1 1
p= with - =- =- .
dx dy  dy  p
 
 dx 
Hence the differential equation of orthogonal trajectories is
 y
 x -  (x + py) = a - b …(4)
2 2

 p 
which is same as (3). Thus we see that the differential equation of the family of
orthogonal trajectories is same as that of the original family. Hence the given family of
curves is orthogonal to itself. Hence it is a self orthogonal family of curves.
NEWTON’S LAW OF COOLING
STATEMENT: The rate of change of the temperature of a body is proportional to the
difference of the temperature of the body and that of the surrounding medium.
Let be the temperature of the body at time ‘t’ and θ0 be the temperature of its
surrounding medium(usually air). By the Newton’s law of cooling , we have
dθ dθ
α(θ - θ 0 )  = -k(θ - θ 0 ) k is +ve constant
dt dt

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dθ
 = -k  dt
(θ - θ 0 )

 log (θ - θ0 ) = -kt +c.

If initially θ= θ1 is the temperature of the body at time t=0 then

c = log(θ1 - θ0 )

 log (θ - θ0 ) = -kt+ log(θ1 - θ0 )

 θ - θ0 
 log   = -kt.
 θ1 - θ 0 
 θ - θ0  -kt
 =e
 θ1 - θ 0 
θ = θ 0 + (θ1 - θ 0 ) = e -kt
which gives the temperature of the body at time‘t’.

Solved Problems
1. A pot of boiling water 1000 C is removed from the fire and allowed to cool at
30 0 C room temperature. 2 mins later, the temperature of the water in the pot is
90 0 C .What will be the temperature of water after 5 mins?

Sol : We have θ - 30 = ce -kt …(1)

When t = 0,θ = 100
from (1), we get c = 70
 θ - 300 = 70e -kt …(2)
When t = 2,θ = 90

From (2), 90 - 30 = 70e -2k

 60 = 70e -2k
6
 -2k = log  
7
= 0.1542

 k = 0.0771
When t = 5,θ - 30 = 70e-5k

 θ = 77.460

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0
2. A body is originally at 800C and cools down to 60 C in 20 min . If the

temperature of the air is 400 C find the temperature of body after 40 min.
Sol : By Newton’s law of cooling we have
dθ
= -k (θ - θ 0 ) where θ0 is the temperature of the air.
dt
dθ
 = -k  dt  log(θ - θ 0 ) = -kt + logc
(θ - θ 0 )

Here θ 0 = 400 C
 log(θ - 40) = -kt + log c
θ - 40 
 log   = -kt
 c 
θ - 40 
  =e
-kt

 c 
 θ = 40 + ce-kt --------------(1)
When t=0, θ = 800 C
 80 = 40 +c  c = 40 ------------(2).
When t=20, θ = 600 C  60 = 40+ ce-20k ------------(3).
Solving (2) & (3)  ce-20k =20
 40e 2 k =20
 k = -20log2
 1 
- log2  40
When t = 40 C then equation (1) is θ = 40 + 40e
0  20 

= 40 +40 e -2log2
 1
= 40 +  40X 
 4

 θ = 500 C

3. An object whose temperature is 750C cools in an atmosphere of constant

temperature C, at the rate of k𝛉, being the excess temperature of the body over
that of the temperature. If after 10min, the temperature of the object falls to 65 0
C , find its temperature after 20 min. Also find the time required to cool down to
550C.
Sol : We will take one minute as unit of time.

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dθ
It is given that = -kt
dt
 θ = ce -kt ------------(1).
Initially when t=0  θ = 750 - 250 = 500
 c= 500
Hence c = 50  θ = 50e-kt -----------------(2)
When t= 10 min  θ = 650 - 250 = 400
 40= 50 e-10k
4
 e -10k = ---------------------(3).
5
The value of θ when t=20  θ = ce -kt
θ = 50e -k
θ = 50(e-10k )2
2
4
  50  
5

When t=20  θ= 320 C .

Hence the temperature after 20min = 320 C + 250 C = 57 0 C
When the temperature of the object = 550C
θ = 550 C - 250 C = 300 C
Let t, be the corresponding time from equation (2)
30 = 50e -kt -----------(4)
1
10 4  4 10
From equation (3) e(-k) = i.e e-k =  
5 5
t1
 4 10 t 4 3
From equation (4), we get 30 = 50    1 log = log
5 10 5 5

  3
 log  5  
 t1 = 10     = 22.9min
 log  4  
  
 5 

4. A body kept in air with temperature 250C cools from 1400C to 800C in 20 min.
Find when the body cools down in 350C.

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 MATHEMATICS - I

dθ dθ
Sol : By Newton’s law of cooling = -k(θ - θ 0 )  = -kdt
dt θ - θ0

 log(θ - θ0 ) = kt + c . Here, θ 0 = 250 C

 log(θ - 25) = kt + c -------------(1).

When t=0, θ = 1400 C

 log (115) =c
 c =log (115).
 kt = - log (θ - 25) + log 115--------(2)

When t=20, θ = 800 C

 log (80-25)= -20k + log 115
 20 k =log (115) - log(55) ---------(3)
kt log115 - log(θ - 25)
Divide equation (2) by (3), we get =
20k log115 - log55
t log115 - log(θ - 25)
⟹ =
20 log115 - log55
t log115 - log(10)
When θ = 350 C  =
20 log115 - log55
t log(11.5)
 = =3.31
20  28 
log  
 11 
 temperature = 20  3.31 = 66.2
The temp will be 350 C after 66.2 min.
5. The temperature of the body drops from 1000 C to 75 0 C in 10 min. When the
surrounding air is at 20 0 C temperature. What will be its temp after half an
hour. When will the temperature be 25 0 C .

dθ
Sol : = -k(θ - θ 0 )
dt
log(θ - 20) = -kt + logc

when t=0, θ = 1000 ⟹c=80

11
when t=10, θ = 750 ⟹ e-10k = .
16
 1331 
when t =30min⟹ θ = 20 + 80   = 46 C
0

 4096 

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log5 - log80
when θ = 250 C  t = 10 = 74.86min
(log11- log18)

6. If the air is maintained at 150 C and the temperature of the body drops from
700 C to 400 C in 10 minutes. What will be its temperature after 30 minutes?

dθ
Sol : If θ be the temperature of the body at time t, then = -k(θ -15) , where k is
dt
constant
dθ
Integrating,  θ -15 = -k  dt + logc
i.e log(θ -15) = -kt + logc i.e , θ -15 = ce-kt …(1)
When t  0,  70 C and when t  10,  40 C
0 0

 70  15  ce 0  c  55 40  15  ce 10 k
and
25 5
 = e-10k or e -10k = …(2)
55 11
Then (1) becomes θ -15 = 55e-kt
When t=30 min, θ = 15 + 55e-30k
3
5
 θ = 15 + 55(e ) = 15 + 55   using (2)
-10k 3

 11 
625 2441
= 15 + = = 20.160 C .
121 121
7. In a pot of boiling water 1000 C is removed from the fire and allowed to cool at
30 0 C room temperature. Two minutes later, the temperature of the water in the pot
is 90 0 C . What will be the temperature of the water after 5 minutes?

Sol : We have θ - 300 C = ce-kt …(1)

when t = 0,θ = 100  c = 70
 θ - 300 C = 70e -kt …(2)
when, t = 2,θ = 900
from (2), 60 = 70e-2k
6
 -2k = log   = -0.1542
7
 k = 0.0771
when t = 5,θ - 300 = 70e-5k
 θ = 77.460
8. The temperature of a cup of coffee is 92 0 C when freshly poured, the room
temperature being 24 0 C . In one min it was cooled to 80 0 C . How long a period must
elapse, before the temperature of the cup becomes 65 0 C .
Sol : By Newton’s Law of cooling,

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dθ
= -k(θ - θ 0 ) ;k>0
dt
θ 0 = 240 C  log(θ - 24) = -kt + log c--------------(1).
When t=0; θ = 92  c =68
68
When t =1; θ = 800 C  e-k =
56
56
 k = log .
68
65x41
When θ = 650 C , t = = 0.576min
682
LAW OF NATURAL GROWTH OR DECAY
Statement : Let x(t) or x be the amount of a substance at time ‘ t’ and let the substance be
getting converted chemically . A law of chemical conversion states that the rate of change
of amount x(t) of a chemically changed substance is proportional to the amount of the
substance available at that time
dx
αx
dt
Note: a) In case of Natural growth we take
dx
= kx (k > 0)
dt
dx
b) In case of Natural decay, we take = -kx (k>0)
dt
where k is a constant of proportionality
RATE OF DECAY OF RADIO ACTIVE MATERIALS
Statement : The disintegration at any instant is proportional to the amount of material
present in it.

du
If u is the amount of the material at any time ‘t’ , then = - ku , where k is any
dt
constant (k >0). i.e Law of Natural Decay is applied.

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Solved Problems

1. The number N of bacteria in a culture grew at a rate proportional to N . The

value of N was initially 100 and increased to 332 in one hour. What was the value
1
of N after 1 hrs .
2

dN
Sol : The differential equation to be solved is = kN
dt
dN
 = kdt
N
dN

N 
= kdt

 logN = kt + log c
 N = c e -kt ------------(1).
When t= 0sec, N =100  100 = c  c =100
When t =3600sec, N =332  332 =100 e3600k
332
 e3600k =
100
3
Now when t = hours = 5400 sec then N=100 e5400k
2
3
 N =100 e 3600k
 2

3
 332  2
 N=100  = 605.
 100 
 N = 605.
2. A bacterial culture, growing exponentially, increases from 100 to 400 gms in 10
hrs. How much was present after 3 hrs, from the initial instant?

Sol : Let N be the weight of bacteria culture at any > .

Then N = ce -kt …(1)
By data, when t = 0, N = 100g
100 = c
Substituting in (1), we get N = 100e -kt …(2)
When t = 100, N = 400g
from (2), 400 = 100e-10k
 4 = e-10k
 -10k = log4
1 1
 k = - log22 = - log(2)
10 5 …(3)
-3k
When t = 3, N = 100e

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 1  3
-3 - log2 
 5  5
= 100e = 100e(log2)
3 1
= 100X(2) 5 = 100X8 5 = 100X1.414
= 141.4gms

3.If a radioactive Carbon-14 has a half life of 5750 years, what will remain of one
gram after 3000years?
Sol : Let mass of radioactive Carbon-14 at any time be denoted by .
dx
Then it is known that = -kt where k is a constant
dt
 x = Ae -kt where A is also a constant.
It is known that at t=0, we have 1gm of Carbon-14
1 = Ae0  A = 1
 x = e-kt
However when t=5750 years, we have 1/2gm of Carbon-14.
1 1
 = e-k(5750)  k = log2
2 5750
Suppose t=3000years, we have to find x.
3000
- log2
 x = e-kt = e-3000k = e 5750
3000
- gms
 x = (2) 5750

4. If 30% of a radioactive substance disappears in 10 days, how long will it take for
90% of it to disappear?

Sol : The differential equation of the diffusing radioactive material is,

dm
= -km …(1)
dt
Separating the variables and integrating, we get
m = ce -kt …(2)
When t = 0 , let m = m1
 m1 = c
…(3)
70m
By data, when t = 10, m =
100
70m1
 = ce-10k = m1e-10k
100
7 1 7
 e-10k =  k = - log  
10 10  10 
1  10 
 k = log  
10  7 …(4)

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Required time at is
10m1 1
= ce-kt = m1e-kt  = e-kt
100 10
1
 t = log(10)
k
10log(10)
  64.5 days.
log10  log 7

II .LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER

dn y d n-1y d n-2 y
Definition: An equation of the form + P1 (x) + P2 (x) +…+ Pn (x)y = Q(x)
dx n dx n-1 dx n-2
where P1 (x), P2 (x), P3 (x)…Pn (x) and Q(x) (functions of x) are continuous is called a linear
differential equation of order n.
LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS
dn y d n-1y d n-2 y
Def: An equation of the form + P1 + P2 +…+ Pn y = Q(x) where
dx n dx n-1 dx n-2
P1 , P2 , P3 Pn , are real constants and Q(x) is a continuous function of x is called an linear
differential equation of order ‘ n’ with constant coefficients.
Note:
d d2 dn
1. Operator D = ; D = 2 ; …………………… D = n
2 n
dx dx dx

dy d2 y dn y
Dy= ; D2y= 2 ;…………………… Dn y= n
dx dx dx
1
2. Operator Q =  Qdx i e D-1Q is called the integral of Q.
D

To find the general solution of f(D).y = 0 :

Here f(D) = D n + P1D n-1 + P2 D n-2 +…+ Pn is a polynomial in D.
Now consider the auxiliary equation: f(m) = 0
i.e f(m) = m n + P1m n-1 + P2 m n-2 +…+ Pn  0

where P1 , P2 , P3 …Pn are real constants.

Let the roots of f(m) =0 be m1 , m2 , m3 …mn .

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Depending on the nature of the roots we write the complementary function

as follows:
Consider the following table
S.No Roots of A.E Complementary function(C.F)
f(m) =0
1. m1, m2, ..mn are y c = c1e m1x + c 2e m2 x +…c n e mn x
real and distinct.
2. m1, m2, ..mn and
two roots are yc = (c1 + c 2 )e m1x + c3e m3x +…c n e mn x
equal i.e., m1,
m2 are equal and
real (i.e repeated
twice) &the rest
are real and
different.
3. m1, m2, ..mn are yc = (c1 + c2 x + c3 x 2 )e m1x + c 4e m4 x +…c n e mn x
real and three
roots are equal
i.e., m1, m2 , m3
are equal and
real (i.e repeated
thrice) &the rest
are real and
different.
4. Two roots of yc = eαx (c1cosβx + c 2sinβx) + c3e m3x +…c n e mn x
A.E are
complex say +i
-i and rest
are real and
distinct.
5. If ±i are yc = eαx (c1 + c2 x)cosβx + (c3 + c4 x)sinβx  + c5em5x +…cn emn x
repeated twice
& rest are real
and distinct
6. If ±i are yc = eαx (c1 + c 2 x + c3 x 2 )cosβx + (c 4 + c5 x + c6 x 2 )sinβx 
repeated thrice +c7 e m7 x +…c n e mn x
& rest are real
and distinct
7. If roots of A.E. yc = eαx c1cosh βx + c2sinh βx  + c3em3x +.......+ cn e mn x

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irrational say
   and rest
are real and
distinct.

Solved Problems
d3y dy
1. Solve 3
-3 + 2y = 0
dx dx
Sol : Given equation is of the form f(D).y = 0
Where f(D) = (D3 - 3D + 2)y = 0
Now consider the auxiliary equation f (m) = 0
f(m) = (m3 - 3m + 2)y = 0  (m-1) (m-1) (m+2) = 0
 m =1, 1, -2
Since m1 and m 2 are equal and m 3 is -2

We have yc = (c1 + c 2 )e x + c3e-2x

2. Solve (D4-2D3-3D2+4D+4)y = 0
Sol : Given f(D) = (D4 -2 D3 - 3 D2 + 4D +4) y = 0 …(1)
Auxiliary equation is f(m)=0
 m 4 - 2m3 - 3m 2 + 4m + 4 = 0 …(2)
By inspection m+1 is its factor.
(m +1)(m3 - 3m2 + 4) = 0 …(3)

By inspection m+1 is factor of (m3 - 3m2 + 4) .

 (3) is  m +1 m +1  m 2 - 4m + 4  = 0

 (m +1) 2 (m - 2) 2 = 0
 m = -1, -1, 2, 2
Hence general solution of (1) is
y = (c1 + c 2 x)e-x + (c3 + c 4 x)e 2x

3.Solve (D4 +8D2 + 16) y = 0

Sol : Given f(D) = (D4 +8D2 + 16) y = 0
Auxiliary equation f(m) = (m4 +8 m2 + 16) = 0

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 (m2 + 4)2 = 0
 (m+2i)2 (m+2i)2 = 0
 m= 2i ,2i , -2i , -2i
Here roots are complex and repeated
Hence general solution is

yc = [(c1+c2x)cos x + (c3+c4x) sin x)]

4.Solve y11+6y1+9y = 0 ; y(0) = -4 , y1(0) = 14

Sol : Given equation is y11+6y1+9y = 0
Auxiliary equation f(D) y = 0  (D2 +6D +9) y = 0
A.equation f(m) = 0  (m2 +6m +9) = 0
 m = -3 ,-3
yc = (c1+c2x)e-3x -------------------> (1)
Differentiate of (1) w.r.to x  y1 =(c1+c2x)(-3e-3x ) + c2(e-3x )
Given y1 (0) =14  c1 = -4 & c2 =2
Hence we get y =(-4 + 2x) (e-3x )
5.Solve 4y111 + 4y11 +y1 = 0
Sol : Given equation is 4y111 + 4y11 +y1 = 0
That is (4D3+4D2+D)y=0
Auxiliary equation f(m) = 0
4m3 +4m2 + m = 0
m(4m2 +4m + 1) = 0
m (2m +1) 2 = 0
m = 0 , -1/2 ,-1/2
y =c1 + (c2 + c3x) e-x/2
6.Solve (D2 - 3D +4) y = 0
Sol : Given equation (D2 - 3D +4) y = 0
A.E. f(m) = 0
m2-3m + 4 = 0
3 ± 9 -16 3 ± i 7
m= =
2 2
3 7
α ± iβ   i
2 2
3
7 7
y = e 2 (c1cos x + c 2sin x)
2 2
To Find General solution of f(D) y = Q(x)

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It is given by y = yc + yp
i.e. y = C.F+P.I
Where the P.I consists of no arbitrary constants and P.I of f (D) y = Q(x)
1
Is evaluated as P.I = Qx
f(D)
Depending on the type of function of Q(x) , P.I is evaluated .

1 2
1. Find (x )
D
1 2 x3
Sol : (x ) =  x 2dx =
D 3

1
2. Find Particular value of (x)
D +1
1
Sol : (x) = e-x  xe x dx (By definition)
D +1

= e-x (xe x - e x )

= x-1

General methods of finding Particular integral :

1
P.I of f(D)y=Q(x), when is expressed as partial fractions.
f(D)
Q. Solve (D2 + a 2 )y = secax

Sol : Given equation is …(1)

Let f(D) = D2 + a 2

The AE is f(m) = 0 i.e m 2 + a 2 = 0 …(2)

The roots are m= -ai , -ai

yc = c1cosax + c2sinax
1 1  1 1 
yp = secax = - secax …(3)
2
D +a 2
2ai  D - ai D + ai 


1 cosax - isinax
secax = eiax  secaxdx = eiax  dx
D - ai cosax

 i 
= eiax  (1- itanax)dx = eiax  x + logcosax  …(4)
 a 

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1  i 
Similarly we get secax = e-iax  x - logcosax  …(5)
D + ai  a 

From (3),(4) and (5), we get

1  iax  i   i 
yp =  e  x + logcosax  - e-iax x - logcosax 
2ai   a   a 
x(eiax - e-iax ) 1 (eiax + e-iax )
= + 2 (logcosax)
2ai a 2
x 1
= sinax + 2 cosaxlog(cosax)
a a
 The general solution of (1) is
x 1
y = y c + y p = c1cosax + c 2sinax + sinax + 2 cosaxlog(cosax)
a a
RULES FOR FINDING P.I IN SOME SPECIAL CASES;

Type 1. P.I of f (D)y=Q(x) where Q(x) =eax , where ‘a’ is constant.

1 1 ax 1 ax
Case1.P.I = .Q(x) = e = e
f(D) f(D) f(a)
provided f(a) ≠ 0
i.e In f(D), put D=a and Particular integral will be calculated.

Case 2: If f(a)=0 then the above method fails. Then if f  D  =  D - a    D  (i.e ‘a’ is
k

repeated root k times).

1 ax 1 k
Then P.I = e . x provided  (a)  0
 (a) k!
Type 2. P.I of f(D)y = Q(x) where Q(x) = sinax or Q(x) = cosax where ‘a’ is constant
1
then P.I= Q(x) .
f(D)
sinax
Case 1: In f(D) put D2 = -a 2  f(-a 2 )  0 then P.I =
f(-a) 2

Case 2: If f(-a2)=0 then D2 + a2 is a factor of  (D 2 ) and hence it is a factor of f(D). Then

let f(D)=(D2 + a2) f(D) = (D2 + a 2 ) (D2 ) .

sinax sinax 1 sinax 1 -xcosax
= 2 2 = =
  -a 2  2a
Then
f(D) (D + a ) (D )  (-a ) D + a
2 2 2 2

cosax cosax 1 cosax 1 xsinax

= 2 2 = =
f(D) (D + a ) (D )  (-a ) D + a
2 2 2 2
  -a 2  2a

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Type 3.P.I for f(D)y=Q(x) where Q(x)=xk where k is a positive integer .f(D) can be
expressed as f(D) = [1   (D)]
1 1
Express   [1   (D)]1
f(D) [1   (D)]
1
Hence P.I = Q(x)
[1   (D)]

= [1   (D)]1 x k
Type 4.P.I of f(D)y=Q(x) when Q(x)=eax V where ‘a’ is a constant and V is function of
x. where V =sinax or cosax or xk
1
Then P.I = Q(x)
f(D)
1 ax
= e V
f(D)

 1  1
= eax  V & V is evaluated depending on V.
 f(D + a)  f(D + a)
Type 5. P.I of f(D)y=Q(x) when Q(x)=xV where V is a function of x.
1
Then P.I = Q(x)
f(D)
1
= V
f(D)

 1  1
= x - f'(D)  V
 f(D)  f(D)
Type 6. P.I. of f(D)y = Q(x) where Q(x)= xm v where v is a function of x.
1 1 m
When P.I. = ×Q(x) = x v, where v = cosax or sinax
f(D) f(D)
1 m 1 m iax
i. P.I. = x sinax = I.P.of x e
f(D) f(D)
1 m 1 m iax
ii. P.I. = x cosax = R.P.of x e
f(D) f(D)

Formulae

1. = (1 – D)-1 = 1 + D + D2 + D3 + ------------------

2. = (1 + D)-1 = 1 - D + D2 - D3 + ------------------

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3. = (1 – D)-2 = 1 + 2D + 3D2 + 4D3 + ------------------

4. = (1 + D)-2 = 1 - 2D + 3D2 - 4D3 + ------------------

5. = (1 – D)-3 = 1 + 3D + 6D2 + 10D3 + ------------------

6. = (1 + D)-3 = 1 - 3D + 6D2 - 10D3 + ------------------

Solved Problems
1. Solve (4D2 - 4D +1)y = 100
1 -1
Sol : A.E is 4m 2 - 4m +1 = 0  (2m -1) 2 = 0  m = ,
2 2
x
C.F = (c1 + c2 x)e 2

100 100e0x 100

Now P.I = 2
= 2
= 2
 100 { since 100e0x  100 }
4D - 4D +1 (2D -1) (0 -1)
x
Hence the general solution is y = C.F + P.F = (c1 + c2 x)e 2  100

2. Solve the differential equation (D2 + 4)y = sinh2x + 7 .

Sol : Auxillary equation is m 2 + 4 = 0

 m 2 = -4  m = ±2i
 C.F is yc = c1cos2x + c2sin2x …(1)
To find P.I :
1
yp = 2 (sinh2x + 7)
D +4
1  e 2x + e-2x 
= 2  + 7e0 
D +4 2 
1 e 2x 1 e-2x e0
= . 2 + + 7
2 D + 4 2 D2 + 4 (D 2 + 4)
e 2x e-2x 7
= + +
2(4 + 4) 2(4 + 4) (0 + 4)
e2x + e-2x 7 1 7
= + = sinh2x + …(2)
16 4 8 4
y = yc + yp
1 7
= c1cos2x + c 2sin2x + sinh2x +
8 4
3. Solve (D + 2)(D -1)2 y = e-2x + 2sinhx

Sol : The given equation is

(D + 2)(D -1)2 y = e-2x + 2sinhx …(1)

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This is of the form f(D)y = e-2x + 2sinhx

A.E is f(m) = 0  (m + 2)(m -1)2 = 0  m = -2,1,1
The roots are real and one root is repeated twice.
 C.F is y c = c1e-2x + (c 2 + c3 x)e x .
e-2x + 2sinhx e-2x + e x - e-x
P.I = = = yp1 + yp2 + y p3
(D + 2)(D -1) 2 (D + 2)(D -1) 2
e-2x
Now yp1 =
(D + 2)(D -1) 2
Hence f(-2) = 0. Let f(D) = (D -1)2 . Then  (2)  0 and m  1
e-2x x xe-2x
 y p1 = =
9 9
ex
and yp2 = . Here f(1)=0
(D + 2)(D -1) 2
e x x 2 x 2e x
= =
(3)2! 6
-x
e
and yp3 =
(D + 2)(D -1) 2
e-x e-x
Putting D=-1, we get yp3 = =
(1)(-2)2 4
 The general solution is y = yc + y p1 + y p2 + y p3
xe-2x x 2 ex e-x
i.e y = c1e-2x + (cc + c3 x)e x + + -
9 6 4

4. Solve the differential equation (D2 + D +1)y = sin2x .

Sol : A.E is m 2 + m +1 = 0
-1± 1- 4 -1± 3i
m= =
2 2
-x
 x 3 x 3
 yc = e 2  c1cos + c 2sin  …(1)
 2 2 

To find P.I :
sin2x sin2x
yp = 2 =
D + D +1 -4 + D +1
sin2x (D + 3)sin2x (D + 3)sin2x
= = =
D-3 D2 - 9 -4 - 9
Dsin2x + 3sin2x 2cos2x + 3sin2x
= =
-13 -13
-x
 x 3 x 3 1
 y = y c + y p = e 2  c1cos + c 2sin  - (2cos2x + 3sin2x)
 2 2  13

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5. Solve (D2 - 4)y = 2cos2 x

Sol : Given equation is (D2 - 4)y = 2cos2 x …(1)

Let f(D) = D2 - 4 A.E is f(m) = 0 i.e m 2 - 4 = 0
The roots are m=2,-2. The roots are real and different.
 C.F = y c = c1e 2x + c 2e -2x
1 1
P.I = y p = 2 (2cos 2 x) = 2 (1+ cos2x)
D -4 D -4
0x
e cos2x
= 2 + 2 = P.I1 + P.I 2
D -4 D -4
e0x e0x 1
P.I1 = y p1 = 2 [Put D=0] = =-
D -4 -4 4
cos2x cos2x
P.I 2 = y p2 = 2 = [Put D2 = -22 = -4 ]
D -4 -8
 The general solution of (1) is y = y c + y p1 + y p2
1 cos2x
y = c1e 2x + c 2e-2x - -
4 8
2
6. Solve (D + 1)y = sinxsin2x

Sol : Given D.E is (D2 +1)y = sinxsin2x

A.E is m 2 +1 = 0  m = ±i
The roots are complex conjugate numbers.
C.F is yc = c1cosx + c2sinx
w.k.t 2sinAsinB=cos(A-B)–cos(A+B)
sinxsin2x 1 cosx - cos3x
P.I = = = P.I1 + P.I 2
(D2 +1) 2 (D2 +1)
1 cosx
Now P.I1 =
2 D 2 +1
Put D2 = -1 we get D 2 +1 = 0
1 xsinx xsinx  cosax x 
 P.I1 = =  Case of failure : 2 = sinax 
2 2 4  D + a 2a 
1 cos3x
and P.I 2 = -
2 D 2 +1
Put D2 = -9, we get
1 cos3x cos3x
P.I 2 = - =
2 -9 +1 16
General solution is
xsinx cos3x
y = y c + y p1 + y p2 = c1cosx + c 2sinx + +
4 16
3 2
7. Solve the differential equation (D - 3D -10D + 24)y = x + 3 .

Sol : The given D.E is (D3 - 3D2 -10D + 24)y = x + 3

A.E is m3 - 3m 2 -10m + 24 = 0
⟹m=2 is a root.

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The other two roots are given by m 2 - m - 2 = 0

 (m - 2)(m +1) = 0
⟹m=2 (or) m = -1
One root is real and repeated, other root is real.
C.F is yc = e 2x (c1 + c 2 x) + c3e-x

x +3 1 x3 + 3
yp = 3 =
2
(D - 3D -10D + 24) 24  D3 - 3D 2 -10D 
1+  
 24 
-1
1 1+ D3 - 3D 2 -10D 
24   (x + 3)
=
24 
1   D3 - 3D 2 -10D  
= 1-    (x + 3)
24   24 
1  10  24x + 82
=  x +3+  =
24  24  576
General solution is y = yc + y p
24x + 82
 y = e 2x (c1 + c 2 x) + c3e -x +
576
8. Solve the differential equation (D2 - 4D + 4)y = e2x + x2 + sin3x .

Sol : The A.E is (m2 - 4m + 4) = 0  (m - 2)2 = 0  m = 2, 2

 yc = (c1 + c 2 x)e 2x …(1)
1
To find y p : y p = 2 (e 2x + x 2 + sin3x)
D - 4D + 4
e 2x x2 sin3x
= 2
+ 2
+ 2
(D - 2) (D - 2) D - 4D + 4
x 2 2x x2 sin3x
= e + 2
+
2!  D  -9 - 4D + 4
4 1- 
 2
-2
x2 1 D (4D - 5)sin3x
= e 2x + 1-  x 2 -
2 4 2  (5 + 4D)
x 2 2x 1  2D 3D 2  2 (4D - 5)sin3x
= e + 1+ + x -
2 4 2 4  16D 2 - 25
x 2 2x x 2 x 3 (12cos3x - 5sin3x)
= e + + + -
2 4 2 8 -144 - 25
x 2 2x x 2 x 3 (12cos3x - 5sin3x)
= e + + + + …(2)
2 4 2 8 169
x2 x 2 x 3 (12cos3x - 5sin3x)
y = yc + y p = (c1 + c2 x)e 2x + = e 2x + + + +
2 4 2 8 169
2
9. Solve the differential equation (D + 4)y = xsinx .

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Sol : Auxiliary equation is m2 + 4 - 0  m2 = (2i) 2

m = ±2i. The roots are complex and conjugate.
Hence Complementary Function, yc = c1cos2x + c2sin2x
1
Particular integral, y p = 2 xsinx
D +4
1
= I.P of 2
xeix
D +4
1 1
= I.P ofeix 2
x = I.P of eix 2 x
(D + i) + 4 D + 2Di + 3
-1
eix  D 2 + 2Di 
= I.P of 1+  x
3  3 
e  D + 2Di
ix 2

= I.P of 1- + ...  x
3  3 
 2 
eix
1- Di  x  D (x) = 0, etc 
2
= I.P of
3 3 
1  2
= I.P of (cosx + isinx)  x - i 
3  3
1 2 
=  - cosx + xsinx 
3 3 
Hence the general solution is
1 2 
y = y c + y p = c1cos2x + c 2sin2x +  xsinx - cosx 
3 3 
where c1 and c2 are constants.
1
Other Method (using type 5): y p = 2 xsinx
D +4

 2D  sinx
= x - 2  2
 D + 4 D + 4
xsinx 2(Dsinx)
= -
3 3(D 2 + 4)
xsinx 2cosx
= -
3 9
Hence the general solution is
1 2 
y = y c + y p = c1cos2x + c 2sin2x +  xsinx - cosx 
3 3 

10. Solve the Differential equation(D2+5D+6)y=ex

Sol : Given equation is (D2+5D+6)y=ex

Here Q(x) =e x
Auxiliary equation is f(m)=m2+5m+6=0
m2+3m+2m+6=0
m(m+3)+2(m+3)=0

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m=-2 or m=-3
The roots are real and distinct
C.F=yc= c1e-2x + c 2e-3x

1
Particular Integral=yp= Q(x)
f(D)
1 1
= 2
ex = ex
D + 5D + 6 (D + 2)(D + 3)
Put D = 1 in f(D)
1
P.I= ex
(3)(4)
1 x
Particular Integral = yp = e
12
General solution is y = yc + y p

ex
y = c1e-2x + c 2e-3x +
12
11. Solve y''- 4y' + 3y = 4e3x , y(0) = -1, y'(0) = 3

Sol : Given equation is y'' - 4y' + 3y = 4e3x

d 2 y dy
i.e - 4 + 3y = 4e3x it can be expressed as
dx 2 dx
D2 y - 4Dy + 3y = 4e3x

(D2 - 4D + 3)y = 4e3x

Here Q(x) = 4e3x; f(D)= D2-4D+3
Auxiliary equation is f(m)=m2-4m+3 = 0
m2- 3m - m+3=0
m(m-3) -1(m-3)=0⟹m=3 or 1
The roots are real and distinct.
C.F= y c = c1e3x + c 2 e x

1
P.I= y p = Q(x)
f(D)
1
= 2
4e3x
D - 4D + 3
1
= 4e3x
(D -1)(D - 3)
Put D=3

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4e3x 4 e3x x'

yp = = = 2 e3x = 2xe3x
 3 -1 D - 3 2  D - 3 1!
General solution is y = yc+yp
y = c1e3x + c 2e x + 2xe3x …(3)
Equation (3) differentiating with respect to ‘x’
y' = 3c1e3x + c 2e x + 2e3x + 6xe3x …(4)
By data, y(0) = -1 , y1(0)=3
From (3), -1=c1+c2 …(5)
From (4), 3=3c1+c2+2
3c1+c2=1 …(6)
Solving (5) and (6) we get c1=1 and c2 = -2
y=-2ex + (1+2x) e3x
12. Solve y'' + 4y' + 4y = 4cosx + 3sinx, y(0) = 0, y'(0) = 0

Sol : Given differential equation in operator for

(D2 + 4D + 4)y = 4cosx + 3sinx
A.E is m2+4m+4 = 0
(m+2)2=0 then m=-2, -2
 C.F is yc = (c1 + c 2 x)e -2x
4cosx + 3sinx
P.I is= y p = put D2 = -1
(D 2 + 4D + 4)
4cosx + 3sinx (4D - 3)(4cosx + 3sinx)
yp = =
(4D + 3) (4D - 3)(4D + 3)
(4D - 3)(4cosx + 3sinx)
=
16D 2 - 9
(4D - 3)(4cosx + 3sinx)
yp =
-16 - 9
-16sinx +12cosx -12cosx - 9sinx -25sinx
= = = sinx
-25 -25
 General equation is y=yc+yp
y = (c1 + c 2 x)e-2x + sinx …(1)
By given data y(0) = 0, c1 = 0 and
Differentiating (1) w.r.t ‘x’, y' = (c1 + c 2 x)(-2)e-2x + e-2x (c 2 ) + cosx …(2)

given y'(0) = 0

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Substitute in (2)  -2c1 + c2+1=0  c2 = -1

 Required solution is y = -xe-2x + sinx
13. Solve (D2+9)y = cos3x

Sol : Given equation is (D2+9)y = cos3x

A.E is m2+9 = 0
 m = ±3i
yc = C.F = c1cos3x + c2sin3x
cos3x cos3x
y p = P.I = 2
= 2 2
D +9 D +3
x x
= sin3x = sin3x
2(3) 6
General equation is y=yc+yp
x
y = c1cos3x + c 2sin3x + sin3x
6
14. Solve y''' + 2y''- y'- 2y = 1- 4x3

Sol : Given equation can be written as

(D3 + 2D2 - D - 2)y = 1- 4x 3

A.E is m3 + 2m 2 - m - 2 = 0
(m2 -1)(m + 2) = 0

m2 = 1 or m = -2
m = 1, -1, -2
C.F= c1e x + c2 e-x + c3e-2x

1 -1
P.I = (1- 4x 3 ) =
3 2
(D + 2D - D - 2)  (D + 2D 2 - D) 
3
2 1-  (1- 4x 3 )
 2 
-1
-1  (D3 + 2D 2 - D) 
= 1-  (1- 4x 3 )
2 2 

-1  (D3 + 2D2 - D) (D3 + 2D2 - D) 2 (D3 + 2D2 - D)3 

= 1+ + + +… (1- 4x 3 )
2 2 4 8 
-1  1 3 
1+  D + 2D 2 - D  +  D 2 - 4D3  +  -D3   1- 4x 3 
1 1
= 
2 2 4 8 

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-1  5 3 5 2 1 
= 1- D + D - D  (1- 4x 3 )
2 8 4 2 

-1  5 5 1 
=  (1- 4x 3 ) - (-24) + (-24x) - (-12x 2 ) 
2 8 4 2 
-1
= -4x 3 + 6x 2 - 30x +16 
2
= [2x 3 - 3x 2 +15x -8]
The general solution is
y= C.F + P.I
y = c1e x + c 2e-x + c3e-2x +[2x 3 - 3x 2 +15x - 8]

15. Solve (D3 - 7D2 +14D - 8)y = excos2x

Sol : Given equation is

(D3 - 7D2 +14D -8)y = e x cos2x

A.E is (m3 - 7m2 +14m -8) = 0

(m-1)(m-2)(m-4)=0
Then m=1,2,4
C.F= c1e x + c 2 e 2x + c3e 4x

ex cos2x
P.I=
(D3 - 7D2 +14D -8)
1
= ex cos2x
(D +1) - 7(D +1) 2 +14(D +1) -8
3

 1 ax 1 
 P.I = e v = eax v
 f(D) f D + a 

1
= ex cos2x
(D - 4D2 + 3D)
3

1
= ex 3 cos2x
(D - 4D2 + 3D)
1
= ex cos2x (Replacing D2 with -22)
(-4D + 3D +16)
1
= ex cos2x
(16 - D)
16 + D
= ex cos2x
(16 - D)(16 + D)

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16 + D
= ex cos2x
256 - D 2
16 + D
= ex cos2x
256 - (-4) 2
ex
= (16cos2x - 2sin2x)
260
2ex
= 8cos2x - sin2x 
260
ex
= 8cos2x - sin2x 
130
General solution is y = yc + yp
ex
y = c1e x + c 2e2x + c3e 4x + 8cos2x - sin2x 
130

16. Solve (D2 - 4D + 4)y = x 2sinx + e 2x + 3

Sol : Given (D2 - 4D + 4)y = x 2sinx + e 2x + 3

A.E is (m2 - 4m + 4) = 0
(m - 2)2 =0 then m=2,2
C.F= (c1 + c 2 x)e 2x
x 2sinx + e2x + 3 1 1 1
P.I= 2
= 2
(x 2sinx) + 2
e2x + (3)
(D - 2) (D - 2) (D - 2) (D - 2) 2
1 1
Now 2
(x 2sinx) = 2
(x 2 ) (I.P of e ix )
(D - 2) (D - 2)
1
= I.P of (x 2 )eix
(D - 2) 2
1
= I.P of (eix ) 2
(x 2 )
(D + i - 2)
1
I.P of (eix ) 2
(x 2 )
(D + i - 2)
On simplification, we get
1 1
2
(x 2sinx) = (220x + 244)cosx + (40x + 33)sinx 
(D + i - 2) 625
1 2x x 2 2x
and e = e ,
(D - 2)2 2
1 3
2
(3) =
(D - 2) 4
1 x2 3
P.I= (220x + 244)cosx + (40x + 33)sinx  + e2x +
625 2 4
y=yc+yp
1 x2 3
y = (c1 + c2 x)e 2x + (220x + 244)cosx + (40x + 33)sinx  + e2x +
625 2 4

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Linear equations of second order with variable coefficients

d2 y dy
An equation of the form 2
+ P  x  + Q(x)y = R (x), where P(x), Q(x), R(x) are real
dx dx
valued functions of ‘x’is called linear equation of second order with variable coefficients.

Variation of Parameters :
This method is applied when P,Q in above equation are either functions of ‘x’ or real
constants but R is a function of ‘x’.

Working Rule :
1. Find C.F. Let C.F= y c = c1u(x) + c2 u(x)
vRdx uRdx
2. Take P.I= y p =Au+Bv where A= -  and B = 
uv' - vu' uv' - vu'
3. Write the G.S. of the given equation y = yc + y p
d2y
1. Apply the method of variation of parameters to solve + y = cosecx
dx 2

Sol : Given equation in the operator form is (D2 +1)y = cosecx …(1)
A.E is (m2 +1) = 0
 m = ±i
The roots are complex conjugate numbers.
C.F is yc = c1cosx + c2sinx
Let yp= A cosx+ B sinx be P.I. of (1)
dv du
u -v = cos 2 x + sin 2 x = 1
dx dx
A and B are given by
vRdx sinxcosecx
A= - = - dx = - dx = -x
uv' - vu' 1
uRdx
B=  1
uv - vu1 
= cosx.cosecxdx =  cotxdx = log(sinx)

 y p = -xcosx + sinx.log(sinx)

 General solution is y= yc + yp.

y = c1cosx + c2sinx - xcosx + sinx.log(sinx)

2. Solve (D2 - 2D + 2)y = ex tanx by method of variation of parameters.

Sol : A.E is m 2 - 2m + 2 = 0
2 ± 4 - 8 2 ± i2
m = = = 1± i
2 2

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We have yc = e x (c1cosx + c 2sinx) = c1e x cosx + c 2e x sinx

= c1 (u) + c2 (u)
where u = e x cosx, v = e xsinx
du dv
= e x (-sinx) + e x cosx, = e x cosx + e x sinx
dx dx
dv du
u -v = e x cosx(e x cosx + e x sinx) - e x sinx(e x cosx - e x sinx)
dx dx
= e2x (cos2 x + cosxsinx - sinxcosx + sin 2 x) = e2x
Using variation of parameters,
vR e x tanx
A = - = - 2x (e x sinx)dx
dv du e
u -v
dx dx
 sin 2 x  (1- cos 2 x)
= - tanxsinxdx =   dx  =  dx
 cosx  cosx
=  (secx - cosx)dx = log(secx + tanx) - sinx
uR
B = dx
dv du
u -v
dx dx
e x cosx.e x tanx
= dx =  sinxdx = -cosx
e2x
General solution is given by = + +
i.e y = c1e cosx + c 2e sinx +[log(secx + tanx) - sinx]e x cosx - e x cosxsinx
x x

or y = c1e x cosx + c 2e x sinx +[log(secx + tanx) - 2sinx]e x cosx

3. Solve the differential equation (D2 + 4) y = sec2x by the method of variation of
parameters.
Sol. Given equation is (D2 + 4) y = sec2x …..(1)
∴ A.E is m2 +4 = 0 ⇒ m = ± 𝑖
The roots are complex conjugate numbers.
∴ yc = C.F = c1 cos2x + c2 sin2x
Let yp = P.I = A cos2x + B sin2x
Here u = cos2x, v = sin2x and R = sec2x.
∴ = -2 sin2x and = 2 cos2x
∴u − = (cos 2x) (2 cos2x) – (sin2x) (-2sin2x)
= 2 cos22x + 2 sin22x = 2(cos22x + sin22x) = 2
A and B are given by :
𝑖 | |
A=-∫ dx = - ∫ = − ∫ =
−
𝑥 𝑥
| |
⇒A=
B=∫ dx = ∫ = ∫ =
−
𝑥 𝑥
| |
∴ yp = P. I = (cos2x) + (sin2x)
∴ The general solution is given by :
y = yc + yp = C.F. + P.I
| |
i.e., y = c1 cos2x + c2 sin2x + (cos2x) + (sin2x)

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UNIT-IV

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PARTIAL DIFFERENTIAL EQUATIONS

Definition:
A Differential equation involves a dependent variable and its derivatives with respect to two
or more independent variables is called partial differential equation.

Ex: + = +

Linear & non linear p.d.e:

If the partial derivatives of the dependent variable occur in first degree only and
separately, Such a P.D.E is said to the linear P.D.E, otherwise it is said as non –linear P.D.E
Homogeneous & non homogeneous p.d.e:
A P.D.E is said to the Homogeneous if each term of the equation contains either the
dependent variable or one of its derivatives. Otherwise it is said to be Non - Homogeneous
Formation & partial differential equations:
Partial Differential equations can be formed by two methods
1.By the elimination of arbitrary constants
2.By the elimination of arbitrary functions

1.By elimination of arbitrary constants

Let the given function be , , , , = ………. where a and b are arbitrary
constants.
To eliminate a and b, differentiating (1) partially w.r.t. ‘ ’ ‘ ’
f f z f f
 . 0  . p  0 ……………….(2) and
x z x x z
f f z f f
 .  0   .q  0 ……………….(3)
y z y y z

Now eliminate the constants a and b from (1), (2) and (3). We get a partial differential
equation of the first order of the form.   x, y, z, p, q   0

Note : 1. If the number of arbitrary constants is equal to the number of variables, a partial
differential equation of first order can be obtained.
2.If the number of arbitrary constants is greater than the number of variables, a partial
differential equation of order higher than one can be obtained.
Solved Problems

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1. Form the partial differential equation by eliminating the arbitrary constants

from (i) = + +
Sol: we have = + + .......
Differentiating (1) partially w.r.t. ‘ ’ ‘ ’, we get
z
 a  p  a ……… (2) and z  b  q  b ………..(3)
x y

Putting the values of a and b from equation (2) and (3) in (1), we get
= + +
This is the required partial differential equation
2. Form the partial differential equation by eliminating the arbitrary constants a and b
a
from (a) z  ax  by  a 2  b 2 (b) z  ax  by  b
b
Sol. (a) we have z  ax  by  a 2  b 2 ....... (1)
Differentiating (1) partially w.r.t. ‘x’ and ‘y’, we get
z z
 a  p  a ……… (2) and  b  q  b ………..(3)
x y
Putting the values of a and b from equation (2) and (3) in (1), we get
z  px  qy  p 2  q 2

This is the required partial differential equations

a
(a) We have z  ax  by   b ……………(1)
b
Differentiating (1) partially w.r.t. ‘x’ and ‘y’, we get
z z
 a  p  a ..... (2) and  b  q  b ………… (3)
x y
Putting the values of a and b from equation (2) and (3) in (1), we get
p
z  px  qy  q
q
This is the required partial differential equation.
3. Form the partial differential equation by eliminating the arbitrary constants from

 x  a   y  b  z2  r 2
2 2

(OR )
Find the differential equation of all spheres of fixed radius having their centre on the
xy-plane.
Sol. The equation of sphere of radius r having their centers on xy-plane is

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 x  a   y  b   z 2  r 2 ……….(1)
2 2

Differentiating (1) partially w.r.t. ‘x’ and ‘y’, we get.

z
2  x  a   2 z.  0   x  a   zp  0 or x  a   zp  (2)
x
z
And 2  y  b   2 z.  0 or  y  b   zq  0 or y  b   zq  (3)
2y
Putting the values of (x-a) and (y-b) from (2) and (3) in (1), we get

  zp     zq   z 2  r 2
2 2

is the required partial differential equation.

4. Form the partial differential equation by eliminating the arbitrary constants a and b
from = + +
Sol:-The given equation = + + −−−−−−−−−−
Differentiating (1) w.r.t., x

P= = 1. + −−−−−−−−−−

Differentiating (1) w.r.t., x

q= = 1. + −−−−−−−−−

from (2 = +
= +
Substituting in (1) we get
= .
This is the required partial differential equations
5. Form the partial differential by eliminating the arbitrary constants from
log  az 1  x  ay  b

Sol. We have log  az 1  x  ay  b ………….(1)

Differentiating (1) partially . . .‘ ’ ‘ ’, we get

1 z 1
.a.  1or ap  1or ap  az  1 …………….(2)
 az  1 x  az  1
1 z
and a.  a  aq   az  1 a ………….(3)
 az  1 y
q
(3)  (2), gives  a  ap  q …………..(4)
p
Putting (4) in (2), we get

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q
q z  1or pq  qz  p or p  q  1  q 2
p
is the required partial differential equation.
1 1
6.Form the differential equation by eliminating a and b from 2z   x  a  2   y  a  2  b
1 1
Sol: We have 2z   x  a  2   y  a  2  b …………..(1)

Differentiating (1) partially w.r.t. ‘ ’ ‘ ’, we have,

z 1 1
2  2p    4p
x 2 xa xa
1
or xa 
4p
1
or x  a   (2)
16 p 2
z 1 1 1
And 2  or 2q  or y  a 
y 2 y  a 2 ya 4q

1
yq   ………… (3)
16q 2
Adding (2) and (3), we get
1 1 1 
x y   2 2
16  p q 

or 16  x  y  p2q2  p2  q2

is the required partial differential equation.

7.Form the partial differential equation by eliminating the arbitrary constants a and b
from z  ax3  by 3

Sol. We have z  ax3  by3  (1)

Differentiating (1) partially w.r.t. ‘ ’ ‘ ’, we get
z p
 3ax 2 or p  3ax 2  a  2  (2)
x 3x
z q
And  3by 2 or q  3by 2  b  2  (3)
y 3y
Putting the values of ‘a’ and ‘b’ from (2) and (3) in (1), we get
p q
z x y
3 3
Or

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3z  px  qy

8.Form the partial differential equation by eliminating the arbitrary constants a and b
from = + +
Sol:-The given equation = + + −−−−−−−−−−
Differentiating (1) w.r.t.,

P= = + −−−−−−−−−−

∴ + =

Differentiating (1) w.r.t. , ,we get

q= = 2y + −−−−−−−−−

∴ + =

Substituting in (1) we get = implies that

− =

is the required partial differential equation.

9.Form the partial differential equation by eliminating the arbitrary constants from
− + − = 𝜶
Sol:Given
− + − = 𝜶……..(1)
Differentiating (1) w.r.t.,
− = 𝜶
Differentiating (1) w.r.t.,
− = 𝜶
Substituting (2),(3) in (1),we get
𝜶 + 𝜶 = 𝜶
∴The required Partial differential equation is
+ = 𝐚 𝜶

Formation of the partial differential equation by the elimination of arbitrary functions:

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Derive a p.diff.eqn by the elimination of the arbitrary function  from   u, v   0 where u,

v are functions of x, y and z.

  u, v   0 …. (1)
Differentaite partially equation (1) w.r.to. ,
  u u z    v v z 
  .    . 0
u  x z x  v  x z x 

  u u    v v 
i.e.,   p    p   0 ……(2)
u  x z  v  x z 

   4  4    v v 
and  q    q   0 ……(3)
 4  y z  v  y z 
 
Eliminating and from (2) and (3)
u v
 u u  v v   u u   v v 
  p   q     q    p
 y z  y z   y z   x z 

 u v u v   u v u v  u v u v
i.e.     p  q  
 y z z y   z x x z  x y y x

is the P.D.E after the elimination of  from   u, v   0. Written in a simpler form

  u, v    u, v    u, v 
p q
  y, z    z, x    x, y 

Above equation is generally written as pP+qQ=R where

u v u v u v u v u v u v
P  ,Q  and R  
y z z y z x x z x y y x
Solved Problems
x2 y 2 z 2
1.Form the partial differential equation by eliminating a,b,c from   1
a 2 b2 c2
x2 y 2 z 2
Sol. Given    1 ….. (1)
a 2 b2 c2
Differentiating (1) partially w.r.t. ‘x’ and ‘y’.
2x 2z x z
2
 2 . p  0 or 2  2 . p  0  (2)
a c a c
2 y 2z y z
And 2
 2 .q  0 or 2  2 .q  0  (3)
b c b c
Since it is not possible to eliminate a, b,c from eqn (1), (2) and (3). We require one more
relation.

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Differentiating (2), partially w.r.t. ‘x’, we get

1 1  p z  1 1 2 z 1
  z.  p.   0 or  .z.  .p
a 2 c 2  x x  a 2 c 2 x 2 c 2

1 1 p2 (4)
  . zr  0
a2 c2 c2

Multiplying (4) by ‘x’ and then subtracting (2) from it, we get
xp 2 z
.r  2  2 . p  0 or 2  xzr  xp 2  zp   0
xz 1
2
c c c c

 pz  xp 2  xzr
is the required partial differential equation.
2. Form a partial differential equation by eliminating the arbitrary
function𝝋 + , − =
Sol:-Given 𝜑 + , − =
This can be written as − = f( + --------------(1)
Now we have to eliminate f from (1)
Differentiating (1) w.r.t., x

′
− = +
′
− = + --------(2)
Differentiating (2) w.r.t., y
′
− = + --------(3)
Dividing (2) by (3)
py–qx= −
is the required partial differential equation.
3. Form a partial differential equation by eliminating the arbitrary function
from z  f  x 2  y 2 

Sol. We have z  f  x 2  y 2   (1)

Put u  x 2  y 2 , we have z  f  u   (2)

Differentiating (2) partially w.r.t. ‘x’ and ‘y’,

z u
 f 1  u  .  f 1  u  .2 x
x x
 p  f 1  u  2 x  (3)

Similarly we get
=− (u) (4)

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 3   4  , gives =
−

∴ + =

is the required partial differential equation.

4. Form the partial differential equation by eliminating the arbitrary functions from
xyz  f  x 2  y 2  z 2 

Sol. We have xyz  f  x 2  y 2  z 2   (1)

Differentiating (1) partially w.r.t. x and y

 z 
yz  xy. p  f 1  x 2  y 2  z 2  .  2 x  2 z. 
 x 

(or) yz  xyp  f 1  x 2  y 2  z 2  .  2 x  2 zp   (2)

And xz  xy.q  f 1  x 2  y 2  z 2  .  2 y  2 z.q   (3)

 2   3 , gives

yz  xyp 2 x  2 zp

xz  xyq 2 y  2 zq

 yz  xyp  y  zq    xz  xyq  x  zp 
y 2 z  z 2 yq  xy 2 p  xyzpq  x 2 z  x 2 zp  x 2 yq  xyzpq

x  y2  z 2  p  y  z 2  x2  q   x2  y 2  z

is the required partial differential equation.

5. Form the partial differential equation by eliminating the arbitrary functions
From = + +
Sol: Given equations = + + ---------(1)
Differentiating (1) partially w.r.t. ‘x’
′
y(xp+z) = + + + ----------(2)
Differentiating (1) partially w.r.t. ‘x’
′
x(y q + z ) = + + + ------------(3)
+ +
Dividing (2) by (3) =
+ +

Y xp + z + q = x yq + z ( +
− + − = −

− + − = −

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This is the required partial differential equation.

6. Form the partial differential equation by eliminating the arbitrary function

 z 
from xy  yz  zx  f  
 x y
 z 
Sol. We have xy  yz  zx  f    (1)
 x y
Differentiating (1) partially w.r.t. ‘x’ and ‘y’, we get

 z   x  y  . p  z 
y  y. p  z  x. p  f 1    (2)
 x y  x  y
2

 z   x  y  q  z 
And x  z  yq  xq  f 1    (3)
 x  y   x  y
2

Dividing (2) by (3), we get

 x  y p  y  z   x  y p  z
 x  y q  x  z  x  y q  z

is the required partial differential equation.

7. Form the partial differential equation by eliminating the arbitrary function

from z  f  x   e y .g  x 

Sol. We have z  f  x   e y .g  x   (1)

Differentiating (1) partially w.r.t. ‘x’ and y, we get

z 1
 f  x   e y .g 1  x  or p  f 1  x   e y .g 1  x   (2)
x
z y
And q  e y .g  x  or  e .g  x   (3)
y
Differentiating (3), partially w.r.t. ‘y’, we get

2 z y z
 e .g  x   [using (3)]
y 2
y

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 2 z z
 2  0
y y
t  q  0

Which is the required P.D.E.

8.Form a partial differential equation by eliminating the arbitrary function
= +
Sol. We have
= + …..
Put u  x 2  y 2 , we have z  f  u   (2)

Differentiating (2) partially w.r.t. ‘x’ and ‘y’,

z u
 f 1  u  .  f 1  u  .2 x
x x
 p  f 1  u  2 x  (3)

z u
And  f 1  u  .  f 1  u  .2 y
y y
 q  f 1  u  2 y  (4)

p f  u  .2 x x
1

 3   4  , gives  1 
q f u  2 y y

 py  qx  0

This is the required partial differential equation.

9.Form a partial differential equation by eliminating the arbitrary
function 𝝋 + + , + + =
Sol:Given function can be written as
+ + = + + ……………………

Differentiating (1) partially w.r.t. ‘x’ and ‘y’,we get

+ = + + + ….

+ = + + + ….

implies

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+ +
=
+ +

Which is the required complete solution of given Partial differential equation.

SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS :

Complete integral:
A solution in which the number of arbitrary constants is equal to the number of independent
variables is called complete integral or complete solution of the given equation.
Particular integral :
A solution obtained by giving particular values to the arbitrary constants in the complete
integral is called a particular integral or particular solution.
Singular integral:
Let f  x, y, z, p, q   0  (1) be the partial differential equation.

Let   x, y, z, a, b   0  (2)

Be the complete integral of (1). Where a and b are arbitrary constants.

 
Now find  0  (3)  0  (4)
a b
Eliminate a and b between the equations(2), (3) & (4) When it exists is called the singular
integral of (1).
General integral : In the complete integral (2). Assume that one of the constant is a function
of the other i.e. b=f(a) Then (2), becomes   x, y, z, a, f  a    0  (5)

  1
Differentiating (5) partially w.r.t. ‘a’, we get  . f  a   0  (6)
a f
Eliminate ‘a’ between (5) and (6), when it exists is called the general integral or general
solution of (1).

LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF THE FIRST ORDER:

A differential equation involving partial derivatives p and q only and no higher order
derivatives is called a first order equation. If p and q occur in the first degree, it is called a
linear partial differential equation of first order; otherwise it is called a non-linear partial
differential equation of the first order.
For example: px  qy 2  z is a linear p.d.e of first order and p 2  q 2  1 is non-linear

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Lagrange’s linear equation:

A linear partial differential equation of order one involving a dependent variable z and two
independent variables x and y of the form Pp  Qq  R
Where P, Q, R are functions of x, y, z is called Lagrange’s linear equation.
Lagrange’s auxiliary equations or Lagrange’s subsidiary equations
dx dy dz
The equations   are called Lagrange’s auxiliary equations.
P Q R
WORKING RULE TO SOLVE LAGRANGE’S LINEAR EQUATION + =
dx dy dz
Step 1: Write down the auxiliary equations  
P Q R
Step 2 : Solve the auxiliary equations by the method of grouping or the method of multipliers
or both to get two independent solutions u=a and v=b where a,b are arbitrary constants
Step 3: Then Q(u,v) =0 or u=f(v) is the general solution of the equation + =
dx dy dz
To solve   …… (1)
P( x, y, z ) Q( x, y, z ) R( x, y, z )

(i) Method of grouping : In some problems, it is possible that two of the equations dx = dy or
P Q

dy dz or dx = dz are directly solvable to get solutions u(x,y) = constant or v(y,z)=constant


Q R P R

or w(x,z)=constant. These give the complete solutions of (1)

Sometimes one of them, say dx dy may give rise to solution u(x,y)=c1

P Q

From this we may express y, as a function of x. Using this in dy  dz and integrating we get
Q R

, = . ℎ 𝑖 = , = 𝑖 ℎ 𝑖
2. Method of multipliers: This is base on the following elementary result.

If a1  a2  a3  ......  an then each ratio is equal to l1a1  l2 a2  ....  ln an

b1 b2 b3 bn l1b1  l2b2  ....  lnbn

Consider dx  dy  dz
P Q R

If possible identity multipliers l, m, n, not necessarily constant, so that each ratio

ldx  mdy  ndz

lP  mQ  nR

Where + + = Then + + =
Integrating this we get , , = .
Similarly we get another solution , , = 𝑖ndependent of the earlier one.
We have the complete solution of (1) constituted = =

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Linear Partial P.D.E:

Solved Problems
1. Solve + =
Sol. The given equations can be written as tan xp  tan yq  tan z  (1)
Comparing with + = , we have P  tan x, Q  tan y, R  tan z
dx dy dz
 The auxiliary equations are  
tan x tan y tan z
dx dy
Taking the first two members, we have 
tan x tan y
Integrating log sin x  log sin y  l og c1

sin x sin x
or log  log c1 or  c1  (2)
sin y sin y
dy dt
Taking the last two members, we have 
tan y tan z
Integrating, 𝑖 = 𝑖 +

sin y sin y
or log  log c2 or  c2  (3)
sin z sin z
From (2) and (3). The general solution of (1) is
  c1 , c2   0

 sin x sin y 
i.e.  , 0
 sin y sin z 
is the required Complete Solution.
2. Find the general solution of y 2 zp  x 2 zq  y 2 x

Sol. We have y 2 zp  x 2 zq  y 2 x  (1)

Comparing 𝑖 ℎ + = , ℎ
P  y 2 z, Q  x 2 z, R  y 2 x
dx dy dz
 The auxiliary equations are 2
 2  2
y z x z y x
Taking the first two members, we have
dx dy dx dy
2
 2  2  2 or x 2 dx  y 2 dy
y z x z y x

x3 x3 y 3
Integrating,  y 3  c1 or   c1  (2)
3 3 3 3

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Taking the first and last two members, we have

dx dz
2
 2 or xdx  zdz
y z y x

x2 z 2 x2 z 2
Integrating   c2 or   c 2  (3)
2 2 2 2
From (2) and (3) The general solution of (1) is
  c1 , c2   0 i.e.

 x3 y 3 x 2 z 2 
  ,  0
 3 3 2 2
is the required Complete Solution.
3. Solve p x  q y  z
Sol. The given equation can be written as
x p  yq  z  (1)
Comparing with Pp+Qq=R, we have
P  x,Q  y, R  z
dx dy dz
 The auxiliary equations are  
x y z
dx dy
From the first two members, we have 
x y

Integrating, 2 x  2 y  c1 or 2 x  2 y  c1 or x  y  a  (2)

dy dz
From the last two members, we have 
y z

Integrating, 2 y  2 z  c2 or 2 y  2 z  c2

or y  z  b  (3)
From (2) and (3). The general solution of (1) is
  a, b   0 i.e.,

  x  y, y  z  0 
is the required Complete Solution.
4. Solve x  y  z  p  y  z  x  q  z  x  y 

Sol. We have x  y  z  p  y  z  x  q  z  x  y   (1)

Comparing with + = , we have

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P  x  y  z  , Q  y  z  x , R  z  x  y 

dx dy dz
 The auxiliary equations are  
x  y  z  y  z  x z  x  y

Using l=1,m=1, n=1 as multipliers, we get

dx dy dz dx  dy  dz
    x  y  z   y  z  x   z  x  y   0 
x  y  z  y  z  x z  x  y 0

 dx  dy  dz  0
Integrating, x  y  z  a  (2)
1 1 1
Again using l  , m  , n  as multipliers, we get
x y z

1 1 1
dx  dy  dz
x y z
Each fraction  =k(say)
0
1 1 1
 dx  dy  dz  0
x y z
Integrating, logx+logy+logz=logb. or xyz=b……. (3)
From (2) and (3). The general solution of (1) is
  a, b   0 i.e.,

  x  y  z, xyz   0
is the required Complete Solution.
5. Solve x2  y  z  p  y 2  z  x  q  z 2  x  y 

Sol. Given x2  y  z  p  y 2  z  x  q  z 2  x  y   (1)

Comparing with + = , we have

P  x2  y  z  , Q  y 2  z  x  , R  z 2  x  y 

dx dy dz
 The auxiliary equations are  2  2
x  y  z  y  z  x z  x  y
2

1 1 1
Using l  2
, m  2 , n  2 as multipliers, we get
x y z
1 1 1
2
dx  2 dy  2 dz
x y z
Each fraction  =k(say)
0
1 1 1
 2
dx  2 dy  2 dz  0
x y z

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1 1 1 1 1 1
Integrating ,     a or    c1  (2)
x y z x y z
1 1 1
Again using l  , m  , n  as multipliers, we get
x y z
1 1 1
dx  dy  dz
x y z
Each fraction  =k(say)
0
1 1 1
 dx  dy  dz  0
x y z
Integrating log x  log y  log z  log c2
or xyz  c2  (3)

From (2) and (3), The general solution of (1) is .

1 1 1 
    , xyz   0
x y z 
is the required Complete Solution.
6. Solve  mz  ny  p   nx  lz  q  ly  mx

Sol. Given eqn is  mz  ny  p   nx  lz  q  ly  mx  (1)

Comparing with + = , we have

= − , = − , = −
 The auxiliary equations are
dx dy dz
 
mz  ny nx  lz ly  mx
Using l=x, m=y, n=z as multipliers, we get
xdx  ydy  zdz
Each fraction 
0
 xdx  ydy  zdz  0

x2 y 2 z 2
Integrating,    a or x 2  y 2  z 2  c1  (2)
2 2 2
Again using , , as multipliers, we get
ldx  mdy  nz
Each fraction  =k(say)
0
 ldx+mdy+ndz=0

Integrating, lx  my  nz  c2  (3)

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From (2) and (3), the general solution of (1) is

  x 2  y 2  z 2 , lx  my  nz   0

is the required Complete Solution.

7. Solve xp  yq  y 2  x 2

Sol. Here P  x, Q  y, R  y 2  x 2
dx dy dz
 The auxiliary eqn’s are   2
x  y y  x2
dx dy
From the first two members, 
x y
Integrating, log x  log y  log c1 or xy  c1  (1)
Using l=x, m=y, n=1 as multipliers, we get
xdx  ydy  dz
Each fraction 
0
 xdx  ydy  dz  0

1 2 1 2
Integrating, x  y  z  c or x 2  y 2  2 z  c2  (2)
2 2
From (1) and (2), The general solution is

  xy, x 2  y 2  2 z   0

is the required Complete Solution.

8. Find the integral surface of x  y 2  z  p  y  x 2  z  q   x 2  y 2  z

Which contains the straight line x+y=0, z=1

Sol. Given that x  y 2  z  p  y  x 2  z  q   x 2  y 2  z ……..(1)

Comparing with + = , we have

P  x  y2  z  , Q   y  x2  z  , R   x2  y 2  z

 The auxiliary equations are

dx dy dz
  2
x  y  z   y  x  z   x  y2  z
2 2

1 1 1
Using l  , m  , n  as multipliers, we get
x y z
1 1 1
dx  dy  dz
Each fraction = x y z
0

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1 1 1
 dx  dy  dz  0
x y z
Integrating, log x  log y  log z  log a
or xyz  a  (2)
Again using l=x, m=y, n=-1 as multipliers, we get
xdx  ydy  dz
 Each fraction  =k(say)
0
 xdx  ydy  dz  0

x2 y 2
Integrating,   z  c or x 2  y 2  2 z  b  (3)
2 2
Given that z=1, using this (2) and (3), we get
xy=a and x 2  y 2  2  b

Now b+2a= x 2  y 2  2  2 xy   x  y   2 =0-2  x  y  0 =-2

2

2a  b  2  0
Hence the required surface is

x 2  y 2  2 z  2 xyz  2  0
is the required Complete Solution.
9.Solve + =
Sol:Given
+ = is a Lagrange’s linear equation
The Auxillary equations are

= =

By Consider first group, we get

∫ =∫

log = log + log

= …..(1)

By Consider second group, we get

∫ =∫

log = log + log

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= …..(2)

∴ , =

is the required solution.

10. Solve − − + − − = −

Sol: The auxiliary equations are

= =
− − − − −

Taking 1,-1-1 multipliers,we get

− −
(
=
) ( )
− − − + + − + − −

− − =
Integrating,we get
− − = ………(1)
Taking , − , as multipliers,we get

−
=
− − − + + −
−
=
− − −

𝐥 − =𝐥

−
= ………………… )

−
∴ 𝝋 − − , =

11. Solve − − + = +

Sol: The auxiliary equations are

= =
− − + +

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Taking , , , multipliers, we get

+ +
( − − − + +
=
) ( − )

+ + =
+ + = ………………….

Taking − , , multipliers, we get

- + + =

Integrating, we get
= …….(2)

From (1),(2),

∴ 𝝋 , + + =

12.Solve − = −
Sol:Comparing with Pp+Qq=R, we have

The auxiliary equations are


 =− = −

From the first two members, we have Type equation here.

=
−
Integrating,we get
+ = …..(2)

From the last two members, we have

=
− −
− = −
− =
− = ………..(3)
From (2) and (3). The general solution of (1) is

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i.e., ∅ − , + =0
12. Solve + + + = +

Sol:Comparing with Pp+Qq=R, we have

The auxiliary equations are


 = =
+ + +
+ + − −
Taking 1,1,1 and 1,-1,0 and 0,1,-1 as multipliers , we have = =
+ + − −

From the last two members, we have

− −
=
− −
Integrating,we get
−
log = log
−
−
= …..(1)
−

From the first two members, we have

+ + −
=
+ + −
𝑰 ,

log + + = log − + log

+ + − = ………..(2)
From (2) and (1). The general solution of given pde is
−
i.e., ∅ , + + − =0
−

13. Solve − = −

Sol:Comparing with + = , we have

The auxiliary equations are


 =− =
−

From the first two members, we have

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=
−
Integrating,we get

+ = …..(1)

Taking 1,1,0 as multipliers,we get

+
=
− −
+
+ −
= −
+
+
=

Integrating,we get
+
= ….

From (2) and (1). The general solution is

+
i.e., ∅ , + =0

14. Solve − + − = −

Sol: The auxiliary equations are

( )
=( )
=
− − −

Taking 1,-1,0 and 0,-1,-1 as multipliers,we get

− −
( − − − )
and also
(− + + − )

− −
∴( − − − )
=
(− + + − )

− −
− + +
= − + +

solving it,we get

−
−
= …..(1)

𝑖 , , , , multipliers,we get
+ + + +
+ + −
= + + − − −
+ + + +
+ + + + − − −
=
+ + − − −

+ + + + = + +
+ + + + = + +

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Integrating,we get
+ + + +
= +

∴ + + = + + +
+ + = …..(2)

−
∴ 𝑖 𝑖 𝑖 𝜑 + + , =
−

NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER

A partial differential equation which involves first order partial derivatives with
degree higher than one and the products 𝑖 called a non-linear partial differential
equations.
CHARPIT’S METHOD
In this method give D.E of the form , , , , = to find another relation of the form
𝜑 , , , , = which is compatible with ℎ , , , , = the we solve for , and substitute
these values in the relation = + .
Which on integration gives the required solution of , , , , =
Charpit’s equation :

= = = =
− − − − [ + ] [ + ]
Solved Problems
1.Solve + =
Sol: Given = + −
The auxillary equations are

= = = =
− − − − [ + ] [ + ]
Here = ; = ; = ; = ; =
Substituting them in above ,we get

= = = =
− − +
By considering first and last groups,

=
− −

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Integrating,we get log = log + log

∴ = …..

Integrating,we get log = log + log

∴ = …..
Substitute (1),(2) in given pde ,we get
+
= + ; =

But we have
= +

+
= + +

Integrating it we get required solution as

= + +

2.Solve =
Sol: Given = −

= = = =
− − − − [ + ] [ + ]
Here =− ; =− ; =− ; =− ; =
Substituting them in above ,we get

= = = =
− + − +
Considering
=− +
and =− +

Taking
, 𝑖 𝑖 𝑖 , , ℎ 𝑖 ℎ

+ +
− + +
= − + +

Solving ,

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Integrating,we get
log = log +log
=
Substituting in given pde,we get
=
∴ = ; = √
√

But we have
= +

= √ +
√

∫ = ∫ √ +∫
√
Integrating,we get,
∴ Required solution is

= √ √

Now let us start solving some standard forms of first order partial differential equations by
using Charpit’s method

STANDARD FORM I:
Equation of the form f(p,q)=0
i.e., equations containing p and q only.
Given partial differential equation is , = ……
The auxillary equations are

= = = =
− − − − [ + ] [ + ]
Here = ; = ; =
Substituting above and considering last group, we get

= = = =
− − − −
∴ = ,𝑖 𝑖 =

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Put = , , 𝝋 .
But we have

= +

= +
= + 𝝋 ……(2)

Integrating (2),we get required complete solution of (1) is

z  ax    a  y  c

Which contains two arbitrary constants a and c.

PROCEDURE:
Given partial differential equation is , = ……
STEP1:Put = 𝑖 , ℎ 𝑖 ..then we can obtain ‘p’
value.

: , 𝑖 = +

. = +
STEP3:Integrating it ,we get required complete solution of (1) .
Solved Problems
1.Solve = , where k is a constant.
Sol. Given that = ….
Since (1) is of the form , =

Put p=a in (1),we get =

But we have
= +

= +

Integrating,we get ,
k
z  ax  yc
a
which contains two arbitrary constants a and c.
2.Solve + =
Sol : Given that + = … … … … . . 1)

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Since (1) is of the form , =

Put p=a in (1),then we get = [ ±√ − ]

But we have
= +
= + [ ±√ − ]

Integrating,we get , = ∫ + [ ±√ − ]∫

a
z  ax  n  n2  4  y  c
2 
This is the complete integral of (1), which contains. two arbitrary constants a and c.
3.Find the complete integral of + =
Sol. Given that + = ……….
Since (1) is of the form , =
Put = 𝑖 , =√ −
But we have
= + …….(2)
Put the values of p,q in (2), we get

z  ax   m2  a 2 y  c 
Which is the complete integral of (1)

STANDARD FORM II :
Equation of the form , , = (i.e., not containing x and y)

PROCEDURE
Given partial differential equation is , , = ……
STEP1:Put = 𝑖 , ℎ 𝑖 , .then

: , 𝑖 = +

. = +
STEP3:Integrating it ,we get required complete solution of (1) .
Solved Problems :
Solve the following partial differential equations
1. = + 2. + = 3. = +

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Sol. 1. We have = + …….

Since (1) is of the form , , =

Put = 𝑖 , ℎ =√
+

∴ = √
+
Putting the values 𝑖 = + , we get

= + ,
√ √ +

Integrating ,we get

∫ = ∫ +
√ √ +
∴ √ = +
√ +

This is the required solution of (1)

2. Given that p 2 z 2  q 2  p 2 q  (1)
Since (1) is of the form , , =
+
Put = 𝑖 , ℎ =

+
∴ =

Putting the values of p and q in = + ,we get

+
= +

Integrating,we get

∫ = ∫ +
+

∴ a tan− = + +
which is the required complete solution of (1)
3. Given that = + …..(1)
Since (1) is of the form , , =
+
Put = 𝑖 , ℎ =
+
∴ =

Putting the values 𝑖 = + , we get

+
= + ,

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Integrating ,we get

+
∫ = ∫ +

∴ +
= + +

This is the required solution of (1)

STANDARD FORM III :

Equation of the form f1  x, p   f 2  y, q  i.e. Equations not involving z and the terms

containing x and p can be separated from those containing y and q.

We assume that these two functions should be equal to a constant say k.
 f1  x, p   f 2  y, q   k

Solve for p and q from the resulting equations

 f1  x, p   k and f 2  y, q   k

Solve for p and q, we obtain

p  F1  x, k  and q  F2  y, k 

Since z is a function of x and y

z z
dz  dx  dy [By total differentiation]
x y

= +
 dz  F1  x, k  dx  F2  y, k  dy

Integrating on both sides

z   F1  x, k  dx   F2  y, k  dy  c

Which is the complete solution of given equation

Solved Problems:
1. Solve p 2  q 2  x  y

Sol :. Given that p 2  q 2  x  y ………..(1)

Separating , the given equation can be written as
p 2  x  q 2  y

Let p 2  x  q 2  y  k (constant)

 p 2  x  k and  q 2  y  k

 p 2  k  x and q 2  y  k

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 p  k  x and q  y  k
z z
Since dz  dx  dy  pdx  qdy
x y

 dz  k  x dx  y  k dy
Integrating on both sides
1 1
z    k  x  2 dx    y  k  2 dy  c

3 3
2 2
z  k  x2   y  k 2  c
3 3

Which is the complet solution of (1)

2. Solve xp  yq  y 2  x 2

Sol: Given that xp  yq  y 2  x 2  (1)

Separating and from and . The given equation can be written as.
xp  x 2  yq  y 2

Let xp  x 2  yq  y 2  k (arbitrary constant)

 xp  x 2  k and yq  y 2  k

k  x2 k  y2
 p and q 
x y
z z
We have dz  dx  dy  pdx  qdy
x y

k  k 
 dz    x  dx    y  dy
x  y 
Integrating on both sides

k  k 
z     x  dx     y  dy  c
x  y 
x2 y2
 k log x   k log y   c
2 2

 z  k log  xy   
1 2
2
x  y2   c

Which is the complete integral of (1)

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2 2
p  q 
3. Solve   x     y   1
2  2 
Sol: Separating , the given equation can be written as.
2 2
p  q 
  x   1   y 
 2   2 
2 2
p  q 
Let   x   1    y   k 2 (arbitrary constant)
2  2 
2 2
p  q 
   x   k 2 and 1    y   k 2
2  2 
2
p q  q
  x  k and   y   1  k 2 or  y  1  k 2
2 2  2

 p  2  k  x  and q  2  1  k 2  y 
 
z z
We have dz  dx  dy  pdx  qdy
x y

 dz  2(k  x)dx  2  1  k 2  y  dy
 
Integrating on both sides

z  2 (k  x)dx  2   1  k 2  y  dy  c
 

z  2(kx 
x2
2

 y2 
)  2  1 k 2 y    c
 2


 z  2kx  x 2  2  
1 k 2 y  y2  c

This is the complete solution of (1)

4.Solve − = +
Sol:Let − = + =
Then − = and + =
∴ = + = +

But we have
z z
dz  dx  dy  pdx  qdy
x y

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Integrating,we get

= + + + +c

is the required complete solution.

5. Solve − = −
Sol: Let − = - =
Then = + =√ +

But
z z
dz  dx  dy  pdx  qdy
x y Integrating,we get

= + + + +C

is the required complete solution.

6.Solve = +
Sol:Let = + =
Then we get
+ − = =
Solving,we get
− ±√ +
= and =

But
z z
dz  dx  dy  pdx  qdy
x y Integrating,we get
−
=− + [ √ + + )+k +C
√

is the required complete solution.

STANDARD FORM IV: = + + ,

An equation analogous to the clairaut’s equation it is complete solution is = + + ,
which is obtained by writing The differential equation which satisfies some
specified conditions known as the boundary conditions.The differential equation together with these
boundary conditions, constitute a boundary value problem

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Solved Problems:
1. Solve = + +
Sol : The given PDE is form IV
Therefore complete solution is given by
= + +
2. Find the solution of  p  q  z  px  qy   1

Sol. The given equation can be written as

1
z  px  qy 
pq
1
 z  px  qy   (1)
pq
Hence the complete solution of (1) is given by
1
z  ax  by 
ab

3. Solve pqz  p 2  qx  p 2   q 2  py  q 2 

Sol. The given equation can be written as

 p2  2  q2 
pqz  p 2 q  x    q p  y  
 q   p

 p2   q2 
z  p x    q  y  
 q   p

 p3 q3 
 z  px  qy      (1)
 q p

Since it is in the form z  px  qy  f  p, q 

Hence the complete solution of (1) is given by

a 3 b3
z  ax  by  
b a

4. Solve = + + +
Sol. We have = + + + …………….
Since (1) is of the form = + + , .
Hence the complete solution of (1) is given by
= + + + …….
For singular solution, differentiating (2) partially w.r.t. a and b, we get

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= , = ,
Implies that

= + …. = + + … … … … 4)
Eliminating a, b between (2), (3) and (4), we get
= − − − − +
∴ =
is the singular solution
EQUATIONS REDUCIBLE TO STANDARD FORMS:

EQUATIONS OF THE FORM , =

The above form of the equation of the type can be transformed to an equation of the form f(p,q)=0
By substitutions given below.
Case (i):- when ≠ ≠
− − −
Put = = ℎ = = = − ℎ =
−
= − = = = − ℎ = → = −
Now the given equation reduces to [ − , − ]= ℎ𝑖 ℎ 𝑖 ℎ , =
Case(ii):- when = , =
Put = = ℎ
p= = = 𝑖 𝑖 = = ℎ =

𝑖 𝑖 = ℎ =
now the given equation reduces to the form , =
EQUATIONS OF THE FORM , , = :
This can be reduced to an equation of the form , , = by the substitutions given for the equation
, , = as above.

Solved Problems:
x2 y 2
1. Solve the partial differential equation  z
p q
Sol. Given equation can be written as
x 2 p 1  y 2 q 1  z or  x 2 p    y 2 q   z  (1)
1 1

This is of the form f  x m p, y n q, z   0 with =− , =− .

Put X  x1m  x1 2  x3 and Y  y1n  y1 2  y 3
z z X z
Then p   .  P.3x 2 where P 
x X x X
2
 x p  3P
z z Y z
and q   .  Q.3 y 2 where Q 
y Y y Y

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 y 2 q  3Q
Now equation (1), becomes.
 3P    3Q   z  (2)
1 1

Since (2) is of the form f  P, Q, z   0

+
Put = 𝑖 , ℎ =
+
∴ =

Putting the values of Pand Q in = + ,we get

+
= +
Integrating,we get
∫ = ∫ +∫
+

= + +
+

 a 1 3
 3z 2  2    x  ay   c1
3

 a 
+
,taking =
Which is the required solution of (1)
p q
2. Solve the partial differential equation  z
x2 y 2
Sol. The given equation can be written as
px 2  qy 2  z  (1)
Since (1) is of the form f  x m p, y n q, z   0 With =− , =−
Put X  x1m  x3 , and Y  y1n  y 3
z z X z
Now p   .  P.3x 2 where P 
x X x X
2
 x p  3P
z z Y z
and q   .  Q3 y 2 where Q 
y Y y Y
 y 2 q  3Q
Equation (1) becomes, 3P  3Q  z  (2)
Since (2) is of the form f  P, Q, z   0
Put = 𝑖 , ℎ =
+

∴ =
+

Putting the values of Pand Q in = + ,we get

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= +
+
Integrating,we get
∫ = +
∫ +∫

log = + +
+

 log z 
1
3 1  a 
 x3  ay 3   c

This is the complete solution of (1)

3. Solve q2 y 2  z  z  px 
Sol. Given equation can be written as
q 2 y 2  z 2  zpx or  xp  z   qy   z 2  (1)
2

Since (1) is of the form f  x m p, y n q, z   0 with = =

Put X  log x and Y  log y
z z X 1 z
Now p   .  P. where P 
x X x x X
 xp  P
z z Y 1 z
and q   .  Q. where Q 
y Y y y Y
 qy  Q
 Equation (1), becomes, Pz  Q 2  z 2  (2)
Since (2) is of the form f  P, Q, z   0
Put = 𝑖 , ℎ = [−a ± √a + ]

∴ = [−a ± √a + ]

Putting the values of Pand Q in = + ,we get

= [−a ± √a + ] +
Integrating,we get
∫ = [−a ± √a + ] ∫ +∫
log = [−a ± √a + ] + +
∴ log = [−a ± √a + ] + +

is the complete integeral of (1)

4. Solve the partial differential equation p 2 x 4  y 2 zq  2 z 2
Sol. Given that p 2 x 4  y 2 zq  2 z 2
Then given equation can be written as

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 px    qy  z  2z
2 2 2 2
 (1)

Since (1) is of the form f  x m p, y n q, z   0 with m=2 and n=2

1 1
Put X  x1 m  x1 2  x 1 
and Y  y 1 
x x
z z X  1  z
Now P   .  P.  2  , where P 
x X x x  X
 x2 p  P
z z Y  1  z
and q   .  Q.  2  , where Q 
y Y y y  Y
 y 2 q  Q
Now equation (1) becomes, P 2  Qz  2 z 2 or P 2  Qz  2 z 2  (2)
Since (2) is of the form , , =
Put = 𝑖 , ℎ = [ ±√ a + ]

∴ = [ ±√ a + ]
Putting the values of Pand Q in = + ,we get
= [ ±√ a + ] +
Integrating,we get
∫ = [ ±√ a + ] ∫ +∫
log = [ ±√ a + ] + +
∴ log = [ ±√ a + ] + +

Which is the complete integral of (1).

5. Solve x 2 p 2  xpq  z 2
Sol. The given equation can be written as
 xp    xp  q  z 2  (1)
2

Since (1) is of the form f  x m p. y n q, z   0 with m=1 and n=0

Put X  log x
z z X 1
Now P   .  P , where
x X x x
z
P
X
 xp  P
Equation (1) becomes, P 2  Pq  z 2  (2)
Since (2) is of the form , , =
Put = 𝑖 ,

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= , P=a
√ + √ +
But we have
= +
Substuting P,q ,we get
= +
√ +

Integrating on both sides

∫ / = ∫ +
√ +

√ + log = + +
be the complete integral of (1)
6.Solve z  p 2 x  q 2 y
Sol. Given that z  p 2 x  q 2 y
The given equation can be written as
2 2
 1  1
 p x   q y 
2 2
 z or  px 2    qy 2   z  (1)
   

This is of the form

1 1 1 1
1 1
Put X  x1m  x 2
 x 2 and Y  y 2
 y2
z z X  1 1  z
Now p   .  P  x 2  , where P 
x X x 2  X
z z Y  1 21  z
and q   .  Q  y  , whereQ 
y Y x 2  Y
1 1
P Q
 px 2  and qy 2 
2 2
2 2
 P Q
Then equation (1) becomes,       z i.e.P 2  Q 2  4 z  (2)
2 2
This if of the form f  P, Q, z   0
Put = 𝑖 ,
+ =

=√ , P=a√ ,
+ +
But we have
= +
Substuting P,Q ,we get

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= √ +
+

= +
√ √ +

Integrating on both sides

∫ /√ = ∫ + ∫
√ +

√ + √ = + +
√ + √ =( √ + √ ) +
Which is the complete integral of (1)
7.Solve + =
Sol: Given + = ……..
+ =
Since (1) is of the form f  x p, y q, z   0 with
m n
= =
Put X  log x and Y  log y
z z X 1 z
Now p   .  P. where P 
x X x x X
 xp  P
z z Y 1 z
and q   .  Q. where Q 
y Y y y Y
 qy  Q
 Equation (1), becomes

+ = ……(2)
= 𝑖 , = ; =
√ + √ +
But we have
= +
Substuting P,Q ,we get
= +
√ +

= +
√ +

Integrating on both sides

∫ / = ∫ + ∫
√ +

√ + log = + +
√ + log = log + log +
is the Complete solution of (1)

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8. Solve + =

Sol: Given + = ……..

+ =

Since (1) is of the form , = with = =

Put X  log x and Y  log y
z z X 1 z
Now p   .  P. where P 
x X x x X
 xp  P
z z Y 1 z
and q   .  Q. where Q 
y Y y y Y
 qy  Q
 Equation (1), becomes

+ = …… 2

= 𝑖 , =√ −
But we have
= +
Substuting P,Q ,we get
= +√ −

Integrating on both sides

∫ = ∫ +√ − ∫

z =( +√ − )+
z=( log + √ − log ) +
is the Complete solution of (1)

EQUATIONS OF THE FORM , = :

Use the following substitution to reduce the above form to an equation of the form f(P,Q)=0
+
𝑖 ≠−
={
log , 𝑖 =−
EQUATIONS OF THE FORM , = , :
An equation of the above form can be reduced to an equation of the form f(P,Q)=0
by the substitutions given for the equation , = as above

Solved Problems :
1. Solve z 2  p 2  q 2   x 2  y 2

Sol. Given that z 2  p 2  q 2   x 2  y 2

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The given equation can be written as

z 2 p 2  z 2 q 2  x 2  y 2 or z 2 p 2  x 2  y 2  z 2 q 2
Or  zp   x 2  y 2   zq   (1)
2 2

Since (1) is the of the form f  x, pz n   g  y, qz n  . with n=1

 put Z  z n1  z11  z 2
Z z z
Then  2 z.  P  2 zp where P 
x x x
P
 pz 
2
Z z z Q
and  2 z.  Q  2 zq where Q   qz 
y y y 2
P2 Q2
 Equation (1) becomes,  x2  y 2 
4 4
i.e., P  4 x  4 y  Q  (2)
2 2 2 2

This is of the form f1  x, P   f 2  y, Q 

Let P 2  4 x 2  4 y 2  Q 2  4k 2 (say)
 P 2  4 x 2  4k 2 and 4 y 2  Q2  4k 2
 P 2  4 x 2  4k 2 and Q2  4 y 2  4k 2
 P  2 x 2  k 2 and Q  2 y 2  k 2
Z Z
We have dZ  .dx  dy
x y
 Pdx  Qdy [By total differentiation]

 dZ  2 x 2  k 2 dx  2 y 2  k 2 dy
Integrating on both sides
Z  2  x 2  k 2 dx  2  y 2  k 2 dy
x 2 k2  x  x k2  y 
 2 x  k 2  sinh 1    2  y 2  k 2  cosh 1     c
2 2  k  2 2  k 
x  y
 x x 2  k 2  k 2 sinh 1    x y 2  k 2  k 2 cosh 1    c
k k
  x  y 
or z 2  x x 2  k 2  y y 2  k 2  k 2 sinh 1    cosh 1     c
 k  k 
 x  x2  k 2 
or z  x x  k  y y  k  k log 
2 2 2 2 2 2
c
 y  y2  k 2 
 

This is the complete solution of (1)

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2. Solve the partial differential equation. p 2 z 2 sin 2 x  q 2 z 2 cos2 y  1

Sol. Given that p 2 z 2 sin 2 x  q 2 z 2 cos2 y  1
The given equation can be written as
 pz  sin 2 x   qz  cos2 y  1or  pz  sin 2 x  1   qz  cos 2 y  (1)
2 2 2 2

Since (1) is of the form f x, pz  n

  g  y, qz  with n=1.
n

Put Z  z n1  z 2
Z z P
Now  2 z.  P  2 zp or pz  where = ; =
x x 2
Z z Q
and  2 z.  Q  2 zq or qz 
y y 2
2 2
P Q
Then equation (1) becomes,   sin 2 x  1    cos 2 y
2 2
2 2
P Q
i.e. sin 2 x  1  cos 2 y  (2)
4 4
This is of the form f1  x, p   f 2  y, q 
2 2
P Q
Let sin 2 x  1  cos 2 y  k 2 (constant)
4 4
2 2
P Q
 sin 2 x  k 2 and 1  cos 2 y  k 2
4 4
 P 2 sin 2 x  4k 2 and Q 2 cos 2 y  4 1  k 2 

2k 2 1 k 2
P and Q 
sin x cos y
Z Z
We have dZ  dx  dy [By total differential]
x y
 dZ  Pdx  Qdy
2k 2 1 k 2
dZ  dx  dy
sin x cos y
Integrating on both sides
= ∫ csc + √ − ∫ sec

 2k log  cos ecx  cot x   2 1  k 2 log  sec y  tan y   c

 z 2  2k log  cos ecx  cot x   2 1  k 2 log sec y  tan y   c

This is the required complete solution of (1)

3.Solve + + + =
Sol:Given + + + = …….(1)

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𝑖 𝑖 ℎ , , , = =
+
Put = =
Differentiating partially w.r.t ‘x’,we get = 𝑖 𝑖 ℎ =
But = = implies = = ; 𝑖 𝑖 =
Substitute in (1),we get
+ + + =1
Separating , the given equation can be written as.
+ = − + =

+ = − + =

+ =

Implies that

= √ − )−
= −
Z Z
dZ  dx  dy
We have x y

 dz  2(k  x)dx  2  1  k 2  y  dy
 
Integrating on both sides
z  2 (k  x)dx  2   1  k 2  y  dy  c
 
x2 

y2 
z  2(kx  )  2  1  k y    c
2 
2

2

 z  2kx  x 2  2  
1 k 2 y  y2  c

This is the complete solution of (1).

4. Solve ( − )= −
Sol: Given
( − )= − …………
− = − ….. 2

𝑖 𝑖 ℎ , , , = =
+
Put = =
Differentiating partially w.r.t ‘x’,we get =

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𝑖 𝑖 ℎ =

But = =Pimplies = ; 𝑖 𝑖 = Substitute in (2),we get

− = −
Separating , the given equation can be written as.
− =− + =
Solving, we get
= √ + and = √ +

Z Z
We have dZ  dx  dy [By total differential]
x y
 dZ  Pdx  Qdy
= [√ + +√ + ]
Integrating on both sides
= [∫ √ + +∫√ +

= + + + +

This is the required complete solution of (1)

Methods Of Separation Of Variables:

This method is used to reduce one partial differential equation to two or more ordinary
differential equations,each one involving one of the independent variables.This will be done
by separating these variables from the beginning. This method is explained through following
examples.

−
1. Solve by the method of separation of variables = + where U(x,0)=6
Solution:- Given equation is = + ----------(1)
Let U(x,t)= X(x) T(t) =XT ---------------(2)
be a solution of (1)
Differentiating (2) partially w.r.t x ant t
′ ′
= , =
Put these values in equation (1), we have
′ ′
= + Dividing by XT

′ ′
= + --------(3)

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Since L.H.S is a function of ‘x’ and the R.H.S is a function of ‘t’ where x and t are
independent variables, the two sides of (3) can be equal to each other for all values of ‘x’ and
‘t’ if and only if both sides are equal to a constant.
′ ′
Therefore = + =k--------(4) where k is a constant

′ ′
Now from (4) = k----(5) and + =k-------(6)

 X   kX  0
′
Now consider (5) = k  X  C1ekx
 k 1 
 k 1   t
Now consider (6)
′
+ =k  T  T  0  T  C 2 e  2 
   (8)
 2 
Substituting the values of X and T in (2) we get
 k 1 
 t
U ( x, t )  X  C1e C2e kx  2 

 k 1 
kx  2 
t
U ( x, t )  X  Ae e ( where A=C1 C2 )
kx
Put t=0 in the above equation ,we have U(x,0) = A e -----(9)
but given that U(x,0)=6 − --------(10)
from (9) and (10) we have A e kx =6 −
A=6 and k=-3 the solution of the given equation becomes
U ( x, t )  X  6e 3 x e 2 t  6e  (3 x  2t )

2. Solve the equation by the method of separation of variables = +

Sol: Given equation is = + ----------(1)

Let U(x,y)= X(x) Y(y) =X Y ---------------(2)
be a solution of (1)
Differentiating (2) partially w.r.t x ant y

′ ′ ′′
= , = =
Put these values in equation (1), we have
′′ ′
= +
′′ ′′
Dividing by XY on both sides we have = +2
′′ ′′
− = -----------------(3)
Since L.H.S is a function of ‘x’ and the R.H.S is a function of ‘y’ where x and y are
independent variables, the two sides of (3) can be equal to each other for all values of ‘x’ and
‘y’ if and only if both sides are equal to a constant.
′′ ′′
− = = --------(4)
Now from (4)

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′′
− = −−−−−−
′′
And = −−−−−−

From (5) ′′ − = ′′
− + =
Which is second order differential equation
Auxiliary equation is − + = → m=±√ +
Solution of the given equation (5) is = √ +
′
′
Now consider equation (6) = → =
Integrating on both sides we get logy = ky + log
Y 
 log    ky  Y  C3eky    (8)
 C3 
Substituting the values of X and Y in (2) we have

U  C1e (2  k ) x  C2 e  (2  k ) x  C3e ky
 
U   Ae (2  k ) x  Be  (2  k ) x  e ky
 

Where A  C1C3 and B  C1C2

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UNIT V

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LAPLACE TRANSFORMS
INTRODUCTION
Laplace Transformations were introduced by Pierre Simmon Marquis De Laplace
(1749-1827), a French Mathematician known as a Newton of French. Laplace
Transformations is a powerful technique, it replaces operations of calculus by operations of
algebra. An Ordinary (or) Partial Differential Equation together with Initial conditions is
reduced to a problem of solving an Algebraic Equation by this method.

USES
 Particular Solution is obtained without first determining the general solution.
 Non-Homogeneous Equations are solved without obtaining the complementary
integral.
 L.T is applicable not only to continuous functions but also to piecewise continuous
functions, complicated periodic functions, step functions and impulse functions.

APPLICATIONS:
 L.T is very useful in obtaining solution of linear differential equations, both ordinary
and partial, solution of system of simultaneous differential equations, solution of
integral equations, solution of linear difference equations and in the evaluation of
definite integrals.
DEFINITION:
Let f (t) be a function of‘t’ defined for all positive values of t. Then Laplace
transforms of f (t) is denoted by L {f (t)} is defined by

L  f  t    e  st f  t dt  f  s   (1)
0

provided that the integral exists. Here the parameter‘s’ is a real (or) complex number.


The relation (1) can also be written as f  t   L1 f  s  
In such a case the function f(t) is called the inverse Laplace transform of f  s  .The

symbol ‘L’ which transform f(t) into f  s  is called the Laplace transform operator. The

symbol ‘L-1’ which transforms ̅

(s) to f (t) can be called the inverse Laplace transform
operator.

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Conditions for Laplace Transforms

Exponential order: A function f (t) is said to be of exponential order ‘a’ If lt e st f  t   a
t 

finite quantity.
Ex: (i). The function t2 is of exponential order
3
(ii). The function et is not of exponential order (which is not finite quantity)
Piece – wise Continuous function: A function f (t) is said to be piece-wise continuous over
the closed interval [a,b] if it is defined on that interval and is such that the interval can be
divided into a finite number of sub intervals, in each of which f (t) is continuous and has both
right and left hand limits at every end point of the subinterval.
Sufficient conditions for the existence of the Laplace transform of a function:
The function f (t) must satisfy the following conditions for the existence of the L.T.
(i).The function f(t) must be piece-wise continuous (or sectionally continuous) in any limited
interval 0  a  t  b .
(ii).The function f (t) is of exponential order.
Laplace Transforms of standard functions:
1
1. Prove that L 1 
s
Proof: By definition
 
 e  st  e  e0
L 1   e .1dt  
 st
   s   s  0  s if s  0
1
0   s 0

L 1  1
s  e 
 0

2. Prove that L t  1

s2
Proof: By definition


  e st  e st 
L t   e .tdt  t. 
 st
   1. dt 
0   s  s 0

 e  st e  st 
 t .  2
 1 2
  s   s   0 s

Prove that L t n  
n!
3. where n is a +ve integer
s n 1

 e  st   n 1 e  st
Proof: By definition L t 

   n.t .  s dt
 st
n
e .t dt  t n .
n
0
 s 0 0

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n   st n 1
s 0
 00 e t dt

L t n 1
n

s
n 1
Similarly L t n 1  L t n  2 
s
n2
L t n  2   L t n 3 
s
By repeatedly applying this, we get
n n 1 n  2
L t n   . ..... . L t n n 
2 1
.
s s s s s
n! n! 1 n!
 n
L 1  n .  n 1
s s s s
Note: L t n  can also be expressed in terms of Gamma function.

n !   n  1
i.e., L t n       n  1  n!
s n 1 s n 1

Def: If n>0 then Gamma function is defined by   n    e x x n1dx
0

 

We have L t n   e st .t n dt
0

Putting x=st on R.H.S, we get

 x  st 
xn 1
L t  t  

n x
e . n . dx  
0 s s  1 dx  dt 
s 

1   When t  0, x  0 
s n 1 0
 e  x .x n dx  
 When t  , x   

L t n  
1
.  n  1
s n 1
If ' n 'is a +ve integer then   n  1  n !
 L t n   n !
s n 1
Note: The following are some important properties of the Gamma function.
1.   n  1  n.  n  if n  0

2.   n  1  n! if n is a +ve integer

3.  1  1,   1   
2

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Note: Value of   n  in terms of factorial

  2   1 1  1!
  3  2   2   2!
  4   3   3  3!
and so on.
In general   n  1  n! provided ‘n’ is a +ve integer.

Taking n=0, it defined 0! =  1  1

Prove that L e at  
1
4.
sa
Proof: By definition,

L eat    e st .eat dt   e s a t dt

 

0 0


 e   s  a t 
 
   s  a  0

e e0 1
   if s  a
sa sa sa

Similarly L e  at  
1
if s  a
sa
a
5. Prove that L sinh at 
s  a2
2

Proof: L sinh at  L  eat  e at 

   L e   L e 
1 at  at

 2  2

1 1 1  1 s  a  s  a 2a a
    
2  s  a s  a  2  s 2  a 2  2  s 2  a 2  s 2  a 2

s
6. Prove that L cosh at 
s  a2
2

 eat  e at 
Proof: L cosh at  L  
 2 

 L e at   L e  at   
1 1 1 1 
     
2 2 s  a s  a

1 s  a  s a 2s s
  
2  s 2  a 2  2  s 2  a 2  s 2  a 2

a
7. Prove that L sin at 
s  a2
2


Proof: By definition, L sin at   e st sin atdt
0

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
 e  st 
2 
 2  s sin at  a cos at  
s  a 0

 eax 
2 
  e sin bxdx 
ax
a sin bx  b cos bx 
 a b
2


a

s  a2
2

s
8. Prove that L cos at 
s  a2
2

Proof: We know that L e at  

1
sa
Replace ‘a’ by ‘ia’ we get
s  ia
L eiat  
1

s  ia  s  ia  s  ia 

s  ia
i.e., L cosat  i sin at 
s2  a2
Equating the real and imaginary parts on both sides, we have
s a
L cos at  and L sin at  2
s a
2 2
s  a2
Solved Problems :
1. Find the Laplace transforms of (t 2  1)2

Sol: Here f(t)  (t 2  1)2  t 4  2t 2  1

L{(t 2 + 1)2 } = L{t 4 + 2 t 2 + 1} = L{t 4 } + 2 L{t 2 } + L{1}

4! 2! 1 4! 2! 1
 4 1
 2. 3   5  2. 3 
s s s s s s
24 4 1 1
 5
 3   5 (24  4 s 2  s 4 )
s s s s
 e at  1 
2. Find the Laplace transform of L  
 a 
 e a t  1 1
 = L e  1   L e   L 1
 at 1  at
Sol: L
 a  a a

1 1 1 1
   
a s a s s(s  a)
3. Find the Laplace transform of Sin2tcost
1 1
Sol: W.K.T sin 2t cos t  [2 sin 2t cos t ]  [sin 3t  sin t ]
2 2

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1  1
 L{sin 2t cos t}  L  [sin 3t  sin t ]   L sin 3t   L sin t 
2  2
1 3 1  2( s 2  3)
  
2  s 2  9 s 2  1 ( s 2  1)( s 2  9)
4. Find the Laplace transform of Cosh22t
1
Sol: w.k.t cosh 2 2t  1  cosh 4t 
2

Lcosh 2 2t  L(1)  L{cosh 4t}

1
2

1 1 s  s2  8
  
2  s s 2  16  s( s 2  16)
5. Find the Laplace transform of Cos33t
Sol: Since cos9t=cos3(3t)
1
cos9t=4cos3 3t-3cos3t (or) cos3 3t= cos 9t  3cos 3t 
4
1 3
L{cos3 3t} = L{cos 9t} + L{cos 3t}
4 4

∴ 1 s 3 s
= . 2  . 2
4 s  81 4 s  9

s 1 3  s  s 2  63
=  2  
4  s  81 s 2  9   s 2  9  s 2  81

Find the Laplace transforms of  sin t  cos t 

2
6.

Since  sin t  cos t   sin 2 t  cos 2 t  2sin t cos t  1  sin 2t

2
Sol:

L{(sin t + cos t )2 } = L{1 + sin 2t}

= L{1} + L{sin 2t}

1 2 s 2  2s  4
  2 
s s 4 s  s2  4

7. Find the Laplace transforms of cost cos2t cos3t

1
Sol: cos t cos 2t cos 3t  .cos t  2.cos 2t.cos 3t 
2
1 1
= cos t[cos 5t + cos t ] = [cos t cos 5t + cos 2 t ]
2 2
1 1
  2 cos t cos 5t  2 cos 2 t    cos 6t  cos 4t   1  cos 2t  

4 4

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1
= [1  cos 2t  cos 4t  cos 6t ]
4
1
 L{cos t cos 2t cos 3t}  L{1  cos 2t  cos 4t  cos 6t}
4
1
= [ L{1}  L{cos 2t}  L{cos 4t}  L{cos 6t}]
4

= 1  1  2 s  2 s  2 s 
4  s s  4 s  16 s  36 

8. Find L.T. of Sin2t

1  cos 2t 
Sol: L{sin 2 t}  L  
 2 
1 1 1 s 
 [L{1}  L{cos 2t}]    2
2 2  s s  4 

9. Find L(√ )

1 
   1
 t   L t 2
  1  where n is not an integer
2
1
Sol: L
 1
s2
1 1
 
2 2 
 3
 3
  n  1  n.  n 
2 2
s 2s
10. Find 𝑳 { + 𝜶 }, where  a constant is
Sol: { 𝑖 +𝛼 }= { 𝑖 𝛼+ 𝑖 𝛼}
= 𝛼 { 𝑖 }+ 𝑖 𝛼 { }
= 𝛼 +
+ 𝑖 𝛼 +

Properties of Laplace transform:

Linearity Property:
Theorem1: The Laplace transform operator is a Linear operator.
i.e. (i). L cf t   c.L  f t  (ii). L  f t   g t   L  f t   L g t  Where ‘c’ is

constant
Proof: (i) By definition
 
L cf  t    e cf  t  dt c  e  st f  t  dt  cL  f  t 
 st

0 0

(ii) By definition

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
L  f  t   g  t    e  st  f  t   g  t dt
0

 
 e  st
f  t dt   e  st g  t dt  L  f  t   L  g  t 
0 0

Similarly the inverse transforms of the sum of two or more functions of ‘s’ is the sum of the
inverse transforms of the separate functions.

   
Thus, L1 f  s   g  s   L1 f  s   L1 g  s   f  t   g  t  
Corollary: L c1 f  t   c2 g t   c1L  f t   c2 L g t  , where c1, c2 are constants

Theorem2: If a, b, c be any constants and f, g, h any functions of t, then

L{af (t ) + bg (t ) - ch(t )} = a.L{ f (t )} + b.L{g (t )} - cL{h(t )}
Proof: By the definition

L{af (t )  bg (t )  ch(t )}   e st {af (t )  bg (t )  ch(t )}dt
0

  
 a. e st f  t  dt  b  e  st g  t  dt  c  e  st h  t  dt
0 0 0

 a.L{ f (t )}  bL{g (t )}  cL{h(t )}

Change of Scale Property:

-
1  s
If L{ f (t )} = f ( s) then L{ f (at )}  . f  
a a
Proof: By the definition we have

L{ f (at )}   e st f (at )dt
0

du
Put at  u  dt 
a
when t   then u   and t = 0 then u = 0
 s

 


su
du 1  a .u 1
 L{ f (at )}   e a
f (u )  . e f  u  du  . f s
a a 0 a a
0

Solved Problems :
1. Find 𝑳{ }

Sol: {sinh } = =
−

∴ {sinh }= ⁄ (Change of scale property)

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1 1 3
  2
  1 s  9
2
3 s
3
2. Find 𝑳{ }
Sol: {cos } = =
+

{cos }= ( ⁄ ) (Change of scale property)

⁄
{cos }= =
( ⁄ ) + +

First shifting property:

at
If L{ f (t )} = f ( s) then L{e f (t )} = f ( s - a)
Proof: By the definition

L{e f (t )}   e st eat f (t )dt
at


f  t  dt
  s  a t
 e
0


  e  ut f  t  dt where u  s  a
0

= f (u )  f  s  a 
- at
Note: Using the above property, we have L{e f (t )} = f (s+ a)
Applications of this property, we obtain the following results
n!  n! 
1. L{e at t n }  n 1 
L(t n )  n 1 
( s  a)  s 

b  b 
2. L{e at sin bt}  2 
L(sinbt)  2
( s  a)  b 
2
s  b 2 

sa  s 
3. L{e at cos bt}  2 
L(cosbt)  2
( s  a)  b 
2
s  b 2 

b  b 
4. L{e at sinh bt}  2 
L(sinhbt)  2
( s  a)  b 
2
s  b 2 

sa  s 
5. L{e at cosh bt}  2 
L(coshbt)  2
( s  a)  b 
2
s  b 2 
Solved Problems :
1. Find the Laplace Transforms of t 3e 3t

Sol: Since L{t 3} = 3!4

s

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Now applying first shifting theorem, we get

3!
L{t 3 e- 3t } =
( s + 3) 4

2. Find the L.T. of e t cos 2t

Sol: Since L{cos }=
+

Now applying first shifting theorem, we get

−
+ +
{ cos }= =
+ + + +
3. Find L.T of
+
Sol: - L[ ]=L[ ]

= { [ ]+ [ ]}

= −
+ { [ ]} → −

−
= +
− − +
−
= −
+ − +

Second translation (or) second Shifting theorem:

− , > −
If { }= ={ < ℎ { }=

Proof: By the definition

∞ − − ∞ −
{ }= ∫ =∫ +∫
∞ − ∞ − ∞ −
=∫ . +∫ − =∫ −
Let t-a = u so that dt = du And also u = 0 when t = a and u →  when t → 
∞ − + − ∞ − − ∞ −
∴ { }=∫ = ∫ = ∫
− { }= −
=
Another Form of second shifting theorem:
{ }= { }= −
If > ℎ − −
, >
where H (t) = { and H(t) is called Heaviside unit step function.
, <
Proof: By the definition
∞ −
{ − − }=∫ − − →
Put t-a=u so that dt= du and also when t=0, u=-a when t →  , u→ 
∞ − +
Then { − − }=∫ . [ ]

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0 
 e
 s (u  a )
F  u  H  u  du   e  s (u  a ) F  u  H  u  du
a 0

− + ∞ − +
= ∫− . +∫ .

[Since By the definition of H (t)]

∞ − + − ∞ −
=∫ = ∫

e  sa
e
 st
F  t  dt by property of Definite Integrals
0

− { }= −
=

Note: H  t  a  is also denoted by u  t  a 

Solved Problems

1.
cos t  

Find the L.T. of g (t) when g  t   
3   if t  
3
 0 if t  
 3

Sol. Let f  t   cos t

∴ { }= { }=
+
=

( − 𝜋⁄ ) = ( − 𝜋⁄ ), 𝑖 > 𝜋⁄
={
, 𝑖 < 𝜋⁄
Now applying second shifting theorem, then we get
−𝜋
−𝜋
.
{ }= =
+ +
−
2. Find the L.T. of (ii) − − ) (ii) −
Sol: (i). Comparing the given function with f(t-a) u(t-a), we have a=2 and f(t)=t3
!
∴ { }= { }= = =

Now applying second shifting theorem, then we get

−
{ }= −
− − =

{ − }= { − − − − − −
(ii). − . − }= { − }
−
= then =
+

Now applying second shifting theorem then, we get

− +
{ − }= − −
− . =
+ +

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Multiplication by‘t’:
−
Theorem: If 𝑳{ }= 𝑳{ }=


Proof: By the definition f  s    e  st f  t  dt

0


d
ds
 d

f  s    e  st f  t  dt
ds 0

By Leibnitz’s rule for differentiating under the integral sign,


d 
f  s    e  st f  t  dt
ds 0
s

  te  st f  t  dt
0

∞ −
= −∫ { } =− { }
−
Thus { }=
𝑛
∴ { }= − 𝑛
=

Note: Leibnitz’s Rule


If f  x,   and f  x,   be continuous functions of x and  then


𝛼
{∫ ,𝛼 }=∫ 𝛼
,𝛼

Where a, b are constants independent of 

Solved Problems:
1. Find L.T of tcosat
Sol: Since { }=
+

{ }=− [ ]
+
− + − . −
= +
= +

2. Find t2sin at
Sol: Since { 𝑖 }=
+

{ . 𝑖 }= −
+

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d  2as  2a  3s  a 
  2 2

= 
ds   s 2  a 2 2   s 2
 a 
2 3
 
3. Find L.T of tet sin 3t

Sol: Since { 𝑖 }=
+
−
∴ { 𝑖 }= [ +
]= +
Now using the shifting property, we get

− + +
{ 𝑖 }= =
+ + + +

4. Find 𝑳{ }

Sol: Since { 𝑖 }=
+

 L e 2t sin 3t 
3 3

 s  2 9 s  4s  13
2 2

− −
{ 𝑖 }= − [ ]= − [ ]
− + − +

3  2s  4  6  s  2
= 
s  4s  13 s  4s  13
2 2 2 2

Find the L.T. of 1  tet 

2
5.
− − −
Sol: Since + = + +

 L 1  tet   L 1  2L tet   L t 2e2t 

2

1 d  1  2 d  1 
2
  2  1     1  
s ds  s  1  ds 2  s  2 

1 2 d  1 
    
s  s  1 ds   s  2 2 
2

1 2 2
  
s  s  1  s  2 3
2

6. Find the L.T of t3e-3t (already we have solved by another method)

{ − }= − { − }
Sol:
− ! −
=− =
+ +
!
= +

7. Find 𝑳{ }
+ −
Sol. {cosh sin }= { . sin }

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−
= [ { sin }+ { sin }]

1 a a 
   
2   s  a 2  a 2  s  a 2  a 2 

f  t    t  1 , t 1
2

8. Find the L.T of the function

0 0  t 1
Sol: By the definition
∞ − − ∞ −
{ }=∫ =∫ +∫

  e st 0dt   e st  t  1 dt
1 2
0 1

− ∞ −
∞ − ∞
=∫ − =[ − −
] −∫ − −

2   st
e  t  1 dt
s 1
 0

2  

  e  st  
 e
 st
   t  1    1 dt 
s   s    s 
 1 

 2 e 
 st
2 1  2  st 
 0   e  st dt   2    3  e 1
s s 1
 s   s 1 s

2
3 
0  e s   3 e s
2

s s
9. Find the L.T of f (t) defined as f (t )  3 , t >2
0, 0<t<2
∞ −
Sol: { }=∫

  e st f  t  dt   e st f  t  dt
2

0 2

− ∞ −
=∫ . +∫
3  st  3
 e 2  s  0  e2s 

 0   e st 3dt 
2 s
3
 e 2 s
s
10. Find 𝑳{ + }
Sol: { + } = {cos cos − sin sin }
= cos . {cos } − sin {sin }
= cos . − sin .
+ +

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−
{ . + }= [cos . − sin . ]
+ +

 2    s 2  a 2  .0  a.2s 
 s  a 2 .1  s.2s   
=  cos b.   sin b
 s  a   s  a  
2 2 2   2 2 2
 


1  s 2  a 2 2 cos b  2as sin b 
s 2
a 2 2
  

11. Find L.T of L [t ]

Sol: - We know that L[sint] =
+
−
L[tsint] = (-1) L[sint] = - ( +
=- +

= +

By First Shifting Theorem

− −
L [t 𝑖 ]=[ +
] = =
→ − − + − +

Division by‘t’:
∞
Theorem: If 𝑳{ }= 𝑳{ }=∫

Proof: We have f  s    e st f  t  dt
0

Now integrating both sides w.r.t s from s to  , we have


   st



0
f ( s)ds    e f (t )dt ds
s 0 
 
  f t  e
 st
dsdt (Change the order of integration)
0 s

  f  t    e st ds dt (
 
t is independent of‘s’)
0  s 

  e  st 
 f t    dt
0
 t  s
∞ −
=∫ { }

Solved Problems:

1. Find 𝑳 { }

Sol: Since { 𝑖 } = =
+

Division by‘t’, we have

i ∞ ∞
{ }=∫ =∫ +

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− ]∞ = − −
=[ ∞−

   Tan 1s  cot 1 s

2
sin at
2. Find the L.T of
t
Sol: Since {sin }=
+
=

Division by t, we have
i a ∞ ∞
{ }=∫ =∫ +

1 
 a. Tan 1 s   Tan 1  Tan 1 s
a as a

   Tan1 s  cot 1 s
2 a a  
− 𝐚
3. Evaluate 𝑳 { }

Sol: Since { − cos a } = { } − { }= −

+
−c a ∞
{ }=∫ − +

 
 log s  log  s 2  a 2 
1
 2 s

1   s2 
  2 log s  log  s 2  a 2    log  2
1 

2 s 2   s  a2  s

  
1  1   1 s2 
 l og  log1  log 2
2  1  a2 
  2 s  a 2 
  
s  s
2

1
1  s2   s2  2 s2  a2
  l og  2 2 
 log  2 2 
 log
2 s a   s a  s2

− s2  1
Note: 𝑳 { } = log (Putting a=1 in the above problem)
s
− − −
4. Find 𝑳 { }
− − − ∞
Sol: { }=∫ −
+ +

   s  a 
 log  s  a   log  s  b   s  log  
  s  b  s

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 a
 1 s  sa
 l t log   log  
s 
 1 b   sb 
 s
 sb 
 log1  log( s  a)  log( s  b)  log  
sa
1  cos t 
5. Find L  
 t 
2

1  cos t  1 1  cos t 
Sol: L  L .  ..... 1
 t  t 
2
t

1  cos t    1 s   
  s   2  ds  log s  log  s  1
1 2
Now L 
 t   s s 1   2 s

1 s2  1  s2  1 s2  1
 log 2   log 2   log 2
2 s  1 s 2  s  1 2 s

1  cos t  s 1 2
1
L 
 t
2 

 s 2
log 2 ds
s

1    s 2  1     s
2
 2 
  log  2   .s    2  3  .sds
s s 1 s
2    s      s

1   1   s2 1   ds 
 lt s.log 1  2    s log  2   2  2 
  s 
2   s   s  s s  1

1  1 1 1  s 2  1 
   lt s  2  4  6  ....   s log 2   2Tan 1s 
2   s   s 2s 3s  s  s

1   1      x 2 x3 x 4 
  0  s log 1  2   2   Tan1s    
log 1  x   x     ..... 
2   s  2    2 3 4 
1  1
 cot 1 s  s log 1  2 
2  s 
− − −
6.Find L.T of
− −
Sol: W.K.T L[ ]= ,L[ ]=
+ +
∞
L[ ]=∫ ̅
− − ∞
−
∴ L[ ]=∫ −
+ +
= [log + − log + ]∞
+ ∞
= log +

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+
∞
= log
+

+
=log (1)-log ( )
+
+ +
=0- log ( ) = log ( )
+ +

Laplace transforms of Derivatives:

If f 1  t  be continuous and { }= ℎ { }= −

Proof: By the definition

∞ −
{ }=∫
 
 e st f  t     s  e st f  t  dt (Integrating by parts)
0 0

 
 e st f  t   s  e st f  t  dt
0 0

 st
lt e
= t  f (t )  f (0) + . { }

Since f (t) is exponential order

 st
 lt e f (t ) =0
t 

∴ { }= − + { }
= −
The Laplace Transform of the second derivative f11(t) is similarly obtained.
∴ { }= . { }−

 s.  s f  s   f  0    f 1  0 

 s 2 f  s   sf  0   f 1  0 

∴ { }= . { }−
= [ { }− − ]−
= { }− − −
Proceeding similarly, we have
{ }= { }− − − −
− ……

−
Note 1: { }= 𝑖 = = , = … =
Note 2: Now | | . .
− −
We have | |= | | .
− −
=M. → → ∞ if s>a

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−
∴ →∞
= >
Solved Problems:
Using the theorem on transforms of derivatives, find the Laplace Transform of the
following functions.
(i). eat (ii). cosat (iii). t sin at
(i). Let f  t   eat Then f 1  t   a.eat and f  0  1

{ }= . { }−
𝑖. . , { }= . { }−
𝑖. . , { }− . { }=−
𝑖. . , − { }=−

∴ { }=
−

(ii). = ℎ =− 𝑖 =−
∴ { }= { }− . −
Now f  0  cos0  1and f 1  0  a sin 0  0

ℎ {− cos }= {cos }− . −
⟹− {cos }− {cos }=−
⟹− + {cos } = − ⇒ {cos }=
+

(iii). Let f  t   t sin at then f 1 t   sin at  at cos at

f 11  t   a cos at  a cos at  at sin at   2a cos at  a 2t sin at

Also f = and =
{ }= { }− −
𝑖. . , { cos − sin }= {tsin }− −
𝑖. . , {cos }− { sin }− {tsin }=
−
𝑖. . , − + {t sin }= ⇒ {t sin }=
+ +

Laplace Transform of Integrals:

If { }= ℎ {∫ }=

Proof: Let g  t    f  x  dx
t

Then = [∫ ]= =

Taking Laplace Transform on both sides

{ }= { }

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But { }= { }− = { }− [ 𝑖 = ]
∴ { }= { }

⟹ { }= { } ⇒ { }= { }

=∫

∴ {∫ }=

Solved Problems:
t
1. Find the L.T of  sin atdt
0

Sol: L{sin }= =
+

Using the theorem of Laplace transform of the integral, we have

{∫ }=

∴ {∫ sin }= +

sin t
t
2. Find the L.T of 
0 t
dt

i
Sol: {sin } = →
= 𝑖
+
i ∞ ∞
∴ { }=∫ {sin } =∫ +

 Tan1s   Tan1  Tan1s    Tan1s  cot 1 s (or ) Tan1 1



s 2 s  
i − −
𝑖. . , { }= ( ⁄)
i − −
∴ {∫ }= ( ⁄)
−
3. Find L.T of ∫
− 𝑖
Sol: L[ ∫ ]

We know that
L {sint} = +
= ̅
𝑖 ∞ ∞
L{ }=∫ ̅ =∫ +
− ∞
=(
− − 𝜋 − −
= ∞− = − =
𝑖 −
∴ L{ }=

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𝑖 −
Hence L {∫ }=

By First Shifting Theorem

𝑖 −
L[ −
∫ ]= ̅ + = → +

−
𝑖 −
∴ L[ ∫ ]= +
+

Laplace transform of Periodic functions:

If f (t) is a periodic function with period ‘a’. i.e, f  t  a   f  t  then

L  f  t  
1
e  st f  t  dt
a

1  e  sa 0

Eg: sin x is a periodic function with period 2

i.e., sin x  sin  2  x   sin  4  x  .............

Solved Problems:

1. A function f (t) is periodic in (0,2b) and is defined as f  t   1 if 0  t  b

 1 if b  t  2b
Find its Laplace Transform.

L  f  t  
1
e  st f  t  dt
2b
Sol:
1  e 2bs  0

1  b  st
e f  t  dt   e  st f  t  dt 
2b
2 bs  0

1 e  b 
1  b  st
e dt   e st dt 
2b
2 bs  0

1 e  b 

1  e st b  e st 2b 
     
1  e2bs  s 0  s b 

2 bs  
  e  sb  1   e 2bs  e  sb  
1

s 1  e  

L  f  t  
1
1  2e  sb  e 2bs 
s 1  e 
2 bs 


2. Find the L.T of the function f  t   sin t if 0  t 

 2 2
 0if t  where f  t  has period
  

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2
Sol: Since f (t) is a periodic function with period


L  f  t  
1
e  st f  t dt
a

1  e  sa  0

2
L  f  t  
1
 s 2 

e st f  t dt
1 e  0

1     st 2

 0   e .0dt 
  st
 2 s
e sin  t dt 
1 e 


1  e st   s sin t   cos t   
 2 s  
1 e 
 s2   2 0
eat
 a sin bt  b cos bt 
b
a
eat sin bt 
a 2  b2


1 e
1
2 s

 1  s
 
 s 2   2 e .   


Laplace Transform of Some special functions:
1. The Unit step function or Heaviside’s Unit functions:
<
It is defined as − ={
>
Laplace Transform of unit step function:
−
To prove that { − }=
<
Proof: Unit step function is defined as − ={
>
∞ −
Then { − }=∫ −

  e st u  t  a  dt   e st u  t  a  dt
a

0 a

a 
  e st .0dt   e st .1dt
0 a


  e  st  1   as e  as
  st
e dt      s . e  e   s
a
 s  a
−
∴ { − }=

Laplace Transforms of Dirac Delta Function:

The Dirac delta function or Unit impulse function ∈ = { ⁄∈ ∈

>∈
− − ∈
2. Prove that 𝑳{ ∈ }= hence show that 𝑳{𝜹 }=
∈

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⁄ ∈
Proof: By the definition ∈ ={ ∈
>∈
∞ −
And Hence { ∈ }=∫ ∈
∈ − ∞ −
=∫ ∈ + ∫∈ ∈
∈ − ∞ −
=∫ + ∫∈ .
∈
− ∈
− ∈ − − ∈
= ∈ [ − ] = − ⁄∈ [ − ]=
∈

− − ∈
∴ { ∈ }=
∈
− − ∈
Now {𝛿 } =∈→ { ∈ } = ∈→
∈

∴ {𝛿 }= 𝑖 L-Hospital rule.
Properties of Dirac Delta Function:
∞
1. ∫ 𝛿 =
∞
2. ∫ 𝛿 = where G(t) is some continuous function.
∞
3. ∫ 𝛿 − = where G(t) is some continuous function.


4. G (t ) 1  t  a   G1 (a)
0

Solved Problems:
}= −
1. Prove that 𝑳{𝜹 −
Sol: By Translation theorem
}= − {𝛿 }
L{𝛿 −
− {𝛿 }= ]
= [sin
∞
2. Evaluate ∫ 𝜹( − 𝝅⁄ )
Sol: By using property (3) then we get
∞
∫ 𝛿 − =
Here = 𝜋⁄ , = cos

G  a   G   3   cos 2 3  12
∞
∴ ∫ cos 𝛿( − 𝜋⁄ ) = cos 𝜋⁄ = −𝜋⁄

3. Evaluate e 4t 1  t  2  dt
0

Sol: By the 4th Property then we get

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

  t  a  G  t  dt  G (a)
1 1

G  t   e4t and a  2

G1  t   4.e4t

G1  a   G1  2  4.e8

 e 4t 1  t  2  dt  G1  a   4.e 8
0

Inverse Laplace Transforms:

If f  s  is the Laplace transforms of a function of f (t) i.e. { }= then f (t)

is called the inverse Laplace transform of f  s  and is written as = −

{ }
−
∴ is called the inverse L.T operator.

Table of Laplace Transforms and Inverse Laplace Transforms

{ }= −
S.No. { }=

{ }= ⁄ −
1. { ⁄ }=
−
2.
{ }= { ⁄ − }=
−
−
3.
{ − }= { ⁄ + }=
+
4. ! −
{ }= +
𝑖 + 𝑖 { + }=
!
5. − ! −
{ − }= −
{ ⁄ }= , = , , …
− !
6. {sin }= −
+ { }= . sin
+
7. {cos }= −
{ } = cos
+ +
8. {sinh }= −
− { }= sinh
−
9. {cosh }= −
{ } = cosh
− −

{ }= −
10. sin { }= . sin
− + − +
11. − −
{ cos }= −
{ }= cos
− + − +

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12. −
{ sinh }= { }= . sinh
− − − −
13. − −
{ cosh }= −
{ }= cosh
− − − −
14. − − −
{ sin }= { }= . sin
+ + + +
15. −
+ −
+ −
{ cos }= { }= cos
+ + + +
{ }= − −
16. − { − }= { }

{ − }= − − − −
17. + { + }= { }

Solved Problems :
s 2  3s  4
1. Find the Inverse Laplace Transform of
s3
− − + −
Sol: { }= { ⁄ − . ⁄ + ⁄ }

 L1 1  s   3L  1 s   L  4 s 
1
2
1
3

t2
 1  3t  4.  1  3t  2t 2
2!
+
2. Find the Inverse Laplace Transform of − +

− + − + − − +
Sol: { − +
}= { }= { }
− + − +

− − −
= { }+ . { }
− + − +

4
 e 2t cos 3t  e 2t sin 3t
3
2s  5
3. Find the Inverse Laplace Transform of
s2  4
− − −
Sol: { −
}= { − }
− −

− −
= { }− { }
− −

1
 2.cosh 2t  5. sinh 2t
2
+
4. Find 𝑳− { }
+

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− + + −
Sol: { }= { + }
+ +

− − −
= { }+ { }= +
+
−
5. Find 𝑳− { +
}

−
Sol: 𝑳− { }= −
{ }− −
{ }
+ + +

− −
= { }− { }
+( ⁄ ) +( ⁄ )

3 5 8 2 5
 .cos t  . sin t
4 2 4 5 2
3 5 4 5
 cos t  sin t
4 2 5 2
s
6. Find the Inverse Laplace Transform of
s  a
2

− − + − − − −
Sol: { +
}= { }= { }
+

− −
= { − }
− − −
= [ { }− . { }]

 eat 1  at 
+
7. Find 𝑳− { − −
}

3s  7 A B
Sol: Let  
s  2s  3 s  1 s  3
2

− + + = +
= , = ⇒ =
= − ,− = ⇒ =−
3s  7 1 4
  
s  2s  3 s  1 s  3
2

−
+ −
− − −
{ }= { + }=− { }+ { }
− − + − + −
 e t  4.e3t

8. Find 𝑳− { (
}
+ + )
+
Sol: + +
= +
+ +
+ +

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+ + + + + + + =
Equating Co-efficient of s3, A+C=0……..(1)

Equating Co-efficient of s2, A+B+2C+D=0…….(2)

Equating Co-efficient of s, A+C+2D=1…….(3)
1
put s  1, 2 B  1  B  
2
1
Substituting (1) in (3) 2 D  1  D 
2
Substituting the values of B and D in (2)
i.e. − + + = ⇒ + = , + = ⇒ = , =

1 1
s 2  2
 
  
    12 s 2  1

2 2
s 1 s 1 s

− − −
{ + +
}= [ { +
}− { +
}]

− −
= [sin − { }]

1
 sin t  te  t 
2

9. Find 𝑳− { +
}

Sol: Since s 4  4a 4   s 2  2a 2    2as 

2 2

= + + − +
s As  B Cs  D
 Let  2  2
s  4a
4 4
s  2as  2a 2
s  2as  2a 2
+ − + + + + + =
1 1
Solving we get A  0, C  0, B  ,D 
4a 4a
−
− −
{ }= { }+ { }
+ + + − +

1 1  1  1  1 
 a.L  2
 .. L1  2
 ( s  a )  a  4a  ( s  a)  a 
2 2
4
1 1  at 1 1
 . .e sin at  . e at sin at
4a a 4a a

sin at  e at  e  at   2 .sin at.2sinh at  2 sin at sinh at

1 1 1
 2
4a 4a 2a

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− + ( − )
10. Find i. 𝑳− { } ii. 𝑳− { }

Sol:
− − + − −
i. { }= { − + }= { − + }
− − −
= { }− { }+ { }

= − + = − +
!

− ( − ) − ( − ) − − +
ii. { }= { }= { }

− − − −
= { − + }+ { { }− { }+ { }}

3 t 2 4t 4  3  t4  1 4
 1  4    1  2t 2
   t  6t 2  6
2 2! 4!  2  6 4

11. Find 𝑳− [ −
]

Sol:

− − − −
[ ]= [ ]= [ ]= [ + ]
− − − + − +

1 at  at
 e  e   cosh at
2
 4 
12. Find L1  
 ( s  1)(s 2) 
 4   1   1 1 
Sol: L1    4 L1    4 L1     4[et  e2t ]
 ( s  1)(s 2)   ( s  1)(s 2)   s 1 s  2 
 1 
13. Find L1  
 ( s  1) ( s  4) 
2 2

1 A B Cs  D
Sol:    2
( s  1) ( s  4) s  1 ( s  1)
2 2 2
s 4
2 1 2 3
A , B  ,C  ,D 
25 5 25 25
 1  2 1  1  1 1  1  2 1  s  3 1  1 
 L1   L   L  2
 L  2  L  2 
 ( s  1) ( s  4)  25  s  1  5  ( s  1)  25  s  4  25 s  4
2 2

2  t 1  1  1  t 1  1  2 3 1
 e L    e L  2   cos 2t  . sin 2t
25 s 5  s  25 25 2

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2 t 1 t 2 3
 e  e .t  cos 2t  sin 2t
25 5 25 50

 s2  s  2 
14. Find L1  
 s( s  3)(s 2) 
s2  s  2 A B C
Sol:   
s  s  3 s  2  s s  3 s  2

Comparing with s2, s, constants, we get

A  1 , B  4 ,C  2
3 15 5
 s2  s  2 
1 1  1 4 2 
L   L    
 s( s  3)(s 2)   3s 15( s  3) 5( s  2) 

1  4  1  2 
 L1    L1    L  5( s  2) 
 3s  15( s  3)   
1 4 2
  e 3t  e 2t
3 15 5
 s 2  2s  4 
15. Find L1  2 
 ( s  9)(s 5) 
s 2  2s  4 A Bs  C
Sol: =  2
( s  9)(s 5) s  5 s  9
2

Comparing with s2, s, constants, we get

A  31 ,B  3 , C  83
34 34 34

 s 2  2s  4  1  s  2 s  4 
2
L1  2   L  2 
 ( s  9)(s 5)   ( s  9)(s 5) 
 31  1  3  1  83 
 L1   L   L  
 34(s 5)   34( s  9)   34( s  9) 
2 2

31 5t 1  83 
 e   3cos 3 t  sin 3t 
34 34  3 

First Shifting Theorem:

   
If L1 f ( s)  f (t ), thenL1 f (s  a)  e at f (t )

 
Proof: We have seen that L eat f (t )  f ( s  a )  L1 f ( s  a)  eat f (t )  eat L1 f (s )  

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Solved Problems :
  1
1. Find L1 
1

  L f ( s  2)
 ( s  2)  16 
2 
 1  2 t 1  1 
Sol: L1   e L  2 
 ( s  2)  16   s  16 
2

1 e2t sin 4t
 e2t . sin 4t 
4 4

 3s  2 
2. Find L1  2 
 s  4 s  20 

 3s  2  1  3s  2  1  3( s  2)  4 
Sol: L1  2 L  L  2
 s  4s  20   ( s  2)  16   ( s  2)  4 
2 2

 s2   1 
 3L1  2
 4 L1  2
 ( s  2)  4   ( s  2)  4 
2 2

 s   1 
 3e 2t L1  2 2 
 4e 2t L1  2 2 
s  4  s  4 
1
 3e 2t cos 4t  4e 2t sin 4t
4
 s3 
3. Find L1  2 
 s  10s  29 

 s3  1  s3  1  s  5  8 
Sol: L1  2 L  2
L  2
 s  10s  29   ( s  5)  2   ( s  5)  2 
2 2

 s  8  5t  1 
 e5t L1  2 2 
 e cos 2t  8. sin 2t 
s  2   2 

Second shifting theorem:

 f t  a if t  a 
 
If L1 f ( s)  f (t ), then L1{e as f (s)}  G (t) , where G(t )   
if t  a 
 0
 f t  a if t  a 
Proof: We have seen that G(t )   
 0 if t  a 

then L G  t   e as . f (s)

 
 L1 e as f ( s)  G  t 

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Solved Problems :
1  e s  1  e
3 s

1. Evaluate (i) L1  2  (ii) L  2
 s 1   ( s  4) 

1  e s  1  1  1  e
 s

Sol: (i) L1  2  = L  2  + L  2 
 s 1   s  1  s  1
 1 
Since L1    sin t  f (t ) , say
 s  1
2

 e s  sin(t   ) , if t   
1
∴ By second Shifting theorem, we have L  2   
 s  1  0 , if t   

 e  s 
or L1  2  =sin(t-π)H(t-π)= -sint. H(t-π)
 s  1
1  e s 
Hence L1  2  =sint-sint. H (t-π) =sint [1- H (t-π)]
 s 1 
Where H (t-π) is the Heaviside unit step function
 1  4t 1  1 
(ii) Since L1  2
e L  2
 ( s  4)  s 

= e4t .t  f (t ) , say

 e3s  e4(t 3) .(t  3) , if t  3

∴ By second Shifting theorem, we have L1  2
 
 ( s  4)   0 , if t  3

 e3s  4(t 3)

1
or L  2
=e .(t  3) H(t-3)
 ( s  4) 
Where H (t-3) is the Heaviside unit step function
Change of scale property:


If L  f  t   f  s  , Then L1 f  as   1 t
f  ,a  0
a a

Proof: We have seen that L  f  t   f  s 

1  t 
Then f  as   L f   , a  0
a  a


 L1 f  as    1 t
f  ,a  0
a a

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Solved Problems :
 s  1  8s 
1. If L1  2 2
= t sin t , find L1  2
 ( s  1)  2  (4s  1) 
2

 s  1
Sol: We have L1  2
= t sin t ,
 ( s  1)  2
2

Writing as for s,

 as  1 1 t t t t
L1  2 2 2
= . . sin = 2 .sin , by change of scale property.
 (a s  1)  2 a a a 2a a
Putting a=2, we get
 2s  t t  8s  1 t
L1  2 2
= sin or L1  2
= sin
 (4s  1)  8  (4s  1)  2
2
2 2

Inverse Laplace Transform of derivatives:

   n

Theorem: L1 f ( s)  f (t ) , then L1 f ( s )  (1) n t n f (t ) where f ( s) 
n dn
 f (s) 
ds n  
n
Proof: We have seen that L t n f (t )  (1) n
d
f (s)
ds n

 n

 L1 f ( s )  (1) n t n f (t )

Solved Problems :
 s  1
1. Find L1 log 
 s 1

 s  1
Sol: Let L1 log   f (t )
 s 1
s 1
L  f (t )  log
s 1
d  s  1
L tf (t )  log 
ds  s 1
1 1
L tf (t )  
s 1 s 1
 1 1 
tf (t )  L1   
 s  1 s  1
 1  1  1 
tf (t )  1. L1   L  
 s  1  s  1
−
= +

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2sinh t
t f  t   2sinh t  f  t  
t
 s  1  2sinh t
 L1 log 
 s 1 t
t
 1 s  1 e
Note: L1 log =
 s  t

2. Find L1 cot 1 ( s )

Sol: Let L1 cot 1 ( s)  f (t )

L  f (t )  cot 1 (s)

d  1  1
L tf (t )  [cot 1 ( s )    2 

1  s  1  s
2
ds

 1 
tf (t )  L1  2   sin t
 s  1
sin t
f t  
t

 L1 cot 1 ( s )  sin t

1
t

Inverse Laplace Transform of integrals:

  f (t )

Theorem: L 1
 
f ( s)  f (t ) , then L   f ( s )ds  
1

 s  t

 f (t ) 
Proof: we have seen that L     f ( s)ds
 t  s

   f (t )
 L   f ( s )ds  
1

 s  t

Solved Problems :
 s 1 
1. Find L1  2
 ( s  2s  2) 
2

s 1
Sol: Let f ( s ) 
( s  2s  2) 2
2

  s 1 
Then L 1
 
f ( s) = L   2
1
ds 
 s ( s  2 s  2)
2


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 s 1 
= L1  2
[( s  1)  1] 
2

 s 
= et L1  2 2
, by First Shifting Theorem
 ( s  1) 
t t  s  t
 et sin t  e  t sin t L1  2 2 2
 sin at
2 2  ( s  a )  2a

Multiplication by power of’s’:

 
Theorem: L1 f ( s)  f (t ) , and f (0),then L1 s f ( s)  f 1 (t )  
 
Proof: we have seen that L f 1 (t )  s f ( s )  f (0)

 
 L f 1 (t )  s f ( s ) [ f (0)  0] or

 
L1 s f ( s )  f 1 (t )

Note: L1 s f (s)  f

n n
(t ),if f n (0)  0forn  1, 2,3.........n  1

Solved Problems :
 s   s 
1. Find (i) L1  2
(ii) L1  2
 ( s  2)   ( s  3) 
1
Sol: Let f ( s)  Then
( s  2) 2

 1  2t 1  1  2t
 
L1 f ( s )  L1  2
 ( s  2) 
= e L  2  = e .t  f (t ) ,
s 
Clearly f (0) =0
 s  1  s  1
Thus L1 
 ( s  2) 2

= L  s.
 ( s  2) 2

= L s. f ( s) = f 1 (t ) 
d
= (te 2t ) = t(2e2t )  e2t .1= e2t (1  2 t)
dt
 s  3t
Note: in the above problem put 2=3, then L1  2
= e (1  3 t)
 ( s  3) 

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Division by S:
 f  s  
 
t
Theorem: If L1 f ( s)  f (t ) , Then L1    f  u  du

 s  0

t  f s
Proof: We have seen that L   f  u  du  
0  s

 f  s   t
 L1     f  u  du
 s  0

 f s 

  
t t
Note: If L 1
f ( s)  f (t ) , then L  2     f  u  du.du
1

 s 
  00
Solved Problems :
1
1. Find the inverse Laplace Transform of
s (s  a 2 )
2 2

 1  1
Sol: Since L1  2 2 
= sinat , we have
 (s  a )  a
 1  t1
L1  2 2 
=  sin atdt
 s( s  a )  0 a
t
1   cos at  1 1
=   =  a 2 (cosat  1) = a 2 (1  cosat)
a  a 0

 1  t 1
1
Then L  2 2 2 
=  2 (1  cos at )dtdt
 s (s  a )  0 a
t
1  sin at  1  sin at 
= t   = t  a 
a2  a 0 a 2  

 1  1  sin at 
 L1  2 2 2 
= 2 t  
 s (s  a )  a  a 

Convolution Definition:
If f (t) and g (t) are two functions defined for t  0 then the convolution of f (t) and g (t) is

defined as f  t  * g  t    f  u g  t  u  du
t

f  t  * g  t  can alsobe written as  f * g t 

Properties:
The convolution operation * has the following properties

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1. Commutative i.e.  f * g t    g * f t 

2. Associative  f *  g * h    t    f * g  * h   t 

3. Distributive  f *  g  h    t    f * g  t    f * h  t  for t  0

Convolution Theorem: If f (t ) and g(t ) are functions defined for t  0 then

L  f  t  * g  t   L  f  t .L g  t   f  s  .g  s 

i.e., The L.T of convolution of f(t) and g(t) is equal to the product of the L.T of f(t) and g(t)

Proof: WKT L   t    e st


0  f u  g t  u  dudt
0
t


f  u  g  t  u  du dt
t
 e
 st
0 0

The double integral is considered within the region enclosed by the line
u=0 and u=t
On changing the order of integration, we get

   
 
L  t   e st f  u  g  t  u  dt du
0 u


  e su f  u 
0  e 

u
 s  t u 

g  t  u  dt du

f  u   e 
 
  e su  sv
g  v  dv du put t  u  v
0 0

 
 
  e su f  u  g  s  du  g  s   e su f u  du  g  s  . f  s 
0 0

L  f  t  * g  t   L  f  t .L g  t   f  s  .g  s 

Solved Problems :
 s 
1. Using the convolution theorem find L1  2 2 2
 (s  a ) 
 s  1  s 1 
Sol: L1  2 2 2 L  2
= . 2 2 
 (s  a )  s  a s  a 
2

s 1
Let f  s   and g  s   2
s a 2
2
s  a2

  s 
So that L1 f ( s )  L1  2 
2 
s  a 
 cos at  f (t )  say

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   s  1
L1 g ( s )  L1  2 2 
s  a  a
 sin at  g (t )  say

 By convolution theorem, we have

 s  t 1
L1  2 2 2
  cos au. .sin a(t  u)du
 (s  a )  0 a
t
1
sin(au  at  au)  sin(au  at  au) du
2a 0


t
1
sin at  sin(2au  at ) du
2a 0


t
1  1 
  sin at.u  .cos(2au  at ) 
2a  2a 0
1  1 1 
  t sin at  cos  2 at  at   cos   at  
2a  2a 2a 
1  1 1 
  t sin at  cos at  cos at 
2a  2a 2a 
t
 sin at
2a

 s2 1
2. Use convolution theorem to evaluate L  2 2 
 ( s  a )(s  b ) 
2 2

 s2   s s 
Sol: L1  2 2 2 2   L1  2 2 . 2 2 
 ( s  a )( s  b )  s  a s b 
s s
Let f  s   and g  s   2
s a22
s  b2

   s 
So that L1 f ( s )  L1  2 2 
s  a 
 cos at  f (t )  say

 
  s
L1 g ( s)  L1  2 2   cos bt  g (t )  say
 (s  b ) 
 By convolution theorem, we have
t
 s s 
1
L  2 . 2 2 
s  a s b  0
2 
 cos au.cosb(t  u )du

t
1
cos(au  bu  bt )  cos(au  bu  bt ) du
2 0


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t
1  sin(au  bu  bt ) sin(au  bu  bt ) 
   
2 a b ab 0

1  sin at  sin bt sin at  sin bt  a sin at  b sin bt

   
2  a b ab a 2  b2

 1 
3. Use convolution theorem to evaluate L1  2 2
 s( s  4) 
 1  1  1 s 
Sol: L1  2 2
L  2. 2 2
 s( s  4)   s ( s  4) 
1 s
Let f  s   and g  s  
 s  4
2 2
s 2

  1
So that L1 g ( s )  L1  2   t  g (t )  say
s 

  t.sin 2t    ts in 2t 
 
L1 f ( s)  L1  2
s
2
 ( s  4) 
  f (t )  say  L1  2
 
s
2 2

 
4  ( s a ) 2a 

1 s  tu
1
L  2 . 2 2
  sin 2u(t  u )du
 s ( s  4)  0 4
t t
1 2
t
4  u sin 2udu 
0
4 0
u sin 2udu

t
 u 1 
 t   cos 2u  sin 2u 
4 2 4 0
t
1  u 2 u 1 
  cos 2u  sin 2u  cos 2u 
4 2 2 4 0
1
 1  t sin 2t  cos 2t 
16
 1 
4. Find L1  
 ( s  2)( s  1) 
2

 1   1 1 
Sol: L1    L1  . 2 
 ( s  2)( s  1)   s  2 s  1
2

1 1
Let f  s   and g  s   2
s2 s 1

   1 
So that L1 f ( s )  L1    e  f (t )  say
s  2
2t

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 236

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   1 
L1 g ( s )  L1  2   sin t  g (t )  say
 s  1
t
 1 1 
 L1  . 2 
 s  2 s  1
 f (u).g(t  u) du
0
(By Convolution theorem)

t t
  e sin(t  u) du (or)  sinu.e2(t u ) du
2u

0 0

 sin ue
2u
e 2t
du
0

t
 e 2u 
 e  2  2sin u  cos u 
2t

 2 1 0

1 
 e 2t  e 2t  2sin t  cos t   1  1 
5 5 


5
 e  2sin t  cos t 
1 2t

 1 
5. Find L1  
 ( s  1)( s  2) 
 1  1  1 1 
Sol: L1  L  . 
 ( s  1)( s  2)   s 1 s  2 
1 1
Let f  s   and g  s  
s 1 s2

   1  t
So that L1 f ( s )  L1    e  f (t )  say
 s  1

   1 
L1 g ( s )  L1    e  g (t )  say
s  2
2t

 By using convolution theorem, we have

 1  t u 2(t u )
  e e
1
L  du
 ( s  1)(s 2)  0
t
t t
 e 3u  1 2t
 e e 2 t 3u
du  e 2t
e
3u
du  e 2t
  e  e 
t

0 0  3  0 3

 1 
6. Find L1  2 2 2 
 s (s  a ) 
 1  1 1 
Sol: L1  2 2 2 
 L1  2 . 2 2
 s (s  a )  s s  a 

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1 1
Let f  s   and g  s   2
s 2
s  a2
1
 
So that L1 f ( s )  L1  2   t  f (t )  say
s 

 1  1
L1 g ( s )  L1  2 2 
s  a  a

 sinh at  g (t )  say

By using convolution theorem, we have

 1  t 1
L1  2 2 2    u. sinh a(t  u )du
 s (s  a )  0 a
t
1
  u sinh(at  au)du
a0

sin  at  au  
t
1  u
  cosh  at  au   
a a a2 0
1  t 1 
 cosh(at  at )  0  2 [0  sinh at ]
=a a a 

1  t 1 
  sinh at 
a  a a 2 
1
  at  sinh at 
a3
3. Using Convolution theorem, evaluate 𝑳− { }
+ +

Sol: −
{ +
. +
}= −
{ +
. +
}= −
{ ̅ . ̅ }

̅ = = { }⇒ = −
{ }= −
----------------- (1)
+ +

−
̅ = = { }⇒ = { }= ----------------- (2)
+ +

By Convolution theorem we have

−
{ ̅ . ̅ }= ∗

Where ∗ =∫ −
− − −
∴ { +
. +
}=∫
−
= ∫
−
= . [ − 𝑖 ]
+
−
= [ − − 𝑖 ]
−
[ − ]−
= − 𝑖

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Application of L.T to ordinary differential equations:

(Solutions of ordinary DE with constant coefficient):

1. Step1: Take the Laplace Transform on both the sides of the DE and then by using the
formula
L{f n (t )}  s n L{f(t)}  s n1 f (0)  s n1 f 1 (0)  s n2 f 2 (0)  ............. f n1 (0) and apply
given initial conditions. This gives an algebraic equation.
2. Step2: replace f (0), f 1 (0) , f 2 (0) ,……… f n 1 (0) with the given initial conditions.

Where f 1  0   s f  0  – f  0 

f 2 (0)  s 2 f  s  – s f  0   f 1  0  , and so on

3. Step3: solve the algebraic equation to get derivatives in terms of s.

4. Step4: take the inverse Laplace transform on both sides this gives f as a function of t
which gives the solution of the given DE

Solved Problems :
1. Solve y111  2 y11  y1  2 y  0 using Laplace Transformation given that

y (0)  y1 (0)  0 and y11 (0)  6

Sol: Given that y111  2 y11  y1  2 y  0

Taking the Laplace transform on both sides, we get

     
L y111 (t )  2L y11 (t )  L y1  2L  y  0

 s 3L  y (t )  s 2 y (0)  sy1 (0)  y11 (0)  2 s 2 L  y (t )  sy (0)  y1 (0)  
sL  y(t )  y(0)  2L  y(t )  0
 
 s 3  2s 2  s  2 L  y (t )  s 2 y (0)  sy1 (0)  y11 (0)  2sy (0)  2 y1 (0)  y (0)

 0  0  6  2.0  2.0  0

 
 s 3  2s 2  s  2 L  y (t )  6

6 6
L  y (t )  
s  2s  s  2 ( s  1)( s  1)( s  2)
3 2

A B C
  
s 1 s 1 s  2
 A( s  1)( s  2)  B( s  1)( s  2)  C ( s  1)( s  1)  6

 A(s 2  3s  2)  B(s 2  s  2)  C (s 2  1)  6

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 239

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Comparing both sides s2,s,constants,we have

 A  B  C  0,3 A  B  0, 2 A  2 B  C  6

A  BC  0
2A  2B  C  6
______________
3A  B  6
3A  B  0
_____________
6A  6  A  1
3 A  B  0  B  3 A  B  3
 A  B  C  0  C   A  B  1 3  2
1 3 2
 L  y (t )   
s 1 s 1 s  2
 1  1  1  1  1 
y (t )  L1    3.L    2.L 
t
 = e  3e  2.e
t 2 t

 s  1  s  1 s  2
Which is the required solution

2. Solve y11  3 y1  2 y  4t  e3t using Laplace Transformation given that

y  0  1and y1  0  1

Sol: Given that y11  3 y1  2 y  4t  e3t

Taking the Laplace transform on both sides, we get

   
L{ y11 (t )  3L y1 (t )  2L  y (t )  4L t   L e3t  
4 1
 s 2 L{ y (t )  sy (0)  y1 (0)  3  sL{ y (t )  y (0)   2L{ y (t )  
s 2
s 3
4 1
 ( s 2  3s  2)L{ y (t )   s4
s 2
s 3
4s  12  s 4  s 2  3s3  4s3  12s 2
 ( s 2  3s  2)L{ y(t ) 
s 2 (s  3)

s 4  7s3  13s 2  4s  12
 L{ y(t ) 
s 2 (s  3)(s 2  3s  2)

s 4  7s3  13s 2  4s  12
 L{ y(t ) 
s 2 (s  3)(s  1)( s  2)

s 4  7s3  13s 2  4s  12 As  B C D E
    
s ( s  3)(s  1)(s  2)
2
s 2
s  3 s 1 s  2

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( As  B)(s  1)(s  2)(s  3)  C (s 2 )(s  1)(s  2)  D(s 2 )(s  2)(s  3)  E (s 2 )(s  1)(s  3)

s 2 (s  3)(s  1)(s  2)
 s 4  7 s3  13s 2  4s  12  ( As  B)( s3  6s 2  11s  6) 
C ( s 2 )( s 2  3s  2)  D( s 2 )( s 2  5s  6)  E.s 2 ( s 2  4s  3)

Comparing both sides s4,s3,we have

A  C  D  E  1......................(1)

6 A  B  3C  5D  4 E  7......................(2)

1
put s  1, 2 D  1  D 
2
put s  2,  4 E  8  E  2

1
put s  3,18C  9  C 
2
1 1
from eq.(1) A  1   2 A3
2 2
3 5
from eq.(2) B= -7+18+   8  3  1  2
2 2
3 2 1 1 2 
y (t )  L1   2    
 s s 2( s  3) 2( s  1) s  2 
1 1
y  t   3  2t  e3t  et  2.e 2t
2 2
d2y dy dy
3. Using Laplace Transform Solve 2
 2  3 y  sin t , given that y   0 when t=0
dt dt dt
d2y dy
Sol: Given equation is 2
 2  3 y  sin t.
dt dt
L  y11  t   2L  y1  t   3L  y  t   L sin t

s 2 L  y  t   sy  0   y1  0   2  sL  y  t   y  0    3.L  y  t  
1
s 1
2

  s 2  2s  3 L  y  t  
1
s 1
2

 
 L  y  t    2
1

  s  1 s 2  2s  3 
 
 1 
 y  t   L1  
  s  1 s  3  s 2  1 
 

Now consider

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 241

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1 A B Cs  D
   2
 s  1 s  3  s  1 s  1 s  3 s  1
2

A  s  3  s 2  1  B  s  1  s 2  1   Cs  D  s  1 s  3  1

Comparing both sides s3,we have

1
put s  1,8 A  1  A 
8
1
put s  3,  40 B  1  B 
40
1 1
A B C  0  C  0 
8 40
5  1 4 1
C  
40 40 10
3 1 1
3 A  B  2C  D  0  D    
8 40 5
15  1  8 8 1
D  
40 40 5

 1 1 1 1 
 s 
 y t   L 
1 8  40  2 5
10
 s 1 s  3 s 1 
 
1  1  1 1  1  1 1  s  1 1  1 
 L1   L   L  2  L  2 
8  s  1  40  s  3  10  s  1 5  s  1
1 1 1 1
 y  t   et  e 3t  cos t  sin t
8 40 10 5
dx
4. Solve  x  sin  t, x  0   2
dt
dx
Sol: Given equation is  x  sin  t
dt
L  x1  t   L  x  t   L sin  t


 s.L  x  t   x  0   L  x  t  
s  2
2


 s.L  x  t   2  L  x  t  
s  2
2


  s  1 L  x  t   2
s  2
2

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 242

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
  2 
 x  t   L1   
  s  1  s    s  1
2 2
 

 1  1    

 2L1  L  
 s  1   s  1  s    
2 2
  (By using partial fractions)
  s  
 2 
 2et  L1    1  12  2  12  2 
2 2

 s 1 s   s  
 
   1
 2e t  et  cos t  . sin t
 1
2
1  2
1 2 
5. Solve  D 2  n 2  x  a sin  nt    given that x=Dx=0, when t=0

Sol: Given equation is  D 2  n 2  x  a sin  nt   

x11  t   n2 x  t   a sin  nt   

L  x11  t   n 2 L  x  t   L a sin nt cos   a cos nt sin  

 s 2L x t   sx  0  x1  0  n2L x t   a cos  L sin nt  a sin  L cos nt

  s 2  n 2  L  x  t   a cos 
n s
 a sin  . 2
s n
2 2
s  n2

 L  x  t   a cos 
n s
 a sin 
s 
2 2
s  n2 
2
2
n 2

(By using convolution theorem I –part, partial fraction in II-part)

1 1 a sin  1 
d 1 

.sin nx. sin n  t  x  dx 
t
 na cos   L  2 
 s  n 
0 n 2
n 2  ds

a cos  a sin  1
 cos  nt  2nx   cos nt dx 
t
 t sin nt
2n 0 2 n
a cos   t 
 
2n  0  cos n  t  2 x   cos nt dx 
a
sin  t sin nt 
2n 

a cos   1  at sin 
t


2n  2n .sin n  t  2 x   x cos nt   2n sin nt
0

a cos   sin nt  at sin 

  2n  t cos nt   2n sin nt
2n

a cos  sin nt at
   cos  cos nt  sin  sin nt 
2n 2 2n

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 MATHEMATICS - I

a cos  sin nt at
  cos   nt 
2n 2 2n
−
6. Solve − + = using L.T given that y (0) = y1 (0) = 1.
−
Sol: Given equation is − + =
−
Applying L.T on both sides we get − + =

⇒ {s2L[y] –s y (0) – y1 (0)} – 4{s L[y] – y (0)} + 3L{y} =

+

⇒ (s2 + 4s +3) L{y} –s-1-4 =

+

⇒ (s2 + 4s +3) L{y} = +s +5

+

⇒ (s2 + 4s +3) L{y} = +

+s+5
+
L{y} = + + +
+ + +

− − +
y= [ + + +
]+ [ + +
]

Let us consider
− −
[ + + +
]= [ + +
]

=
+ + + + +

= +
+ +
+ +

−
= +
+ +
+ +

−
−
= [ +
+ +
+ +
]

−
−
= [ +
+
+
+
+
]

− − −
=− [ +
]+ [ +
]+ [ +
]

− − − −
[ ]=− + + − −−→
+ + +
− + − + −
[ + +
]= [ + −
]+ [ + −
]

− − − − −
= [ ]+ + [ ]
− −

− + −
[ ] = + − − −→
+ +

From (1) & (2)

− − − − −
∴ =− + + + +

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 MATHEMATICS - I

𝝅
7. Solve + = using L.T. given x (0) =1, x ( ) = -1.

Sol: Given + =
L[ ]+ [ ]= [ ]
⇒ [ ]− − + [ }=
+

⇒( + [ ]− − = +

⇒( + [ ]= + +
+

[ ]= + +
+ + + +

− − −
X= [ ]+ [ ]+ [ ]
+ + + +

−
= [ − ]+ + 𝑖
+ +
− −
= [ ]− [ ]+ + 𝑖
+ +

= − + + 𝑖 ------------------→
𝜋
Given x ( ) = -1.
𝜋 𝜋 𝜋 𝜋 𝜋
∴ − = − + + + 𝑖

⇒ -1= - − + −

=− +

∴ x= + + 𝑖 From (1)

. − + − = Using L.T given y (0) =1, = , =−

Sol: Given − + − =
[ ]− [ ]+ [ ]− [ ]= [ ]
⇒{ [ ]− − − }− { [ ]− − }+
{ [ ]− }− [ ]= [ ]

⇒ − + − [ ]− − + + + − = − [ ]

⇒ − L[y]- + =
−

=
−

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 MATHEMATICS - I

⇒ − L[y] = + −
−

[ ]= + −
− − −
− − −
= [ ]+ [ ]− [ ]
− − −

− − −
= [ ]+ [ ]− [ ]
− − −

− − −
= [ ]+ −
− [ ]

−
= !
− !
+ [ −
]

−
Consider [ ]
−

− −
W.K.T [ ]= [ ]= =
− !

−
[ ]= = + = + + +
−

= + +

∴ = !
− !
− + +

DEPARTMENT OF HUMANITIES & SCIENCES ©MRCET (EAMCET CODE: MLRD) 246