INDUS UNIVERSITY

ISHLS-DEPT.OF MATHEMATICS
Differential Equations & Linear Algebra(DELA)
B.Tech.-Semester-2-All Branch
UNIT-2

SOLUTION OF HIGHER LINEAR DIFFERENTIAL EQUATIONS

WITH CONSTANT COEFFICIENTS

 Def n :
dny d n 1 y d n2 y
A diff. equation  a  a  ..........................................  a n y  X
dx n 1 dx n  2
1 2
dx n
Where a1 , a2 ,............., an are constants
While X is a function of x.
is called Linear differential equation of nth order first degree.

Above equation can be written by

D n y  a1 D n 1 y  a 2 D n  2 y  ..........................................  a n y  X
d
Where D = and a1 , a2 ,............., an are constants
dx
While X is a function of x.

 General Solution of Differential Equation:

General solution = Complementary function + Particular integral

G.S. = C.F. + P.I.

 Complementary function (C.F.)of Differential Equation

The solution which contains a number of arbitrary constants equal to the

order of the differential equation is called the complementary function (C.F.) of a
Differential equation.

 Auxiliary Equation:

An equation
D n y  a1 D n 1 y  a 2 D n  2 y  ..........................................  a n y  0
i.e. ( D n  a1 D n 1  a 2 D n  2  ..........................................  a n ) y  0
is called Auxiliary Equation of differential equation
D n y  a1 D n 1 y  a 2 D n  2 y  ..........................................  a n1 y  X

 Method to find C.F. :

Solve equation
Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University
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 D n  a1 D n 1  a 2 D n  2  ..........................................  a n  0 for values of D.
Say factorization is D  m1 D  m2 D  m3 .............D  mn   0 .
Then we can classify roots and we can find C.F. of L.D.E. by following way

Sr.
Classification of roots C.F.
No.
If roots D = m1, m2 ,m3 ,………,mn y  c1 e m1 x  c 2 e m2 x  c 3 e m3 x  ........  c n e mn x
1
of Auxiliary equation are real and distinct
Two roots are equal (real roots)
2 y  (c1  c 2 x)e m1x  c3 e m3 x  ........  c n e mn x
i.e. If roots are m1= m2 , m3 ……,mn
If three roots are equal. (real roots)
3 y  (c1  c 2 x  c3 x 2 )e m1x  ........  c n e mn x
i.e. If roots are m1= m2 = m3, m4,……,mn
If two roots are complex numbers
4 (i.e.complex conjugate) y  e a1 x (c1 cos bx  c2 sin bx)  c3e m3 x  ........  cne mn x
i.e. If roots are a  ib, m3, m4,……,mn
If complex conjugate are equals y  ea1 x (c1 x  c2 ) cos bx (c3 x  c4 ) sin bx)
5 i.e. If roots are a  ib,a  ib, m3,
 c3em3 x  ........  cnemn x
m4,……,mn

 Method to find P.I. :

Assuming
f (D) = D n  a1 D n 1  a 2 D n  2  ..........................................  a n
in D n y  a1 D n 1 y  a 2 D n  2 y  ..........................................  a n y  X
Differential equation will be
f (D) y =X
1
i.e. y = X
f ( D)
Above value of y will be P.I. for given L.D.E.

1
 To Evaluate X Following Results Can be Used :
f ( D)

1
 X   X dx
D
 If f ( D)  D  m1    D  m2   D  m3  .............  D  mn 
1
Then X=
f ( D)
1
X
 D  m1   D  m2   D  m3  ............. D  mn 
1
 X  e mx  X e  mx dx ……………………………..…….(1)
Dm

Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University

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 General method to find P.I.:

If f ( D)   D  m1   D  m2   D  m3  .............  D  mn 
1
Then X=
f ( D)
1
X
 D  m1   D  m2   D  m3  ............. D  mn 

 1  1
  X
  D  m1  D  m2  D  m3 .............  D  m1

 1  m1x
 e  X e 1 dx
m x

  D  m1   D  m2   D  m3  ............. 

Continue above process for all factors of f (D) . And get P.I. for y.

 Partial fraction method:

We can use partial fraction method for factors of f (D) .

1
X
 D  m1   D  m2   D  m3 .............  D  mn

 A1 A2 An 
=    ................................ 
D  mn 
X
 D  m1  D  m2 

1 1
Use X  e mx  X e  mx dx to get P.I. for y = X.
Dm f ( D)

 Short cut methods to find P.I.:

Let given L.D.E. is f(D)y x .

We can use following short cut methods to find P.I.

1 1 ax
(1) e ax  e if f (a)  0 .
f ( D) f (a)

If f (a)  0 then (D- a) is one factor of f (D)

Say f (D) = (D-a) r  (D)

Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University
Page: - 3 -
 1 x r e ax
Then e ax  Where r is power of (D-a)
f ( D) r!  (a)

1 1
(2) sin ax  sin ax if f (a 2 )  0 and
2
f (D ) f (a 2 )

1 1
cos ax  cos ax if f (a 2 )  0
2
f (D ) f (a 2 )

If f (a 2 )  0 then (D2 + a2) is one factor of f ( D 2 )

Say f ( D 2 ) = (D2 + a2) r  ( D 2 )

Then
1 (1) r x r   
sin ax  sin  ax  r 
2
f (D ) (2a) r!  (a )
r 2
 2 

Where r is power of (D2 + a2) r

And
1 (1) r x r   
cos ax  cos ax  r 
2
f (D ) (2a) r!  (a )
r 2
 2 

Where r is power of (D2 + a2) r

1 1
(3) xm  xm
f ( D) 1   ( D)

1 1
Use 1  t  t 2 t 3................... Or 1  t  t 2 t 3...................
1t 1t

1 1
On and use X   X dx to get P.I.
1   ( D) D

1 1 1
(4) e ax v  e ax v Then use method for v
f ( D) f ( D  a) f ( D  a)

1 1
(5) x m sin ax  imaginary Part of x m e iax
f ( D) f ( D)
1 1
x m cos ax = Real Part of x m eiax
f ( D) f ( D)

Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University

Page: - 4 -
 Method of variation of parameters to find P.I.:

If y  c1 y1  c2 y 2 is complementry fuction of the given second order linear

d2y dy
differential equation, 2
 a1   a 2 y  X then we can use following formula
dx dx
to find P.I.,

y1 X y X y1 y 2
P.I. =  y 2  dx   y1  2 dx where W ( wronskian)  / /
W W y1 y 2
Note: above method is usefull to find P.I. of only second order linear differential
equation.

 Method of Undetermined coefficients

If R(x) is a function with finite family of derivatives then we can apply this method
for finding the particular integral for f (D) y =R(x).
Def:-Function with finite family of derivatives:-A function f(x) is said to be the
function with finite family of derivatives if all it’s derivatives can be
expressed using finite number of functions and the set of such finite number
of functions which we are using to express the derivatives of given functions
is known as finite family of derivatives of f(x).
f ( x)  sin x , g ( x )  e etc... are examples of function with finite family of
kx

derivatives

Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University

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 Example 1: If d( x) = 5 x 2, then its family is { x 2, x, 1}. Note that any numerical
coefficients (such as the 5 in this case) are ignored when determining a
function's family.
Example 2: Since the function d( x) = x sin 2 x is the product of x and sin 2 x, the
family of d( x) would consist of all products of the family members of the
functions x and sin 2 x. That is,

Linear combinations of n functions . A linear combination of two

functions y 1 and y 2 was defined to be any expression of the form

where c 1 and c 2 are constants. In general, a linear combination

of n functions y 1 ,y 2,…, y n is any expression of the form

where c 1,…, c n are constants.

Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University

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 The central idea of the method of undetermined coefficients is this: Form the most
general linear combination of the functions in the family of the non-
homogeneous term R( x), substitute this expression into the given non-
homogeneous differential equation, and solve for the coefficients of the
linear combination.

Lecture notes by Prof.Rootvesh Mehta,ISHLS,Indus University

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