← 2021 Paper 2

UPSC 2021 Maths Optional Paper 2 Q7a — Step-by-Step Solution

15 marks · Section B

Second-order linear PDEs with constant coefficients (CF, PI) · PDEs · asked 12× in 13 yrs · Read the full method →

Question

Find general solution of (D2D23D+3D)z=xy+ex+2y(D^2-D'^2-3D+3D')z=xy+e^{x+2y}.

Technique

Factor operator; CF from each factor; PI for ex+2ye^{x+2y} requires resonance handling; PI for xyxy via change of variables u=x+y,v=xyu=x+y,v=x-y.

Solution

Step 1 — Factor operator

D2D23D+3D=(DD)(D+D)3(DD)=(DD)(D+D3)D^2-D'^2-3D+3D'=(D-D')(D+D')-3(D-D')=(D-D')(D+D'-3).

Step 2 — Complementary function

From (DD)(D-D'): z=ϕ1(y+x)z=\phi_1(y+x).

From (D+D3)(D+D'-3): z=e3xϕ2(yx)z=e^{3x}\phi_2(y-x) (since D+D3D+D'-3 acting on eaxf(yx)e^{ax}f(y-x) gives (a3)eaxf(a-3)e^{ax}f plus the ff-derivative parts; for a=3a=3, the ff-derivative parts cancel because D+DD+D' applied to f(yx)f(y-x) gives f+f=0-f'+f'=0).

Verify: z=e3xϕ2(yx)z=e^{3x}\phi_2(y-x), Dz=3e3xϕ2e3xϕ2Dz=3e^{3x}\phi_2-e^{3x}\phi_2', Dz=e3xϕ2D'z=e^{3x}\phi_2'. (D+D3)z=3e3xϕ2e3xϕ2+e3xϕ23e3xϕ2=0(D+D'-3)z=3e^{3x}\phi_2-e^{3x}\phi_2'+e^{3x}\phi_2'-3e^{3x}\phi_2=0 ✓.

So CF =ϕ1(y+x)+e3xϕ2(yx)=\phi_1(y+x)+e^{3x}\phi_2(y-x).

Step 3 — Particular integral for ex+2ye^{x+2y}

f(D,D)=(DD)(D+D3)f(D,D')=(D-D')(D+D'-3).

At D=1,D=2D=1,D'=2: f(1,2)=(12)(1+23)=(1)(0)=0f(1,2)=(1-2)(1+2-3)=(-1)(0)=0. Resonance!

The factor (D+D3)(D+D'-3) vanishes at (1,2)(1,2). Standard resonance handling:

1(DD)(D+D3)ex+2y\dfrac{1}{(D-D')(D+D'-3)}e^{x+2y}: apply (DD)1(D-D')^{-1} first (where it’s not resonant — (DD)(D-D') at (1,2)(1,2) gives 1-1, nonzero):

1DDex+2y=ex+2y1=ex+2y\dfrac{1}{D-D'}e^{x+2y}=\dfrac{e^{x+2y}}{-1}=-e^{x+2y}.

Now apply (D+D3)1(D+D'-3)^{-1} to ex+2y-e^{x+2y} — resonant.

For resonance with (D+D3)(D+D'-3): use 1/(D+D3)ex+2y=xex+2y/[(D+D3)/D]=xex+2y/1=xex+2y1/(D+D'-3)\cdot e^{x+2y}=x\cdot e^{x+2y}/[\partial(D+D'-3)/\partial D]=x\cdot e^{x+2y}/1=x e^{x+2y} (taking xx-derivative; or yy-derivative gives same).

Actually for the resonant case f(D,D)[eax+by]=0f(D,D')[e^{ax+by}]=0 at (a,b)(a,b), the PI is xeax+by/fD(a,b)x\cdot e^{ax+by}/f'_D(a,b) if fD0f'_D\ne 0, or yeax+by/fD(a,b)y\cdot e^{ax+by}/f'_{D'}(a,b).

f=(D+D3)f=(D+D'-3), fD=1f'_D=1.

1D+D3ex+2y=xex+2y\dfrac{1}{D+D'-3}e^{x+2y}=x e^{x+2y}.

So PI for ex+2ye^{x+2y}: 1(DD)(D+D3)ex+2y=(1)xex+2y=xex+2y\dfrac{1}{(D-D')(D+D'-3)}e^{x+2y}=(-1)\cdot x e^{x+2y}=-x e^{x+2y}.

Step 4 — Particular integral for xyxy

1(DD)(D+D3)xy\dfrac{1}{(D-D')(D+D'-3)}xy.

Expand 1/(D+D3)=1311(D+D)/3=13n=0(D+D)n/3n1/(D+D'-3)=-\dfrac{1}{3}\cdot\dfrac{1}{1-(D+D')/3}=-\dfrac{1}{3}\sum_{n=0}^\infty(D+D')^n/3^n.

Acting on xyxy (degree 2 polynomial), only n=0,1,2n=0,1,2 contribute.

n=0n=0: 1xy=xy1\cdot xy=xy. n=1n=1: (D+D)xy=y+x(D+D')xy=y+x. n=2n=2: (D+D)2xy=(D+D)(y+x)=(0+1)+(1+0)=2(D+D')^2 xy=(D+D')(y+x)=(0+1)+(1+0)=2. (Both D(y+x)=1D(y+x)=1 and D(y+x)=1D'(y+x)=1, so (D+D)(y+x)=2(D+D')(y+x)=2.) n3n\ge 3: 0.

So 1D+D3xy=13 ⁣[xy+y+x3+29+0]=xy3x+y9227\dfrac{1}{D+D'-3}xy=-\dfrac{1}{3}\!\left[xy+\dfrac{y+x}{3}+\dfrac{2}{9}+0\right]=-\dfrac{xy}{3}-\dfrac{x+y}{9}-\dfrac{2}{27}.

Now apply 1/(DD)1/(D-D') to this. Let g=xy/3(x+y)/92/27g=-xy/3-(x+y)/9-2/27.

1/(DD)[g]1/(D-D')[g]: this involves integrating along characteristics xy=x-y= const. For polynomial gg:

1/(DD)[xy]1/(D-D')[xy]: we need ww such that (DD)w=xy(D-D')w=xy, i.e., wxwy=xyw_x-w_y=xy. Try w=ax2y+bxy2+w=ax^2 y+bx y^2+\cdots. wx=2axy+by2w_x=2axy+by^2, wy=ax2+2bxyw_y=ax^2+2bxy. wxwy=ax2+2(ab)xy+by2w_x-w_y=-ax^2+2(a-b)xy+by^2. Match to xyxy: a=0,b=0,2(ab)=1a=0,b=0,2(a-b)=1. Contradiction.

Try w=w= polynomial of higher degree. Let w=Ax2y+Bxy2w=A x^2 y+B xy^2. wx=2Axy+By2w_x=2Axy+By^2, wy=Ax2+2Bxyw_y=Ax^2+2Bxy. wxwy=Ax2+2(AB)xy+By2w_x-w_y=-Ax^2+2(A-B)xy+By^2. Match xyxy: A=0,2(AB)=1,B=0A=B=0-A=0, 2(A-B)=1, B=0\Rightarrow A=B=0, contradiction.

Try w=Ax2y+Bxy2w=A x^2 y+B x y^2 + lower. Doesn’t work.

Try w=(x+y)g(x,y)w=(x+y)g(x,y) for some gg. Actually polynomial solution requires careful matching.

Alternative: use 1/(DD)[xy]=1/(D-D')[xy]= (operator series). 1/(DD)=1/(DD)=1/D1/(1D/D)1/(D-D')=-1/(D'-D)=-1/D'\cdot 1/(1-D/D')… not converging on polynomials.

Hmm. The structure 1DD\dfrac{1}{D-D'} on polynomials is not as simple as the constant-coefficient case.

Alternative method: substitute u=x+y,v=xyu=x+y,v=x-y. Then D=x=u+vD=\partial_x=\partial_u+\partial_v, D=y=uvD'=\partial_y=\partial_u-\partial_v. DD=2vD-D'=2\partial_v, D+D=2uD+D'=2\partial_u.

D+D3=2u3D+D'-3=2\partial_u-3.

The original operator: (DD)(D+D3)=2v(2u3)(D-D')(D+D'-3)=2\partial_v(2\partial_u-3).

xy=(u2v2)/4xy=(u^2-v^2)/4.

1(DD)(D+D3) ⁣[u2v24]=142v(2u3)(u2v2)\dfrac{1}{(D-D')(D+D'-3)}\!\left[\dfrac{u^2-v^2}{4}\right]=\dfrac{1}{4\cdot 2\partial_v(2\partial_u-3)}(u^2-v^2).

1/(2u3)1/(2\partial_u-3): standard. For polynomial f(u)f(u): 1/(2u3)u21/(2\partial_u-3)\cdot u^2: solve (2u3)w=u2(2\partial_u-3)w=u^2. Try w=au2+bu+cw=au^2+bu+c: 2(2au+b)3(au2+bu+c)=u23au2+(4a3b)u+(2b3c)=u2a=1/3,b=4/9,c=8/272(2au+b)-3(au^2+bu+c)=u^2\Rightarrow -3a u^2+(4a-3b)u+(2b-3c)=u^2\Rightarrow a=-1/3, b=-4/9, c=-8/27. So 1/(2u3)u2=u2/34u/98/271/(2\partial_u-3)\cdot u^2=-u^2/3-4u/9-8/27.

1/(2u3)(v2)=v21/(2\partial_u-3)\cdot (-v^2)=-v^2 multiplied by 1/(2u3)1/(2\partial_u-3) applied to a constant in uu: 1/(2u3)1=1/31/(2\partial_u-3)\cdot 1=-1/3 (since (2u3)(1/3)=1(2\partial_u-3)(-1/3)=1). Wait that’s wrong: (2u3)(1/3)=03(1/3)=1(2\partial_u-3)\cdot(-1/3)=0-3(-1/3)=1 ✓.

So 1/(2u3)(v2)=v2(1/3)=v2/31/(2\partial_u-3)\cdot(-v^2)=-v^2\cdot(-1/3)=v^2/3.

Sum: 1/(2u3)(u2v2)=u2/34u/98/27+v2/31/(2\partial_u-3)\cdot(u^2-v^2)=-u^2/3-4u/9-8/27+v^2/3.

Now apply 1/(2v)1/(2\partial_v) (=(1/2)dv(1/2)\int dv):

12v ⁣[u234u9827+v23]=12 ⁣[u2v34uv98v27+v39]\dfrac{1}{2\partial_v}\!\left[-\dfrac{u^2}{3}-\dfrac{4u}{9}-\dfrac{8}{27}+\dfrac{v^2}{3}\right]=\dfrac{1}{2}\!\left[-\dfrac{u^2 v}{3}-\dfrac{4uv}{9}-\dfrac{8v}{27}+\dfrac{v^3}{9}\right].

Multiply by 1/41/4 (from xy=(u2v2)/4xy=(u^2-v^2)/4):

1/(42v(2u3))[u2v2]=18 ⁣[u2v34uv98v27+v39]1/(4\cdot 2\partial_v(2\partial_u-3))[u^2-v^2]=\dfrac{1}{8}\!\left[-\dfrac{u^2 v}{3}-\dfrac{4uv}{9}-\dfrac{8v}{27}+\dfrac{v^3}{9}\right].

Convert back u=x+y,v=xyu=x+y,v=x-y:

yp,1=18 ⁣[(x+y)2(xy)34(x+y)(xy)98(xy)27+(xy)39]y_{p,1}=\dfrac{1}{8}\!\left[-\dfrac{(x+y)^2(x-y)}{3}-\dfrac{4(x+y)(x-y)}{9}-\dfrac{8(x-y)}{27}+\dfrac{(x-y)^3}{9}\right].

This is messy but acceptable.

Step 5 — General solution

Answer

  z=ϕ1(y+x)+e3xϕ2(yx)+yp,1xex+2y.  \boxed{\;z=\phi_1(y+x)+e^{3x}\phi_2(y-x)+y_{p,1}-x e^{x+2y}.\;}
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