UNIT 3 DIFFERENTIAL EQUATIONS

3. INTRODUCTION
Differential equations have a crucial role in engineering mathematics because many
physical laws and relations appear mathematically in the form of such equations.
An ordinary differential equation is an equation that contains one or several derivatives
of an unknown function, which we will call y(x) and which we want to determine form the
equation many also contain y itself as well as given functions and constants.
The word “Ordinary” distinguishes them from partial differential equations, involving an
unknown function of two or more variables and its partial derivatives. In applied
mathematics, every geometrical or physical problem when translated into mathematical
symbols gives rise to a differential equation.
The study of differential equation in applied mathematics consists of three phases.
(i) Formation of differential equation from the given physical situation, called
modelling.
(ii) Solutions of this differential equation, evaluating the arbitrary constants from the
given condition.
(iii) Physical interpretation and solution.

3.1 HIGHER ORDER DIFFERENTIAL EQUATION WITH CONSTANT

COEFFICIENTS

GENERAL FORM
The general form of a linear differential equation of nth order with constant coefficient is
dny d n1 y d n2 y
 k  k  ......  kn y  X
dx n1 dx n2
1 2
dx n
Where k1, k2, …. kn are constants.

DIFFERENTIAL OPERATOR
The symbol D stands for the operation of differential.
dy d2y d3y dny
i.e., Dy  , D2 y  2 , D3 y  3 ,......D n y  n
dx dx dx dx
1
stands for the operation of integration.
D
1
stands for the operation of integration twice.
D2
1
stands for the operation of integration n times.
Dn

GENERAL SOLUTION
Complete solution is y = Complementary functions + particular integral

COMPLEMENTARY FUNCTIONS
Rules for finding the complementary function:

(i) Whenever the roots are real and distinct, that means m1  m2  ...  mn , then
C.F .  C1e m1x  C2e m2 x  ...  Cn e mn x
(ii) Whenever the roots are real and equal, that means m1  m2  m(say ) , then
C.F.  C1  C2 x  emx

92
 (iii) Whenever two of the roots are complex say m1    i and m2    i , then
C.F.  e x C1 cos  x  C2 sin  x 
(iv) Whenever two pairs of the roots are complex and equal say m1  m3    i  and
m2  m4    i  , then
C.F.  e x C1  C2 x  cos  x  C3  C4 x  sin  x 

PARTICULAR INTEGRAL
1
P.I  X
f(D)
Rules for finding the particular integral:
Type I: R.H.S  0  P.I  0
1 ax
Type II: e  Replace D by a.
f ( D)
1
Type III: sin ax (or ) cos ax  Replace D2 by -a2
f ( D)
1
Type IV: xn
f ( D)
 Write the denominator of R.H.S. in the form of [1  f ( D)] by taking out the
constant term or the lowest degree term of f(D).
 Take [1  f ( D)] to the numerator and apply it on xn using Binomial expansion.
Useful formula:
 (1  x)1  1  x  x2  x3  x4  ... , x 1
 (1  x)1  1  x  x2  x3  x4  ... , x 1
2
 (1  x)  1  2x  3x  4x  5x  ...
2 3 4
, x 1
2
 (1  x)  1  2x  3x  4x  5x  ...
2 3 4
, x 1
1 ax
Type V: e V ( x)
f ( D)
 Replace D by (D+a)
1
i.e., eax V ( x)
f ( D  a)
Which will have reduced to any one of the types III, IV and use the corresponding
procedure to get the required P.I.
1
Type VI: x n V where V = sin ax (or) cos ax
f ( D)
If n =1, use the formula
1 1 f ' ( D)
xV  x V V
 f ( D) 
2
f ( D) f ( D)
If n > 1,
1 1
(i) P.I .  x n sin ax  I .P. x n eiax
f ( D) f ( D)
1 1
(ii) P.I .  x n cos ax  R.P. x n eiax , then
f ( D) f ( D)
Apply type V rule to get the solution.

93
3.1.1 LINEAR HIGHER ORDER ODE WITH CONSTANT COEFFICIENT
TYPE 1: RHS = 0
Worked Example 3.1.1(A)
Example 1
2
d y dy
Solve the equation 2
2  y 0
dx dx
Solution:
Given D 2 y  2 Dy  y  0
D 2

 2D  1 y  0

 D  1
2
y0
The auxiliary equation is (
(m  1)  0,(m  1)  0
m  1, 1
C.F  ( Ax  B)e x
y  ( Ax  B)e x
Example 2

Solve D  D  4D  4 y  0
3 2

Solution:

Given D3  D2  4D  4 y  0 

The auxiliary equation is m3  m2  4m  4 y  0 
m2 (m  1)  4(m  1)  0
(m  1)(m2  4)  0
m  1, m2  4
m  1, m  2i
m  1, 2i, 2i
C.F  Ae x  e0 x ( B cos 2 x  C sin 2 x)
y  Ae x  ( B cos2 x  C sin 2 x)  e0  1
Example 3
Solve (D  D  1) y  0
2

Solution:
(D2 + D + 1)y=0
A.E is m2+m+1=0
1  1  4(1)(1) 1  4  1 1  i 3
m  
2 2 2
x
 3 3
C.F  e 2 ( A cos x  B sin x)
2 2
x
 3 3
y  e 2 ( A cos x  B sin x)
2 2
Example 4
3
d y d2y dy
Find the complementary function 3
 3 2
 4  2y  0
dx dx dx
Solution:

94
Given ( D  3D  4 D  2) y  0
3 2

The auxiliary equation is m3  3m2  4m  2  0

(m  1) (m2  2m  2)  0
(m  1)  0, (m2  2m  2)  0
m  1,1  i
C.F  y  Ae x  e x (Bcos x  C sin x )

3.1.2 LINEAR HIGHER ORDER ODE WITH CONSTANT COEFFICIENT

Kx
TYPE 2: RHS = e

Worked Example 3.1.2(A)

Example 1
Find the particular integral of (D  4 D  8) y  e2 x
2

Solution:
1
P.I  2 e2 x
D  4D  8
1 1
 e2 x  e2 x
 2  4  2  8  
2
4 8 8
1 2x
 e
20
1 2x
P.I .  e
20
Example 2
Find the particular integral of ( D  5D  6) y  2cosh 2 x .
2

Solution:
( D 2  5D  6) y  2 cosh 2 x
 e 2 x  e 2 x 
( D 2  5D  6) y  2  
 2 
( D 2  5D  6) y  e 2 x  e 2 x
1
P.I 1  2 e2x
D  5D  6
1
 e2x
4  10  6
1 2x
 e (Ordinary rule fails)
0
x
 e2x
2D  5
x 2x
 e   xe 2 x
45
1 1 1
P.I 2  2 e 2 x  e 2 x  e 2 x
D  5D  6 4  10  6 20
1 2 x
 P.I   xe 2 x  e
20

95
 Worked Example 3.1.2(B)
Example 1
Solve (D2  7 D 12) y  14 e3 x
Solution:
(D2  7D  12) y  14e 3x
The A.E is m 2  7m  12  0;
m  4, 3
C.F  Ae4x  Be3x
1
P.I  2 14e 3x
D  7D  12
1
 14 2 e3x
D  7D  12
1
 14 e3x [D  3]
(3)  7(3)  12
2

1
 14 e3x
9  21  12
1 1
 14 e 3x  14 e 3x [ordinary rules failed]
21  21 0
x
 14 e3x
2D  7
x
 14 e3x [D  3]
6  7
 14 x e3x
y  C.F  P.I
y  Ae4x  Be3x  14 x e3x
Example 2
d
Solve (D  5D  7 D 3) y  e cosh x where D 
3 2 2x

dx
Solution:
(D3  5D2  7 D 3) y  e2 x cosh x
e x  e x
W.K.T cosh x 
2
 e x  e x 
(D3  5 D 2  7 D  3) y  e 2 x  
 2 

(D3  5 D 2  7 D  3) y   e3 x  e x 
1
2
The auxiliary equation is m3  5m2  7m  3  0
(m  1) (m 2  4m  3)  0
(m  1) (m  1) (m  3)  0
m  1,1,3
C.F .  (A Bx)e x  Ce3 x
1  1 3x x 
P.I  3  (e  e ) 
D  5D  7 D 3  2
2


96
 1 1 1 
  3 e3x  3 ex 
2  D  5D  7 D 3
2
D  5D  7 D 3 
2

1 1 1 
  3 e3x  3 ex 
2  (3)  5(3)  7(3)  3
2
(1)  5(1)  7(1)  3 
2

1 1 1 x
  e3x  e
2  48  48 8  8 
1 1 1 
  e3x  ex  (Ordinary rules fails)
2 0 0 
1 x x 
  2 e3x  2 ex 
2  3D  10 D 7 3D  10 D 7 
1 x x x
  3x

3(1) 2  10(1)  7 
e e
2  3(3) 2  10(3)  7
1 x x 
  e3x  ex 
2  27  30  7 10  10 
1 x x 
  e3x  e x 
2 4 0 
1 x x2 
  e3x  ex 
2 4 6D  10 
1 x x2 
  e3x  ex 
2 4 6(1)  10 
1 x x2 
  e3x  ex 
2 4 4 
1
  xe3x  x 2 e x 
8
1
P.I.   xe3x  x 2 e x 
8
y  C.F  P.I
1
y  (A  Bx)e x  Ce3x   xe3x  x 2 e x 
8
3.1.3 LINEAR HIGHER ORDER ODE WITH CONSTANT COEFFICIENT
TYPE 3: RHS = sin kx (or )cos kx
Worked Example 3.1.3(A)
Example 1
Find the particular integral of ( D  4) y  sin 2 x .
2

Solution:
Given: ( D 2  4) y  sin 2 x
1
P.I .  sin 2 x (Replace D 2 by  2 2 )
( D  4)
2

1
 sin 2 x  Ordinary rule fails 
(4  4)

97
 1
x sin 2 x
2D
x x   cos 2 x 

2  sin 2 x dx  
2  2 
x
P.I   cos 2 x
4
Example 2
Find the particular integral of ( D  4 D) y  sin 2 x .
3

Solution:
1 1
P.I  3 sin 2 x  sin 2 x
D  4D D.D  4 D
2

1
 sin 2 x (Ordinary rule fails)
D(4)  4 D
sin 2 x x sin 2 x x sin 2 x
x 2  
3D  4 3(4)  4 12  4
x sin 2 x
P.I 
8
Worked Example 3.1.3(B)
Example 1
Solve (D  5D 6) y  4cos5 x
2

Solution:
Given,(D2  5D 6) y  4cos5 x
The A.E is m2  5m  6  0; (m  2) (m  3)  0
m  2, 3
C.F  Ae2x  Be3x
1
P.I .  2 4 cos 5 x
D  5D  6
1
 4 cos 5 x put D 2  a 2  25
25  5D  6
1
 4 cos 5 x
5 D  19
1 5 D  19
  4 cos 5 x
5 D  19 5 D  19
(5 D  19)
4 cos 5 x
25 D 2  361
[5D(cos5x )  19(cos5x )]
4
25(25)  361
4( 25sin 5 x  19 cos5 x )

625  361
100sin 5 x  76 cos5 x

986
100sin 5 x  76cos5 x
P.I . 
986
100sin 5x  76 cos 5x
y  Ae 2x  Be 3x 
986

98
 Example 2
Solve ( D  3D  2) y  2cos(2 x  3)  2e
2 x

Solution:
Given: ( D 2  3D  2) y  0
The auxiliary equation is m2  3m  2  0
( m  1)( m  2)  0
m  1, m  2
C.F .  Ae x  Be 2 x
1
P.I1  2 2 cos (2 x  3)
D  3D  2
1
2 cos (2 x  3) Replace D 2 by - 4.
 4  3D  2
1
2 cos (2 x  3)
 2  3D
1
2 cos (2 x  3)
2  3D
( 2  3D )
 2 cos ( 2 x  3)
( 2  3D ) ( 2  3D )
( 2  3D )
 2 cos ( 2 x  3)
4  9D 2
( 2  3D )
 2 cos ( 2 x  3)
4  9( 4)
1
 ( 2  3D ) cos ( 2 x  3)
20
1
 2 cos ( 2 x  3)  6 sin ( 2 x  3) 
20
1
P.I 2  2 2 ex
D  3D  2
1
2 2 ex
D  3D  2
1 2
2 e x  e x (Ordinary rules fails )
1 3  2 0
1 1
2x ex  2 x e x  2 x e x
2D  3 23
The solution is y=C.F+P.I
1
y  Ae x  B e2 x 
[2cos(2 x  3)  6sin(2 x  3)]  2 xe x
20
Example 3
Solve (D  2D  4D 8) y  e  sin x cos x
3 2 2x

Solution:
sin 2 x
Given: (D3  2 D2  4 D 8) y  e 2 x 
2
The auxiliary equation is m  2m  4m  8  0
3 2

99
(m  2) (m 2  4)  0
 m  2,  2i
Therefore C.F  A e2x  (Bcos 2x  Csin 2x)
1
P.I1  3 e2 x
D  2 D2  4 D 8
1 1
 e2 x  e2 x
8888 0
x
 e2 x
3D  4 D 4
2

x
 e2 x
3(2)  4(2)  4
2

x x
 e2 x  e2 x
12  8  4 8
x
P.I1  e 2 x
8
1 sin 2 x
P.I 2  3
D  2 D  4 D 8 2
2

1 1
 sin 2 x put D 2  a 2  4
2 4 D  8  4 D  8
1 1
   sin 2 x
2 0
1 x
 sin 2 x
2 3D  4 D  4
2

x 1
 sin 2 x
2 3  4   4 D  4
x 1
 sin 2 x
2 4 D  8
x 1
 sin 2 x
8 D  2
x D2
 sin 2 x
8 D2  4
x  D  2  sin 2 x

8 4  4
x
 [2 cos 2 x  2sin 2 x]
64
x
 [cos 2 x  sin 2 x]
32
x 2x x
y  Ae 2 x  ( B cos 2 x  C sin 2 x) 
e  [cos 2 x  sin 2 x]
8 32
3.1.4 LINEAR HIGHER ORDER ODE WITH CONSTANT COEFFICIENT
TYPE 4: RHS = x n
Worked Example 3.1.4(A)
Example 1
Find the particular integral of the differential equation ( D 2  1) y  x3
Solution: Given: ( D 2  1) y  x3
100
 1
P.I  x3
D 12

 
 1  D 2  x3  1  D 2  D 2  ........... x3  1  D2  x3 (Omitting D4 and higher
1 2

 
powers)
P.I  x3  6x
Worked Example 3.1.4(B)
Example 1
Solve ( D  4 D  3) y  cos 2 x  2 x .
2 2

Solution: Given: ( D 2  4 D  3) y  cos 2 x  2 x 2

The A.E is m2-4m+3=0
[m-1][m-3]=0
m1=1; m2=3
Complementary function is Aex+Be3x
( D 2  4 D  3) y  cos 2 x  2 x 2
P.I  P.I1  P.I 2
1
P.I1  2 cos 2 x
D  4D  3
1 1 1
 2 cos 2 x  cos 2 x  cos 2 x
2  4 D  3 4  4 D  3 4 D  1
1 1 (1  4 D)
 cos 2 x  cos 2 x
(1  4D) (1  4D) (1  4 D)
(1  4 D) (1  4 D)
 2 cos 2 x   cos 2 x
1  (4 D) 2
1  16 D2
 cos 2 x  4D(cos 2 x)  cos 2 x  4( sin 2 x).2
 
1  16(22 ) 1  16(22 )
 cos 2 x  8(sin 2 x)

1  64
(cos 2 x  8sin 2 x)   cos 2 x  8sin 2 x 
P.I1  
65 65
2
P.I 2  2 x2
D  4D  3
1
2 2  D2  4D  2
 x 2
 1   x
 D2  4D  3 3 
3  1
 3 
2   D2  4D   D2  4D   2
2

 1     x
3  3   3  

2  D 2 ( x 2 )   4 D( x 2 )   16 D 2 ( x 2 )  
  x2     
3  3   3   9 
2  2  2   4(2 x)   16(2)   2  2  2   8 x   32  
 x       x         
3   3   3   9  3   3   3   9 
2  2  8 x   26  
P.I 2  x      
3   3   9 

101
   cos 2 x  8sin 2 x  2  2  8 x   26  
P.I    x      
65 3  3   9 
 y  C.F  P.I
(cos 2 x  8sin 2 x) 2  2  8 x   26  
y  Ae x  Be3x    x      
65 3  3   9 
Example 2
Solve ( D  3D  6D  8) y  x
3 2

Solution: Given: ( D3  3D 2  6D  8) y  x
The A.E is m3-3m2-6m+8=0
m1=1, m2=-2, m3=4
Complementary function is Aex+Be-2x+Ce4x
1
P. I  3 x
D  3D  6 D  8
2

1
1 1  D 3  3D 2  6 D 
 x  1   x
 D 3  3D 2  6D  8 8 
8 1  
 8 
1   D 3  3D 2  6 D  
 1     ..... x
8  8  
1  6D 
 1   x  Omitting D 2 and higher powers 
8 8 
1 6 
  x  (1) 
8 8 
1 3
P.I   x  
8 4
 y  C.F  P.I
1 3
y  Ae x  Be-2x  Ce4x   x  
8 4
3.1.5 LINEAR HIGHER ORDER ODE WITH CONSTANT COEFFICIENT
TYPE 5: RHS = E×T and E×P
[E-exponential, T-Trigonometry, P-Polynomial]
Worked Example 3.1.5(A)
Example 1
Find the particular integral of ( D  1) y  e x sin x
2

Solution:
1
P.I  e x sin x ( Put D  D  1)
( D  1)2
1
 ex sin x
( D  1  1) 2
1
 ex sin x
( D) 2
1
 e x 2 sin x replace D 2  12  1
D
P.I  e x sin x

102
 Example 2
Find the particular integral of ( D  4 D  4) y  x 2e 2 x
2

Solution:
Given: ( D 2  4D  4) y  x 2e2 x
1
P.I  2 x 2e2 x
D  4D  4
1
 e2 x x2
( D  2)  4( D  2)  4
2

1
 e2 x 2 x2
D  4D  4  4D  8  4
1
 e2 x 2 x 2
D
1  x3 
 e2 x  
D 3 
 x4 
P.I .  e  
2x

 12 
Worked Example 3.1.5(B)
Example 1
Solve (D2+2D+5)y = e-xx2
Solution:
Given: (D2+2D+5)y = e-xx2
The auxiliary equation is
m2+2m+5=0
2  22  4(1)(5) 2  4  20
m m
2(1) 2
2  16 2  4i
m m
2 2
m  1  2i
C.F= e x  A cos 2x  B sin 2x 
1
P.I  2 e x x 2
D  2D  5
1
 e x x2
 D 1  2  D 1  5
2

1
 e x 2 x2
D  2D  1  2D  2  5
1
 e x 2 x2
D 4
1
 e x x2
 D2 
4 1  
 4 
1
e x  D2  2
 1   x
4  4 
e x  D 2  2
 1  x
4  4 

103
  2 D2 ( x2 ) 
e x
 x  
4  4 
e x  2 2 
 x  
4  4
e x  2 1 
P.I  x  
4  2
y = C.F + P.I
e x
 2 1
y= e x  A cos2 x  B sin 2 x   x  
 4 2
Example 2
Solve the equation ( D  5D  4) y  e sin 2 x  2e x
2 x

Solution:
Given : ( D 2  5D  4) y  e x sin 2 x  2e x
The A.E is m2  5m  4  0
 m  1 m  4  0
m  1, 4
C.F  Ae x  Be4 x
1
P.I .1  2 e  x sin 2 x
D  5D  4

1
 e x sin 2 x
 D  1  5  D  1  4
2

1
 e x 2 sin 2 x
D  2 D  1  5D  5  4
1
 e x 2 sin 2 x
D  3D
1
 e x sin 2 x
4  3D
3D  4
 e x sin 2 x
 3D  4  3D  4 
3D  4
 e x sin 2 x
9 D 2  16
3D  sin 2 x   4  sin 2 x 
 e x
9  4   16
 6cos 2 x  4sin 2 x 
 e x  
 52
 3cos 2 x  2sin 2 x 
 e x  
 26
1
P.I .2  2 2e  x
D  5D  4

104
 1
 2e  x
1 5  4
1
 2e  x (Ordinary rule fails )
0
x
 2e  x
2D  5
x
 2e  x
25
2x x
 e
3
 y  C.F .  P.I .1  P.I .2
1 x 2x x
y  Ae  x  Be  4 x  e (3 cos 2 x  2 sin 2 x)  e
26 3
Example 3
Solve ( D  2 D  4) y  e cos x .
2 x 2

Solution:
 1  cos 2 x 
Given : ( D 2  2 D  4) y  e x  
 2 
The A.E. is m 2  2m  4  0
2  4  16 2  2 3i
i.e, m  
2 2
2(1  3i )

2
m  1  3i

C.F .  e x A cos 3x  B sin 3x 
x
1 e
P.I .1 
D  2D  4 2
2

1 1
 ex
2 D  2D  4
2

1 1
  ex
 2 1 2  4
11
   ex
23
ex
P.I1 
6
1 ex
P.I .2  cos 2 x
D 2  2D  4 2
1 1
 e x cos 2 x
2 D  2D  4
2

ex 1
 cos 2 x
2 ( D  1)  2( D  1)  4
2

ex 1
 cos 2 x
2 D  2D  1  2D  2  4
2

105
 ex 1
 cos 2 x
2 D 32

ex 1
 cos 2 x
2 43
ex
P.I .2   cos 2 x
2
y  C.F .  P.I .1  P.I .2

 1

ex
 y  e x A cos 3x  B sin 3x  e x  cos 2 x
6 2
Example 4
x 2
Solve ( D  5D  6) y  e x .
2

Solution:
Given : ( D 2  5D  6) y  e x x 2
Auxiliary equation is given by
(m2  5m  6)  0
(m  2)(m  3)  0
m  2, 3
 CF  Ae2 x  Be3 x
To find P.I:
1
P.I  2 e x x 2
( D  5D  6)
1
 e x x2
( D  1)  5(D 1)  6
2

1
 e x 2 x2
( D  2 D  1)  5 D 5  6
1
 e x x2
D  3D 2
2

1
 e x x2
 D  3D 
2
2 1  
 2 
1
e  x  3D  D 2  2
 1   x
2  2 
e  x   3D  D 2   3D  D 2   2
2

 1     x
2   2   2  

e  x  3D D 2 9 D 2 D 4 6 D 3  2
 1      x
2  2 2 4 4 4 
e x  3D D2 9D2  2
 1    x [Omitting D3 and higher powers]
2  2 2 4 
e x  2 3(2 x) 2 18 
 x    
2  2 2 4
e x  2 9
  x  3x  1  2 
2
106
 e x  2 7
  x  3x  2 
2
e x
  2 x 2  6 x  7 
4
y  CF  PI
e x
y  Ae2 x  Be3 x  2 x 2  6 x  7 
4

3.1.6 LINEAR HIGHER ORDER ODE WITH CONSTANT COEFFICIENT

TYPE 6: RHS = P×T and E×T×P
[E-exponential, T-Trigonometry, P-Polynomial]

Worked Example 3.1.6(B)

Example 1
Solve the equation ( D  4) y  x cos 2 x
2 2

Solution:
The A.E is
m2  4  0
The rootsare m   2i
 C.F  A cos 2 x  Bsin 2 x
1
P.I  R.P of x 2e i2x
D 4 2

1
 R.P of ei2x . x2
(D i 2)  4
2

1
 R.P of ei2x 2 x2
D  4iD
1
ei2x  iD  2
 R.P of 1   x
4iD  4 
e  iD D2 iD3  2
i2x
 R.P of 1    x
4iD  4 16 64 
i 1  iD D2 iD3  2
 R.P of  ei2x 1    x omiting D3 and higher powers 
4 D 4 16 64 
i  1 i D iD2  2
 R.P of  ei2x     x
4  D 4 16 64 
i  x3 i x i 
 R.P of  ei2x   x 2   
4  3 4 8 32 
1  x 3 x  i  1 
 R.P of (sin 2 x  icos 2 x)      x 2   
4  3 8  4  8 
1
 x 3 x  1 2 1 

    sin 2x   x   cos 2x 
 3 8 
4 4 8 

General Solution is y  C.F  P.I
 x 3 x 
1 1 1 

y  A cos 2 x  Bsin 2 x     sin 2x   x 2   cos 2x 
 3 8 
4 4 8 


107
 Example 2
x
Solve (D  2 D 1) y  x e cos x
2

Solution:
(D2  2D  1) y  xe x cos x
The A.E is m2  2m  1  0;
m  1, 1
C.F  (A Bx) e x
1
P.I  2 xe  x cos x
D  2D  1
 1 
 e x   x cos x
 (D 1)  2(D 1)  1 
2

 1 
 e x  2 x cos x
 D  2D  1  2D  2  1 
 1 
 e x  2  x cos x
D 
x  1   x 2D  1 1 f ' ( D) 
 e  x 2 cos x   e cos x  xV  x V V
 D   D2   f ( D) 
2 2
 f ( D) f ( D)

 cos x   x 2D
 e x x  e cos x
 1  (1)2
 xe x cos x  2e x sin x
 e x [2sinx  x cosx]
y  C.F  P.I
y  (A Bx) e x  e x (2sinx  x cosx)
Example 3
2
d y dy
Solve 2
 2  y  8 xe x sin x .
dx dx
Solution:
d2y dy
Given: 2  2  y  8 xe x sin x
dx dx
 D  2D  1 y  8xex sin x
2


A.E is m2  2m  1 y  0
 m 1
2
y  0  m  1,1
C.F   A  Bx  ex
1
P.I  2 .8 xe x sin x
D  2D  1
1
 ex .8x sin x
( D  1)  2( D  1)  1
2

1
 ex 2 .8 x sin x
( D  2 D  1  2 D  2  1)
1
 e x 2 .8 x sin x
D
108
  1 
 8e x  2  x sin x
D 
 
x  1 2D  1 2D 
 8e x 2 sin x  sin x   8e x  x  sin x dx  4 sin x 
 D  D2    D 
2
D
 
 1 2   2 
 8e x  x ( cos x)  3 sin x   8e x   x sin x  2  sin xdx 
 D D   D 
 2   2 
 8e x   x sin x  2 ( cos x)   8e x   x sin x  ( sin x) 
 D   D 
 8e x   x sin x  2cos x) 
 8ex  x sin x  2cos x
y  ( Ax  B)ex  8ex  x sin x  2cos x
Exercise 3.1
1. Solve (D2  2D 1) y  5e3 x  cosh 2 x
 5e2 x e2 x e2 x 
 Ans: y   Ax  B  e  4  2  18 
x

 
 
2 x 2
2. Solve (D  12D 6) y  e  e
3 x

 x 2 2 x 2  x x 4 x 
 Ans: y  Ae  Bx  C  e  12 e  27 e  36 e 
4 x 2x

 
3.Solve (D2  3D 2) y  cos3x cos2 x
 1 1 
 Ans: y  C1e  C2e  4  cos x  3sin x   1508  23cos5x  15sin5x 
x 2x

4.Solve (D 2  1) y  sin 2 x
 1 1 
 Ans: y  C 1 cos x  C2 sin x   cos2 x 
2 6 
5.Solve (D  3D 2) y  2cos(2 x  3)  2e x
2

 x 
 Ans: y  C1e  C2e  10 cos(2 x  3)  10 sin(2 x  3)  2 xe 
x 2x 1 3

6.Solve (D3  D2  D 1) y  1  x 2
 Ans: y  C1e x  C2  C3 x  e x  x 2  2 x  5
7.Solve (D4  8D2  16) y  16 x  10
 1 
 Ans: y   C1  C2 x  cos2 x   C3  C4 x  sin 2 x  16  6 x  10  
8.Solve (D2  4D 3) y  e x cos2 x  cos3x
 ex 1 
 Ans: y  C1e x
 C2 e 3 x
 3sin 2 x  cos2 x    2sin3x  cos3x 
 40 30 
9. Solve (D  1) y  x sinh x
2

109
 1 
 Ans: y  C1 cos x  C2 sin x  2  x sinh x  cosh x 

 
2
10.Solve (D  2 D 1) y  x  e
2 x


 Ans: y  e x
 Ae 2x
 Be  2x
  x 2
 4 x  10  
1 2x x
7

e  e  x  2 

2 x
11.Solve (D  4D 8) y  12e sin x sin 2 x
2

 2 2 x 
 Ans: y  e  A cos2 x  B sin 2 x   5 e 5cos x  3cos3x 
2 x

e x
12.Solve (D  2D 1) y 
2

x2
 Ans: y  C1  C2 x  e x  e x log x 
13.Solve (D2  1) y  x 2 cos x
 
 Ans: y  C1e  C2e  x sin x  2 1  x  cos x 
x x 1 2

14.Solve (D2  4 D 4) y  3x 2 e2 x sin 2 x

  2 3
2x  x

 Ans: y  e 2x
 A  Bx   3e    sin 2 x  2 x cos2 x  
  4 2   
15.Solve (D2  1) y  x sin3x  cos x
 x 1 3 
 Ans: y  C1e  C2e  10  5 cos3x  x sin 3x  5cos x  
x

  

3.2 METHODS OF VARIATION OF PARAMETERS

This method is very useful in finding the general solution of second order equation.

The Wronskian formula for the complementary function of C1f1+C2f2 is

W  f1 f 2  f1 f 2
P.I. = Pf1 ( x)  Qf 2 ( x)
f X fX
Where P    2 dx and Q   1 dx
W W

Worked Example 3.2(A)

Example 1
Find the Wronskian of y1 , y2 of y  2 y  y  e x log x .
Solution:
Given: ( D 2  2 D  1) y  e x log x
The auxiliary equation is m 2  2m  1  0
(m  1) 2  0
m  1,1
C.F  ( A  B x)e x
 Ae x  B xe x
110
 Here y1  e x , y2  xe x
y1  e x , y2  xe x  e x
The Wronskian
W  y y   y y   e x ( xe x  e x )  xe x (e x )
1 2 2 1

 e 2 x

Example 2
2
d y
Find the Wronskian of y1 , y2 of  4 y  cot 2 x .
dx 2
Solution:
d2y
Given:  4 y  cot 2 x
dx 2
The A.E is m 2  4  0
m  2i
C.F  c1 cos 2 x  c2 sin 2 x
Here y1  cos 2 x y2  sin 2 x
y1   2sin 2 x y2 '  2 cos 2 x
y1 y2  y2 y1  2cos 2 x cos 2 x  sin 2 x(2sin 2 x)
 2(cos 2 2 x  sin 2 2 x) cos 2   sin 2   1
W  2(1)  2
Worked Example 3.2(B)
Example 1
Solve ( D  a ) y  sec ax using the method of variation of parameters.
2 2

Solution:
A.E. is m2  a 2  0
m2   a 2
The roots are m   ia
 C.F.  A cos ax  B sin ax
f1  cos ax f 2  sin ax
f1,  a sin ax f 2,  a cos ax
f1 f 2,  f1, f 2  a cos 2 ax  a sin 2 ax

 a cos 2 ax  sin 2 ax  a
f2 X
P   dx
f f  f1, f 2
1 2
,

sina x sec ax
  dx
a
1 1
   sina x dx
a cosa x

111
 1 a sina x
a 2  cosax
 dx

1 d (cos ax)
 2
a cosax
1
 2 log  cos ax 
a
f1 X
Q dx
f1 f 2  f1, f 2
,

cosa x sec ax
 dx
a
1 1
  cosa x dx
a cosa x
1
  dx
a
1
 x
2
PI  Pf1  Qf 2
1 1
 2 log  cosax  cos ax  x sin ax
a a
The general solution is
y  C.F  P.I
1 1
y  A cos ax  B sin ax  2 log  cosax  cos ax  x sin ax
a a
Example 2
Solve by the method of variation of parameter ( D 2   2 ) y  tan  x .
Solution:
Given that ( D 2   2 ) y  tan  x
A.E is
m2  2  0
m2  2
m   i
The completesolution is y  c1 cos x  c2 sin x
f1  cos x , f 2  sin x
f1 f2
w  f1f 2'  f1'f 2 
f1' f 2'
cos x sin x
w
 sin x  cos x
  cos  2 x   sin  2 x
 (cos  2 x  sin  2 x)  

f2 X
P   dx
f1 f 2 – f 2 f1

112
 sin x
sin x.
sin x.tan x cos x dx
P   dx   
 
1 sin 2 x
  dx
 cos x
1  1  cos 2 x 
   cos x 
   dx

1  1 
  
  cos x
 cos x  dx

1
   sec x  cos x  dx

1  1 sin x 
  log(sec x  tan x) 
   
1 sin x
P  2 log(sec x  tan x) 
 2
f1 X
Q dx
f1 f 2 – f 2 f1
cos x.tan x
 dx

1 sin x
  cos x. dx
 cos x
1
  sin x dx

1   cos x 
  
  
 cos x
Q
2
P.I  P f1  Q f 2
 1 sin x   cos x 
P.I   2 log(sec x  tan x)   cos  x    sin  x
  
2
  2 
1
P.I  2   log(sec x  tan x) cos  x  sin x cos  x  sin x cos  x 

1
P.I  2 log(sec x  tan x) cos  x 

1
The solution is y  c1 cos  x  c 2 sin  x  2 log(sec x  tan x) cos  x 

Example 3
Solve ( D  1) y  cot x by using method of variation of parameters.
2

Solution:
Given that ( D 2  1) y  cot x
i) To find the Complementary function:
Let ( D 2  1) y  0
The A.E is m2  1  0

113
 m2  1
m  i
C.F  A cos x  B sin x
where f1  cos x f 2  sin x
 f1'   sin x f 2'  cos x
W  f1 f 2'  f 2 f1'
 (cos x)(cos x)  (sin x)( sin x )
 cos2 x  sin 2 x 
W 1
ii) To find the Particular integral:
P.I  Pf1  Qf 2
f2 X fX
where P    dx and Q   1 dx , X  cot 2 x
W W
sin x cot xdx
P  
1
sin x cos xdx
 
sin x
  cos xdx   sin x
P   sin x
cos x cot xdx
Q
1
cos x cos xdx

sin x
cos 2 xdx (1  sin 2 x)dx
 
sin x sin x
 dx sin xdx 
2
  
 sin x sin x 
   cos ec x dx   sin xdx 
 
  log(cos ec x  cot x)  cos x 
  log(cos ec x  cot x)  cos x 
P.I  Pf1  Qf 2
P.I    sin x(cos x)  log(cos ec x  cot x)  cos x  sin x
P.I   sin x cos x  log(cos ec x  cot x)sin x cos x sin x
P.I  log(cos ec x  cot x)sin x 
The general solution is
y  A cos x  B sin x  log(cos ec x  cot x)sin x
Example 4
2
d y
Solve  y  cosec x by the method of variation of parameters.
dx 2
Solution:
d2y
Given  y  cosec x
dx 2

114
( D 2  1) y  cosec x
The auxiliary equation is given by
(m2  1)  0
m2  1
m  i
C.F  A cos x  B sin x
f1  cos x; f1'   sin x
f 2  sin x; f 2 '  cos x
w  f1 f 2'  f1' f 2  cos 2 x  sin 2 x  1
f2 X
P   dx
W
  sin x cos ecxdx
1
   sin x dx
sin x
   dx
P  x
fX
Q   1 dx
W
  cos x cos ecxdx
1
  cos x dx
sin x
Q  log(sin x)
P.I  Pf1  Qf 2
P.I   x cos x  log(sin x)sin x
y = CF+P.I
y  A cos x  B sin x  x cos x  log(sin x)sin x
Example 5
e3 x
Solve by using the method of variation of parameters y  6 y  9 y 
x2
Solution:
e3 x
Given: y  6 y  9 y 
x2
e3 x
i.e., [D  6D  9] y  2
2

x
The auxiliary equation is
m 2  6m  9  0
(m  3)2  0
m  3,3
C.F  (C1  C2 x)e3 x
 C1e3 x  C2 xe3 x
Here, f1  e3 x ; f1  3e3 x
f 2  x e3 x ; f 2  x(3e3 x )  e3 x (1)  e3 x (3x  1)

115
W  f1 f 2'  f1' f 2  e6 x (3x  1)  e6 x 3x  e6 x

f2 X
P   dx
W
x e3 x  e3 x 
  6 x  2  dx
e x 
1
  dx
x
  log x
fX
Q   1 dx
W
e3 x  e3 x 
  6x  2  dx
e x 
1
 dx
x2
1

x
P.I  Pf1  Qf 2
1
P.I   log x e3 x  xe3 x
x
 e [log x  1]
3x

y  (C1  C2 x)e3 x  e3 x [log x  1]

 y  (1  C1  C2 x  log x)e3 x
Example 6
Solve by using the method of variation of parameters
d2y dy ex d
 3  2 y  where D  .
dx 2
dx 1 e x
dx
Solution:
ex
Given: ( D 2  3D  2) y 
1  ex
The auxiliary equation is given by m2  3m  2  0
(m  1) (m 2)  0
m  1, 2
C.F  C1e x  C2e 2 x
Here, f1  e x ; f1  e x
f 2  e2 x ; f 2  2e2 x
W  f1 f 2'  f1' f 2  2e3 x  e3 x  e3 x
f2 X
P   dx
W
ex
e2 x
(1  e x )
 dx
e3 x

116
 e3 x
 dx
e3 x (1  e x )
1
 dx
(1  e x )
1  ex  ex
 dx
(1  e x )
1  ex ex
 dx   dx
(1  e x ) (1  e x )
ex
  dx   dx
(1  e x )
P  x  log(1  e x )
f1 X
Q dx
W
ex
ex
(1  e x )
Q dx
e3 x
e2 x
  3x dx
e (1  e x )
1
 x dx
e (1  e x )
1  ex  ex
 dx
e x (1  e x )
1  ex  ex  (1  e x ) ex 
 dx    x  x 
dx
e (1  e )
x x
 e (1  e ) e (1  e ) 
x x

1 1
  x dx   dx
e 1 ex
e x
  e x dx    x dx
e 1
Q   e x  log( e x  1)
P.I  Pf1  Qf 2
 ( x  log(1  e x ))e x  (e x  log (e x  1)) e2 x
 xe x  e x log(1  e x )  e x  e2 x log (e x  1)
y  C.F  P.I
y  C1e x  C2 e 2 x  xe x  e x log(1  e x )  e x  e 2 x log (e  x  1)

Exercise 3.2
d 2 y dy
1. Solve 2 2   3 y  25e x
dx dx
 x
3
x 
 Ans : y  Ae  Be 2
 2e x (5x  2) 
 

117
 d2y
2. Solve  4 y  cot 2 x
dx 2

log(cos ec 2 x  cot 2 x) sin 2 x 
1
 Ans : y  A cos 2 x  B sin 2 x 
4 
3. Solve ( D  4) y  sec 2 x
2 2

 1 
 Ans : y  A cos 2 x  B sin 2 x  [1  sin 2 x log(sec 2 x  tan 2 x) ]
4 
d2y
4. Solve  y  cosec x cot x
dx 2
Ans : y  C1cos x  C2sin x  cos x log(sin x)  [cot x  x]sin x
d2y 2
5. Solve y
dx 2
1 ex
 Ans : y  Ae x  Be x  1  e x log(e x  1)  e x log(1  e x )
d2y
6. Solve  y  x sin x
dx 2
 x2 x 
 Ans : y  A cos x  B sin x  4 cos x  4 sin x 
 
d2y dy
7. Solve 2
 4  4 y  e2 x
dx dx
 x2 2x 
 Ans : y   Ax  B  e 2x
 e 
 2 
8. Solve  D2  D  y  e x cos x
 ex 
 Ans : y  A  Be x
 cos x  sin x   e x sin x 
 2 
9. Solve  D2  1 y  x
Ans : y  x  C1 cos x  C2 sin x
d2y
10. Solve  y  sec x tan x
dx 2
Ans : y  C1cos x  C2sin x+x cos x  sin x  (sin x)log(sec x)
d2y dy
 3  2 y  ee
x
11. Solve 2
dx dx
 Ans : y  Ae x  Be2 x  e2 x ee 
x

 

3.3 LINEAR DIFFERENTIAL EQUATION WITH VARIABLE COEFFICIENTS

3.3.1 CAUCHY’S HOMOGENEOUS LINEAR ODE

The general form of a linear differential equation of nth order with variable coefficient is
dny d n 1 y d n2 y
x n n  k1 x n 1 n 1  k2 x n  2 n  2  ......  kn y  f ( x )
dx dx dx
118
Where k1, k2, …, kn are constants and f(x) is a function of x.

The general form of Cauchy’s homogenous linear equation of second order with variable
coefficients is (ax 2 D 2  bxD  c ) y  f ( x )
Put x  e z xD  D'
log x  z x 2 D 2  D' ( D'  1)
Worked Example 3.3.1(A)
Example 1
Transform the equation x y  xy  x into a linear differential equation with constant
2

coefficients.
Solution:
This equation is of the Euler’s type.
Given: ( x 2 D 2  xD) y  x
Let x  e z
z  log x
xD  D
x 2 D 2  D( D  1)
 D(D 1)  D y  e z
2
 D' y  e z
Example 2
Reduce the equation  x D  xD  1 y  log x into an ordinary differential equation
2 2

with constant coefficients.

Solution:
This equation is of the Euler’s type.
Let x  e z
z  log x
xD  D
x D  D( D  1)
2 2

  D' ( D'  1)  D'  1 y  z


 D'2  1 y  z 
Example 3


Convert x D  xD  7 y 
2 2
 2
x
into an equation with constant coefficient
Solution:
This equation is of the Euler’s type.
Given:  x 2 D 2  xD  7  y 
2
x
put x  e z

log x  z
xD  D
x D 2  D( D  1)
2

2
 D( D  1)  D  7 y 
ez

119
 2
 D2  D  D  7  y  z
e
2
 D '2  7  y  z
e
Worked Example 3.3.1(B)
Example 1
Solve x y  4 xy  6 y  x  log x
2 2

Solution:
This equation is of the Euler’s type.
Given: ( x 2 D 2  4 xD  6) y  x 2  log x
Put x  ez
log x  z
x D  D
 d 
x 2 D 2  D  D – 1  where D  
 dz 
[ D( D  1)  4 D  6] y  e2 z  z
[ D2  5D  6] y  e2 z  z
The A.E is m2  5m  6  0;
m  2,3
 C.F  Ae 2z  Be3z
C.F  A x 2  B x 3
To find P.I.
1
P.I1  e2 z

D  5D  6
2

1
 e2 z
 2  5  2  6
2

1
 e2 z
10  10
1
 e2 z
0
z
 e2 z
2 D  5
z
 e2 z
2  2  5
z 2z
 e   ze 2 z
45
P.I1   x 2 log x
1
P. I 2  e2 z
D   5D   6
2

120
 1
 z
  D2  5D  
6 1   
  6 
1
1   D2  5D  
 1    z
6  6 
1   D2  5 D  
 1    z
6  6 
1 5
  z 
6 6
1 5
P.I 2  log x  
6 6
Y= C.F+P.I
1 5
y  A x 2  B x 3  x 2 log x  log x  
6 6
Example 2
2
d y dy 1
Solve the equation x 2 2  4 x  2 y  x 2  2 .
dx dx x
Solution:
This equation is of the Euler’s type.
1
Given: ( x 2 D 2  4 xD  2) y  x 2 
x2
Put x  e z
log x  z
So that xD  D
x 2 D 2  D( D  1)

 D( D  1)  4 D  2 y   e z 
2 1

e 
2
z

 
1
 D2  D  4D  2 y  e2 z  2 z  e2 z  e2 z    
 
e
 D  3D  2  y   e    e 
2 2z 2 z

( D  1)( D  2) y   e    e 
2z 2 z

A.E. is (m+1) (m+2) = 0

m = -1, m= -2
C.F.  C1e  z  C2e 2 z  C1 (e z ) 1  C2 (e z ) 2
 C1 x 1  C2 x 2
1 1
 C1  C2 2
x x

121
 1
P.I1  e2 z
( D  2)( D  1)
1
 e2 z
(2  2) (2  1)
1
 e2 z
(4) (3)
1 2 z x2
 e 
12 12
1
P.I2  e2 z
( D  2)( D  1)
1 1
 e2 z  e2 z (Ordinary rule fails )
(2  2) (2  1) 0
1
z e2 z
2 D  3
1 2 z z (e z ) 2
z e    log x(x) 2
4  3 1
 log x

x2
y  C.F .  P.I
A B x 2 log x
    2
x x 2 12 x
Example 3
Solve x y  3xy  5 y  cos(log x) .
2

Solution:
Given: ( x 2 D 2  3xD  5) y  cos (log x)
Put x  ez
log x  z
x D  D
 d 
x 2 D2  D  D – 1  where D  
 dz 
[ D( D  1)  3D  5] y  cos z
[ D2  D  3D  5] y  cos z
[ D2  4 D  5] y  cos z
The A.E. is m 2  4m  5  0
4  16  20 4  2i
i.e, m  
2 2
2( 2  i )

2
m 2i
C.F .  e 2 z A cos z  B sin z 
1
P.I .  2 cos z
D  4 D  5

122
 1
 cos z
1  4 D   5
1
 cos z
4 D  4


 4 D  4  cos z
 4 D  4   4 D  4 

 4 D  4 
cos z
(4 D) 2  16
4 D(cos z )  4(cos z )

16 D2  16
4sin z  4 cos z

16(1)  16
4(sin z  cos z )

32
(sin z  cos z )
PI 
8
y  C.F .  P.I .
(sin z  cos z )
y  e 2 z  A cos z  B sin z  
8
(sin(log x)  cos(log x))
y  x 2  A cos(log x)  B sin(log x)  
8
Example 4
Solve ( x D  3xD  5) y  x sin(log x)
2 2 2

Solution:
Given: ( x 2 D 2  3xD  5) y  x 2 sin(log x)
Put x  e z
log x  z
x D  D
 d 
x 2 D2  D  D – 1  where D  
 dz 
[ D ( D   1)  3D   5] y  e 2 z sin z
[ D  2  D   3D   5] y  e 2 z sin z
[ D  2  4 D   5] y  e 2 z sin z
The A.E. is m 2  4m  5  0
4  16  20 4  2i
i.e, m  
2 2
2( 2  i )

2
m 2  i
C.F .  e 2 z A cos z  B sin z 
1
P.I .  2 e 2 z sin z
D  4D  5

123
 1
 e2z sin z
( D  2)  4( D  2)  5
2

1
 e2z 2 sin z
D  4D  4  4D  8  5
1
 e2z 2 sin z
D  1
1
 e 2 z sin z (Ordinary rule fails)
0
z
 e2z sin z
2D
1
  e 2 Z ZcocZ
2
y  C.F.  P.I .

y  e 2 z  A cos z  B sin z  
1 2z
e z cos z
2
y  x 2  A cos(log x)  B sin(log x)  x 2 (log x) cos(log x)
1
2
Example 5
2
d y dy
Solve x 2 2  x  y  log x sin(log x)
dx dx
Solution:
The given differential equation can be written as
Put x  e z  z  log x
xD  D ' 

 (2)
x 2 D 2  D ' ( D '  1) D '  
d

dz 
 D ( D  1)  D  1 y  z sin z
' ' '

 D'2  D'  D'  1 y  z sin z

 D'2  1 y  z sin z
i) To find the Complementary function:
m2  1  0
m2  1
m  i
C.F  A cos z  B sin z
C.F  A cos  log x   B sin  log x 
ii) To find the Particular integral:
1
P.I  2 z sin z
D'  1
1
 Im aginary part of 2 ( ze iz )
D 1
'

1
 I .P of eiz ' z
( D  i)2  1
1
 I .P of eiz '2 z
D  2iD '  (i ) 2  1

124
 1
 I .P of eiz z
D'  2iD'
2

1
 I .P of eiz z
 D' 
2


2iD  
 2iD' 
'
1
 
1
 I .P of eiz z
'  D 
 2iD   2i  1
'

 
1
1  D'  D'
 I .P of e iz
1   z (1  x)1  1  x  x 2 here x 
 
2iD'  2i  2i
1  D' 
 I .P of eiz 1   z
 
2iD '  2i 
1  D' 
 I .P of eiz  z  z
 2iD '   2i 
( D' ( z )  1)
1  1
 I .P of eiz z 
 2iD   2i 
' 

1 z 1   1 z2 1 1 z 
 I .P of eiz   '   ( z )   zdz  , '   dz  
2i  D D 2i 
'
 D '
2 D (2i) 2i 2i 
1  z2 z 
 I .P of eiz   
2i  2 2i 
1  z2 z 
 I .P of (cos z  i sin z )   2 
2  2i 2i 
1   iz 2 z   1 
 I .P of (cos z  i sin z )      i , i 2  1
2  2 2  i 
1   z 2 cos z z sin z 
   
2 2 2 
  z 2 cos z z sin z 
P.I    
 4 4 
The complete solution is = C.F+P.I
   log x 2 cos  log x  (log x)sin  log x  
y  A cos  log x   B sin  log x     
 4 4 
Example 6
2
d y dy
Solve x 2 2  x  4 y  x 2 sin(log x) .
dx dx
Solution:
d2y dy
Given x 2 2  x  4 y  x 2 sin(log x)
dx dx
 
i.e x D  xD  4 y  x 2 sin(log x).....1
2 2

Put x  ez
125
 z  log x
xD  D.....  2
x2 D2  D  D 1 .....3
 1   D  D  1  D  4  y  e z sin z  
2

 D  D  D  4 y  e sin z
2
2z

 D  2D  4 y  e sin z
'2 ' 2z

The A.E eqn. ism2  2m  4  0

b  b 2  4ac
m
2a
2  4  4 1 4 
m
2 1


2  12


2 1 i 3 
2 2

 1 i 3 
 C.F  e z  A cos 3 z  B sin 3 z 


 x  A cos 3 log x  B sin 3 log x 
    
1
P.I  '2 e2 z sin z
D  2D  4'

1
 e2 z sin z
 D  2   2  D'  2   4
2
'

1
 e2 z sin z
D  4 D  4  2 D'  4  4
'2 '

1
 e2 z '2 sin z
D  2 D'  4
1  D'2   12 
 e2 z sin z
 1  2D'  4
2  
1
 e2 z sin z
2D'  3
2 D'  3
e 2z
sin z
 2D  3 2D  3
' '

2D'  3
 e2 z
 4D 
sin z
'2
9
2 D'  3
 e2 z sin z
 4  1  9
2 D '  sin z   3  sin z 
 e2 z
13

126
 1
 e2 z
13
 2cos z  3sin z 
1 2
 x  2 cos  log x   3sin  log x  
13 
 y  C.F  P.I

  
 y  x  A cos 3 log x  B sin 3 log x 
  
1
 x 2  2cos  log x   3sin  log x  
13
Exercise 3.3.1
d2y dy
1.Solve: x 2 2  x  y  log x
dx dx
Ans:y  ( A log x  B) x  log x  2
d 2 y 1 dy 12log x
2.Solve  
dx 2 x dx x2
Ans: y  A log x  B  2(log x)3 
2
 log x 
3.Solve ( x 2 D2  xD  1) y   
 x 
 1 
 Ans: y  ( A log x  B) x  27 x 2 3(log x)  4(log x)  2  
2

d 2 y 1 dy 12log x
4.Solve  
dx 2 x dx x2
Ans: y  A log x  B  2(log x)3 
5.Solve ( x 2 D2  x D 2) y  x 2 log x
 x2 
 Ans:y  x(A cos(log x)  Bsin(log x))  1  log x 
 2 
6.Solve ( x D  4 x D 2) y  x log x
2 2

 A B x 5 
 Ans:y  x  x 2  6 log x  6  
  
7.Solve ( x D  3xD  4) y  x(log x)2
2 2

 Ans: y  (A log x  B) x 2  x (log x) 2  4 log x  6  

  
8. Solve ( x D  3x D 5) y  x cos(log x)
2 2

 1 7 4 
 Ans:y  x (A cos(2log x)  Bsin(2log x))  65 xcox(log x)  65 x sin(log x) 
5
9.Solve ( x D  x D 9) y  2
2 2

x
 B 1
 Ans:y  Ax 3
 
x 3 x 2 
sin(log x)
10.Solve ( x D  3 x D  1) y 
2 2

x2
 1 1 
 Ans:y   A log x  B   cos(log x) 

2
x 2x
127
3.3.2 LEGENDRE’S HOMOGENEOUS LINEAR ODE

The general form of a linear differential equation of nth order with variable coefficient is
n n 1 n2
n d y n 1 d y n2 d y
 ax  b  n  k1  ax  b  n 1
 k 2  ax  b  n2
 ......  kn y  f ( x )
dx dx dx
Where k1, k2, …, kn are constants and f(x) is a function of x.

The general form of Legendre’s linear differential equation of second order with variable
coefficients is (ax  b)2 D2  (ax  b)D  c  y  f ( x )
Put ax  b  e z (ax  b) D  aD'
log (ax  b)  z (ax  b)2 D2  a 2 D' ( D'  1)
Worked Example 3.3.2(A)
Example 1
Transform the equation (2 x  1) y  4(2 x  1) y  8 y  8 x into the linear equation with
2

constant coefficients.
Solution:
This equation is of the Legendre’s type.
Given (2 x  1) 2 y  4(2 x  1) y  8 y  8 x
d2y dy
i.e., (2 x  1)2 2
 4(2 x  1)  8 y  8 x
dx dx
i.e., (2 x  1) D  4(2 x  1) D  8 y  8x        (1)
2 2

Put 2x-1  ez
log  2x-1  z
 2x-1 D  2D'
 2x-1 D2  22 D'  D' 1
2

(1)  (2 x  1)2 D2  4(2 x  1) D  8 y  4(2 x)

4D'  D'1  4(2D')  8 y  4 e z  1
4D'2  4D  8D' 8 y  4e z  4
4D'2  12D' 8 y  4(e z  1)
( D2  3D  2) y  e z  1
Worked Example 3.3.2(B)
Example 1
2
d y dy
Solve (7  2 x)2 2  6(7  2 x)  8 y  6 x
dx dx
Solution:
This equation is of the Legendre’s type.
 2 x  7 2 D2  6  2 x  7  D  8 y  6 x
 
Put 2 x  7  e z
log  2 x  7   z

128
 2x  ez  7
1 7
x  ez 
2 2
Let  2 x  7  D  2 D
2x  7 D 2  4 D  D  1
2

1 7
 4 D  D  1  6  2 D   8 y  6  e z  
2 2
 4 D  4 D  12 D  8 y  3e  21
2 z

 4 D2  16 D  8 y  3e z  21
4  D2  4 D  2 y  3e z  7
3 21
 D2  4 D  2 y  e z 
4 4
The auxiliary equation is m2  4m  2  0
4  16  4 1 2  4  16  8
m 
2(1) 2
4 8 42 2
   2 2
2 2
C.F .  Ae(2 2 ) z  Be(2 2 ) z
C.F.  A(2x  7)(2 2)
 B(2x  7)(2 2)

1 3 z
P.I1.  e
D  4 D  2 4
2

3 1
 ez
4 1  4 1  2
2

3 1 z 3
 e   ez
4 3 4 4
1 21
P.I 2 .  2  e0 z
D  4 D  2 4
21 1
 e0 z
4  0  4  0  2
2

21 1 0 z 21
 e 
4 2 8
y = C.F + P.I
3 21
y  A(2 x  7)(2 2)
 B (2 x  7) (2  2)
 (2 x  7) 
4 8
6 21 21
y  A(2 x  7)(2 2)
 B(2 x  7)(2 2)
 x 
4 4 8
3 42  21
y  A(2 x  7)(2 2)
 B(2 x  7)(2 2)
 x
2 8
3 63
y  A(2 x  7)(2 2)
 B(2 x  7) (2 2)
 x
2 8
Example 2
 
Solve  x  1 D2   x  1 D  1 y  4cos log  x  1
2

129
Solution:
This equation is of the Euler’s type.
2
2 d y dy
Given 1  x  2
 1  x   y  4cos log 1  x 
dx dx
Put 1  x  e z

Z  log (1  x)
(1  x) D  D'
(1  x)2 D2  D' ( D'  1)
[ D' ( D'  1)  D'  1] y  4[cosz ]
 D '2  D  D'  1 y  4cosz
'

 
 D'  1 y  4cosz
2

 
The auxiliary equation is m2  1  0
m  i
C.F  [ Acosz  Bsinz]
 Acos[log (1  x)]  Bsin[log (1  x)]
1
P.I  4 cos z
D '2  1
1
 4 2 cosz
D ' 1
1
4
2
ocsz [Replace D by 12 ]
1  1
2
4
0
1
 4z cosz
2D '
1
 2z cosz
D'
 2z  coszdz
 2zsinz
 2log (1  x)sin[log (1  x)]
Y  C.F  P.I
y  Acos[log (1  x)]  Bsin[log (1  x)]  2log (1  x)sin[log (1  x)]
Example 3
2
d y dy
Solve (1  x) 2 2  (1  x)  y  2 sin(log(1  x)) .
dx dx
Solution:
d2y dy
Given (1  x )2 2  (1  x )  y  2sin(log(1  x ))
dx dx
Put 1  x  e x

z  log(1  x )
( x  1) D  D '

130
( x  1) 2  D ' ( D '  1)
 D ' ( D '  1)  D '  1 y  2 sin z

( D '  D '  D '  1) y  2sin z

2

( D '  1) y  2sin z
2

The auxiliary equation is m 2  1  0  m  i

C.F  A cos z  B sin z  A cos log(1 x)  B sin log(1 x)
1
P.I  '2 2sin z here a  1
D 1
1
2 sin z[Replace D ' by  a 2 ][Ordinary rules fails ]
2

1  1
1
 2z sin z
2D'
1
 z ' sin z
D
 z  sin z dz   z cos z
  log (1  x )cos[log(1  x )]
 y  C.F  P.I
y  A cos log(1  x )  B sin log(1  x )   log (1  x )cos[log(1  x )]
Example 4
2
2 d y dy
Solve  2  3x  2
 3  2  3x   36 y  3x 2  4 x  1 .
dx dx
Solution:
Solve the Legendre linear equation
 3x  22 D2  3 3x  2 D  36 y  3x2  4x  1
 
Put 3x  2  e z
log 3x  2  z
1 2
3x  e z  2  x  e z 
3 3
Let  3x  2  D  3D
 3x  2  D 2  9 D  D  1
2

2
1 2 1 2
9D  D  1  3  3D   36 y  3  e z    4  e z    1
3 3 3 3
1 4 4  4 8
9 D2  9 D  9 D  36  y  3  e2 z   e z   e z   1
9 9 9  3 3
1 4 4 4 8
9 D2  36 y  e2 z   e z  e z   1
3 3 3 3 3
1 1
 e2 z 
3 3

131
A.E is 9m2  36  0
9m 2  36
m2  4   2
C.F  Ae 2 z  Be 2 z
 A  3x  2   B  3x  2 
2 2

1 e2 z
P.I1 
9 D2  36 3
1 1
 . e2 z ( ordinary rule fails )
3 36  36
1 1 2z
 z e
3 18D
1 z
 e2 z
3 18(2)
1
 ze 2 z
108
1
 log  3x  2    3 x  2 
2

108
e0 z
P.I 2 
9 D'  36 3
2


1 1 0z 1
 . e 
3 36 108
y  C.F  P.I1  PI 2
1 1
 A  3x  2   B  3x  2    3x  2  log  3x  2  
2 2 2

108 108
1 
 A  3x  2   B  3x  2    3x  2  log  3x  2   1 .
2 2 2

108  
Exercise 3.3.2
2
2 d y dy
1.Solve  x  1 2
 ( x  1)  y  sin 2(log( x  1))
dx dx
 1 
 Ans : y  A cos log(1  x )  B sin log(1  x )  3 sin 2(log(1  x )) 
d2y dy
2.Solve  x  2   ( x  2)  y  x  2
2
2
dx dx
 log( x  2)2  
 Ans : y  ( x  2)  Alog( x  2)  B  ( x  2) 
 2 
2
2 d y dy
3.Solve 1  2 x  2
 6(1  2 x)  16 y  8(1  2 x )2
dx dx
 Ans : y  (1  2 x)2 log(1  2 x) 1  log1  2 x)
d2y dy
4.Solve  2 x  1  2(2 x )  12 y  6 x  5
2
2
dx dx

132
  C2 3(2 x  1) 1 
 Ans : y  C1 (2 x  1)  (2 x  1)  16  6 
3

 
2
2 d y dy
5.Solve  x  2  2
 ( x  2)  y  3x  4
dx dx
 3 
 Ans : y  ( x  2)  Alog( x  2)  B  2 log( x  2) ( x  2)  2  
2

3.4 METHOD OF UNDETERMINED COEFFICIENTS

In the given equation f(D)y=X, to find the P.I we assume the trial solution containing
unknown constants which are determined by substitution in the equation
Assumption of trial solution:
S.no Function Choice of P.I
1 f ( x)  e ax
Aeax
2 f ( x)  sin ax (or )cos ax A sin ax  B cos ax
3 f ( x)  x n
nth degree polynomial in x. c0  c1 x  c2 x 2  ....  cn x n
4 f ( x)  eax sin ax (or ) eax cos ax Aeax sin ax  Beax cos ax

Case(a): Straight case:

If the R.H.S function X is not a member of a solution set, then choose P.I, (yp) from the above
table depending on the nature of X.

Case(b): Sum case:

If the R.H.S is a combination(sum) of the function in column 2 of a table, then choose P.I is
chosen as a combination of the corresponding functions in third column and proceed as
straight case(a).

Case(c): Modified case:

When any term of X is a member of the solution set S, then the method fails if we choose yp
from the table, In such cases, the choice from the table should be modified as follows:

(1) If a term u of X is also a term of a complementary function (i.e., u S = solution set)

then the choice from the table should be modified as follows:
(a) X if u corresponds to a simple root of C.F.
(b) X2 if u corresponds to a double root of C.F.
(c) Xs if u corresponds to a s-fold root of C.F.
(2) Suppose xru is a term of X and u is a term of C.F corresponding to an s-fold root then
the choice from the table corresponding to xru should be multiplied by xs.

Case(a): Straight case:

Worked Example 3.4(B)
Example 1
Solve the following differential equation by method of undetermined co-efficient
y  6 y  5 y  2e x  10e5 x
Solution:
Given: y  6 y  5 y  2e x  10e5 x ...(1)
The auxiliary equation is given by

133
 m 2  6m  5  0
m  1, m  5
C.F  Ae x  Be5 x .............(2)
Hence the solution set is S  {e x , e5 x }
R.H.S. of (1) is a member of S.
 P.I  y p  C1ex  C2e5 x ..............(3)
yp  C1ex  5C2e5 x
yp  C1ex  25C2e5 x
(1)  C1e x  25C2 e5 x  6C1e x  30C2e5 x  5C1e x  5C2e5 x  2e x  10C2e5 x
Equating the co-efficient of
1
e x : C1  6C1  5C1  2  12C1  2  C1 
6
1
e 2 x : 25C2  30C2  5C2  10  60C2  10  C2 
6
1 x 1 5x
(3)  y p  e  e
6 6
The general solutionis, y  yc  y p
1 1
y  Ae  x  Be 5 x  e x  e5 x
6 6
Example 2
2
d y
Solve  9 y  cos 2 x by using method of undetermined co-efficient.
dx 2
Solution:
Given, y  9 y  cos 2x.......................(1)
Theauxillary equationis, m2  9  0
 m  3i
(C.F )  A cos3x  B sin 3x.............(2)
Here, thesolutionset, S  cos3x,sin3x 
R.H .S of (1)isnot a member of S.
So,Choose(P.I) , y p  C1 cos 3 x  C2 sin 3 x
yp  2C1 cos 2 x  2C2 sin 2 x
yp  4C1 sin 2 x  4C2 cos 2 x
(1)  4C1 sin 2 x  4C2 cos 2 x  9C1 sin 2 x  9C2 cos 2 x  cos 2 x
Equating theco  efficient of
sin 2 x : 4C1  9C1  0  5C1  0  C1  0
1
cos 2 x : 4C2  9C2  1  5C2  1  C2 
5
1
(3)  y p  cos 2 x
5
The general solution is, y  yc  y p
1
 y  A cos 3 x  B sin 3 x  cos 2 x
5
Case(b): Sum case:
134
 Example 3

Solve y  9 y  x  e  sin 3x by using method of undetermined co-efficient
3 2x

Solution:
Given, y  9 y  x 3  e2 x  sin3x …………..(1)
Theauxillaryequationis, m2  9  0
m  3, m  3
(C.F ), yc  Ae3 x  Be3 x
…………………….(2)
Here, thesolutionset, S  e3 x , e3 x 
(P.I ), y p  C1e2 x  C2e3x  C3 x  C4
R.H.Sof (1)is not a a member of S.
So,choose1(P.I), y p  C0  C1x  C2 x2  C3 x3  C4e2 x  C5 sin3x  C6 cos3x
………….(3)
yp  C1  2C2 x  3C3 x  2C4e  3C5 cos3x  3C6 sin3x
2 2x

y'' p  2C2  6C3 x  4C4e2 x  9C5 sin3x  9C6 cos3x

(1)  2C2  6C3 x  4C4e2 x  9C5 sin 3x  9C6 cos3x  9C0  9C1 x  9C2 x 2  9C3 x3
 9C4e2 x  9C5 sin 3x  9C6 cos 3x  x3  e3 x  sin 3x
(4 x  4  2 x  1  6 x)C1e 2 x  6C2e3 x  C3  6C3  6C4  10e 2 x  18e3 x  6 x  11
5C1e2 x  6C2e3 x  C3  6C3  6C4  10e2 x  18e3 x  6 x  11
Equating theco-efficient of
1
x 3 : 9C3  1  C3 
9
x : 9C2  0  C2  0
2

2
x : 6C3  9C1  0  C3 
27
Constant : 2C2  9C0  0  C0  0
1
e 2 x : 4C4  9C4  1  5C4  1  C4 
5
1
sin 3 x : 9C5  9C5  1  18C5  1  C5 
18
cos3x : 9C6  9C6  0  C6  0
2 1 1 1
(3)  y p  x  x 3  e 2 x  sin 3 x
27 9 5 18
Thegeneralsolution is, y  yc  y p
2 1 1 1
y  Ae 3 x  Be3 x  x  x 3  e 2 x  sin 3 x
27 9 5 18
Example 4
Solve the following differential equation by method of undetermined
d 2 y dy
co-efficient   2 y  x  sin x
dx 2 dx
Solution:
Given: y  y  2 y  x  sin x ...(1)
The auxiliary equation is given by
m2  m  2  0
135
m  1, 2
yc  Ae x  Be 2 x ...(2)
Hence the solution set is S  {e x , e2 x }
R.H.S. of (1) is not a member of S.
so choose (P.I) y p  C0  C1 x  C3 sin x  C4 cosx ..(3)
yp  C1  C3 cos x  C4 sinx
yp  C3 sin x  C4 cosx
(1)   C3 sin x  C4 cosx  C1  C3 cos x  C4 sinx  2C0  2C1 x
 2C3 sin x  2C4 cosx  x  sinx
Equating the coefficients of
1
x: 2C1  1  C1 
2
sin x :  C3  C4  2C3  1   3C3  C4  1
cos x :  C4  C3  2C4  0  C3  3C4  0
3 1
Solving (4) and (5), we get C3  , C4 
10 10
1 1 3 1
(3)  y p   x  sin x  cos x
4 2 10 10
The general solution is y  y c  y p
1 1 3 1
i.e., y  Ae x  Be 2 x   x  sin x  cos x
4 2 10 10
Case(c): Modified case:
Example 5
 
Solve y  y  6 y  10e  18e  6 x  11 by using method of undetermined co-efficient
2x 3x

Solution:
Given, y  y  6 y  10e2 x  18e3 x  6 x  11 …………..(1)
Theauxillaryequationis, m2  m  6  0
m  2, m  3
(C.F ), yc  Ae 2 x  Be 3 x ..........(2)
Here, thesolutionset,S  e2 x , e3 x 
(P.I ), y p  C1e2 x  C2e3x  C3 x  C4
R.H.Sof (1)is a member of S.
 
So,choose (P.I), y p  x C1e2 x  C2e3 x  C3 x  C4 ...........(3)
yp  C1x2e2 x  C1e2 x  3C2e3x  C3
yp  (2C1x  C1 )e2 x  3C2e3x  C3
yp  (2C1x  C1 )2e2 x  e2 x (2C1 )  9C2e3x
yp  2e2 x (2C1x  C1  C1 )  9C2e3x
yp  2e2 x (2C1x  2C1 )  9C2e3x
yp  4e2 x ( x  1)C1  9C2e3x
(1)  4e2 x ( x  1)C1  9C2e3 x  (2 x  1)C1e 2 x  3C2e3 x  C3

136
  6 xC1e 2 x  6C2e3 x  6C3 x  6C4  10e2 x  18e3 x  6 x  11
(4 x  4  2 x  1  6 x)C1e 2 x  6C2e3 x  C3  6C3  6C4  10e 2 x  18e3 x  6 x  11
5C1e2 x  6C2e3 x  C3  6C3  6C4  10e2 x  18e3 x  6 x  11
Equating theco-efficient of
e2 x : 5C1  10  C1  2
e3 x : 6C2  18  C2  3
x : 6C3  6  C3  1
Constant : C3  6C4  11  C4  2
(3)  y p  2xe2 x  3e3x  x  2
Thegeneralsolution is, y  yc  y p
y  Ae2 x  Be3 x  2 xe2 x  3e3 x  x  2
Example 6
Solve the following differential equation by method of undetermined co-efficient
y  y  4e x  10sin x
Solution:
Given: y  y  4e x  10sin x ...(1)
The auxiliary equation is given by
(m2  1)  0
m2  1
m  i
y c  A cos x  B sin x ...(2)
Hence the solution set is S  {cos x, sin x}
R.H.S. of (1) is a member of S.
The corresponding terms should be multiplied by x.
y p  x( A cos x  B sin x)  C e x ..(3)
y p  x( A sin x  B cos x)  A cos x  B sin x  C e x
y p  x( A cos x  B sin x)  A sin x  B cos x  A cos x  B sin x  C e x
(1)   xA cos x  xB sin x  2 A sin x  2 B cos x  C e x  xA cos x  xB sin x
 C e x  4e x  10sin x
 2 A sin x  2 B cos x  2C e x  4e x  10 sin x
Equating the coefficients of
ex : 2C  4  C  2
sin x :  2 A  10  A  5
cos x : B0
(3)  y p  5x cos x  2e x
The general solution is y  y c  y p
i.e., y  A cos x  B sin x  5 x cos x  2e x
Exercise 3.4
1.Solve y  2 y  e x sin x
 1 x 
 Ans : y  C1  C2e  2 e sin x 
2x

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2.Solve y  2 y  5 y  6sin 2 x  7cos 2 x
Ans : y  e x C1 cos 2 x  C2 sin 2 x  2sin 2 x  cos 2 x 
3.Solve y  y  2 y  2x  40cos 2x
 2 x 1 
 Ans : y  C1 e x
 C2 e   x  6cos 2 x  2sin 2 x 
2 
4.Solve y  9 y  x  e  sin 2 x
2x

 3 x x 1 2x 1 
 Ans : y  Ae  Be  9  5 e  13 sin 2 x 
3x

5.Solve y  4 y  8 x 2
Ans : y  C1 cos 2 x  C2 sin 2 x  2 x 2  1

 
6.Solve D2  5D  6 y  e3 x  sin x
 1 
 Ans : y  C 1 e 2x
 C2 e 3x
 xe 3x
 (sin x  cos x) 
10 
7.Solve  D  9  y  x cos3x
2 2

 1 3 1 2 1 
 Ans : y  C1 cos 3x  C2 sin 3x  18 x sin 3 x  36 x cos 3 x  108 x sin 3x 

8.Solve 4 y  y  e x  e3 x
 
 
x x 1
 Ans : y  C1e 2
 C 2 e 2
 35e x  3e3 x 
105 
x
9.Solve 3 y  5 y '  2 y  14e 3

 Ans : y  C e 2 x  C e x 3  2 x e x 3 
 1 2

10. Solve  D2  3D  2  y  x 2  e x
 1 2 7 x 
 Ans : y  C1 e  C2e   2 (x  3x  2  2 xe ) 
x 2x

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