4.

4 Method of Undetermined Coefficients

Example 2
𝑑3𝑦 𝑑2𝑦
+ = 𝑒 𝑡 𝑐𝑜𝑠𝑡.
𝑑𝑡 3 𝑑𝑡 2

Solution

Step 1
𝑑3𝑦 𝑑2 𝑦
For homogeneous part + = 0 , let 𝑦 = 𝑒 𝑚𝑡 .
𝑑𝑡 3 𝑑𝑡 2

Then we have the auxiliary equation

𝑚3 + 𝑚2 = 0 ⇒ 𝑚 = 0, 0, −1.

So 𝑦𝑐 = 𝑐1 + 𝑐2 𝑡 + 𝑐3 𝑒 −𝑡 .

Step 2

To find the particular solution,

Let 𝑦𝑝 = 𝑒 𝑡 (𝐴 𝑐𝑜𝑠𝑡 + 𝐵𝑠𝑖𝑛𝑡).

𝑑𝑦𝑝
= 𝑒 𝑡 (𝐴 𝑐𝑜𝑠𝑡 + 𝐵𝑠𝑖𝑛𝑡) + 𝑒 𝑡 (−𝐴𝑠𝑖𝑛𝑡 + 𝐵𝑐𝑜𝑠𝑡) = 𝑒 𝑡 [(𝐴 + 𝐵)𝑐𝑜𝑠𝑡 + (𝐵 − 𝐴)𝑠𝑖𝑛𝑡)]
𝑑𝑥

𝑑2 𝑦𝑝
= 𝑒 𝑡 [(𝐴 + 𝐵)𝑐𝑜𝑠𝑡 + (𝐵 − 𝐴)𝑠𝑖𝑛𝑡)] + 𝑒 𝑡 [−(𝐴 + 𝐵)𝑠𝑖𝑛𝑡 + (𝐵 − 𝐴)𝑐𝑜𝑠𝑡]
𝑑𝑥 2

= 2𝑒 𝑡 (𝐵𝑐𝑜𝑠𝑡 − 𝐴𝑠𝑖𝑛𝑡)
𝑑3 𝑦𝑝
= 2𝑒 𝑡 (𝐵𝑐𝑜𝑠𝑡 − 𝐴𝑠𝑖𝑛𝑡) + 2𝑒 𝑡 [−𝐵𝑠𝑖𝑛𝑡 − 𝐴𝑐𝑜𝑠𝑡] = 2𝑒 𝑡 [(𝐵 − 𝐴)𝑐𝑜𝑠𝑡 − (𝐴 + 𝐵)𝑠𝑖𝑛𝑡].
𝑑𝑥 3

Putting these into the given equation , we get

2𝑒 𝑡 [(𝐵 − 𝐴)𝑐𝑜𝑠𝑡 − (𝐴 + 𝐵)𝑠𝑖𝑛𝑡]+ 2𝑒 𝑡 (𝐵𝑐𝑜𝑠𝑡 − 𝐴𝑠𝑖𝑛𝑡) = 𝑒 𝑡 𝑐𝑜𝑠𝑡

⇒ 2(𝐵 − 𝐴) + 2𝐵 = 1 ⇒ 4𝐵 − 2𝐴 = 1

and

−2(𝐴 + 𝐵) − 2𝐴 = 0 ⇒ −4𝐴 − 2𝐵 = 0 ⇒ −2𝐴 = 𝐵

 1
Then 4𝐵 − 2𝐴 = 1 ⇒ 4𝐵 + 𝐵 = 1 ⇒ 𝐵 =
5

𝐵 1 1
and 𝐴 = − = − =−
2 5.2 10

1 1
𝑦𝑝 = 𝑒 𝑡 [− 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡]
10 5
Therefore the general solution is
1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 + 𝑐2 𝑡 + 𝑐3 e−t + 𝑒 𝑡 (− 𝑐𝑜𝑠𝑡 + 𝑠𝑖𝑛𝑡)
10 5

𝑦𝑐 = (𝑎 + 𝑏𝑡)𝑒 −2𝑡

𝑦𝑝 = (𝑝𝑡 2 + 𝑞𝑡 3 )𝑒 −2𝑡
𝑑2𝑥 𝑑𝑥
Example 3 Solve +4 + 4𝑥 = (3 + 𝑡)𝑒 −2𝑡 , 𝑥(0) = 2, 𝑥 ′ (0) = 5
𝑑𝑡 2 𝑑𝑡

𝑑2𝑥
Example 4 + 𝜔2 𝑥 = 𝐹0 𝑠𝑖𝑛𝜔𝑡 , 𝑥(0) = 0, 𝑥 ′ (0) = 0 .
𝑑𝑡 2

𝑑2𝑥 𝑑𝑥
Example 5 +3 + 2𝑥 = 4 𝑡 2
𝑑𝑡 2 𝑑𝑡

Solution
𝑑2𝑥 𝑑𝑥
Step 1 We solve the homogeneous : 2
+3 + 2𝑥 = 0
𝑑𝑡 𝑑𝑡

Let the solution be 𝑥 = 𝑒 𝑚𝑡 be a solution .

Then we have the auxiliary equation 𝑚2 + 3𝑚 + 2 = 0 ⇒ (𝑚 + 2)(𝑚 + 1) = 0

⇒ 𝑚 = −1, −2

So the complementary function is 𝑥𝑐 = 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 −2𝑡 .

Step 2 Let 𝑥𝑝 = 𝐴 + 𝐵𝑡 + 𝐶𝑡 2
 𝑑𝑥𝑝 𝑑 2 𝑥𝑝
Then = 𝐵 + 2𝐶𝑡 and = 2𝐶
𝑑𝑡 𝑑𝑡 2

𝑑2𝑥 𝑑𝑥
Therefore +3 + 2𝑥 = 4 𝑡 2 gives
𝑑𝑡 2 𝑑𝑡

2𝐶 + 3(𝐵 + 2𝐶𝑡) + 2(𝐴 + 𝐵𝑡 + 𝐶𝑡 2 ) = 4 𝑡 2

⇒ 2𝐶 = 4 ⇒ 𝐶 = 2

6𝐶 + 2𝐵 = 0 ⇒ 2𝐵 = −6𝐶 ⇒ 𝐵 = −3𝐶 = −6

2𝐶 + 3𝐵 + 2𝐴 = 0 ⇒ 4 − 18 + 2𝐴 = 0 ⇒ 2𝐴 = 14 ⇒ 𝐴 = 7

Thus 𝑥𝑝 = 𝐴 + 𝐵𝑡 + 𝐶𝑡 2 = 7 − 6𝑡 + 2𝑡 2

The general solution is = 𝑥𝑐 + 𝑥𝑝 = 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 −2𝑡 + 7 − 6𝑡 + 2𝑡 2 .

𝑑2𝑥 𝑑𝑥
Example 6 Find the solution of −2 + 𝑥 = 𝑒𝑡
𝑑𝑡 2 𝑑𝑡

Solution

Step 1 Let the solution be 𝑥 = 𝑒 𝑚𝑡 .

Then we have the auxiliary equation 𝑚2 − 2𝑚 + 1 = 0 ⇒ 𝑚 = 1,1

So 𝑥𝑐 = 𝑐1 𝑒 𝑡 + 𝑐2 𝑡 𝑒 𝑡

Step 2

Here 𝑥𝑝 = 𝐴𝑒 𝑡 will duplicate the solution in 𝑥𝑐 .

Also 𝑥𝑝 = 𝐴𝑡𝑒 𝑡 will again duplicate the solution in 𝑥𝑐 .

Then let 𝑥𝑝 = 𝐴 𝑡 2 𝑒 𝑡

𝑑𝑥𝑝
∴ = 2𝐴𝑡𝑒 𝑡 + 𝐴 𝑡 2 𝑒 𝑡
𝑑𝑡
𝑑 2 𝑥𝑝
= 2𝐴𝑒 𝑡 + 2𝐴 𝑡𝑒 𝑡 + 2𝐴𝑡𝑒 𝑡 + 𝐴 𝑡 2 𝑒 𝑡 = 2𝐴𝑒 𝑡 + 4𝐴𝑡𝑒 𝑡 + 𝐴 𝑡 2 𝑒 𝑡
𝑑𝑡 2
𝑑2𝑥 𝑑𝑥
Thus −2 + 𝑥 = 𝑒 𝑡 becomes
𝑑𝑡 2 𝑑𝑡
2𝐴𝑒 𝑡 + 4𝐴𝑡𝑒 𝑡 + 𝐴 𝑡 2 𝑒 𝑡 − 2(2𝐴𝑡𝑒 𝑡 + 𝐴 𝑡 2 𝑒 𝑡 ) + 𝐴 𝑡 2 𝑒 𝑡 = 𝑒 𝑡
1
⇒ 2𝐴 = 1 ⇒ 𝐴 =
2
1
So 𝑥𝑝 = 𝑡 2𝑒 𝑡 .
2

Exercise 4.4

4.6 Variation of Parameters

To solve the equation of the form 𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 𝑓(𝑥) (i)

Solution procedure First solve the homogeneous part

𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0.

Suppose we have the fundamental solutions 𝑦1 and 𝑦2 .

Then we set 𝑦𝑝 = 𝑢1 (𝑥)𝑦1 (𝑥) + 𝑢2 (𝑥)𝑦2 (𝑥) (ii)

∴ 𝑦𝑝′ = 𝑢1 𝑦1′ + 𝑢1′ 𝑦1 + 𝑢2 𝑦2′ + 𝑢2′ 𝑦2

𝑦𝑝′′ = 𝑢1 𝑦1′′ + 𝑢1′ 𝑦1′ + 𝑢1′′ 𝑦1 + 𝑢1′ 𝑦1′ + 𝑢2 𝑦2′′ + 𝑢2′ 𝑦2′ + 𝑢2′ ′𝑦2 + 𝑢2′ 𝑦2′

= 𝑢1 𝑦1′′ + 2𝑢1′ 𝑦1′ + 𝑢1′′ 𝑦1 + 𝑢2 𝑦2′′ + 2𝑢2′ 𝑦2′ + 𝑢2′ ′𝑦2

Now substituting (ii) and the derivatives into (i), we get

𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 𝑢1 𝑦1′′ + 2𝑢1′ 𝑦1′ + 𝑢1′′ 𝑦1 + 𝑢2 𝑦2′′ + 2𝑢2′ 𝑦2′ + 𝑢2′ ′𝑦2

+𝑝(𝑢1 𝑦1′ + 𝑢1′ 𝑦1 + 𝑢2 𝑦2′ + 𝑢2′ 𝑦2 ) + 𝑞(𝑢1 𝑦1 + 𝑢2 𝑦2 ) = 𝑓(𝑥)

⇒ 𝑢1 [𝑦1′′ + 𝑝𝑦1′ + 𝑞𝑦1 ] + 𝑢2 [𝑦2′′ + 𝑝𝑦2′ + 𝑞𝑦2 ] + 𝑢1′′ 𝑦1 + 𝑢1′ 𝑦1′

′
+𝑢2′ 𝑦2 + 𝑢2′ 𝑦2′ + 𝑝[𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 ] + 𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ = 𝑓(𝑥)
𝑑 ′ 𝑑 ′
⇒ [𝑢1 𝑦1 ] + [𝑢2 𝑦2 ] + 𝑝[𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 ] + 𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥
𝑑
⇒ [𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 ] + 𝑝[𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 ] + 𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ = 𝑓(𝑥) (iii)
𝑑𝑥

Now we set

𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 = 0 (iv)

and then (iii) gives

𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ = 𝑓(𝑥) (v)

We need to determine 𝑢1 and 𝑢2 . Using Cramer’s rule in (iv) and (v), we get
𝑤1 𝑤2
𝑢1′ = and 𝑢2′ =
𝑤 𝑤

𝑦1 𝑦2 0 𝑦2 𝑦1 0
where 𝑤 = |𝑦 ′ ′ | , 𝑤1 = | ′ | , 𝑤2 = | |.
1 𝑦2 𝑓(𝑥) 𝑦2 𝑦1′ 𝑓(𝑥)

Example 1 4𝑦 ′′ + 36𝑦 = 𝑐𝑜𝑠𝑒𝑐3𝑥

Soluiton
 1
Putting the equation into standard form 𝑦 ′′ + 9𝑦 = 𝑐𝑜𝑠𝑒𝑐3𝑥
4

Homogeneous part:

𝑦 ′′ + 9𝑦 = 0

𝑚 = 𝛼 ∓ 𝑖𝛽

𝑦𝑐 = 𝑒 𝛼𝑥 [𝐴𝑐𝑜𝑏𝛽𝑥 + 𝐵 𝑠𝑖𝑛𝛽𝑥] .

We have the auxiliary equation 𝑚2 + 9 = 0 ⇒ 𝑚 = ∓3𝑖

∴ 𝑦𝑐 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥.
1
We have 𝑦1 = 𝑐𝑜𝑠3𝑥, 𝑦2 = 𝑠𝑖𝑛3𝑥 and 𝑓(𝑥) = 𝑐𝑜𝑠𝑒𝑐3𝑥 .
4

𝑦1 𝑦2 𝑐𝑜𝑠3𝑥 𝑠𝑖𝑛3𝑥
So 𝑤 = |𝑦 ′ 𝑦2′ | = |−3𝑠𝑖𝑛3𝑥 |=3
1 3𝑐𝑜𝑠3𝑥

0 𝑦2 0 𝑠𝑖𝑛3𝑥 1
𝑤1 = | | = |1 |=−
𝑓(𝑥) 𝑦2′ 𝑐𝑜𝑠𝑒𝑐3𝑥 3𝑐𝑜𝑠3𝑥 4
4

𝑦 0 𝑐𝑜𝑠3𝑥 0 1 𝑐𝑜𝑠3𝑥
𝑤2 = | 1′ |=| 1 |=
𝑦1 𝑓(𝑥) −3𝑠𝑖𝑛3𝑥 𝑐𝑜𝑠𝑒𝑐3𝑥 4 𝑠𝑖𝑛3𝑥
4
𝑤1 1
Now 𝑢1′ = =−
𝑤 12
1
Integrating gives 𝑢1 = − 𝑥
12

𝑤2 1 𝑐𝑜𝑠3𝑥
Also 𝑢2′ = =
𝑤 12 𝑠𝑖𝑛3𝑥

Integrating
1
𝑢2 = ln (𝑠𝑖𝑛3𝑥)
36
1 1
So 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 = − 𝑥 𝑐𝑜𝑠3𝑥 + 𝑠𝑖𝑛3𝑥 ln (𝑠𝑖𝑛3𝑥)
12 36

The general solution of the given equation is

 1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥 − 𝑥 𝑐𝑜𝑠3𝑥 + 𝑠𝑖𝑛3𝑥 𝑙𝑛 (𝑠𝑖𝑛3𝑥) .
12 36

Example 2 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑒 −𝑡 𝑙𝑛𝑡 (i)

Solution
𝑦 𝑙𝑛𝑡
Standard form of the equation is 𝑦 ′′ + 𝑦 ′ + = 𝑒 −𝑡
2 2

𝑙𝑛𝑡
𝑓(𝑡) = 𝑒 −𝑡 .
2

Step 1 Homogeneous part: 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0

We have the auxiliary equation 𝑚2 + 2𝑚 + 1 = 0 ⇒ 𝑚 = −1, −1

∴ 𝑦𝑐 = 𝑐1 𝑒 −𝑡 + 𝑐2 𝑡𝑒 −𝑡

Here we get 𝑦1 = 𝑒 −𝑡 and 𝑦2 = 𝑡𝑒 −𝑡

Step 2

Set 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 (ii)

−𝑡
Now 𝑤 = |𝑒 −𝑡 𝑡𝑒 −𝑡 | = 𝑒 −2𝑡 − 𝑡𝑒 −2𝑡 + 𝑡𝑒 −2𝑡 = 𝑒 −2𝑡
−𝑒 𝑒 −𝑡 − 𝑡𝑒 −𝑡
0 𝑡𝑒 −𝑡 1 −2𝑡
𝑤1 = | −𝑡 𝑙𝑛𝑡 −𝑡 −𝑡 | = − 2 𝑡 𝑒 𝑙𝑛𝑡 .
𝑒 𝑒 − 𝑡𝑒
2

𝑒 −𝑡 0 1 −2𝑡
𝑤2 = | 𝑙𝑛𝑡 | = 𝑒 𝑙𝑛𝑡
−𝑒 −𝑡 𝑒 −𝑡 2
2
𝑤1 1
We have 𝑢1′ = = − 𝑡 𝑙𝑛𝑡
𝑤 2

Integrating

1 1 𝑡2 1 𝑡2 𝑡2 1 𝑡2
𝑢1 = − ∫ 𝑡 𝑙𝑛𝑡 𝑑𝑡 = − [𝑙𝑛𝑡 ∙ − ∫ . 𝑑𝑡] = − 𝑙𝑛𝑡 + .
2 2 2 𝑡 2 4 4 2
 𝑤2 1
𝑢2′ = = 𝑙𝑛𝑡
𝑤 2
Integrating
1
𝑢2 = ∫ 𝑙𝑛𝑡 𝑑𝑡 = (𝑡 𝑙𝑛𝑡 − 𝑡)
2
𝑡2 1 𝑡2 1
∴ 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 = (− 𝑙𝑛𝑡 + . ) 𝑒 −𝑡 + (𝑡 𝑙𝑛𝑡 − 𝑡)𝑡𝑒 −𝑡
4 4 2 2

Therefore the general solution is

𝑡2 1 𝑡2 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 −𝑡 + 𝑐2 𝑡𝑒 −𝑡 + (− 𝑙𝑛𝑡 + . ) 𝑒 −𝑡 + 2 (𝑡 𝑙𝑛𝑡 − 𝑡)𝑡𝑒 −𝑡
4 4 2

𝑓(𝑡) = 𝑒 𝑡 𝑡𝑎𝑛−1 𝑡.

𝑦𝑐 = 𝑎𝑒 𝑡 + 𝑏𝑡𝑒 𝑡

𝑦1 = 𝑒 𝑡 , 𝑦2 = 𝑡𝑒 𝑡
𝑡
𝑤 = |𝑒 𝑡 𝑡𝑒 𝑡 | = 𝑡𝑒 2𝑡 + 𝑒 2𝑡 − 𝑡𝑒 2𝑡 = 𝑒 2𝑡
𝑒 𝑡𝑒 𝑡 + 𝑒 𝑡

𝑤1 = | 𝑡 0 −1 𝑡𝑒 𝑡 | = −𝑡 𝑒 2𝑡 𝑡𝑎𝑛−1 𝑡
𝑒 𝑡𝑎𝑛 𝑡 𝑡𝑒 𝑡 + 𝑒 𝑡
𝑡
𝑤2 = |𝑒 𝑡 𝑡
0 2𝑡 −1
−1 | = 𝑒 𝑡𝑎𝑛 𝑡
𝑒 𝑒 𝑡𝑎𝑛 𝑡
𝑤1
𝑢1′ = = −𝑡 𝑡𝑎𝑛−1 𝑡
𝑤
𝑤2
𝑢2′ = = 𝑡𝑎𝑛−1 𝑡.
𝑤

Exercise 4.6
 4.7 Cauchy-Euler Equation

A linear differential equation of the form

𝑑𝑛 𝑦
𝑛 𝑛−1
𝑑 𝑛−1 𝑦 1
𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ . +𝑎1 𝑥 + 𝑎0 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
where the coefficients 𝑎0 , 𝑎1 , … , 𝑎𝑛−1 , 𝑎𝑛 are constants . is known as a Cauchy-
Euler equation .

First we solve the homogeneous part

𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1 + ⋯ . +𝑎1 𝑥 1 + 𝑎0 𝑦 = 0 to find 𝑦𝑐
𝑑𝑥 𝑑𝑥 𝑛−1 𝑑𝑥

and then find 𝑦𝑝 by variation of parameters method.

𝑑2𝑦 𝑑𝑦
Let us consider the equation 𝑎𝑥 2 + 𝑏𝑥 + 𝑐𝑦 = 0 (i)
𝑑𝑥 2 𝑑𝑥

Put 𝑦 = 𝑥 𝑚 be a solution of (i).

𝑑𝑦 𝑑2𝑦
Then = 𝑚𝑥 𝑚−1 , = 𝑚(𝑚 − 1)𝑥 𝑚−2
𝑑𝑥 𝑑𝑥 2

Substituting all these into (i) gives

𝑎𝑥 2 𝑚(𝑚 − 1)𝑥 𝑚−2 + 𝑏𝑥𝑚𝑥 𝑚−1 + 𝑐𝑥 𝑚 = 0

⇒ (𝑎𝑚2 − 𝑎𝑚 + 𝑏𝑚 + 𝑐)𝑥 𝑚 = 0 ⇒ 𝑎𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐 = 0 (ii)

Since 𝑥 𝑚 ≠ 0

Case I: Distinct real roots

Let 𝑚1 and 𝑚2 denote the real roots of (ii) .

Then 𝑦1 = 𝑥 𝑚1 and 𝑦2 = 𝑥 𝑚2 are the fundamental solutions.

Hence the general solution is

𝑦 = 𝑐1 𝑥 𝑚1 + 𝑐2 𝑥 𝑚2 .

Case II: Repeated real roots

Let the roots be 𝑚1 = 𝑚2 .

−(𝑏−𝑎) −(𝑏−𝑎) 𝑏
Then 𝑚1 + 𝑚2 = ⇒ 2𝑚1 = =− +1
𝑎 𝑎 𝑎

and we have only one solution 𝑦1 = 𝑥 𝑚1 .

Standard form of the equation (i)

𝑑2𝑦 𝑏 𝑑𝑦 𝑐
+ + 𝑦 =0 (iii)
𝑑𝑥 2 𝑎𝑥 𝑑𝑥 𝑎𝑥 2

𝑏
Here 𝑝(𝑥) =
𝑎𝑥

𝑏 𝑏
∫ 𝑑𝑥 = 𝑙𝑛𝑥
𝑎𝑥 𝑎
𝑏 𝑏
∴ 𝑒 − ∫ 𝑝 𝑑𝑥 = 𝑒 −𝑎𝑙𝑛𝑥 = 𝑥 −𝑎

Now we can find the second solution by using the formula

𝑒 − ∫ 𝑝 𝑑𝑥
𝑦2 = 𝑦1 ∫ 𝑑𝑥
𝑦12
𝑏 𝑏
− −
𝑥 𝑎 𝑥 𝑎 1
= 𝑥 𝑚1 ∫ 𝑑𝑥 = 𝑥 𝑚1 ∫ 𝑏 𝑑𝑥 = 𝑥 𝑚1 ∫ 𝑑𝑥 = 𝑥 𝑚1 𝑙𝑛𝑥
𝑥 2𝑚1 − +1 𝑥
𝑥 𝑎

So the general solution is

𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝑥 𝑚1 + 𝑐2 𝑙𝑛𝑥. 𝑥 𝑚1
𝑑2𝑦 𝑑𝑦
Example 1 4𝑥 2 + 8𝑥 +𝑦 =0
𝑑𝑥 2 𝑑𝑥

Solution The substitution 𝑦 = 𝑥 𝑚 gives

4𝑚(𝑚 − 1) + 8𝑚 + 1 = 0 ⇒ 4𝑚2 + 4𝑚 + 1 = 0 ⇒ (2𝑚 + 1)2 = 0
1 1
⇒ 𝑚 = − ,−
2 2
∴ 𝑦 = 𝑐1 𝑥 −1/2 + 𝑐2 𝑥 −1/2 𝑙𝑛𝑥

Case III : Conjugate complex roots

If the roots of (ii) be 𝑚1 = 𝛼 + 𝑖𝛽, 𝑚2 = 𝛼 − 𝑖𝛽, then a solution is

𝑦 = 𝐶1 𝑥 𝛼+𝑖𝛽 + 𝐶2 𝑥 𝛼−𝑖𝛽 = 𝑥 𝛼 [𝐶1 𝑥 𝑖𝛽 + 𝐶2 𝑥 −𝑖𝛽 ]

𝑖𝛽 −𝑖𝛽
= 𝑥 𝛼 [𝐶1 𝑒 𝑙𝑛𝑥 + 𝐶2 𝑒 𝑙𝑛𝑥 ] = 𝑥 𝛼 [𝐶1 𝑒 𝑖𝛽 𝑙𝑛𝑥 + 𝐶2 𝑒 −𝑖𝛽𝑙𝑛𝑥 ]

= 𝑥 𝛼 [𝐶1 cos(𝛽 𝑙𝑛𝑥) + 𝑖𝐶1 sin(𝛽𝑙𝑛𝑥) + 𝐶2 𝑐𝑜𝑠(𝛽 𝑙𝑛𝑥) − 𝐶2 𝑖 𝑠𝑖𝑛(𝛽 𝑙𝑛𝑥)]

= 𝑥 𝛼 [(𝐶1 + 𝐶2 ) cos(𝛽𝑙𝑛𝑥) + 𝑖(𝐶1 − 𝐶2 )sin (𝛽𝑙𝑛𝑥)]

∴ 𝑦 = 𝑥 𝛼 [𝑘1 cos(𝛽𝑙𝑛𝑥) + 𝑘2 sin (𝛽𝑙𝑛𝑥) ]

𝑑2𝑦
Example 2 4𝑥 2 + 17𝑦 = 0, 𝑦(1) = −1, 𝑦 ′ (1) = 0
𝑑𝑥 2

Solution The substitution 𝑦 = 𝑥 𝑚 gives

4∓√16−272
4𝑚(𝑚 − 1) + 17 = 0 ⇒ 4𝑚2 − 4𝑚 + 17 = 0 ⇒ 𝑚 = .
8

4 ∓ √−256 4 ∓ 16𝑖 1 ∓ 4𝑖 1
⇒𝑚= = = = ∓ 2𝑖
8 8 2 2
1
∴ 𝑦(𝑥) = 𝑥 2 [𝑎 cos(2𝑙𝑛𝑥) + 𝑏𝑠𝑖𝑛(2𝑙𝑛𝑥)] (i)
1
1 2𝑎 2𝑏
𝑦 ′ (𝑥) = [𝑎 cos(2𝑙𝑛𝑥) + 𝑏𝑠𝑖𝑛(2𝑙𝑛𝑥)] + 𝑥 2 [− sin(2𝑙𝑛𝑥) + cos (2𝑙𝑛𝑥)]
2√𝑥 𝑥 𝑥

𝑦(1) = −1 ⇒ 𝑎 = −1
1 𝑎 𝑎 1
and 𝑦 ′ (1) = 0 ⇒ 𝑎 + 2𝑏 = 0 ⇒ 2𝑏 = − ⇒𝑏=− =
2 2 4 4
 1
1
𝑦(𝑥) = 𝑥 2 [− 𝑐𝑜𝑠(2𝑙𝑛𝑥) + 𝑠𝑖𝑛(2𝑙𝑛𝑥)]
4

𝑑2𝑦 𝑑𝑦
xample 3 𝑥 2 − 4𝑥 + 6𝑦 = 𝑙𝑛𝑥 2 (i)
𝑑𝑥 2 𝑑𝑥

Solution

Step 1 The substitution 𝑦 = 𝑥 𝑚 gives

𝑚(𝑚 − 1) − 4𝑚 + 6 = 0 ⇒ 𝑚2 − 5𝑚 + 6 = 0 ⇒ (𝑚 − 2)(𝑚 − 3) = 0

⇒ 𝑚 = 2, 3 .

So 𝑦𝑐 = 𝑐1 𝑥 2 + 𝑐2 𝑥 3

Here 𝑦1 = 𝑥 2 , 𝑦2 = 𝑥 3 .

𝑑2𝑦 4 𝑑𝑦 6 1
Step 2 Standard form of (i) is 2
− + 2
𝑦= 𝑙𝑛𝑥 2 = 𝑓(𝑥)
𝑑𝑥 𝑥 𝑑𝑥 𝑥 𝑥2

Set 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2
𝑦1 𝑦2 𝑥2 𝑥 3 | = 3𝑥 4 − 2𝑥 4 = 𝑥 4 .
Now 𝑤 = |𝑦 ′ ′| = |
𝑦2
1 2𝑥 3𝑥 2
0 𝑥3 𝑥2 0
2 2
𝑤1 = | 1 | = −𝑥𝑙𝑛𝑥 , 𝑤2 = | 1 2 | = 𝑙𝑛𝑥
2
𝑙𝑛𝑥 2 3𝑥 2 2𝑥 𝑙𝑛𝑥
𝑥 𝑥2
𝑤1 −𝑥𝑙𝑛𝑥 2 −2𝑥𝑙𝑛𝑥 𝑙𝑛𝑥
𝑢1′ = = = = −2 .
𝑤 𝑥4 𝑥4 𝑥3

Integrating
𝑙𝑛𝑥 𝑙𝑛𝑥 1 1
𝑢1 = −2 ∫ 𝑑𝑥 = −2 [ + ∫ . 𝑑𝑥]
𝑥3 −2𝑥 2 2𝑥 2 𝑥
𝑙𝑛𝑥 1 𝑙𝑛𝑥 1
= −∫ 𝑑𝑥 = +
𝑥2 𝑥3 𝑥2 2𝑥 2
 𝑤2 𝑙𝑛𝑥 2 2𝑙𝑛𝑥
𝑢2′ = = 4 = 4
𝑤 𝑥 𝑥
Integrating
1 1 1 2𝑙𝑛𝑥 2 1 2𝑙𝑛𝑥 2
𝑢2 = 2 [− 𝑙𝑛𝑥 + ∫ . 𝑑𝑥] = − + (− ) = − −
3𝑥 3 3𝑥 3 𝑥 3𝑥 3 3 3𝑥 3 3𝑥 3 9𝑥 3
𝑙𝑛𝑥 1 2𝑙𝑛𝑥 2
So 𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 = (
𝑥2
+
2𝑥 2
) 𝑥 2 + (− 3𝑥 3
−
9𝑥 3
) 𝑥3

1 2 2
= 𝑙𝑛𝑥 + − 𝑙𝑛𝑥 −
2 3 9

Therefore the general solution is

1 2 2
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑥 2 + 𝑐2 𝑥 3 + 𝑙𝑛𝑥 + − 𝑙𝑛𝑥 − .
2 3 9

𝑝 = 𝑒 𝑙𝑛𝑝 .

Discussion

Consider the equation 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 .

Say, it has solution 𝑦 = 𝑐1 𝑒 𝑚1𝑥 + 𝑐2 𝑒 𝑚2𝑥 (i)

Again for the equation 𝑎 𝑥 2 𝑦 ′′ + 𝑏𝑥𝑦 ′ + 𝑐𝑦 = 0 , the solution is

𝑦 = 𝑐1 𝑥 𝑚1 + 𝑐2 𝑥 𝑚2
𝑚1 𝑚2
= 𝑐1 𝑒 𝑙𝑛𝑥 + 𝑐2 𝑒 𝑙𝑛𝑥 = 𝑐1 𝑒 𝑚1𝑙𝑛𝑥 + 𝑐2 𝑒 𝑚2𝑙𝑛𝑥 = 𝑐1 𝑒 𝑚1𝑡 + 𝑐2 𝑒 𝑚2𝑡 (ii)

where 𝑡 = 𝑙𝑛𝑥 ⇒ 𝑥 = 𝑒 𝑡 .

𝑑𝑡 1
Now put 𝑡 = 𝑙𝑛𝑥 ∴ =
𝑑𝑥 𝑥

𝑑𝑦 𝑑𝑦 𝑑𝑡 𝑑𝑦 1
∴ = . = .
𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑥
𝑑2 𝑦 𝑑 𝑑𝑦 𝑑 𝑑𝑦 1 1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= ( ) = 𝑑𝑥 ( 𝑑𝑡 . 𝑥) = 𝑥 𝑑𝑥 ( 𝑑𝑡 ) + 𝑑𝑡 𝑑𝑥 (𝑥)
𝑑𝑥 2 𝑑𝑥 𝑑𝑥

1 𝑑 𝑑𝑦 𝑑𝑡 𝑑𝑦 1 1 𝑑 2 𝑦 1 1 𝑑𝑦
= ( ) + (− 2 ) = . −
𝑥 𝑑𝑡 𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑥 𝑥 𝑑𝑡 2 𝑥 𝑥 2 𝑑𝑡

Using these into 𝑎 𝑥 2 𝑦 ′′ + 𝑏𝑥𝑦 ′ + 𝑐𝑦 = 0 gives

2
1 𝑑 2 𝑦 1 1 𝑑𝑦 𝑑𝑦 1
𝑎𝑥 [ . − ] + 𝑏𝑥 . + 𝑐𝑦 = 0
𝑥 𝑑𝑡 2 𝑥 𝑥 2 𝑑𝑡 𝑑𝑡 𝑥
𝑑2𝑦 𝑑𝑦
⇒𝑎 + (𝑏 − 𝑎) + 𝑐𝑦 = 0 which is a constant coefficient equation.
𝑑𝑡 2 𝑑𝑡

It has solution 𝑦 = 𝑐1 𝑒 𝑚1𝑡 + 𝑐2 𝑒 𝑚2𝑡 = 𝑐1 𝑒 𝑚1𝑙𝑛𝑥 + 𝑐2 𝑒 𝑚2𝑙𝑛𝑥 = 𝑐1 𝑥 𝑚1 + 𝑐2 𝑥 𝑚2

Example 4 Solve 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 𝑙𝑛𝑥 (i)

by changing to constant coefficients form.

Solution
𝑑𝑡 1
Now put 𝑡 = 𝑙𝑛𝑥 ∴ =
𝑑𝑥 𝑥

𝑑𝑦 𝑑𝑦 𝑑𝑡 𝑑𝑦 1
∴ = . = .
𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑥
𝑑2𝑦 𝑑 𝑑𝑦 𝑑 𝑑𝑦 1 1 𝑑 𝑑𝑦 𝑑𝑦 𝑑 1
= ( ) = ( . ) = ( ) + ( )
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑡 𝑥 𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑡 𝑑𝑥 𝑥
1 𝑑 𝑑𝑦 𝑑𝑡 𝑑𝑦 1 1 𝑑 2 𝑦 1 1 𝑑𝑦
= ( ) + (− 2 ) = . −
𝑥 𝑑𝑡 𝑑𝑡 𝑑𝑥 𝑑𝑡 𝑥 𝑥 𝑑𝑡 2 𝑥 𝑥 2 𝑑𝑡
Then (i) becomes
𝑑2𝑦 𝑑𝑦
−2 +𝑦 =𝑡 (ii)
𝑑𝑡 2 𝑑𝑡
It’s homogeneous part has auxiliary equation 𝑚2 − 2𝑚 + 1 = 0

⇒ 𝑚 =1,1.

∴ 𝑦𝑐 = 𝑐1 𝑒 𝑡 + 𝑐2 𝑡𝑒 𝑡 = 𝑐1 𝑥 + 𝑐2 𝑥 𝑙𝑛𝑥

Now let

𝑦𝑝 = 𝐴 + 𝐵𝑡
𝑑𝑦𝑝 𝑑 2 𝑦𝑝
∴ =𝐵 , = 0.
𝑑𝑡 𝑑𝑡 2

𝑑2𝑦 𝑑𝑦
So −2 +𝑦 =𝑡
𝑑𝑡 2 𝑑𝑡

⇒ 0 − 2𝐵 + 𝐴 + 𝐵𝑡 = 𝑡 ⇒ 𝐵 = 1, 𝐴 − 2𝐵 = 0

𝐴=2

𝑦𝑝 = 2 + 𝑡 = 2 + 𝑙𝑛𝑥

Therefore the general solution is

𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑥 + 𝑐2 𝑥 𝑙𝑛𝑥 + 2 + 𝑙𝑛𝑥

Exercise 4.7

Transfer to constant coefficient equation and then solve:

4.8 Solving Systems of Linear Equations by Elimination
𝑑𝑦 𝑑 𝑑2𝑦
We have = 𝑦 = 𝐷𝑦 , = 𝐷2 𝑦 , …
𝑑𝑥 𝑑𝑥 𝑑𝑥 2

Example 1
𝑑𝑥 𝑑𝑦
Solve + + 2𝑦 = 0 ⇒ 𝐷𝑥 + (𝐷 + 2)𝑦 = 0 (i)
𝑑𝑡 𝑑𝑡

𝑑𝑥
− 3𝑥 − 2𝑦 = 0 ⇒ (𝐷 − 3)𝑥 − 2𝑦 = 0 (ii)
𝑑𝑡

𝑑
[ Here 𝐷 ≡ ]
𝑑𝑡

Solution Operating on (i) by 𝐷 − 3 and on (ii) by 𝐷 and then subtracting

eliminates 𝑥 from the system :

(𝐷 − 3)(𝐷 + 2)𝑦 + 2𝐷𝑦 = 0 ⇒ (𝐷2 − 𝐷 − 6 + 2𝐷)𝑦 = 0

⇒ (𝐷2 + 𝐷 − 6)𝑦 = 0 (iii)

The auxiliary equation of (i) is

𝑚2 + 𝑚 − 6 = 0 ⇒ 𝑚 = 2, −3

𝑦(𝑡) = 𝑐1 𝑒 2𝑡 + 𝑐2 𝑒 −3𝑡 (iv)

Again operating on (i) by 2 and on (ii) by 𝐷 + 2 and the adding eliminates 𝑦 :

2𝐷𝑥 + (𝐷 + 2)(𝐷 − 3)𝑥 = 0 ⇒ 2𝐷𝑥 + (𝐷2 − 𝐷 − 6)𝑥 = 0

⇒ 𝐷2 𝑥 + 𝐷𝑥 − 6𝑥 = 0 (v)
Equation (v) has auxiliary equation 𝑚2 + 𝑚 − 6 = 0 ⇒ 𝑚 = 2, −3

𝑥(𝑡) = 𝑐3 𝑒 2𝑡 + 𝑐4 𝑒 −3𝑡 (vi)

Now we know that a solution of the given system of equations can not contain
four independent constants.

Substituting (iv) and (vi) into (i) gives

𝐷𝑥 + (𝐷 + 2)𝑦 = 0

⇒ 2𝑐3 𝑒 2𝑡 − 3𝑐4 𝑒 −3𝑡 + 2𝑐1 𝑒 2𝑡 − 3𝑐2 𝑒 −3𝑡 + 2( 𝑐1 𝑒 2𝑡 + 𝑐2 𝑒 −3𝑡 ) = 0

⇒ (2𝑐3 + 2𝑐1 + 2𝑐1 )𝑒 2𝑡 +(−3𝑐4 − 3𝑐2 + 2𝑐2 )𝑒 −3𝑡 = 0

⇒ (2𝑐3 + 4𝑐1 )𝑒 2𝑡 + (−3𝑐4 − 𝑐2 )𝑒 −3𝑡 = 0

⇒ 2𝑐3 + 4𝑐1 = 0 ⇒ 𝑐3 = −2𝑐1

1
−3𝑐4 − 𝑐2 = 0 ⇒ 𝑐4 = − 𝑐2
2
1
Therefore 𝑥(𝑡) = 𝑐3 𝑒 2𝑡 + 𝑐4 𝑒 −3𝑡 = −2𝑐1 𝑒 2𝑡 − 𝑐2 , 𝑦(𝑡) = 𝑐1 𝑒 2𝑡 + 𝑐2 𝑒 −3𝑡
2

Example 2 (𝐷2 − 1)𝑥 − 𝑦 = 0 (i)

(𝐷 − 1)𝑥 + 𝐷𝑦 = 0 (ii)

Solution Operating on (ii) by 𝐷 + 1 and then subtracting from (ii) eliminates 𝑥:

−𝑦 − (𝐷 + 1)𝐷𝑦 = 0 ⇒ 𝐷2 𝑦 + 𝐷𝑦 + 𝑦 = 0 . (iii)

The auxiliary equation of (iii) is

−1 ∓ √1 − 4 −1 ∓ 𝑖√3
𝑚2 + 𝑚 + 1 = 0 ⇒ 𝑚 = =
2 2
1
√3 √3
∴ 𝑦(𝑡) = 𝑒 −2𝑡 [𝑎 cos ( 𝑡) + 𝑏 𝑠𝑖𝑛 ( 𝑡)] (iv)
2 2

Again operating on (i) by 𝐷 and then adding with (ii) eliminates 𝑦 :

(𝐷3 − 𝐷)𝑥 + (𝐷 − 1)𝑥 = 0 ⇒ 𝐷3 𝑥 − 𝑥 = 0 (v)

Auxiliary equation of (v) is

𝑚3 − 1 = 0 ⇒ (𝑚 − 1)(𝑚2 + 𝑚 + 1) = 0
−1∓𝑖 √3
⇒ 𝑚 = 1, .
2

1 √3 √3
𝑥(𝑡) = 𝑝𝑒 𝑡 + 𝑒 −2𝑡 [𝑘 𝑐𝑜𝑠 ( 𝑡) + 𝑞 𝑠𝑖𝑛 ( 𝑡)]
2 2