Contents

Chapter 1:
1.1 Introduction to Ordinary Differential Equations (ODEs)
1.2 Basic Concepts and Definitions
1.3 Classification of ODEs
1.4 Homogeneous and Exact Forms of Second Order ODEs
Chapter 2:
2.1 Solution Techniques for Second Order ODEs
2.2 Solution Methods for Homogeneous ODEs
2.3 Exact Solutions and Integrating Factors
2.4 Finding Solutions When a Part of the Complementary Function (C.F.) is Known
Chapter 3:
3.1 Change of Variables in ODEs
3.2 Change of Dependent and Independent Variables
3.3 Applications and Examples
Chapter 4:
4.1 Variation of Parameters
4.2 Derivation and Application of Variation of Parameters Method
4.3 Solving Second Order ODEs using Variation of Parameters
Chapter 5:
5.1 Solution In Series
5.2 Power Series Solutions of ODEs
5.3 Radius of Convergence and Interval of Convergence
5.4 Method of Differentiation and Cauchy-Euler Equations
Chapter 6:
6.1 Partial Differential Equations (PDEs) of First Order
6.2 Lagrange’s Method and Standard Forms
6.3 Charpit’s Method
6.4 Applications to Wave Equation and Laplace’s Equation
Chapter 7:
7.1 Method of Separation of Variables
7.2 Introduction and Overview
7.3 Application to One-Dimensional Wave Equation and Diffusion Equation
Chapter 8:
8.1 PDEs of Second Order with Variable Coefficients
8.2 Introduction to Monge’s Method
8.3 Solving PDEs with Variable Coefficients
Chapter 9:
9.1 Total Differential Equations
9.2 Definition and Forms
9.3 Solutions and Conditions
9.4 Geometrical Interpretation and Examples
Chapter 10:
10.1 Total Differential Equations of Second Degree
10.2 Properties and Solutions
10.3 Applications and Examples
Chapter 11:
11.1 Series Solutions for Nonlinear Differential Equations
11.2 Introduction to Nonlinear ODEs
11.3 Methods for Finding Series Solutions
11.4 Cauchy-Euler Equations and Special Cases
Chapter 12:
12.1 Solution near a Regular Singular Point
12.2 Method of Frobenius
12.3 Finding Particular Integrals
12.4 Analysis of Behavior near Singular Points
Chapter 13:
13.1 Advanced Applications of Differential Equations

Examples from Physics, Engineering, and Other Fields

Nonlinear Dynamics and Chaos Theory
Chapter 14: Conclusion and Future Directions

Summary of Key Concepts

Emerging Trends in Differential Equations Research
Applications to Modern Science and Technology

Chapter-1

Differential Equations

1.1 INTRODUCTION
We have studied methods of solving ordinary differential equations of first order and first degree, in
chapter-7 (Ist semester). In this chapter, we study differential equations of second and higher orders.
Differential equations of second order arise very often in physical problems, especially in connection
with mechanical vibrations and electric circuits.

1.2 LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER ORDER WITH CON

A differential equation of the form

 dny
 d n–1y d n – 2 y + ... + a y = X ...(1)
dxn a1 n–1
 a2 n
n–2
dx dx
where X is a function of x and a1, a2 ..., an are constants is called a linear differential equation of
nth order with constant coefficients. Since the highest order of the derivative appearing in (1) is n,
it is called a differential equation of nth order and it is called linear.
Using the familiar notation of differential operators:
d
D = , D2 = 2
d d3 n dn
dx , D  3 ..., D  dxn
2
dx dx
Then (1) can be written in the form
{Dn + a1 Dn – 1 + a2 Dn – 2 + ... an} y = X
i.e., f (D) y = X ...(2)
n n –1 n –2
where f (D) = D + a1 D + a2 D + ... an.
Here f (D) is a polynomial of degree n in D
If x = 0, the equation
f (D) y = 0
is called a homogeneous equation.
If x  0 then the Eqn. (2) is called a non-homogeneous equation.
DIFFERENTIAL EQUATIONS

1.3 SOLUTION OF A HOMOGENEOUS SECOND ORDER LINEAR DIFFERENTIAL EQUAT

We consider the homogeneous equation

d2y dy
 p  qy = 0 ...(1)
2
dx
dx
where p and q are constants
(D2 + pD + q) y = 0 ...(2)
The Auxiliary equations (A.E. ) put D = m
m2 + pm + q = 0 ...(3)
Eqn. (3) is called auxiliary equation (A.E.) or characteristic equation of the D.E. eqn. (3) being
quadratic in m, will have two roots in general. There are three cases.
Case (i): Roots are real and distinct
The roots are real and distinct, say m1 and m2 i.e., m1  m2
Hence, the general solution of eqn. (1) is
y = C1 em1x + C2 em2x
where C1 and C2 are arbitrary constant.
Case (ii): Roots are equal
The roots are equal i.e., m1 = m2 = m.
Hence, the general solution of eqn. (1) is
y = (C1 + C2 x) emx
where C1 and C2 are arbitrary constant.
Case (iii): Roots are complex
The Roots are complex, say   i
Hence, the general solution is
y = ex (C1 cos  x + C2 sin  x)
where C1 and C2 are arbitrary constants.
Note. Complementary Function (C.F.) which itself is the general solution of the D.E.

WORKED OUT EXAMPLES

1. Solve d 2 dy
–5  6y  0.
y dx
dx2
Solution. Given equation is (D2 – 5D + 6) y = 0
A.E. is m2 – 5m + 6 = 0
i.e., (m– 2) (m– 3) = 0
i.e., m = 2, 3
 m1 = 2, m2 = 3
 The roots are real and distinct.
DIFFERENTIAL EQUATIONS

 The general solution of the equation is

y = C1 e2x + C2 e3x.
d3 d2 dy
2. Solve y –4  4y  0.
y dx
– 2
dx3 dx
Solution. Given equation is (D3 – D2 – 4D + 4) y = 0
A.E. is m3 – m2 – 4m + 4 = 0
m2 (m – 1) – 4 (m – 1) = 0
(m – 1) (m2 – 4) = 0
m = 1, m =  2
m1 = 1, m2 = 2, m3 = – 2
 The general solution of the given equation is
y = C1 ex + C2 e2x + C3 e–2x.
d 2 – dy – 6y
3. Solve y  0.
dx
dx2
Solution. The D.E. can be written as
(D2 – D – 6) y = 0
A.E. is m2 – m – 6 = 0
 (m – 3) (m + 2) = 0
 m = 3, – 2
 The general solution is
y = C1 e3x + C2 e–2x.
2
d y dy
4. Solve 8  16y  0.
dx

dx2
Solution. The D.E. can be written as
(D2 + 8D + 16) y = 0
A.E. is m2 + 8m + 16 = 0
 (m + 4)2 = 0
(m + 4) (m + 4) = 0
m = – 4, – 4
 The general solution is
y = (C1 + C2 x) e– 4x.
d2
5. Solve
y
 w2  0.
y
dx2
Solution. Equation can be written as
(D2 + w2) y = 0
A.E. is m 2 + w2 = 0
DIFFERENTIAL EQUATIONS

m2 = – w2 = w2i2 (i2 = – 1)
m =  wi
This is the form   i where  = 0,  = w.
 The general solution is
y = e0t (C1 cos wt + C2 sin wt)
 y = C1 cos wt + C2 sin wt.
2
d y dy
6. Solve 4  13y  0.
dx

dx2
Solution. The equation can be written as
(D2 + 4D + 13) y = 0
A.E. is m2 + 4m + 13 = 0
–4
m= 16 – 52
2
= – 2  3i (of the form   i)
 The general solution is
2 y = e–2x (C1 cos 3x + C2 sin 3x).
d y dy
7. Solve  given y(0) = 0, y(0) = 1.
–0
dx2 dx
Solution. Equation is (D2 – D) y = 0
A.E. is m2 – m = 0
m (m – 1) = 0
 m = 0, 1
 The general solution is
y = C1 e0x + C2 ex
i.e., y = C1 + C2 ex
when x = 0, y = 0 (Given)
y (0) = 0
 0 = C1 + C2 ...(1)
x
y(x) = C2e
Given, when x = 0, y = 1
y (0) = 1
 1 = C2 e0
 C2 = 1 ...(2)
From (1) and (2)  C1 = –1.
 The general solution is y = ex – 1.
DIFFERENTIAL EQUATIONS

8. Solve (4D4 – 4D3 – 23D2 + 12D + 36) y = 0.

Solution. A.E. is 4m4 – 4m3 – 23m2 + 12m + 36 = 0
If m = 2, 64 – 32 – 92 + 24 + 36 = 0
 m = 2 is a root of inspection.
By synthetic division,
4– 4– 23 12 36

2 8 8– 30– 36

i.e., 4m3 + 4m2 – 15m – 18 = 4 0 4– 15– 18 0

If m = 2
32 + 16 – 30 – 18 = 0
Again m = 2 is a root.
By synthetic division
44 –1 5 –1 8
8 24 18
2 412 9
4m2 + 12m + 9 = 0 0
(2m + 3)2 = 0
–3 –3
m = 2 , 2
–3 –3
 The roots of the A.E. are 2, 2, , .
2 2
Thus, y = (C1 + C2 x) e + (C3 + C4 x) e–3x/2.
2x

9. Solve (D5 – D4 – D + 1) y = 0.
Solution. A.E. is m5 – m4 – m + 1 = 0
i.e., m4(m – 1) – 1 (m – 1) = 0
(m – 1) (m4 – 1) = 0
(m – 1) (m2 – 1) (m2 + 1) = 0
(m – 1) (m – 1) (m + 1) (m2 + 1) = 0
 The roots of the A.E. are 1, 1, –1,  i.
Thus y = (C1 + C2 x) ex + C3 e–x + (C4 cos x + C5 sin x).
10. Solve y + 4y + 4y = 0 given that y = 0, y = –1 at x = 1.
Solution. We have (D2 + 4D + 4) y = 0
A.E. is m2 + 4m + 4 = 0
DIFFERENTIAL EQUATIONS

 (m + 2)2 = 0
 m = – 2, – 2
Hence, y = (C1 + C2 x) e– 2x ...(1)
– 2x – 2x
y = (C1 + C2 x) (– 2 e ) + C2 e ...(2)
Consider y = 0 at x = 1
Hence, Eqn. (1) becomes
0 = (C1 + C2) e –2

i.e., 0 = (C1 + C2)

Jj e 1 j
 C1 + C2 = 0 J
Also y = 1 at x = 1
Hence, Eqn. (2) becomes
– 1 = (C1 + C2) (– 2 e– 2) + C2 e –2
But C1 + C2 = 
i.e., – 1 = C2 e–2
or C2 = – e + 2
 C1 = – C2 = e2
Substituting these values in Eqn. (1), we get
y = e2 (1 – x) e– 2x = (1 – x) e2 (1 – x).

EXERCISE 1.1

Solve the following differential equations:

d 2 ydy 3x –x
1. – 2 3y  0. Ans. y  C1 e C2 e
dx2dx
r 1x
y 1x
2. 6y – y – y = 0.
jLAns. y  C e  C e j
1 2 2 3

3. (2D2 – D – 6) y = 0.
jL
r Ans. y  C e C e yj
21 x 2 3 x2

Ans. y  (C1  C2 x) e–2x

4. (D2 + 4D + 4) y = 0.

5. 9y – 6y + y = 0. jLAns.r y  (C1  C2 x) e 3 yj 1x

Ans. y  C1 cos 3x  C2 sin 3x

6. y + 9y = 0.
(
Ans. y  ex C1 cos x  C2 sin x )
7. (D2 – 2D + 2) y = 0.
DIFFERENTIAL EQUATIONS

rj j 3 3 y
LAns. y  e j C jj
1 x2
8. (D2 + D + 1) y = 0. cosx  C
1 222 sinx

9. y + 4y + 5y = 0. Ans. y  e2x C1 cos x  C2 sin x( )

(
10. (D3 – 8) y = 0.Ans. y  C1 e2x  e– x C2 cos 3 x  C2 sin 3 x )
11. (D3 + 6D2 + 11D + 6) y = 0.Ans. y  C1 e– x  C2 e–2x  C3 e–3x

12. (D3 – 4D2 + 5D – 2) y = 0.Ans. y  (C1  C2 x) ex  C3 e2x

13. (D3 + 6D2 + 12D + 8) y = 0.Ans. y  ( C  C x  C x ) e 1 2 3 2 –2 x

14. (D4 – 2D3 + 5D2 – 8D + 4) y = 0.Ans. y  (C1  C2 x ) ex  C3 cos 2x  C4 sin 2x

15. (D4 – 4D3 + 8D2 – 8D + 4) y = 0. Ans. y  e x (C1  C2 x ) cos x  ( C3  C4 x ) sin x

16. (D4 – D3 – 9D2 – 11D – 4) y = 0.Ans. y  ( C  C x  C x ) e  C e 1 2 3 2 –x 4 4x

1.4 INVERSE DIFFERENTIAL OPERATOR AND PARTICULAR INTEGRAL

Consider a differential equation
f (D) y = x ...(1)
1
Define
such that
( f ( D)( 1 ) x
f D
= x ...(2)

jçt f ( D)jy
Here f (D) is called the inverse differential operator. Hence from Eqn. (1), we obtain
1
x
y =
f D ( ) ...(3)
Since this satisfies the Eqn. (1) hence the particular integral of Eqn. (1) is given by Eqn. (3)
1
x
Thus, particular Integral (P.I.) =
f
()
D 1 is linear.
The inverse differential operator

i.e.,
1
(
ax  bx = a
f D
) 1 ( 1
x b x
f D ( ) 1 2
( )
f D
1
( )
f D
2

where a, b are constants and x1 and x2 are some functions of x.

DIFFERENTIAL EQUATIONS

1.5 SPECIAL FORMS OF X

eax
Type 1: P.I. of the form
()
f D
We have the equation f (D) y = eax
Let f (D) = D2 + a1 D + a2
We have D (eax) = a eax, D2 (eax) = a2 eax and so on.
 f (D) eax = (D2 + a1 D + a2) eax
= a2 eax + a1 . aeax + a2 eax
= (a2 + a1 . a + a2) eax = f (a) eax
Thus f (b) eax = f (a) eax
1
Operating with
f ( D) on both sides

We get, eax = f a () 1
( ) .e
ax
. f D
ax
1 eax

or P.I. =
f D ()
e
()
f D
In particular if f (D) = D – a, then using the general formula.

1 eax 1 ax
. e
We get,
D– e
ax =
( D–a  D

) ( ) D–  a ()
a a

i.e.,
eax

( )
f D  a
1

()
ax
J 1 .d x
1

()
 a
.xe
ax

…(1)

= e

 f(a) = 0 +  (a)
or f(a) =  (a)
Thus, Eqn. (1) becomes

eax = x. e
ax

( )
f D f D ( )
where f (a) = 0
and f (a)  0
This result can be extended further also if

eax
2 eax
f(a) = 0,
( )
f D
x
=
.
f  a() and so on.

sin ax cos ax
Type 2: P.I. of the form ,
DIFFERENTIAL EQUATIONS
( )
f D ( )
f D
We have D (sin ax) = a cos ax
DIFFERENTIAL EQUATIONS

D2 (sin ax) = – a2 sin ax

D3 (sin ax) = – a3 cos ax
D4 (sin ax) = a4 sin ax
= (– a2)2 sin ax and so on.
Therefore, if f (D2) is a rational integral function of D2 then f (D2) sin ax = f (– a2) sin ax.

Hence
1
{ f ( D2 ) sin =
ax f D
1
( ) sin
f – a2

ax } f

( 1
i.e., sin ax = f (– a2)
f D2 ( sin ax

)
1 sin ax
sin ax =
i.e.,
) f D2 ( f –a2( )
Provided f (– a2)  0 ...(1)
Similarly, we can prove that
1 cos ax
cos ax =
f D2 ( (
f –a2 )
)
if f (– a2)  0
1
cos ax
In general,
cos ax =
f –a2(
f D2( ) )
if f (– a )  0
2
...(2)
1
( sin ax ( =
1
(
sin ax  b )
f D 2
(
f –a2
) b ) )
1
(
cos ax  b )
1
cos ax  ( =
and
f D ( ) b)
2 (
f –a2
)
These formula can be easily remembered as follows.

D  2
1
sin ax =
x
2 J sin ax dx 
–x
cos ax
1
cos ax =
x
J cos ax ax
x
sin ax.

D 2  a2 Eqn. as the particular solution of
Type 3: P.I. of the form
()
 x

f (D)
 DIFFERENTIAL EQUATIONS
2 2a where  (x) is a polynomial in x, we seeking the polynomial

f (D)y =  (x)
where  (x) = a0 xn + a1 xn – 1 + ... an – 1 x + an
Hence P.I. is found by divisor. By writing  (x) in descending powers of x and f (D) in
ascending powers of D. The division get completed without any remainder. The quotient so obtained
in the process of division will be particular integral.
DIFFERENTIAL EQUATIONS

ax
Type 4: P.I. of the form e V where V is a function of x.
f D ()
1
We shall prove that eax V 1
eax V.

f D
( f Da(
Consider D (eax V ) = eax DV + Va eax
= eax (D + a) V
and D2 (eax V ) = eax D2 V + a eax DV + a2 eax V + a eax DV
= eax (D2 V + 2a DV + a2 V )
= eax (D + a)2 V
Similarly, D3 (eax V ) = eax (D + a)3 V and so on.
 f (D) eax V = eax f (D + a) V …(1)
1
Let f (D + a) V = U, so that V = U f
Da
Hence (1) reduces to
(
1
f (D) eax
f Da( U = eax U
1
Operating both sides by
we get,
1
f D
(
eax 1
f Da U = ( )e
ax
U
(
1
f D

ax 1
eax U = e f Da
i.e.,
( )f D ( U

Replacing U by V, we get the required result.

Type 5: P.I. of the form

xV xn V
f , where V is a function of x.
( D) f D (
By Leibniz’s theorem, we have
Dn (x V ) = x Dn V + n·1 Dn – 1·V
= x Dn V + d
D
n
V
ç( y)
dD t j
 f (D) x V = x f (D) V + f  (D) V ...(1)
Eqn. (1) reduces to

xV r f ( D ) y V
( ) jL ( ) f ( D )
f D x f D ...(2)
–
=
j
This is formula for finding the particular integral of the functions of the xV. By repeated
application of this formula, we can find P.I. as x2 V, x3 V ...... .
DIFFERENTIAL EQUATIONS

WORKED OUT EXAMPLES

Type 1

d 2 – 5 dy  6y
1. Solve  e5x.
y dx
dx2
Solution. We have
(D2 – 5D + 6) y = e5x
A.E. is m2 – 5m + 6 = 0
i.e., (m – 2) (m – 3) = 0
 m = 2, 3
Hence the complementary function is
 C.F. = C1 e2x + C2 e3x
Particular Integral (P.I.) is
1
P.I. =
D – 5D  6 e5x
2 (D  5)
1
5x e5x
= e  ·
52 – 5  5  6 6
 The general solution is given by
y = C.F. + P.I.

5x
= C1 e2x + C2 e3x + e
·
6
d2y dy
2. Solve 3  2y  3x
 10e dx .
dx2
Solution. We have
(D2 – 3D + 2) y = 10 e3x
2
A.E. is m – 3m + 2 = 0
i.e., (m – 2) (m – 1) = 0
m= 2, 1
C.F. = C1 e2x + C2 ex
1
P.I. = 10e3x (D  3)
D2 – 3D  2
1
= 10e3x
3 –332
2

10 e3x
P.I. =
2
 The general solution is
y = C.F. + P.I.
10 e3x
= C1 e2x + C2 ex + .
2
DIFFERENTIAL EQUATIONS
2
d y dy
3. Solve –4  
2x


4y e .
dx2 dx
Solution. Given equation is
(D2 – 4D + 4)y = e2x
A.E. is m2 – 4m + 4 = 0
i.e., (m – 2) (m – 2) = 0
m = 2, 2
C.F. = (C1 + C2) e2x
1
P.I. = 2x (D = 2)
D2 – 4 D  4 e
1
=
()
22 – 4 2  4 e
2 x
(Dr = 0)
Differentiate the denominator and multiply ‘x’
1
= x. 2x (D  2)
2D – 4 e
= x. 1 (Dr = 0)
ex 2
()
2 2 –4
Again differentiate denominator and multiply ‘x’
2 1 2x
= x 2e

x2 e2 x
P.I. =
2
x2 e2 x
y = C.F. + P.I. = (C1 + C2 x) e2x + ·
4
d x 2
4. Solve  4x  cosh t .
dt 4
Solution. We have
(D4 + 4) x = cosh t
A.E. is m4 + 4 = 0
i.e., (m2 + 2)2 – 4m2 = 0
or [(m2 + 2) – 2m] [m2 + 2 + 2m] = 0
m2 – 2m + 2 = 0; m2 + 2m + 2 = 0

2 4–8 –2 4–8

 m = ;m=
2 2
2  2i
– 2  2i
m = ;m=
2 2
DIFFERENTIAL EQUATIONS

m = 1  i, m = – 1  i
C.F. = e (C1 cos t + C2 sin t) + e–t (C3 cos t + C4 sin t)
t

cosh t
P.I. = D4  4

et  e–t
where cos h t =
2
r y
1 e t  e –t
= j
2 L D 4 4

1r e y 1r e t
y –t

= j
2 L D 4
j4
 j
2 L D 4
j 4

D1
r
1 e t e–t

y  1D 1 – 1  1 t –t

=
2 5
jL 5
j 5 .2 e( e ) 5 cosh t
y = C.F. + P.I.

= et (C1 1
cos t + C2 sin t) + e–t (C3 cos t + C4 sin t) + cos ht.
3
5
d y
5. Solve –y
( e  1) .
2
x


dx3
Solution. Given equation can be written as
(D3 – 1) y = e2x + 2ex + 1
A.E. is m3 – 1 = 0
i.e., (m – 1) (m2 + m + 1) = 0
Hence, m=1
–1  3 i
D =
2 1
 x J
C.F. = C1 ex  e 2 j C2 cos32 x  C3 sin
3
2 x jJ
1
P.I. = 2x x
D – 1 (e + 2e + 1)
3

1 1
= D3 – 1 e 2x  2 ex  1 0
D3 – 1 D3 – 1 e

= P.I.1 + P.I.2 + P.I.3

e2 x
P.I.1 = D 2
D3 – 1
 DIFFERENTIAL EQUATIONS

e2 x e2 x
= 
23 – 1 7
P.I.2 1 2 ex
= D3 – 1 (D  1)
1 x
= 2e (Dr = 0)
3
1 –1
Differentiate the Dr and multiply x
2 xex
= (D  1)
3 D2
2 ex
P.I.2 = x 
3

P.I.3 1 0
= e (D  1)
3
D –1
=–1
2 2x e x
P.I. = ex  3
–1

 The general solution is 7

y = C.F. + P.I.
r
jy
1

jC2 cos3
 x 2x
= C1 ex  e 2 x  C3 3 x  e  2 x ex – 1
sin
jL 2 2 j 7
6. Solve (D3 + 2D2 – D – 2) y = 2 cos h x. 3
Solution. Given equation is
(D3 + 2D2 – D – 2) y = 2 cosh x
A.E. is m3 + 2m2 – m – 2 = 0
m2 (m + 2) – 1 (m + 2) = 0
(m + 2) (m2 – 1) = 0
(m + 2) (m + 1) (m – 1) = 0
m = – 2, – 1, 1
C.F. = C1 e–2x + C2 e–x + C3 ex
1 ex  e x
J
P.I. =
D3  2 D2 – D – 2
2 cos h x j where cos h x 2 jJ
2 J e ex –x

=
D3  2D2 – D – 2
j 2
jJ
ex e– x
= 
D3  2D2 – D – 2 D3  2D2 – D – 2
= P.I.1 + P.I.2
DIFFERENTIAL EQUATIONS

P.I.1 = ex (D  1)
D3 2D2 – D – 2
1
=
13  2 1 () 2
– 1 – ex (Dr = 0)
2
x ex (D  1)
=
3D 4D–12

x ex
=
6
P.I.2 1
= e– x (D  – 1)
D  2D 2 – D – 2
3

1
= e– x (Dr = 0)
(– 1) 3
( ) – (– 1) – 2
2 –1
2

x –x
= 3D2  4D – 1e (D  – 1)
– x e– x
=
2
x e x x e x
P.I. = –
6 2
 y = C.F. + P.I.
x
= C1 e–2x + C2 e–x + C3 ex + x ex – x e 
6 2

Type 2
1. Solve (D2 + 9) y = cos 4x.
Solution. Given equation is (D2 + 9) y = cos 4x
A.E. is m2 + 9 = 0
i.e., m =  3i
C.F. = C1 cos 3x + C2 sin 3x
1
P.I. = cos 4x (D2  – 42 = – 16)
2
D 9
1 1
= cos 4x  – cos 4x
– 16  9 7
 The general solution is
y = C.F. + P.I.
1
–
= C1 cos 3x + C2 sin 3x cos 4x.
7
 DIFFERENTIAL EQUATIONS

2. Solve (D2 + D + 1) y = sin 2x.

Solution. The A.E. is
m2 + m + 1 = 0
–1
 1– –1 3i
i.e., m= 4  2
Hence the C.F. is 2

C.F. = e r
x
3
x  C2 sin 3
y
2 C1 cos 2 2 x
jL j
1
P.I. = sin 2x (D2  – 22)
D2  D  1
1 sin 2x
=
– 22  D  1
1
= D – 3 sin 2x
Multiplying and dividing by (D + 3)

=
(
D  3 sin 2x )
D2 – 9
( D  3) sin 2 x  1
= 2
–2 –9 13 (
– 2 cos 2x  3 sin 2x


 y = C.F. + P.I. = e 2
x
ry jC1 cos3 x  C2 sin 3 j
x – (2 cos 2x + 3 sin 2x).
Lj j
1
2 2 3

3. Solve (D2 + 5D + 6) y = cos x + e–2x.

Solution. The A.E. is
m2 + 5m + 6 = 0
i.e., (m + 2) (m + 3) = 0
m = – 2, – 3
C.F. = C1 e–2x + C2 e–3x
1
P.I. =  [cos x + e–2x]
D2  5D  6
cos x
= e–2 x
D  5D  6 
2

D2  5D  6

P.I.1
= P.I.1 + P.I.2
cos x (D2 = – 12)
= D2  5D  6

cos x cos x
= – 12  5D  6  5D  5
DIFFERENTIAL EQUATIONS

1 cos x D – 1 ( )
=
5 ( D  1) (D – 1)
1 ( D – 1) cos x
=
5 D2 – 1
1 – sin x – cos x
=
5 – 12 – 1

– 1 sin x  cos x
= 5 2
1
=
(
10 sin x  cos x )
e–2 x
P.I.2 = (D  – 2)
D2  5D  6

= e–2 x (Dr = 0)
( – 2) 2
5–2

6
Differential and multiply ‘x’

= x e–2x (D  – 2)
2D5
–2x
xx e–2 x e–2x
  xe
=
( )
2 –2 5 1
1
P.I. = – 2x
10 (sin x + cos x) + x e
 The general solution is
y = C.F. + P.I.
1
–3x
y = C1 e–2x + C e + 10 (sin x + cos x) + x e–2x.
2
4. Solve (D2 + 3D + 2) y = cos2 x.
Solution. The A.E. is
m2 + 3m + 2 = 0
i.e., (m + 1) (m + 2) = 0
 m = – 1, – 2
C.F. = C1 e–x + C2 e–2x
1
P.I. = 2
D  3D  2 . cos x
2

1  cos 2 x
where cos2 x =
2
DIFFERENTIAL EQUATIONS

1 r1  cos 2x y
= j
D2  3D  2 L 2
j
1r 1 10x y
= j
2 L D  3D  2  D  3D  2 cos 2x j
2 2
e

= P.I.  P.I.
1 1 2
2

P.I.1 = e0 x (D  0)
D2  3D  2

0x
= e  1
2 2

P.I.2
cos 2
x (D2  – 22)
=
D2  3D  2

cos 2 x
= – 22  3D  2

cos 2x 3D 
2= 
3D – 2 3D  2

=
(3D  2) cos 2 x
9D2 – 4 (D2  – 22)

()
– 3 sin 2 x  2  2 cos
2x
=
9 –2 ( ) 2
–4

– 6 sin 2x  2 cos 2x
= – 40
6 sin 2x – 2 cos 2 x
= 3 sin 2x – cos 2x
40  20
1 r 1  3 sin 2 x – cos 2 x y
P.I. = j
2 L2 20
j
1 3 sin 2x – cos 2x
= 4 40
y = C.F. + P.I.

= C1
1 1
e–x + C2 e–2x +  (3 sin 2x – cos 2x).
4 40
DIFFERENTIAL EQUATIONS

5. Solve (D3 + D2 – D – 1) y = cos 2x.

Solution. The A.E. is
m3 + m2 – m – 1 = 0
i.e., m2 (m + 1) – 1 (m + 1) = 0
(m + 1) (m2 – 1) = 0
m = – 1, m2 = 1
m = – 1, m =  1
 m = – 1, – 1, 1
C.F. = C1 ex + (C2 + C3 x) e–x
1
P.I. = 
cos 2x
D D –D–1
2

(D2  – 22)
1
=
( D  1) ( D 2
– cos 2x

1 ) cos 2x
= 1
( D  1) ( – 2 2
–1 )
–1 1
=
5 D  1 cos 2x
– 1 cos 2x D – 1
= 5 D1  D–1
–1 (D – 1) cos
(D2  – 22)
2x
=
5 D2 – 1
r
– 1 – 2 sin 2x – cos 2x y
j
=
5 L
j – 22 – 1
–1
= (2 sin 2x + cos 2x)
25
 The general solution is
y = C.F. + P.I.
–x
1
= C1 ex + (C2 + C3 x) e – (2 sin 2x + cos 2x).
25
6. Solve (D3 + 1) y = sin 3x – cos2 (1/2) x.
Solution. The A.E. is
m3 + 1 = 0
i.e., (m + 1) (m2 – m + 1) = 0
m + 1 = 0, m2 – m + 1 = 0
m= –1
DIFFERENTIAL EQUATIONS

1 1–4
m =
2
1 3i
m =
2 r 3 3
y
C2 cos x  C3 sin x
j
–x x/2
C.F. = C1 e + e
L 2 j
jJ sin 3x – cos 1 x j
2
P.I. = 1 2

D3  1 2 J
=
1 Jj sin 3x – 1  cos x
j
D3  1 2 J
1 1 1
= 1 . e0x – 1
D  1 sin 3x –
3 cos x
2 D 13
2 D 1 3

= P.I.1 – P.I.2 – P.I.3

P.I.1 1
= sin 3x
D3  1
1 sin 3x (D2  – 32)
=
D D1
2

1
= – 9 D  1 sin 3x

1 19D
= 1 – 9 D sin 3x 
19D

=
(1  9D) sin 3x (D2  – 32)
1 – 81 D2
sin 3x  27 cos 3x
=
1 – 81 – 32 ( )
1
P.I.1 = (sin 3x + 27 cos 3x)
730
1 e0x
P.I.2 = (D  0)
2 D3  1
1
=
2
1
1
P.I.3 = . cos x
2 D 1 3

1
= 1 cos x (D2  – 12)
2 D D1
2
DIFFERENTIAL EQUATIONS

1 1
=
2 – D  cos x
1
1 1 1D
= cos x 
2 1–D 1 D
r
1 cos x – sin x y
= j 1–
j (D2  – 12)
2 L D2
1 cos x – sin x
=
2 2
1
P.I.3 = (cos x – sin x)
4
1 1 1
P.I. = (sin 3x + 27 cos 3x)  – (cos x – sin x).
730 2 4
7. Solve: (D2 + 4) y = sin2 x.
Solution. The A.E. is
m2 + 4 = 0
i.e., m2 = – 4
m =  2i
C.F. = C1 cos 2x + C2 sin 2x
1
sin2 x
P.I. = 2
D 4
1 – cos 2x
2
where sin x =
2
1 r
1 – cos 2x y
= j
D2  4 L 2 j
1 1
=
2 D2  4 (1 – cos 2x)
re
1 0x
cos 2 x y
= j
2 L D 2
4
–
D2  4
j
1
= 2 P.I.1 – P.I.2

P.I.1 = e0 x (D  0)
D2  4

= 1
4

P.I.2
1 (D2  – 22)
= D2  4 cos 2x
1
=
– 2  4 cos 2x
2
(Dr = 0)
DIFFERENTIAL EQUATIONS

Differentiate the Dr and multiplying by ‘x’

1 D
=
2D x cos 2x 
D
– x sin 2 x  2
=
2 D2 (D2  – 22)
– 2x sin 2x
=
( )
2 – 22
2x sin 2x
x sin 2x
=
8  4
1 r 1– x sin 2 x y
P.I. = j
2 L4 4
j
1 x sin 2x
= 8– 8
 The general solution is
y = C.F. + P.I.
1 x
–
y = C1 cos 2x + C2 sin 2x + sin 2x.
8 8
8. Solve y + 9y = cos 2x · cos x.
Solution. We have
(D2 + 9) y = cos 2x cos x
A.E. is m2 + 9 = 0
m2 = – 3 2
m =  3i
C.F. = C1 cos 3x + C2 sin 3x
cos 2x  cos x
P.I. = D2  9
where cos 2x · cos x = 1/2 (cos x + cos 3x)
r
1 cos x  cos 3x y
j
= j
2 L
D2  9

1 cos x 1
= cos 3x
2 D  9 2
2
D2  9

= P.I.1 + P.I.2
1 cos x
P.I.1 = (D2  –12)
2 D2  9
DIFFERENTIAL EQUATIONS

1 cos x 1
= 2 8  cos x
16
1 cos 3x
P.I.2 = (D2  – 32)
2 D2  9
1 cos 3x
= 2 – 32  9 (Dr = 0)

Differentiate the Dr and multiplying by ‘x’

1 x cos 3x D
= 2 2D  D
(
1 x – sin 3x  )
(D2  – 32)
3
=
2 2D2
– 3x sin
=
(
3x 4 –32

=
)
– 3x sin 3x
– 36
P.I.2 =
x sin 3x
12
1 1
P.I. = cos x x sin 3x
 12

16
 The general solution is
y = C.F. + P.I.
1 1
= C1 cos 3x + C2 sin 3x + cos x + x sin 3x.
16 12

EXERCISE 1.2
Solve the following equations:

1. (D2 + 1) y = sin 2x.

rLj Ans. y  C cos x  C sin x1– 3 siny2x j
1 2

1 1
Ans. y  C 1e2 xC e–sin–2 x
2 2x cos 3x
2. (D2 – 4) y = sin 2x + cos 3x. 8 13
x
Ans. y  C1 cos 3x  C2 sin 3x –cos 3x
3. (D2 + 9) y = sin 3x. 6
x
Ans. y  C1 cos 4x  C2 sin 4x sin 4x
4. (D2 + 16) y = cos 4x. 8

5. (D2 + 1) y = sin x sin 2x.

1
(
Ans. y  C1 cos x  C2 sin x 4x sin x  cos 3x )
16
DIFFERENTIAL EQUATIONS

6. (D2 – 2D – 8) y = 4 cos 2x. rLj Ans. y  C e C e–3cos 12x( sin 2x

10
4x
1 2
–2x
)y
1
7. (D2 + 5D + 6) y = sin x + e–2x.
L
Ans. y  C 1e–3x –2x
C e xe–cos
2 x  –2x
sin x
10 ( )
8. (D2 + 3D + 2) y = 4 cos2 x.
rLj Ans. y  C e C e –x
1 2
–2 x 1
(
 1 3sin 2x  cos 2x
10 )y
9. (D2 – 4) y = cos x cos 2x. rAns. y  C e 2x C e– –2 x 11j 1
2 13 cos3x cos x jj
L 1 2
5

1
10. (D2 – 4D + 4) y = sin 2x + cos 2x.
L ( 2x
Ans. y  C 12 C x ecos2x
8
 sin 2x ) ( )
11. (D2 + 8D + 25) y = 48 cos x – 16 sin x.Ans. y  e–4x (C1 cos3x  C2 sin 3x)  2 cos x
12. (D3 + D2 + D + 1) y = sin 3x.
rAns.
LyCe 1
–x
C cos
2
1
x  C 3sin x 3cos3x  sin 3x ( )
80

1
13. (D4 – 2D2 + 1) y = cos x.
L ( –x
Ans. y  C12 C x ex  C34  C x ecos x
4 )( )
r
14. (D3 + 8) y = sin 2x. Ans. y  C 1e
–2xx
(
eC cos 2 3x  C sin ) 161 (cos 2x  sin 2x)
L 3 3x

r
15. (D4 – 16) y = sin x cos x.Ans. y  C e1 C2 xe C2 cos2x
–2 x
 3C sin 2x x cos2x
1 y
L 64
4

16. (D – 1)3 y = cos2 x. rAns. y  (C  C x  C x e) –– 11 (2 sin 2x  11cos2x )

2 x

L 123
2250

Ans. y  (C  C x )
100 (7 cos2 x  sin 2x
)
1 x –2 x
17. (D3 – 3D + 2) y = sin 2x. e  C e
L 12 3

18. (D2 + 1)(D2 + 4) y = cos 2x + sin x.

rAns. y  C cos x  C 1 1
sin x  C3 cos 2x  C4 sin 2x –x sin 2x –x cos x
L 1 2
12 6

d3y
19. 3 + y = 65 cos (2x + 1) + e–x.
dx
rj
– xx çj( 3
x 3 )j y( ) ( ) 1 yj
jLAns. y  C e e jtC cosx2  C sinx
1 2 2 3
2 j
 cos 2x  1 – 8 sin 2x  1 xe
3
DIFFERENTIAL EQUATIONS

Type 3
1. Solve y + 3y + 2y = 12x2.
Solution. We have (D2 + 3D + 2) y = 12x2
A.E. is m2 + 3m + 2 = 0
i.e., (m + 1) (m + 2) = 0
 m = –1, – 2
C.F. = C1e–x + C2e–2x
12x2
P.I. =
D2  3D  2
We need to divide for obtaining the P.I.
6x2 – 18x + 21
2 + 3D + D2 12x2
Note:
12x2 + 36x + 12
3D(6x2) = 36x
– 36x – 12 D2(6x2) = 12
– 36x – 54
42
42
0
Hence, P.I. = 6x2 – 18x + 21
 The general solution is
y = C.F. + P.I.
y = C1e–x + C2e–2x + 6x2 – 18x + 21.
2
d y dy
2. Solve 2  y  2x  x2 .
dx2 dx
Solution. We have (D2 + 2D + 1) y = 2x + x2
A.E. is m2 + 2m + 1 = 0
i.e., (m + 1)2 = 0
i.e., (m + 1) (m + 1) = 0
 m = – 1, – 1
C.F. = (C1 + C2 x) e– x

2 x  x2 x2  2x
P.I. = 
D  2D  1
2
1  2D  D2
DIFFERENTIAL EQUATIONS

x2 – 2x + 2
x2 + 2x
1 + 2D + D2 x2 + 4x + 2
– 2x – 2
– 2x – 4
2
2
0

 P.I. = x2 – 2x + 2
 y = C.F. + P.I.
= (C1 + C2 x) e–x + (x2 – 2x + 2).

3. d 2  5 dy  6y  2
Solve x .
y dx
dx2
Solution. We have
(D2 + 5D + 6) y = x2
A.E. is m2 + 5m + 6 = 0
(m + 2) (m + 3) = 0
i.e., m = – 2, – 3
C.F. = C1e–2x + C2e–3x
x x2
P.I. = 2

D2  5D  6 6  5D  D2
P.I. is found by division method

x2
5x 19
6 – 18  108
6 + 5D + D2
x2
Jx 2
5x

x2  5x  1 5D j 6 jJ  3
33
2 Jx 2
1
– 5x – 1
33
D j 6 jJ  3

5x – 25 J – 5x – 25
318
19
5D j 18 jJ  18
18
19
18
0
DIFFERENTIAL EQUATIONS

x2 5x 19
 P.I. = – 
6 18 108
1
=
108 (18x2 – 30x + 19)
 y = C.F. + P.I.
1
= C1 e– 2x + C e– 3x + 108 (18x2 – 30x + 19).
2
4.
Solve (D3 + 2D2 + D) y = x3.
Solution. A.E. is
m3 + 2m2 + m = 0
i.e., m (m2 + 2m + 1) = 0
i.e., m (m + 1)2 = 0
 m = 0, –1, –1
C.F. = C1 + (C2 + C3 x) e –x

P.I. = x3 x3
D  2D  D  D  2 D2  D3
3 2

x4/4 – 2x3 + 9x2 – 24x x3 = x

J
3 4
Note: x dx 
2 3
D + 2D + D D 4
x3 J x4
2
x3 + 6x2 + 6x 2D
j4 = 6x2
– 6x2 – 6x jJ
– 6x2 – 24x – 12
3 J x4
18x + 12 D j = 6x
18x + 36 jJ 4

– 24
– 6x
2
J –6 2 3

– 24 x dx = – 2x
=
D
0
2
18x
= 18x dx 
D

J
 P.I. = – 24

x 4
D = J( )
– 24 dx
– 24x

– 2x3 + 9x2 – 24x

4 

 y = C.F. + P.I. x=4

4
DIFFERENTIAL EQUATIONS
C1 + (C2 + C3 x) e–x +

– 2x3 + 9x2 – 24x.

DIFFERENTIAL EQUATIONS

EXERCISE 1.3

Solve the following equations:

1. (D2 – 9) y = 2x – 1. rLj Ans. y  C 3x

1 e C2 e )y
– 3x
–
1
(
9 2x – 1

2. (D2 + 4) y = x2 – x. rjAns. y  C cos 2x  C 1 2

1
sin 2x 2x ( – 2x – 1)j
y 2
8

3. (D2 – 4D + 4) y = x2. rLj Ans. y  (C1  C2 x)2x1e ( 4x  3)j y 2x 2

8

4. (D2 + D – 6) y = x. rLj Ans. y  C e C e –6x1 (1 )y

2x –3x
1 2 36

5. (D2 + 2D + 1) y = x2 + 2x. (C1  C2 x) e– x  x2 – 2x  2

Ans. y 

(D2 – 2D + 3) y = x2. rLj Ans. y  e(C cos 2 x  C sin 2x) 9x27 ( 12x  2)j y
x 1 2
6. 1 2

7. (D2 – 5D + 6) y = x2 + x – 2. rLj Ans. y  C e C e9x 1 24x

( – 1)j y 2x
1 2
3x 2
54

rjAns. y  C e eC cosj 3 3 y
j jj j
–x x2
8. (D3 + 1) y = x3. 2 xC sinx 2  x3 – 6
L
1 2 3

9. (D3 – D2) y = x2 – 3x + 1.
rLjAns. y  C  C 1 2
x x3
x  C3 e 12–x – 2 ( )y
10. (D3 + 8) y = x4 + 2x + 1.

L
–2x
Ans. y  C1 e eC cos
x
( 3x  C
2 sin 33x )  1 ( x 84 – x  1)
Type 4

d2y dy
1. Solve 2 – 3y  ex cos x.
 dx
dx2
Solution. We have
(D2 + 2D – 3) y = ex cos x
A.E. is m2 + 2m – 3 = 0
i.e., (m+ 3) (m– 1) = 0
i.e., m = – 3, 1
C.F. = C1 e– 3x + C2 ex
1
P.I. = e x cos x
D  2D – 3
2

Taking ex outside the operator and changing D to D + 1

 DIFFERENTIAL EQUATIONS

1
= ex
( D  1) 2
(
 2 D  1 – cos x)
3
x
1 (D2  – 12)
= e cos x
D  4D
2

1
= ex – 1  4D
r
cos x
cos x
x
4D  1 y
= e jL 4 D – 1  4D  1j
r – 4 sin x  cos x y
j 16 D – 1 j
x
= e (D2  – 12)
rL – 4 sin x  cos x y
2

= e jL – 17 j
ex
= (4 sin x – cos x)
17
 y = C.F. + P.I.

y = C e–3x + C ex + ex
(4 sin x – cos x).
1 17
3 x 2
2. Solve (D + 1) y = 5e x .
Solution. A.E. is
m3 + 1 = 0
i.e., (m + 1) (m2 – m + 1) = 0
(m + 1) = 0, m2 – m + 1 = 0
m= –1
1  3i
m= 2
x
J 3
C.F. = C1 e– x  e 2 j C2 2
x  C3 sin
3
2
x jJ
cos

1
P.I. = x 2
D  1 5e x
3

Taking ex outside the operator and changing D to D + 1

1
= ex
( D  1) 3
  5x
2

1
x 5x2
= e
D3  3D2  3D  2
DIFFERENTIAL EQUATIONS

5ex r 2x 2 y
=
2
jL 2  3D  3D  Dj 2

(For a convenient division we have multiplied and divided by 2)

3
x2 – 3x +
2
2 + 3D + 3D2 + D3 2x2
2x2 + 6x + 6
– 6x – 6
– 6x – 9
3
3
0

J 2
 3x 
3
 5e
x
 P.I. = x 2 J 2
5ex
= (2x2 – 6x + 3)
4
jy
y = C.F. + P.I.
x

çj 3 3 5ex

= C1 e– x  e 2 (j C2 x  C3 sin x )j + (2x2 – 6x + 3).

cos t 2
2
4
2 2x
3. Solve (D – 4D + 3) y = e sin 3x.
Solution. A.E. is
m2 – 4m + 3 = 0
i.e., (m – 1) (m – 3) = 0
m= 1, 3
C.F. = C1 ex + C2 e3x
1
P.I. = e2x sin 3x
D – 4D  3
2

Taking e2x outside the operator and changing D to D + 2

= e
2x 1
 sin 3x
( D  2) 2
(
–4 D2  )
r y3
= e
2x
j 1 3x j sin (D2  – 32)

1
LD – 1 2

= – e2x sin 3x
10
y = C.F. + P.I.

= C1
 DIFFERENTIAL EQUATIONS
ex + C2
e3x – e2x sin
1 3x.
10
DIFFERENTIAL EQUATIONS

d2y
4. Solve  2ex sin2 x.
2 4y
Solution. dx
We have
(D2 + 4) y = 2ex sin2 x
A.E. is m2 + 4 = 0
i.e., m2 = – 4
m =  2i
C.F. = C1 cos 2x + C2 sin 2x
1
P.I. = 2ex sin2 x
D2  4
1 – cos 2x
where sin2 x =
2
1
= ex (1 – cos 2x)
D 4
2

1
= (ex – ex cos 2x)
D 4 2

ex ex cos 2x
= 2 –
D 4 D2  4
= P.I.1 – P.I.2
1 x
P.I.1 = e (D  1)
D 4
2

ex
=
5
ex cos 2 x
P.I.2 =
D2  4
Taking ex outside the operator and changing D to D + 1
1
= ex cos 2x

r( )
2
D 1  4
= e
x
j 1
jy
cos 2x

r L D 12 D  1  4
2

= ex j jy cos (D2  – 22)

2x

L D 1 2D  5
2

= ex – 22  2D  5 cos 2x

= ex .
1 cos 2x  2 D – 1
2D  2D–1
1
 r – 4 sin 2x – cos 2x y
DIFFERENTIAL EQUATIONS
x

= e j 4D – 1 j 2 (D2  – 22)

x rL – 4 sin 2x – cos 2x y
= e jL – 17
j
ex
= (4 sin 2x + cos 2x)
17
 y = C.F. + P.I.

x
y = C1 cos 2x + C2 sin 2x + e
(4 sin 2x + cos 2x).
17
5. Solve (D2 – 4D + 3) y = 2x e3x.
Solution. A.E. is
m2 – 4m + 3 = 0
i.e., (m – 1) (m – 3) = 0
i.e., m = 1, 3
C.F. = C1 ex + C2 e3x
1
P.I. = 2 x e3x
D2 – 4 D 
3
Taking e outside the operator and changing D  D + 3
3x

3x 2x
= e .
( 2
D3 –4 D3 3 ) ( )
3x r 2x y
= e j j
LD 2
 2D
By division method
x2/2 – x/2
2D + D2 2x
2x + 1
–1
–1
0 2x x
Note: =
J x dx  2

2D 2
–1
=
J –1

dx  
x

P.I. = e
3x
jJ x 2
–
x
j 2D 2 2

y = C.F. + 2P.I.

J x
= C1 ex + C2 e3x + e x

x2
–
2
jJ ·
3 2
DIFFERENTIAL EQUATIONS

Type 5

d2y
 4y  x sin x.
1. Solve 2
dx
Solution. We have
(D2 + 4) y = x sin x
A.E. is m2 + 4 = 0
m2 = – 4
m =  2i
C.F. = C1 cos 2x + C2 sin 2x
1
P.I. = 2 x sin x
D 4
xV r ( )y
f D V
Let us use
( )
f D x
jL f 2D ( D) j f ( D)
= –
y sin x
x sin x
r
j D (D2  – 12)
D2  4
= j 4 x D 4
2 2

–
L
= x sin x 2 D (sin (D2  – 12)
x)
2

– 2
D 4
( D  4)
2

x sin x 2 cos x
= –
3 32
x sin x 2 cos x
= 3 – 9
1
P.I. = (3x sin x – 2 cos x)
9
y = C.F. + P.I.

1
= C1 cos 2x + C2 sin 2x +
(3x sin x – 2 cos x).
9
2. Solve (D2 + 2D + 1) y = x cos x.
Solution. A.E. is
m2 + 2m + 1 = 0
i.e., (m + 1)2 = 0
m = – 1, – 1
C.F. = (C1 + C2 x) e–x
x cos x
P.I. = .
D2  2D  1
DIFFERENTIAL EQUATIONS

Let us we have
xV r f ( D ) y V
f ( D) x f ( D) j . f
–j
= L ( D) cos x
r 2D  2 y
= j x– D 2D1
2
j.
 2D  1
L
D2

=
x cos x
–
(2D  2) cos x
D  2D  1
( D  2D  1)
2 2
2

= P.I.1 – P.I.2
x cos x
P.I.1 = (D2  – 12)
D  2D  1
2

x cos x  D
= 2D  D
– x sin x
= (D2  – 12)
2 D2
x
sin x
P.I.1 = 2

P.I.2 =
(2 D  2) cos x (D2  – 12)
( D  2D  1)
2
2

– 2 sin x  2 cos
= x

(2D) 2

– 2 sin x  2 cos
x
= (D2 = – 12)
4D2
2 sin x  2 cos x
=
4
1
= (sin x – cos x)
2
1 1
P.I. = x sin x –
(sin x – cos x)
2 2
1
= (x sin x – sin x + cos x)
2
y = C.F. + P.I.
1
– x
y = (C1 + C2 x) e + (x sin x – sin x + cos x).
2
DIFFERENTIAL EQUATIONS

d2
3. Solve – y = x ex sin x.
y
dx2
Solution. We have the equation (D2 – 1) y = x ex sin x
A.E. is m2 – 1 = 0
m2 = 1
m = + 1, – 1
C.F. = C1ex + C2e–x
1
P.I. = 2 x ex sin x
D –1
Taking ex outside the operator and changing D  D + 1
1
= ex x sin x

r ( D  1) – 1 2

= e j x sin x y
x

L D  2D j
2

xV r f ( D ) y V
f ( D) x f ( D ) f ( D)
Let us use
–j
= L j
r 2D  2 y sin x
x

= e j x – D  2D
j .  2D
2
(D2  – 12)

L D
= e (çj x sin x – 2 ( D  1) sin xy)j
2

j 2 D – 1 D2 ( D  2) j
x 2

tç j yj
j x ( 2 D  1)
x 2 ( D  1)
sin x
– )j sin x
= e ( 4D 2 – 1 –1
4D
j
jt 4)
ç 2 x cos x  x sin x( 2 ( D  1) (4 D – 3) y
2
D
x

= e (
sin x )

tç – 1 – 5
(4D2  D – 3) jsin x y)
2
16 D – 9
= ex ( x (2 cos x  sin x ) –
2

t ç5– 1 J j
(– 4 sin x  cos x – 3 sin x)y)
25
= ex ( x j 2 cos x  sin x –
2

–1
t5 25 j
x
P.I. = e {(5x – 14) sin x + 2 (5x + 1) cos x}
25
 The general solution is
y = C.F. + P.I.
1 ex
= C ex + C e–x – {(5x – 14) sin x + 2 (5x + 1) cos x}.
1 2 25
DIFFERENTIAL EQUATIONS
2
d y dy
4. Solve –4  = 3x2 e2x sin 2x.
4y
dx2 dx
Solution. We have
(D2 – 4D + 4) y = 3x2 e2x sin 2x
A.E. is m2 – 4m + 4 = 0
i.e., (m – 2)2 = 0
m = 2, 2
C.F. = (C1 + C2 x) e2x
1
P.I. =
( D – 2) 2
. 3x2 e2x sin 2x
Taking e2x outside the operator and changing D to D + 2
2x
1
= 3e
x2 sin 2x
D2
1
We shall find 2 x2 sin 2x Integrating twice
D
1
(x2 sin 2x) =
D

Applying Integration by parts

x 2 sin 2x dxJ
= x
2
jJ – cos 2x
J
j J – sin 2x j
–2x j
J
2
Jj cos 2x j
2 4 8 J
– x2 cos 2x x sin 2x cos 2x
=  
2 2 4

Hence,
1
(x 2
sin 2x ) =
–1
2
Jr x2 cos 2x dx 
1
2
J x sin 2x dx 
1

y
4
J cos 2x dx

j x sin 2 x – 2 x jJ –4 cosJ2 x j  28Jj –Jsin 2 x j j

D –1 2
=
2 L 2
1 r J – cos 2 x

jx j j – 1 – sin 2 x j jy  1 . sin 2 x
2L 2 J 4 J 4 2
–1
= (2x2 sin 2x + 4x cos 2x – 3 sin 2x)
8
– 3 2x 2 sin 2x + 4x cos 2x – 3 sin 2x)
 P.I. = e
8
(2x
 The general solution is
y = C.F. + P.I.

= (C1 2x
3
+ C2 x) e – e2x (2x2 sin 2x + 4x cos 2x – 3 sin 2x).
8
DIFFERENTIAL EQUATIONS
2
d y dy
5. Solve –2  = x ex sin x.
y
dx2 dx
Solution. We have
(D2 – 2D + 1) y = xex sin x
A.E. is m2 – 2m + 1 = 0
i.e., (m – 1)2 = 0
m = 1, 1
C.F. = (C1 + C2 x) ex
1
P.I. = x
D – 2 D  x e sin x
2

1
1
= x ex sin x
( D – 1) 2 (D  D + 1)

x 1
= e D2 x sin x

Now
1

2
( x sin x) =
1
J
 x sin x dx

D D
1
Since is the Integration
D
1
(
= D x – cos x – 1 – sin x ) ( )
On integration by parts
1
= (– x cos x + sin x)
D

J
= – x cos x dx  sin x dx J
(
= – x sin x – 1 – cos x ( )) – cos x
= – x sin x – 2 cos x
= – (x sin x + 2 cos x)
Hence P.I. = – ex (x sin x + 2 cos x).
 The complete solution is
y = C.F. + P.I.
= (C1 + C2x) ex – ex (x sin x + 2 cos x).
DIFFERENTIAL EQUATIONS

EXERCISE 1.4
Solve the following equations:

1. (D2 + 9) y = x cos x. rjAns. y  C cos 3x  C sin 3x 41x cos

1 2
32 (
x  sin x )y
2. (D2 – 2D + 1) y = x sin x.
rLj Ans. y  (C1  C2 x)sin1ex( cos x – 1 )y
–x
2

3. (D2 – 1) y = x sin 3x.

rLj Ans. y  C e  C e – 150 (5x sin 3x  3 cos 3x)y
x
1
–x
2
4. (D2 – 3D + 2) y = x cos 2x.

L
x
Ans. y  C1 e  C 2 e2x – 1 x (3 sin 2x  cos 2x) – 1
20 200
(7 sin 2x  24 cos 2x)
j rLAns. y  C cos ax  C sin ax  4a (ax sin ax  x cos ax)y
d2y  2 1 2
5. 2
dx2 a y = x cos ax. 1 2

d2y
6.2 – y = x2 cos x. rLj Ans. y  C e  C e–x 1 –(1) cos x – 2x sin x j y
x
1
–x
2
2

dx 2
7. (D2 – 4D + 4) y = 4x2 e2x cos 2x.

L
Ans. y  (C  C x) e2x 2– 1 e2x (2x 2 – 3) cos 2 x – 4x sin 2x
12

d4y
8. dx4 – y = x sin x.

L
Ans. y  C 1 cos x  C 2sin x  C 3e x C 4 e – x  1
8
( x 2  2) cos 5x – 3x sin x
1.6 METHOD OF UNDETERMINED COEFFICIENTS
Here we consider a method of finding the particular integral of the equation f (D) y = (x). When
(x) is of some special forms. In this method first we assume that the particular integral is of certain
form with some coefficients. Then substituting the value of this particular integral in the given
equation and comparing the coefficients, we get the value of these “undetermined” coefficients.
Therefore, the particular integral can be obtained. This method is applicable only when the equation
is with constant coefficients.
In the following cases we give the forms of the particular integral corresponding to a special
form of (x).
Case (i): If (x) is polynomial of degree n
i.e., (x) = a0 + a1 x + ....... an xn
Then particular integral is of the form
yp = a0 + a1 x + a2 x2 + ........ + an xn
DIFFERENTIAL EQUATIONS

Example:  (x) = 3x2

yp = a + bx + cx2
Case (ii): If  (x) = emx then the particular
integral is yp = a emx
Example: 5ex is the  (x)
  (x) = 5ex
 Particular Integral yp = a ex.
Case (iii): If  (x) = sin ax or cos ax or p sin ax + q cos ax
then P.I. is of the form yp = A cos ax + B sin ax
Example 1:  (x) = 2 sin 5x
 yp = a cos 5x + b sin 5x
Example 2:  (x) = 3 cos 2x
 yp = a cos 2x + b sin 2x
mx
Case (iv): If  (x) = e sin bx
mx
or  (x) = e cos bx
mx
or  (x) = e (a sin bx + b sin bx) then
Particular Integral of the form
yp = emx (a sin bx + b cos bx)
Example:  (x) = 2e2x cos 3x
yp = e2x (a cos 3x + b sin 3x).

WORKED OUT EXAMPLES

1. Solve by the method of undetermined coefficients,

y – 3y + 2y = x2 + x + 1.
Solution. For the given equation is (D2 – 3D + 2) y = x2 + x + 1
A.E. is m2 – 3m + 2 = 0
i.e., (m – 1) (m – 2) = 0
m = 1, 2
C.F. = C1 ex + C2 e2x
Here  (x) = x2 + x + 1 and 0 is not a root of the A.E.
We assume for P.I. in the form
yp = a + bx + cx2 ...(1)
We have to find a, b and c such that
yp – 3yp + 2yp = x2 + x + 1 ...(2)
DIFFERENTIAL EQUATIONS

From Eqn. (1) yp = b + 2cx

yp = 2c
Now Eqn. (2) becomes
2c – 3 (b + 2cx) + 2 (a + bx + cx2) = x2 + x + 1
(2c – 3b + 2a) + (– 6c + 2b) x + (2c) x2 = x2 + x + 1
Equating the coefficients
2c – 3b + 2a = 1 ...(3)
– 6c + 2b = 1 ...(4)
2c = 1 ...(5)
1
Eqn. (5)  c =
2
–6
Eqn. (4)   2b = 1
2
2b = 1 + 3
b = 2
2
Eqn. (3)  – 3 × 2 + 2a = 1
2
2a = 1 – 1 + 6
a= 3
Eqn. (1) becomes
1
P.I. = yp = 3 + 2x + x2
2
 The general solution is
y = C.F. + P.I.
J 1 2
y = C1 e + C2 e +
x 2x
j 3  2x  2 jJ ·
x
2. Solve by the method of undetermined coefficients
y – 2y + 5y = e2x.
Solution. We have
(D2 – 2D + 5) y = e2x
A.E. is m2 – 2m + 5 = 0
m = 1  2i
C.F. = ex (C1 cos 2x + C2 sin 2x)
Here  (x) = e2x and 2 is not a root of the A.E.
We assume for P.I. in the form yp = ae2x ...(1)
We have to find ‘a’ such that
yp – 2yp + 5yp = e2x ...(2)
DIFFERENTIAL EQUATIONS

From Eqn. (1) yp = 2a e2x

yp = 4a
e2x
Eqn. (2)  4a e2x – 4a e2x + 5a e2x = e2x
5a e2x = e2x
Equating the coefficients
5a = 1
1
a =
5
1 2x
Eqn. (1), yp = 5 e
 y = C.F. + P.I.

y = ex (C1 1
e2 x ·
cos 2x + C2 sin 2x) +
5
3. Solve using the method of undetermined coefficients
y – 5y + 6y = sin 2x.
Solution. We have
(D2 – 5D + 6) y = sin 2x
A.E. is m2 – 5m + 6 = 0
i.e., (m – 2) (m – 3) = 0
m = 2, 3
 C.F. = C1 e2x + C2 e3x
 (x) = sin 2x and 0 is not a root of the A.E.
We assume for P.I. in the form
yp = a cos 2x + b sin 2x ...(1)
We have to find ‘a’ and ‘b’ such that
yp – 5yp + 6yp = sin 2x ...(2)
From Eqn. (1), yp = – 2a sin 2x + 2b cos 2x
yp = – 4a cos 2x – 4b sin 2x
Eqn. (2) becomes
– 4a cos 2x – 4b sin 2x – 5 (– 2a sin 2x + 2b cos 2x) + 6 (a cos 2x + b sin 2x) = sin 2x
(10a + 2b) sin 2x + (2a – 10b) cos 2x = sin 2x
Comparing the coefficients, we get
10a + 2b = 1
and 2a – 10b = 0
5
Solving we get, a =
52
1
b =
52
DIFFERENTIAL EQUATIONS

Eqn. (1) becomes

5 1
P.I. = yp = cos 2x + sin 2x
52 52
1
y = C.F. + P.I. = C1 e2x + C2 e3x + (cos 2x + sin 2x).
52
4. Solve by the method of undetermined coefficients
y + y – 2y = x + sin x.
Solution. We have
(D2 + D – 2) y = x + sin x
A.E. is m2 + m – 2 = 0
i.e., (m – 1) (m + 2) = 0, m = 1, – 2
C.F. = C1ex + C2e– 2x
 (x) = x + sin x and 0 is not root of the A.E.
We assume for P.I. in the form
yp = a + bx + c cos x + d sin x....................................................(1)
We have to find a, b, c, and d such that
yp + – 2yp = x + sin x ...(2)

p
From (1), y
yp = b – c sin x + d cos x
yp = – c cos x – d sin x
Eqn. (2), becomes
– cos x – d sin x + b – c sin x + d cos x – 2 (a + bx + c cos x + d sin x) = x + sin x
(– 2a + b) – 2bx + (– 3c – d ) sin x + (c – 3d ) cos x = x + sin x
Comparing the coefficients, we get
– 2a + b = 0, – 2b = 1, – 3c – d = 1, c – 3d = 0
Solving, we get
–1 –1 –3 –1
a = ,b= ,c= ,d=
4 2 10 10
Eqn. (1), becomes
1 1 3 1
y =   x sin x  cos x
p 4 2 10 10

 The general solution is

1 1
= 
(
2x  1 
10
(3sin x  cos x)
4

y = C.F. + P.I.
= C ex  C e–2x –
1
(2x  1) – 1 (3sin x  cos x).
1 2
4 10
DIFFERENTIAL EQUATIONS

5. Solve by the method of undetermined coefficients

y + 4y = x2 + e–x.
Solution. We have (D2 + 4) y = x2 + e–x
A.E. is m2 + 4 = 0
i.e., m2 = – 4
i.e., m = ± 2i
C.F. = C1 cos 2x + C2 sin 2x
 (x) = x2 + e–x
where 0 and – 1 is not a root of the A.E.
We assume for P.I. in the form
yp = a + bx + cx2 + de–x ...(1)
We have to find a, b, c, and d such that
yp + 4yp = x2 + e–x ...(2)
–x
From (1), yp = b + 2cx – de
yp = 2c + de–x
Eqn. (2)  2c + de–x + 4(a + bx + cx2 + de–x) = x2 + e–x
(2c + 4a) + 4bx + 4cx2 + 5de–x = x2 + e–x
Equating the coefficients
2c + 4a = 0, 4b = 0, 4c = 1, 5d = 1
Solving we get
–1 1 1
a = , b = 0, c = ,d=
8 4 5
Equation (1) becomes

P.I. = y =
p
–1

1
x2 
1
e x 
1
(
2 x2  1 ) 1e  x

8 4 5 8 5
 The general solution is
y = C.F. + P.I.
= c cos 2x  c sin 2x 
1
(2x  1)  1 e
2 x
.
1 2
8 5
6. Solve by the method of undetermined coefficients
y + y – 4y = x + cos 2x.
Solution. We have
(D2 – D – 4) y = x + cos 2x
A.E. is m2 – m – 4 = 0
1
 m= 14 1 5
2  2
1 5 1– 5
 C.F. = ,
2 2
DIFFERENTIAL EQUATIONS

J1  5 J1 – 5
j 2 jJ j 2 jJ x
C.F. = C e  C2e
1 x
We assume for P.I. in the form
yp = a + bx + c cos 2x + d sin 2x ...(1)
Since 0, ± i are not roots of the A.E.
We have to find a, b, c and d such that
yp – yp – 4yp = x + cos 2x ...(2)
From Eqn. (1)
yp = b – 2c sin 2x + 2d cos 2x
yp = – 4c cos 2x – 4d sin 2x
Now Eqn. (2) becomes,
– 4c cos 2x – 4d sin 2x – (b – 2c sin 2x + 2d cos 2x) – [4 (a + bx + c cos 2x + d sin 2x)]
= x + cos 2x
Comparing the coefficients, we have
– 4a – b = 0, – 4b = 1 and
– 8c – 2d = 1, 2c – 8d = 0
Solving these we get,
1 1 2
a = , b  ,  , d 1
16 17  34
Therefore c
4
1 1 2 1
 x cos2x  sin 2x
P.I. = 4 17 34
16
1
= 1  4x  1 4 cos 2x  sin 2x
16 ( 34 (
Hence the complete solution is
y = C.F. + P.I.
J1  5 J1  5
j jxJ j jJ 1 1
= C e
1
2
 C2 e
2
x

16
1  4x 
( 34
(4 cos x  sin 2 x).
7. Solve by the method of undetermined coefficients
(D2 + 1) y = sin x.
Solution. Here A.E. is
m2 + 1 = 0 and its roots are m = ± i
Hence C.F. = C1cos x + C2 sin x
Note that sin x is common in the C.F. and the R.H.S. of the given equation.
(± i is the root of the A.E.)
Therefore P.I. is y the form
yp = x (a cos x + b sin x) ...(1)
Since ± i is root of the A.E.
DIFFERENTIAL EQUATIONS

We have to find a and b such that

yp + yp = sin x ...(2)
From Eqn. (1) yp = x (– a sin x + b cos x) + (a cos x + b sin x)
yp = x (– a cos x – b sin x) + (– a sin x + b cos x) – a sin x
+ b cos x
= x (– a cos x – b sin x) – 2a sin x + 2b cos x
Then the given equation reduces to using the Eqn. (1)
x (– a cos x – b sin x) – 2a sin x + 2b cos x + x (a cos x + b sin x) = sin x
Equating the coefficients, we get
i.e., – 2a sin x + 2b cos x = sin x
– 2a = 1, 2b = 0
–1
a = , b=0
2
–1
Thus P.I. is yp = x cos x
2
 y = C.F. + P.I.
1
= C1 cos x  C2 sin x – x sin x
.
2
8. Solve by the method of undetermined coefficients
(D2 + 1) y = 4x – 2 sin x.
Solution. A.E. is
m2 + 1 = 0  m = ± i
 C.F. = C1cos x + C2sin x
 (x) = 4x – 2 sin x. We assume for P.I in the form
yp = a + bx + x (c cos x + d sin x) ...(1)
Since 0 is not the root of the A.E. and ± i is the root of A.E.
We have to find a and b such that
yp + yp = 4x – 2sin x ...(2)
From Eqn. (1) yp = b + x (– c sin x + d cos x) + (c cos x + d sin x)
yp = x (– c cos x – d sin x) + (– c sin x + d cos x)
+ (– c sin x + d cos x)
Eqn. (2), becomes
x (– c cos x – d sin x) + (– c sin x + d cos x) + (– c sin x + d cos x) a + bx
+ x (cos x + d sin x) = 4x – 2 sin x
i.e.,a + bx + (– 2c sin x + 2d cos x) = 4x – 2 sin x
Comparing the coefficients, we get,
a = 0, b = 4, – 2c = – 2, 2d = 0
i.e., a = 0, b = 4, c = 1, d=0
DIFFERENTIAL EQUATIONS

Therefore the required P.I. (using Eqn. (1)

From Eqn. (1)  P.I. = 4x + x cos x
 y = C.F. + P.I.
= C1 cos x + C2 sin x + 4x + x cos x.
9. Solve by the method of undetermined coefficients
y + 3y + 2y = x2 + ex.
Solution. A.E. is
m2 – 3m + 2 = 0
i.e., (m – 1) (m – 2) = 0  m = 1, 2
 C.F. = C1ex + C2e2x
(x) = x2 + ex
with reference to the form x2 we assume the P.I. in the form a + bx + cx2. Since 0 is not a root of
the A.E. and with reference to ex. We assume the P.I. to be d xex, since Eqn. (1) is a root of the A.E.
We assume for P.I. in the form
yp = a + bx + cx2 + d xex ...(1)
We have to find a, b, c and d such that
yp – 3yp+ 2yp = x2 + ex ...(2)
From Eqn. (1) yp = b + 2cx + d (xex + ex)
yp = 2c + d (xex + 2ex)
Now Eqn. (2) becomes,
(2c + dxex + 2dex) – 3 (b + 2cx + dxex + dex) + 2 (a + bx + cx2 + dxex) = x2 + ex
i.e., (2a – 3b + 2c) + (2b – 6c) x + 2cx2 – dex = x2 + ex
Comparing the coefficients, we get,
2a – 3b + 2c = 0, 2b – 6c = 0, 2c = 1, – d = 1
1 3 7
 d = – 1, c= , b = ,a =
2 2 4
7 3 1 2
Hence from Eqn. (1) y =  x  x – xex
p
4 2 2

 P.I. = yp
=
1
(7  6x  2x 2
– 4xex )
 4 + P.I.
y = C.F.
1
y = C ex + C e2x + (7 + 6x + 2x2 – 4xex).
1 2 4
10. Solve by the method of undetermined coefficients
(D2 + 1) y = 4x cos x – 2 sin x.
Solution. A.E. is
m2 + 1 = 0
m= ±i
DIFFERENTIAL EQUATIONS

C.F. = C1cos x + C2 sin x

Note that both cos x and sin x are common in the C.F. and the R.H.S. of the given equation.
Now P.I. corresponding to 4x cos x is of the form
y1 = x {(a + bx) cos x + (c + dx) sin x}
and P.I. corresponding to 2 sin x is
y2 = x {e cos x + f sin x}
Hence, we take P.I. in the form
yp = y1 + y2
= (ax + xe + bx2) cos x + (cx + fx + dx2) sin x
= {(a + e) x + bx2} cos x + {(c + f ) x + dx2} sin x
P.I. must be of the form a + e = c1, b = c2
c + f = c3, d = c4
yp = (c1x + c2x2) cos x + (c3x + c4x2) sin x ...(1)
Differentiating, we get
yp = (c1x + c2x2) (– sin x) + cos x (c1 + 2xc2) + (c3x + c4x2) cos x
+ sin x (c3 + 2xc4)
2
yp = (c1x + c2x )(– cos x) + (– sin x) (c1 + 2xc2) + cos x (2c2)
+ (c1 + 2xc2) (– sin x) + (c3x + c4x2) (– sin x)
+ (cos x) (c3 + 2xc4) + sin x (2c4) + (c3 + 2xc4) cos x
yp = [(– 2c1 + 2c4) + (– 4c2 – c3) x – c4x2] sin x + [(2c2 + 2c3)
+ (4c4 – c1) x – c2x2] cos x
Substituting these values in the given equation and simplifying, we get
{(2c2 + 2c3) + 4c4x}cos x + {(– 2c1 + 2c4) – 4c2x} sin x
= 4x cos x – 2 sin x
Comparing the coefficients, we obtain,
2c2 + 2c3 = 0, 4c4 = 4, 2c1 + 2c4 = – 2, 4c2 = 0
Solving we get c2 = 0, c4 = 1 and hence
c3 = 0, c1 = 2
From Eqn. (1), the required P.I. is
yp = (2x + 0) cos x + (0x + x2) sin x = 2x cos x + x2 sin x
= 2x cos x + x2 sin x
 The general solution is
y = C.F. + P.I.
= C1 cos x + C2 sin x + 2x cos x + x2 sin x.
11. Solve by the method of undetermined coefficients
(D3 + 3D2 + 2D)y = x2 + 4x + 8.
Solution. A.E. is
m3 + 3m2 + 2m = 0
i.e., m(m2 + 3m + 2) = 0
DIFFERENTIAL EQUATIONS

m(m + 1)(m + 2) = 0
Hence the roots are m = 0, – 1, – 2
 C.F. = C1 + C2e–x + C3e–2x
Since the constant term appears in both C.F. and the R.H.S. of the given equation we take P.I.
in the form,
yp = x (a0 + a1x + a2x2)
= a0x + a1x2 + a2x3 ...(1)
We have to find a0, a1, and a2 such that
yp + 3yp + 2yp = x2 + 4x + 8 ...(2)
From Eqn. (1)  yp = a0 + a1(2x) + 3x2a2
yp = 2a1 + 6a2x
yp = 6a2

Eqn. (2) becomes,
6a2 + 3 (2a1 + 6a2x) + 2 (a0 + 2a1x + 3a2x2) = x2 + 4x + 8
i.e., 6a2x2 + (4a1 + 18a2) x + 2a0 + 6a1 + 6a2 = x2 + 4x + 8
Comparing the coefficients, we get
6a2 = 1, 4a1 + 18a2 = 4, 2a0 + 6a1 + 6a2 = 8
Solving these equations, we get
1 1
11 a  , a 
a = 1 2
, 4 6
Eqn. (1) becomes 0 4
y = x
J 11  1 x  1 x 2
j j
p
4 4 6 J
 The general solution is
y = C.F. + P.I.
11 x2 x 3
x
= C1  C2 e  C3 –2  x  .
x 4 4 6
e
12. Solve by the method of undetermined coefficients;
(D3 + 2D2 – D –2) y = x2 + ex.
Solution. A.E. is
m3 + 2m2 – m – 2 = 0
i.e., (m + 2) (m – 1)(m + 1) = 0
So that m = ± 1, – 2
Hence C.F. is
C.F. = C1ex + C2e–x + C3e–2x
x
Note that e is common in C.F. and the R.H.S. of the given equation.
Therefore P.I. is of the form
yp = a + bx + cx2 + dxex ...(1)
We have to find a, b, c and d such that
yp 2 yp – yp  2 = x2 + ex ...(2)
yp
DIFFERENTIAL EQUATIONS

Eqn. (1), we get

yp = b + 2cx + dxex + dex

yp = 2c + dxex + dex + dex
= 2c + dxex + 2dex
yp
= dxex + dex + 2dex
= dxex + 3dex
Substituting these values is in the eqn. (2) we get
(– 2a – b + 4c) – 2 (b + c) x – 2cx2 + 6dex = x2 + ex
Comparing the coefficients, we get
– 2a – b + 4c = 0, – 2 (b + c) = 0,
– 2c = 1, 6d = 1
Solving these equations, we get,
5
1 1 1
a = ,b=
4 ,c= ,d=
2 2 6
Using these values in Eqn. (1), we get required P.I.. is
5 1 1 1
y =   x  x2  x ex
p
4 2 2 6
Therefore, y = C.F. + P.I.
1
( 1
= C x  C e  x  C e –2 x  2 x 2 – 2 x  5  xe x.
1 2 3
)
4 6

EXERCISE 1.5
Solve the following equations by the method of undetermined coefficients:

1. y + 9y = x2.
rAns. y  C cos 3x  C sin 3x 9x1 ( 2)j y
1 2
2
81

2. y + 4y = x2 + x.
rLj Ans. y  C 2x
1 e
–2 x 1 2
(
C2 e–2x 8 2x  1 )j y
)y
1
3. y – 6y y = x2. ( )
Ans. y  eC3x cos1 x  C sin2 x 5x  6x  235
50 (
4. y – 2y + y = x2 – 1. (
Ans. y  C1  C2 x ) ex  x2  4x  5
1 –2x
5. y + 4y = e–2x. Ans. y  C1 cos2x  C2 sin 2x e
8

6. y + y – 12y = e2x.
rjL Ans. y  C e C e– 6 e 1 jy
3x
1 2
–4x 2x
DIFFERENTIAL EQUATIONS

7. y + y – 6y = e–3x.
rLj Ans. y  C e C e– 5 xe 1
–3x
1 2
–2x –3x
jy
8. y + 3y + 2y = e–2x. Ans. y  C1e– x  C2 e–2x – xe–2x

9. y + 4y + 4y = x2 + ex.
rLj Ans. y  (C1  C2 x)2x1
e 8 ( 4x  3 e )
–2 x 2 1 x yj
9

10. y – 5y + 6y = x + e2x.

rLj Ans. y  C e C e6x 15 (– xe )
2x 3x 2x
jy
36 1 2

1
11. y + y = x2 + e2x. Ans. y  C1 cos x  C2 sin x  2x  2 x e 2 x
L 5 ( )
12. y + 25y = cos 2x.
rjL Ans. y  C cos5x  C sin5x 1 21 cos2xyj
1 2

13. y + 4y + 4y = sin x.

1
Ans. y  (C  C x)e–4 cos x (– 3sin x )
–2 x

L 12
25

14. y + 4y – 3y = sin 3x.

rLj Ans. y  C e  C e–cos1 3x(  2 sin 3x )y
x –3x
1 2 30

1
15. y + 9y = sin 3x. Ans. y  C1 cos3x  C2 sin 3x –x cos3x
L 6

16. y – y = 10 sin2 x. Ans. y  C1ex  C2e– x – 5  cos2x

17. y + y – 2y = x + cos x. 1 1
L
–2 x
Ans. y  C 1e x  C 2e–2x ( )(
 1 –sin x  3cos x
4 10 )
–x 5 cos 2x.
18. y – 2y – 3y = e+ rL 1
1
2
3x1
Ans. y  C e C e–xe–4 sin 2x  7 cos(2 x
–x –x
)
4 5

19. y + 4y = x2 + sin 2x.

rjAns. y  C 1
1 1
cos2x  C2 sin 2x 2x –2 1 –x cos2x ( ) y
8 4

20. y + 3y + 2y = x2 + cos x.

rAns. y  C e C e2x
–x –2 x 1
( 2
– 6x  7 3sin x  cos x
1
) ( )
L 1 2
4 10

21. y + y – 6y = cos 2x + e2x. 1 1

L
Ans. y  C 1e2 xC esin–3x
2 2x – 5cos 2x xe
52 ( ) 5
2x
DIFFERENTIAL EQUATIONS

22. y + 2y + y = ex cos 2x.

rLj Ans. y  (C1  C2 x )–ee1 cos 2x y
x x

23. y + y = xe2x.
rAns. y  C cos x  C
1 2
1
sin x x  1 e () 2x
jy
2

rLj Ans. y  C 2x 1 y
24. y – 2y = ex sin x. – 2 e x sin x
1  C2 e

25. y – 2y + 3y = x3 + sin x.

rAns. y  eC (cos
x
3x  C sin2 ) 27 1 (9x 3  18x 2  6x – 84)  1 (sin x  cos x)
L 1 3x

26. (D3 – 3D + 2) y = x2 + e–2x.

r jL 2 x
Ans. y  C1 e C  23 x
(
C x e –e2x
1 x 1
)
 6x  9 ( 2
)yj
2 4

27. (D3 + 2D2 – D – 2) y = ex + x2.

r Ans. y  C 1e x  C2ex C ee2x

–2 x 1
 2xx 9
1
( 2
)
L 3
6 4

28. (D3 + 2D2 + 1) y = e2x + sin 2x.

x2x
1 (3cos2x  4 sin 2x) jy
(
Ans. y  C123 C  C x e x  ) e
j
L 1850

29. (D3 – D2 – D + 1) y = x2 + 1. ( )
x  x2
Ans. y  C1  C2 x e C3e x  2x  5 ( )
30. (D3 – D2 + 3D + 5) y = ex cos 2x.

rAns. y  C e –x x
eC (
cos2x  C sin
1 x
)
3 2x xesin 2x  cos 2x ( )
L 1 2
16

31. (D3 – 6D2 + 11D – 6) y = 2xe–x.

L
Ans. y  C 1e x  C 2e2 C
x
e–12x
3
3x 1
 13 e
144 ( ) y
–x

32. (D3 – D2 – 2D) y = x2 + x + 1. rLj Ans. y  C 1

–x 2x 1
 C2 e C3 e–x x6  6
2
( )j y

1.7 SOLUTION OF SIMULTANEOUS DIFFERENTIAL EQUATIONS

Let us suppose that x and y are functions of an independent variable ‘t’ connected by a system of
d
first order equation with D =
dt
DIFFERENTIAL EQUATIONS

f1(D) x + f2(D) y = 1(t) ...(1)

g1(D) x + g2(D) y = 2(t) ...(2)
By solving a system of linear algebraic equations in cancelling either of the dependent variables
(x or y) operating (1) with g1 (D) and (2) with f1 (D), x cancels out by subtraction. We obtain a second
order differential equation in y. Which can be solved x can be obtained independently by cancelling
y or by substituting the obtained y (t) in a suitable equation.

WORKED OUT EXAMPLES

dx
1. Solve  7x  y dx
dt = 0,  2x  5y = 0.
dt
d
Solution. Taking D = , we have the system of equations
dt
(D – 7) x + y = 0 ...(1)
– 2x + (D – 5) y = 0 ...(2)
Multiply (1) by 2 and operate (2) by (D – 7)
i.e., 2 (D – 7) x + 2y = 0
– 2 (D – 7) x + (D – 5) (D – 7) y = 0
Adding [(D – 5)(D – 7) + 2] y = 0 or
(D2 – 12D + 37) y = 0
A.E. is m2 – 12m + 37 = 0
or (m – 6)2 + 1 = 0
 m– 6 = ±i
m = 6±i
Thus y = e6t (C1 cos t + C2 sin t) ...(3)
dy
By considering 2x = 0, we get
5y
dt
1 J dy
x =  5y j j
J
 x =
2 dt
1 d ç( (
e6t C cos t sin t  5e6t C cos t  C sin t ) ( ) y)
C

t j
2
1 2
21 dt 1
= {e6t (– C sin t  cost )  6e6t (C cost  C sin t )
C
1 2 1 2
2
(
– 5e6t C1 cost  C2 sin t )}
x =
1
{e6t (– C sin t  cos t )  e6t (C cos t  sin t )}
C C
1 2 1 2
2
Thus x=
1
{(C  C ) e6t cost  
C ) e6t sin t} ...(4)
(C
1 2 2 1
2
DIFFERENTIAL EQUATIONS
(3) and (4) represents the complete solution of the given system of equations.
DIFFERENTIAL EQUATIONS

2. Solve:
dx dy
= 2x – 3y, = y – 2x given x (0) = 8 and y (0) = 3.
dt dt
d
Solution. Taking D = we have the system of equations.
dt
Dx = 2x – 3y ; Dy = y – 2x
i.e., (D – 2) x + 3y = 0 ...(1)
2x + (D – 1) y = 0 ...(2)
Multiplying (1) by 2 and (2) by (D – 2), we get
2 (D – 2) x + 6y = 0
2 (D – 2) x + (D – 1) (D – 2) y = 0
Subtracting, we get (D2 – 3D – 4) y = 0
A.E. is m2 – 3m – 4 = 0
or (m – 4) (m + 1) = 0  m = 4, – 1
 y = C1 e + C2 e–t
4t
...(3)
dy
By considering = y – 2x, we get
dt
x =
1ç( y  d y y)
2t dt j
i.e., x =
1
{C e  C e  (4C e
1
4t

2
–t

1
4t
 C e –t
2
)}
2
1
= (– 3C e  2C e )
4t –t
...(4)
1 2
2
We have conditions x = 8, y = 3 at t = 0
3C1
Hence (3) and (4) become C1 + C2 = 3 and  + C2 = 8.
2
Solving these equations, we get C2 = 5, C1 = –2
Thus x = 3e4t + 5e–t
y = – 2e4t + 5e–t is the required solution.
dx dy
3. Solve:  2y  2x = sin 2t given that x = 1, y = 0 at t = 0.
= cos 2t,
dt dt
d
Solution. Taking D = we have the system of equations
dt
Dx – 2y = cos 2t ...(1)
2x + Dy = sin 2t ...(2)
Multiplying (1) by D and (2) by 2, we have
DIFFERENTIAL EQUATIONS

D2x – 2Dy = D(cos 2t) = – 2 sin 2t

4x + 2Dy = 2 sin 2t
Adding, we get (D2 + 4) x = 0
A.E. is m2 + 4 = 0  m = ± 2i
 x = C1 cos 2t + C2 sin 2t ...(3)
dx
By considering 2
= cos 2t, we get
y
dt
1 r dx  cos 2t y
y = j j
21Lr ddt
i.e., y = (C cos 2t  C sin 2t )  cos 2t y
2 jL dt 1 2 j
1
= 2 2C1 sin 2t  2C2 cos2t  cos2t
J
y = C sin 2t  C 
1
j j ...(4)
cos2t

2J
1 2

Equation (3) and (4) represents the general solution

Applying the given conditions x = 1 at t = 0
Hence (3) becomes, 1 = C1 + 0  C1 = 1
y = 0 at t = 0
0 = 0
Hence (4) becomes,
JC
j 
1
j  C = 1

2
2 J 2 2
Substituting these values in (3) and (4), we get
1
x = cos2t  sin 2t
2
y = – sin 2t
Which is the required solution.

EXERCISE 1.6

1. Solve
dx dy
2 y   sin t, 2 x  cos t .
rAns. x   C1 sin 2t  C2 cos 2t  cos t y
dt dt L y  C cos 2t  C sin 2t  sin t
1 2

2. Solve
rAns.
dx y  et , xdy x   C1 sin t  C2 cos t  sin h t y
 et. jL y  C cos t  C sin t  sin h t j
dt dt 1 2

3. Solve
dx dy
 x  y  et , y  x  0.
r Ans. x  C  C e2t  2etj3 y
j 12

dt dt Ljy  C1  C2e2t  et 3 j
DIFFERENTIAL EQUATIONS

ADDITIONAL PROBLEMS (From Previous Years VTU Exams.)

1. Solve (D3 –1) y = (ex + 1)2.
Solution. Refer page no. 226. Example 5.
d2y dy
2. 2
4  = e2x – 3 sin 2x.
dx dx
12y
Solution. We have
(D2 + 4D – 12) y = e2x – 3 sin 2x
A.E. is m2 + 4m – 12 = 0
(m + 6) (m – 2) = 0  m = – 6 and 2
 C.F. = C1 e–6x + C2 e2x
3 sin 2x
P.I. = e2 x
D  4D  12  D2  4 D 
2

12
= P.I.1 – P.I.2

e2 x e2 x
Now, P.I.1 =  (D  2) Dr = 0
D2  4D  12 22  4  2 
12
Differential denominator and multiply ‘x’
x e2x x e2x x e2x
=   (D  2)
2D  4 224 8
3 sin
P.I.2 = (D2  – 22 = – 4)
2x
D  4D  12
2

3 sin 2x 3 sin 2x D4

P.I.2 =
– 4  4D  
4 D (  D4
12 4)
(
3 D  4 sin )
=
2x 4 D 2 (
16 )
=
(
3 2 cos 2 x  4 sin 2 x )
 P.I.2 = 4 20 ( ) (D2  – 4)

(
3 cos 2 x  2 sin 2 x )
– 40
 The general solution: y = C.F. + P.I.

y = C1 e
–6x
 C2 e2x 
(
x e2x  3 cos 2 x  2 sin
8 )
2 x 40
3. Solve (D2 + 5D + 6) y = cos x + e–2x.
DIFFERENTIAL EQUATIONS
Solution. Refer page no. 229. Example 3.
DIFFERENTIAL EQUATIONS

d3y dy
4. Solve 3
7  = 1 – x + x2.
dx dx
6y
Solution. We have
(D3 – 7D + 6) y = 1 – x + x2
A.E. is m3 – 7m + 6 = 0
m = 1 is a root by inspection.
We now apply the method of synthetic division.

1 1076
0116
1160

m2 + m – 6 = 0 or (m + 3) (m – 2) = 0
 m = – 3, 2
m = 1, 2, – 3 are the roots of A.E.
 C.F. = C1 ex + C2 e2x + C3 e–3x

1  x  x2 x2  x  1
P.I. = 
D  7D  6 6  7D  D3
3

is found by division
x2 2 x 23
6  9  54
6 – 7D + D3 x2 – x + 1
7x
x2 – + 0
3
4x
3 + 1
4x 14
3 – 9
23
9
23
9
0
x2 2x 23 1
 P.I. =    (9x2 + 12x + 23)
6 9 54 54
The general solution is y = C.F. + P.I.
y = C e x  C e 2 x  C e –3x 
1 2
1
9x 2  12x  23
3
( )
54
DIFFERENTIAL EQUATIONS

d2y
5. Solve
4y = x2 + cos 2x + 2–x.
2 
dx
Solution. We have
(D2 + 4) y = x2 + cos 2x + 2–x
A.E. is m2 + 4 = 0  m = ± 2i
 C.F. = C1 cos 2x + C2 sin 2x

P.I. = x2  cos2x 2– x

D2  4 D  4 D2  4
2

P.I. = P.I.1 + P.I.2 + P.I.3

P.I.1 = x2
 D 42

is found by division

x2 1
4 8
4 + D2
x2 x4 1
1 
x2 + P.I.1 =
2 4 8
–
1
2
=
1
(2x 2
1 )
8
1
–
2
0

 P.I.1
=
1
(2x 2


1) (D2  – 22 = – 4) (Dr = 0)
8
cos2x
=
D2  4
Differentiate the denominator and multiply ‘x’
cos2x D
= x 2D  D
(
x – sin 2 x  ) (D2  – 4)
2
=
2D2

P.I.2
x sin 2
x=
4
( )

log2 –log2x – log2x
2 x xe
= 
D2 4
(D  4)  eD 2 2
4
= e
(– log 2) 2
4
 DIFFERENTIAL EQUATIONS

P.I.3 = 2– x
(– log 2) 2
4
The general solution is y = C.F. + P.I.
x1 2 x sin 2– x
y = C1 cos 2x + C2 sin 2 x 
(2x 8 )

1  4

( 3
log 2  4


d2y dy
6. Solve 2
4  = e2x + cos 2x + 4.
dx dx
4y
Solution. We have
(D2 + 4D + 4) y = e2x + cos 2x + 4
A.E. is m2 – 4m + 4 = 0
i.e., (m – 2)2 = 0  m = 2, 2
 C.F. = (C1 + C2x) e2x

cos2x 4
P.I. = e2 x 
2 
D  4D  4 D  4D  4 D  4D  4
2 2

 = P.I.1 + P.I.2 + P.I.3

e2 x
Now, P.I.1 = (D  2)
D2  4D  4

= e2 x (Dr = 0)
484

= x e2x (Dr = 0 as D  0)
2D4

P.I.1 = x2 e2 x
2

P.I.2 = cos2x (D2  – 22 = – 4)

D  4D  4
2

cos2x D
– 4D = D 
– sin 2x 
2
= (D2  – 4)
4D2
– sin 2x
 P.I.2 =
8

4  e0x
P.I.3 = (D  0)
D2  4D  4
DIFFERENTIAL EQUATIONS

4 e0x 4
=
0–04  1
4
The general solution is y = C.F. + P.I.
sin 2x
x
(C1  C2 x) e x e
2 x2 2
y =   1.
2 8
d3y d2 
7. Solve 4dy  4y = x – 4x – 6.
2
 y
dx3 dx2 dx
Solution. We have
(D3 + D2 + 4D + 4) y = x2 – 4x – 6
A.E. is m3 + m2 + 4m + 4 = 0
m2 (m + 1) + 4 (m + 1) = 0
(m + 1) (m2 + 4) = 0
m = – 1, m = ± 2i
 C.F. = C1 e–x + C2 cos 2x + C3 sin 2x
x2  4x  6
P.I. =
D3  D2  4D  4
P.I. is found by division

x2 3x 1
4  2 8
4 + 4D + D2 + D3 x2 – 4x – 6
1
x2 + 2x +
2
13
– 6x –
2
– 6x – 6
– 1
2
– 1
2
0
x2 3x 1
Hence, P.I. =  
4 2 8

=
1
(2x
8
2
 12x  1 )
The general solution is y = C.F. + P.I.
y = C e– x  C cos2x  C sin 2x 
1
(2x 2
)
 12 x – 1 .
1 2 3
8
DIFFERENTIAL EQUATIONS

d2 dy
8. Solve y –6 dx  25y = e2x + sin x + x.
dx2
Solution. We have
(D2 – 6D + 25) y = e2x + sin x + x
A.E. is m2 – 6m + 25 = 0
6  36  100 6  8i
m = 2  2  3  4i
C.F. = e3x (C1 cos 4x + C2 sin 4x)

sin x x
P.I. = e2 x 
D  6D  25  D  6D  25 D  6D  25
2 2 2

P.I. = P.I.1 + P.I.2 + P.I.3

e2 x
P.I.1 = (D  2)
D2  6D  25
2x
xe e2

=
()
22  6 2  25 17
sin x
P.I.2 = (D  – 12 = – 1)
D  6D  25
2

sin x sin x sin x 4D

=  

– 1  6D  25 24  6D (
6 4 4 D
( 4  D sin x) D)
= (D2 = – 1)
6 42 (  D2 )
4 sin x  cos x
=
( )
6 17

 P.I.2
4 sin x  cos x
= 102
 P.I.3 x
=
P.I.3 is found by division. 25  6D  D2

x 6
25  625
25 – 6D + D2 x
x– 6
25
6
25
6
25
0
DIFFERENTIAL EQUATIONS

P.I.3 = x 6
25 625
= 625 (25x + 6)
 The general solution is y = C.F. + P.I.
e2 x 4 sin x  cos x 1
y =e 3x
( C1 cos4x  C2 sin 4x   ) 102

625
(
25x  6 . )
1
d4x
9. Solve = cos ht.
44x
dt
Solution. Refer page no. 225. Example 4.
d2y dy
10. Solve the differential equation 2
5  = e2x + sin x by the method of undetermined
dx dx
coefficients. 6y
Solution. We have
(D2 – 5D + 6) y = e2x + sin x
A.E. is m2 – 5m + 6 = 0
(m – 2) (m – 3) = 0
 m = 2 and 3
 C.F. = C1 e2x + C2 e3x
Let  (x) = e2x + sin x and we assume the P.I. in the form
yp = ax e2x + b cos x + c sin x ...(1)
Since 2 is root of the A.E.
We have to find a, b, c such that
yp  5yp 
6yp = e2x + sin x ...(2)

From (1), we obtain

y = a (2xe2x + e2x) – b sin x + c cos x
p
= a (4xe2x + 4e2x) – b cos x – c sin x
yp
Now (2) becomes 
(4ax e2x + 4ae2x – b cos x – c sin x) – (10ax e2x + 5a e2x – 5b sin x + 5c cos x)
+ (6axe2x + 6b cos x + 6c sin x) = e2x + sin x
i.e., – ae2x + (5b – 5c) cos x + (5c + 5b) sin x = e2x + sin x
 – a = 1, 5b – 5c = 0, 5c + 5b = 1
 a = – 1, b = c, 5c + 5b = 1
1 1
 a = – 1, b = ,c=
by solving using these values in (1)
10 10

we have yp
= – xe2x  1 cos x  sin x
10 (
DIFFERENTIAL EQUATIONS

Complete solution is y = C.F. + yp

y = C e2x  C e3x  xe2x 
1
(cos x  sin x).
1 2
10
d2y dy
11. Using the method of undetermined coefficients solve 2
2  4y = 2x2 + 3e–x.
dx dx
Solution. We have (D2 + 2D + 4) y = 2x2 + 3e–x
A.E. is m2 + 2m + 4 = 0

– 2  4  16 – 2  –12 – 2  2i
 m = 2  2  2 3
 m = – 1 ± i3

 C.F. = e
–x
{(C 1 )
3x  3x ))}
cos ( sin(

Let  (x) = 2x2 + 3e–x and we assume for P.I. of the form
yp = a + bx + cx2 + de–x
Now, y p = b + 2cx – de–x

yp
= 2c + de–2x
We find a, b, c, d such that
yp  2 yp  4 yp
= 2x2 + 3e–x
i.e., (2c + de–x) + (2b + 4cx – 2de–x) + (4a + 4bx + 4cx2 + 4de–x) = 2x2 + 3e–x

J (2c + 2b + 4a) + (4c + 4b) x + 4cx2 + 3de–x = 2x2 + 3e–x

Comparing both sides, we have
2c + 2b + 4a = 0 or 2a + b + c = 0
4c + 4b = 0 or b + c= 0
1
4c = 2  c=
2
3d = 3  d= 1
–1
Hence, we also obtain a = 0, b = using the values of a, b, c, d in (1), we have
2
–1 1
y = x x2  e– x
p 2 2
 The complete solution is
y = C.F. + yp

{
= e x C cos ( 3x)  C sin( 3x)}  x (x  1)  e–x.
1 2
2
DIFFERENTIAL EQUATIONS

d2 dy
12. Using the method of undetermined coefficients solve y –2 dx  3y = x2 + cos x.

Solution. We have dx2

(D2 – 2D + 3) y = x2 + cos x
A.E. is m2 – 2m + 3 = 0

2  4  12 2
 m = 2  –8
 1i
2
2

 C.F. = e– x C1 ( 2 x  C2
sin
2x )
cos
 (x) = x2 + cos x and we assume for P.I. in the form
yp = a + bx + cx2 + d cos x + e sin x ...(1)
We have to find a, b, c, d, e such that
yp  2 yp 
= x2 cos x ...(2)
3yp
From (1), we obtain
y p = b + 2cx – d sin x + e cos x
y = 2c – d cos x – e sin x
p
Hence (2) becomes,
(2c – d cos x – e sin x) – (2b + 4cx – 2d sin x + 2e cos x)
+ (3a + 3bx + 3cx2 + 3d cos x + 3e sin x) = x2 + cos x
Comparing both sides, we obtain
2c – 2b + 3a = 0 ...(3)
– 4c + 3b = 0 ...(4)
3c = 1 ...(5)
2d – 2e = 1 ...(6)
2d + 2e = 0 ...(7)
Solving these equations, we get
1 1 –1 , 2 , 4
c = , d = , e= a = b= ·
3 4 4 27 9
Substituting these values in (1), we get
2 4 1 1 1
y =  x  x2  cos x  sin x
p 27 9 3 4 4
The complete solution is
y = C.F. + P.I.

y = e x C ( 2 x
C
sin 2 )
x
1 + (2  12x  9x )  1 (cos x – sin x) .
2

cos
1 2
27 4
DIFFERENTIAL EQUATIONS

OBJECTIVE QUESTIONS
1. The solution of a differential equation which is not obtained from the general solution is
known as
(a) Particular solution (b) Singular solution
(c) Complete solution (d ) Auxiliary solution Ans. b
2. The differential equation formed by y = a cos x + b sin x + 4 where a and b are arbitrary
constants is
d2 d2
(a) y  y  0 (b) y – y  0
dx2 dx2
(c) d 2  y  4 (d ) d 2  y  4 Ans. c
y y
2
dx dx2
3. The differential equation representing the family given by r = a + b cos  is
(a) r3 + r1 = 0 (b) r1 = r2 cot 
(c) r = r cot  (d ) r 2  r 2 tan2 Ans. c

2 1 2 1
dy
4. The differential equation  y2 is
dx
(a) Linear (b) Non-linear
(c) Quasilinear (d ) None of these Ans. b
5. xdx + ydy + zdz = 0 is the first order differential equation of a
(a) Sphere (b) Right circular cone
(c) Cylinder (d ) Ellipsoid Ans. a
1
x
y,
6. y = ce  d is a solution of dy when

dx x2
(a) c = 1, d = 0 (b) c = 2, d = 0
(c) c = 1, d = 1 (d ) c = 2, d = 2 Ans. b
7. For the differential equation (y + 3x) dx + xdy = 0, the particular solution when x = 1, y =
3 is
(a) 3y2 + 2xy = 9 (b) 3x2 + 2y2 = 21

(c) 3x2 + 2y = 9 (d ) 3x2 + 2xy = 9 Ans. d

2 2
8. The expression (xdy – ydx)/(x + y ) is equal to
J Jj
(a) d tan–1 j xj (b) d tan–1
y
jJ
x
r 1
j y L(x (d ) d cot –1 jJ y j Ans. b
(c) d
j y j)
2 2
DIFFERENTIAL EQUATIONS

9. The general solution of an nth order differential equation contains

(a) At least n independent constants (b) At most n independent constants
(c) Exactly n independent constants (d ) Exactly n dependent constants Ans. c

10. The particular integral of d 2 y

2
 y  cos x is
1 dx 1
(a) sin x (b) cos x
2 2
1 1
(c) x cos (d ) x sin Ans. d
x x
2 2
2 2
11. The general differential equation (D + 1) y = 0 is
(a) C1 cos x + C2 sin x
(b) (C1 + C2 x) cos x + (C3 + C4 x) sin x
(c) C1 cos x + C2 sin x + C3 cos x + C4 sin x
(d ) (C1 cos x + C2 sin x) (C3 cos x + C4 sin x) Ans. b
12. The particular integral of the differential equation (D2 + D + 1) y = sin 2x is
2 sin 2x  3cos2x 2 cos2x  3sin
(a) (b) 2x
13
– 13
2 cos2x  3sin
(c) 2x (d ) 2 cos 2x – 3sin 2x Ans. b
– 13 d2y 13
4
d y
13. The roots of  10  25y  0 is
dx4
2
(a)  i5 dx (b) 5
(c)  10 (d ) 5,  Ans. d
 5
2
14. The particular integral of (D – 4) y = sin 2x is
x
(a) sin 2x –x
2 (b) cos2x
4
x
(c) cos2x
2 (d ) None of these Ans. d
15. The particular integral of (D3 + 2D2 + D) y = e2x is
1 x 1 2x
(a) e (b) e
18 9
1 2x e2 x
(c) 18 e (d )
Ans. c
2 2
3
16. The particular integral of (D – 2D + 1) y = x is
(a) x2 + 4x + 6 (b) x3 + 4x2 + 6
(c) x2 – 4x – 6 (d ) None of these Ans. a
DIFFERENTIAL EQUATIONS

d2
y  y  is
17. The complementary function of 4 5

dx2
(a) C1 sin 2x + C2 sin 3x (b) C1 cos 2x + C2 sin 2x
(c) C1 cos 2x – C2 sin 2x (d ) None of these Ans. b

18. By the method of undetermined coefficients

y  3y  2 y  12x2, the yp is
(a) a + bx + cx2 (b) a + bx
(c) ax + bx2 + cx3 (d ) None of these Ans. a

19. The particular integral of

1
x t( ) – 8x (t )  1 is
(a) 1
8 (b)
–1 4
(c) 1
8 (d )
10 Ans. c
2
d y
20. The particular integral of 9y  is
dx2 cos3x
cos x (b) cos x
(a) 16
8
cos3x
(c) (d ) None of these
9 Ans. b

❑❑❑
DIFFERENTIAL EQUATIONS

UNIT VI

Differential Equations-II

6.1 METHOD OF VARIATION OF PARAMETERS

Consider a linear differential equation of second order
d2y dy
 a  a y = (x) ...(1)
1 2
dx2 dx
where a1, a2 are functions of ‘x’. If the complimentary function of this equation is known then we
can find the particular integral by using the method known as the method of variation of parameters.
Suppose the complimentary function of the Eqn. (1) is
C.F. = C1 y1 + C2 y2 where C1 and C2 are constants and y1 and y2 are
the complementary solutions of Eqn. (1)
The Eqn. (1) implies that
y1 a1 y1  a 2 y1 = 0 ...(2)
y2  a1 y2  a 2 y2 = 0 ...(3)
We replace the arbitrary constants C1, C2 present in C.F. by functions of x, say A, B respec-
tively,
 y = Ay1 + By2 ...(4)
is the complete solution of the given equation.
The procedure to determine A and B is as follows.

From Eqn. (4) y =

( Ay1  By2 )  ( Ay1  By2 ) ...(5)
We shall choose A and B such that
Ay1 + By2 = 0 ...(6)
Thus Eqn. (5) becomes = Ay1  ...(7)
By2
y1
Differentiating Eqn. (7) w.r.t. ‘x’ again, we have

y =
( Ay1  Ay2 )  ( Ay1  By2 ) ...(8)
280
DIFFERENTIAL EQUATIONS–II 281
Thus, Eqn. (1) as a consequence of (4), (7) and (8) becomes
Ay1  B y 2 = (x) ...(9)
Let us consider equations (6) and (9) for solving
Ay1  B y2 = 0 ...(6)
Ay1  B y2 = (x) ...(9)
Solving A and B by cross multiplication, we get

A =
– y2  x ( ) , B  y1 ...(10)
()
 x
W W
Find A and B
Integrating, A = – y2  (x)
dx  k
J 1

B =
J W
y1 (x)
dx  k
2
W
y1 y2
where W =  y1 y2 – y2
y2
y1
y1 
Substituting the expressions of A and B
y = Ay1 + By2 is the complete solution.

WORKED OUT EXAMPLES

1. Solve by the method of variation of parameters
d2y
 y = cosec x.
dx2
Solution. We have
(D2 + 1) y = cosec x
A.E. is m2 + 1 = 0  m2 = – 1  m = ± i
Hence the C.F. is given by
 yc = C1 cos x + C2 sin x ...(1)
y = A cos x + B sin x ...(2)
be the complete solution of the given equation where A and B are to be found.
The general solution is y = Ay1 + By2
We have y1 = cos x and y2 = sin x
y1 = – sin x and y = cos x
2

W = y1 y2  y2 y1
= cos x . cos x + sin x . sin x = cos2x + sin2x = 1
DIFFERENTIAL EQUATIONS–II 282

– y2  x () ()
y1  x
A = , B =
W
W
– sin x  cosec x cos x  cosec x
= 1 , B =
1 1
= – sin x  , 1
B = cos x 
sin x sin x

On integrating, we get
A = – 1, B = cot x

A = J( )
–1 dx  C1 , i.e., A = – x + C1

B = J cot x dx  C2 , i.e., B = log sin x + C2

Hence the general solution of the given Eqn. (2) is
y = (– x + C1) cos x + (log sin x + C2) sin x
i.e., y = C1 cos x + C2 sin x – x cos x + sin x log sin x.
2. Solve by the method of variation of parameters
d2 y
 4y = 4 tan 2x.
2
dx
Solution. We have
(D2 + 4) y = 4 tan 2x
A.E. is m2 + 4 = 0
where (x) = 4 tan 2x.
i.e., m2 = – 4
i.e., m = ± 2i
Hence the complementary function is given by
yc = C1 cos 2x + C2 sin 2x
y = A cos 2x + B sin 2x ...(1)
be the complete solution of the given equation where A and B are to be found
We have y1 = cos 2x and y2 = sin 2x

y1 = – 2 sin 2x and y = 2 cos 2x

2

Then W = y1 y2  y2 y1

= cos 2x . 2 cos 2x + 2 sin 2x . sin 2x
= 2 (cos22x + sin22x)
=2
Also, (x) = 4 tan 2x

A =
– y2
and B =
()
y1 x

()
x
W

W
DIFFERENTIAL EQUATIONS–II 283

– sin 2x  4 tan 2x – cos 2x  4 tan 2x

A =
 , B =
2 2
2
– 2 sin 2x

On integrating, we get A = , B = 2 sin 2x

cos
2x

A = –2 J sin2 2x
cos2x
dx , B =
2 J sin x dx

= –2 J 1  cos2 2x
cos 2x
dx
2

= 2
= –2
J((ç sec 2x  cos 2x dx
1
(
) 1
log sec 2x  tan 2x – sin 2x ) y)
t2 2 j
A = – log (sec 2x + tan 2x) + sin 2x + C

J
1
B=2 sin 2x dx

=
(
2 – cos 2 x ) C
2
2
B = – cos 2x + C2
Substituting these values of A and B in Eqn. (1), we get
y = C1 cos 2x + C2 sin 2x – cos 2x log (sec 2x + tan 2x)
which is the required general solution.
3. Solve by the method of variation of parameters
d2y 2
 a y = sec ax.
dx2
Solution. We have
(D2 + a2) y = sec ax
A.E. is m2 + a2 = 0  m = ± ai
C.F. = yc = C1 cos ax + C2 sin ax
y = A cos ax + B sin ax ...(1)
be the complete solution of the given equation where A and B are to be found.
We have, y1 = cos ax, y2 = sin ax
y1 = – a sin ax, y = a cos ax
2

W = y1 y2  y2 y1 = a. Also,  (x) = sec ax

– y2  x () y1  x ()
A = and B =
, W
W
– sin ax  sec ax ,
A = a
DIFFERENTIAL EQUATIONS–II 284
cosax sec ax
B =
a
DIFFERENTIAL EQUATIONS–II 285

– tan ax 1
A = a , B =

B =
1a
J dx  c

J
2
1 a
A =–
tan ax dx  C x
, B = C
1 2
a a

A =
– log sec ax ( ) C 1
2
a
Substituting these values of A and B in Eqn. (1), we get
Thus, y = C
cos ax + C cosax log (secax) x sin ax
1 2
sin ax – 2
 


a a
4. Solve by the method of variation of parameters
d2y dy
2
dx  dx  2y = e–x sec3x.
2

Solution. We have
(D2 + 2D + 2) y = e–x sec3x
A.E. is m2 + 2m + 2 = 0
–2 48
i.e., m= 2
m= –1±i
The complementary function (C.F.) is
C.F. = yc = e–x(C1cos x + C2 sin x)
 y = C1 e–x cos x + C2 e–x sin x
 y = A e–x cos x + B e–x sin x ...(1)
–x –x
Thus y1 = e cos x and y2 = e sin x
y1 = – e– x(sin x + cos x) y2 = e–x (cos x – sin x)

W = y 1 y 2 – y 2
y 1 = e–2x
Also, (x) = e–x sec3x

– y2  x () – y1  x ()
A = B =
, W
W
– e– x sin x  e– x sec3 x
=
e2 x 2
– tan x sec x

A =– J 1
tan x sec2 x dx

tan2 x  C
A = –
1
2
y1
and B =
DIFFERENTIAL EQUATIONS–II 285


(
x

)
W
DIFFERENTIAL EQUATIONS–II 285

e– x cos x  e x sec3 x
=
B = sec2 x e2 x

B = J sec2 x dx
B = tan x + C2

(ç )y
Substituting these values of A and B in Eqn. (1), we get
y =
–1
tan2 x  C e x cos x  tan x  C ( ) e– x sin x
t2 1
j 1
2

(
= e– x C1 cos x  sin x  ) 2
e x sin2 x sec x

C2

This is general solution of the given solution.

5. Solve by the method of variation of parameters

Solution. We have
d2 2
–y =
y 1  ex .
dx2
2
(D2 – 1) y =
1  ex
A.E. is m2 – 1 = 0
i.e., m2 = 1 m =±1
Hence C.F. is yc = C1 e + C2 e–x
x

y = Aex + Be–x ...(1)

be the complete solution of the given equation where A and B are to be found
We have y1 = ex and y2 = e–x
y1 = ex y 2 = – e
–x

2
W = y y  y y also (x) =
1 2 2 1 1  ex
ex – x = e0 = 1 r y
= ex (– e–x) – e–x – e–x.
= –1–1=–2 j j
– y2  x () e–x + x = e0 = 1 L
A =
W
2
– e– x 
1  ex e x 1
=  =
–2 1e x
e 1ex
x
( )
1
A = x
(
e 1  ex )
J
1
A = (
e x 11  e x )dx  C
DIFFERENTIAL EQUATIONS

Substitute ex = t, then ex dx = dt
dt
dx =
Hence, A = J 1
dt  C
t

(
t2 1t ) 1

r
= J 1 jL t 2
–
t

1t
j dt  C1 , using partial fractions.

= – – log t  log (1  t)  C1
t
A = – e–x – x + log (1 + ex) + C1
B =
y1  x ()
W
2
e 
x

1  ex x
= – e
–2 1  ex

B = dx 
J
x
1e ex
B = – log (1 + ex) + C2
Substituting these values of A and B in eqn. (1), we get

y = – e  x  x  log 1  e x ( ) (
ex  – log 1  e x ) e– x
C1 C2

= C1 ex + C2 e–x – 1 – xex + ex log (1 + ex) – e–x log (1 + ex)

= C1 ex + C2 e–x – 1 – xex + (ex – e–x) log (1 + ex)
This is the complete solution of the given equation.
6. Solve by the method of variation of parameters
y + y = tan x.
Solution. We have (D2 + 1) y = tan x
A.E. is m2 + 1 = 0
i.e., m2 = – 1
i.e., m = ±i
C.F. is C.F. = yc = C1cos x + C2 sin x
 y = A cos x + B sin x ...(1)
be the complete solution of the given equation where A and B are to be found
We have y1 = cos x and y2 = sin x
y1 = – sin x y2 = cos x

W = y 1 y 2  y 2 y 1
= cos x . cos x + sin x . sin x = cos2 x + sin2 x = 1
DIFFERENTIAL EQUATIONS

Also,  (x) = tan x

A =
– y2  x ()
W
= – sin x  tan
x1
2
A = – sin x
cos x

J
sin2 x
A = – dx  C1
cos x
= – J 1  cos2 x dx C
cos x 
1

= – J( )
sec x  cos x dx  C1
A = – [log (sec x + tan x) – sin x] + C1
B =
y1  x ()
W
= cos x  tan x
1
B = sin x

B = J sin x dx  C2
B = – cos x + C2
Substitute these values of A and B in Eqn. (1), we get
y = {– log (sec x + tan x) + sin x + C1} cos x + {– cos x + C2} sin x
y = C1 cos x + C2 sin x – cos x log (sec x + tan x)
This is the complete solution.
7. Solve by the method of variation of parameters
d2y
dx2 – 2 dy  2y = ex tan x.
dx
Solution. We have (D2 – 2D + 2) y = ex tan x
A.E. is m2 – 2m + 2 = 0

2 48
i.e., m=
2
m= 1±i
Therefore C.F. is
yc = ex (C1 cos x + C2 sin x)
 y = ex (A cos x + B sin x) ...(1)
be the complete solution of the given equation
DIFFERENTIAL EQUATIONS

where A and B are to be found

We have y1 = ex cos x and y2 = ex sin x
. y1
= ex (cos x – sin x), y2 = ex (sin x + cos x)
W = y1 y2  y2 y1 = e2x Also, (x)= ex tan x

A =
– y2  x ()
W
= – e sin x  e tan
x x

x e2 x
A = – sin2 x
cos x

A =– J sin2 x
cos x dx  – J 1  cos2 x
cos x
dx

= – J(sec x  cos x dx )
A = – log (sec x + tan x) + sin x + C1

B =
y1   x ()
W
= e cos x  e tan
x x

x e2 x
B = sin x

B = J sin x dx  C2
B = – cos x + C2
Substituting these values of A and B in Eqn. (1), we get
y = {– log (sec x + tan x) + sin x + C1}ex cos x + {– cos x + C2} ex sin x
y = ex (C1 cos x + C2 sin x) – ex cos x log (sec x + tan x)
This is the complete solution of the given equation.
8. Solve by the method of variation of parameters
d2y dy
dx 2 – 2 dx  y = ex log x.
Solution. We have (D2 – 2D + 1) y = ex log x
A.E. is m2 – 2m + 1 = 0
i.e., (m – 1)2 = 0
i.e., m = 1, 1
Hence C.F. is
yc = (C1 + C2 x) ex = C1 ex + C2 x ex
 y = Aex + Bxex ...(1)
DIFFERENTIAL EQUATIONS

We have y1 = ex and y2 = xex

y1 = ex, y2 = xex + ex

W = y1 y2  y2 y1 = xe2x + e2x – xe2x = e2x

Also (x) = ex log x
– y2 – y1  x()
A =
( ),
x B =
W
W
– xe x  ex log x e x  ex log
x 
=
e2 xx,
A = – x . log e2 x B = log x

A= – J
log x  x dx

r
Integrating both these terms by parts,
x2
we x2
get 1 y 1

A= – j log x  2 2  dx j  B = log x  x – J x dx  C2

J L x x
– C1

– x2 log x x2
A=
2 4 C1 , B = x log x – x + C2
 
Substituting these values of A and B in Eqn. (1), we get
ç
– x 2 log x x 2

x
 C e 
y x

( )
x log x  x  C2 xe ( )
y=
t2 4
1
j
(
y = C1  C2 x ) x 2 e x log x x 2 e x
 4 
2
log x ex – x 2 e x
ex – 2
x
x x2 log x  ex
3 2 x

=

(C 1 )
 C2 x e 2
–
4
x e
2 x
xe
(C1  C2 x) e (2 log x – 3) .
x
Thus, y=
4
9. Solve by the method of variation of parameters
–2x
y + 4y + 4y = 4  e 
x
–2 x
Solution. We have (D2 + 4D + 4) y = 4  e
x
A.E. is m2 + 4m + 4 = 0
i.e., (m + 2)2 = 0
m = – 2, – 2
C.F. is yc = e–2x (C1 + C2 x)
DIFFERENTIAL EQUATIONS

y = C1e–2x + C2x e–2x

 y = Ae–2x + Bxe–2x ...(1)
be the complete solution of the given equation where A and B are to be found
We have y1 = e–2x and y2 = xe–2x
y1 = – 2e–2x y2 = e–2x (1 – 2x)

W = y1 y2  y2 y1
= e–2x · e–2x (1 – 2x) + xe–2x · 2 · e–2x

W = e–4x Also,  (x) = 4  e–2 x

x

A =
– y2  x () B =
– y1  x ()
W W
J e2 x –2x J
e–2 x
– xe2x  j 4 j =
e j 4  x jJ
= 4 xxJ –4 x
e e
J
A = – (4xe2x + 1) , B = e 2 x j4  e j –2 x

x J
On integrating, we get 2x 2x
J
e–2x

A = –
(4xe
J 
)
 1 dx  C1 , B = J e j4 x
jJ dx  C 2

Jj 4e
4x 2x
4 2x
–xC J 2x

1
j dx  C
A = jr
L
e 
2
e
4
j 1, = x J 2

2x 2x
A = – 2xe + e – x + C1 B = 2e2x + log x + C2
Substituting these values of A and B in Eqn. (1), we get
y = (– 2x e2x + e2x – x + C1) e–2x + (2e2x + log x + C2) xe–2x
= (C1 + C2x) e–2x – 2x + 1 – xe–2x + 2x + xe–2x log x y
= (C1 + C2x) e–2x + 1 + xe–2x(log x – 1).
10. Solve by the method of variation of parameters
y + 2y + 2y = e–x sec3x.
Solution. We have (D2 + 2D + 2) y = e–x sec3x
A.E.. is m2 + 2m + 2 = 0
–2 48
i.e., m = 2 –1i

 C.F. is yc = e–x (C1cos x + C2 sin x)

 y = Ae–x cos x + Be–x sin x ...(1)
be the complete solution of the given equation where A and B are functions of x to be found
DIFFERENTIAL EQUATIONS

We have y1 = e–x cos x and y2 = e–x sin x

y1 = – e–x (sin x + cos x) y2 = e–x (cos x – sin x)
W = y1 y2  y2
y1

= e–2x
Also, (x) = e–x sec3x – y1  x ()
– y2  x ()
A = B =
W W
 x  x  x
sin x  e sec
–e 3
e cos x  e x sec3
A = B =
x e– 2 x x e– 2 x
A = – tan x sec2x, B = sec2x

A =– J tan x sec2 x dx  C1 ,

A = –
tan2 x
2  ,
C1 B = J x dx  C2

sec2
B = tan x + C2
Substituting these values of A and B in Eqn. (1), we get
J
y = j
tan2 x  C
– 2
J1
e x
(
cos x  tan x  C2 ) sin x
e– x
–x –x
e– x tan x sin x
= e (–C1 cos x  C2 sin x) 2
 e tan x sin x
Thus,
e– x tan x sin
y = e–
x
(
C1 cos x  C2 sin x x )
 2
This is complete solution of the given equation.

EXERCISE 6.1
Solve the following equations by the method of variation of parameters:
d2y
1.2  y = tan2 x.
dx
Ans. y  C1 cos x  C2 sin x  sin x log sec x  tan x ( ) –2
2.
d2y 
y = x sin x. rAns. y  C cos x  C sin x x1 sin x –x 1cos x 2 y
dx2
d2y
L 1
2 4
2

3.
dx2 – 5  dy  6y = e4 x. rAns. y  C1e C2ee 1 y
jL
2x 3x 4x
dx 2

Ans. y  C1 cos2x  C2 sin 2x  sin 2x log (sec 2x  tan 2x )  1

2
d y 4y
4. = 4 sec2 2x.
dx2

5. (D2 + D) y = x cos x. rAns. y  C  C ex sin1 x( cos x  cos) x  2 sin x y

–x

L 2
12
DIFFERENTIAL EQUATIONS

6. (D2 + a2) y = cosec ax.Ans. y  C cosax r 1 1

1  C sin 2ax –x cos ax sin ax log sin ax
y
L a a 2

7. (D2 + 1) y = sec x tan x. Ans. y  C1 cos x  C2 sin x  x cos x  sin x  sin x log sec x

8. (D2 + 2D + 1) y = e–x log x.

L ( –x
Ans. y  C 12 C x ex ) 1
e2 log2 x x 3
4 ( )y
1
9. (D2 – 3D + 2) y = 1  e– x .

Ans. y  C1ex  C2 e2x  xex  ex log 1  ex ( )  e2x log (1  e–x )

e3x
10. (D2 – 6D + 9) y = x2 . ) –e elog x (
Ans. y  C1  C2 x
3x 3x

11. (D2 – 2D + 1) y = x2 e3x. Ans. y  (C  C x )e2x  (

1
4x  3 e ) y3x 2 3x

L 8
12

12. (D + 1) y = log cos

2 x. y  C1 cos x  C2 sin x  sin x log (sec x  tan x)  log cos x  1
Ans.

. Ans. y  C1 cos x  C2 sin x – x cos x  sin x log (1  sin x ) – 1

1
13. (D + 1) y =
2
1  sin x

ex
14. (D2 – 2D + 1) y = x . ( x
)x
Ans. y  C1  C2 x xee log x

15. (D2 + 6D + 9) y =
e–3x
5 .
r Ans. y  (C1  C2 x )x e1
Lj –3x –3e–3x yj
x 12

6.2 SOLUTION OF CAUCHY’S HOMOGENEOUS LINEAR EQUATION AND LENGENDRE’S L

A linear differential equation of the form

n dn
x dy
y dxn  d n 1 y n2 d n 2    a x  a y  (x) ...(1)
a1  n 1 a2 dx
dx y
xn1 x n 2
dx n1

Where a1, a2, a3 ...an are constants and (x) is a function of x is called a homogeneous linear
differential equation of order n.
The equation can be transformed into an equation with constant coefficients by changing the
independent variable x to z by using the substitution x = ez or z = log x
dz 1
Now z = log x  
dx x
DIFFERENTIAL EQUATIONS

dy dy dz
Consider   1 dy
dx dz dx = x  dz

dy dy
 x dx =  Dy
dz
d
where D = .
dz
Differentiating w.r.t. ‘x’ we get,
d 2 y dy d 2 y dz
x  1 
dx2 = dz2 dx
dx
d2y d 2 y 1 dy
i.e., x =  –
dx2 dz x dx
2

1 d 2 y 1 dy
=  – 
x dz2 x dz
2 d2y d 2 y dy
i.e., x
= 
dx2 dz2 dz
2 d2y
i.e., x = (D2 – D) y = D (D – 1) y
dx 2

3 d3y
Similarly, x
= D (D – 1) (D – 2) y
dx3
.............................................................
.............................................................
n
n d y
x n = D (D – 1) ... (D – n + 1) y
dx
dy 2
Substituting these values of x , x2 d y n d
n

dx  in Eqn. (1), it reduces to a linear

y
 x dxn
dx 2
differential equation with constant coefficient can be solved by the method used earlier.
Also, an equation of the form,

(ax  b) n
dn ( d n1 y
 y  a1 ax 
n1
  ... any  (x) ...(2)
n1
dxn b
) dx

where a1, a2......an are constants and  (x) is a function of x is called a homogeneous linear differential
equation of order n. It is also called “Legendre’s linear differential equation”.
This equation can be reduced to a linear differential equation with constant coefficients by using
the substitution.
ax + b = ez or z = log (ax + b)
As above we can prove that
dy
ax  b 
( dx = a Dy
DIFFERENTIAL EQUATIONS

(ax  b) 2

d2y
= a2 D (D – 1) y
dx 2
.............................................................
.............................................................

(ax  b) n
d n = an D (D – 1)(D – 2) ..... (D – n + 1) y
y
dxn
The reduced equation can be solved by using the methods of the previous section.

WORKED OUT EXAMPLES

2 d2y dy 4
1. Solve x 2
 2x  4y = x .
dx dx
Solution. The given equation is
2 d2
x dy
y dx2  2x 4 = x4 ...(1)
dx y
Substitute x = ez or z = log x
dy
So that x = Dy, x 2 d 2 y
dx
2 = D (D – 1) y
The given equation reduces to dx
D (D – 1) y – 2Dy – 4y = (ez)4
[D (D – 1) – 2D – 4] y = e4z
i.e., (D2 – 3D – 4) y = e4z ...(2)
which is an equation with constant coefficients
A.E. is m2 – 3m – 4 = 0
i.e., (m – 4) (m + 1) = 0
 m = 4, –1
C.F. is C.F. = C1e4z + C2e–z
1
P.I. = 4 D 4
D2  3D  4 ez

1
=
(4 ) 2
()
– 3 4  e4z Dr = 0
4
1
= 4z
2 D  ze D 4
3
ze4z
1
=
()
(2) 4  3
1
= ze4z
5
DIFFERENTIAL EQUATIONS

 The general solution of (2) is

y = C.F. + P.I.
1
–z
y = C1 e4z + C2 e + ze4z
5
Substituting ez = x or z = log x, we get
y = C x C x 
4 –1
1
( )
log x x 4
1 2
5
4 C2 x4
y = C1x  x  5 log x
is the general solution of the Eqn. (1).
d2y
dy
2. Solve x 3x  4y = (x + 1)2.
2
dx  dx 2

Solution. The given equation is

2 d2y
x dy
dx2  3x 4 = (x + 1)2 ...(1)
dx y
Substituting x = ez or z = log x
dy
Then x = Dy, x 2 d 2 y
dx
2 = D (D – 1) y
 Eqn. (1) reduces to dx
D (D – 1) y – 3 Dy + 4y = (ez + 1)2
i.e., (D2 – 4D + 4) y = e2z + 2ez + 1
which is a linear equation with constant coefficients.
A.E. is m2 – 4m + 4 = 0
i.e., (m – 2)2 = 0
 m = 2, 2
C.F. = (C1 + C2z) e2z
1

)( )
P.I. =
(  2e z  1
2z
2 e ...(2)
D2

= e2 z 2ez 0z

( D–2 ) ( D – 2)  ( De– 2)
2
2 2

= P.I.1 + P.I.2 + P.I.3

e2 z
P.I.1 = (D  2)
( D – 2) 2

= e2 z
( 2–2 ) 2 (Dr = 0)

ze2z
= (D  2)
2 D–2( )
 DIFFERENTIAL EQUATIONS

ze2z
=
2 22
2 2z
( ) (Dr = 0)

P.I.1 = z e
2
2ez
P.I.2 = (D  1)
(
D2
2
)
2ez
=
(  1) 2

P.I.2 = 2ez
P.I.3 = e0 z (D  0)
2

( D  2)
e0z 1
= 
4 4 z
2
1
2z z
P.I. = e  2e 
2 4
The general solution of Eqn. (2) is
y = C.F. + P.I.
2z
1 z2e2z
(
ye = C1  C2z 2 )
 2e z 
4

z
Substituting e = x or z = log x, we get
x2 log x
2
( ) 1
y = (C1  C2 log x) x2  2
 2x 
4
is the general solution of the equation (1).
dy d2y
3. Solve x 2x  12y = x2 log x.
2
dx  dx 2

Solution. The given Eqn. is

2 d2
x dy
y dx2  2x  12 y = x2 log x ...(1)
dx
z
Substituting x = e or z = log x, so that
dy d2y
x = Dy, and x 2
dx = D (D – 1) y
2
dx
Then Eqn. (1) reduces to
D (D – 1) y + 2 Dy – 12y = e2zz
i.e., (D2 + D – 12) y = ze2z ...(2)
which is the Linear differential equation with constant coefficients.
A.E. is m2 + m – 12 = 0
 DIFFERENTIAL EQUATIONS

i.e., (m + 4) (m – 3) = 0
 m = – 4, 3
C.F. = C1e–4z + C2e3z
1
P.I. = 2z
D  D – 12 ze
2

2z z
= e
( D2 ) ( 2
 D  2  12 ) (D  D + 2)
2z r z y
= e jD j
L 2
 5D  6
1 5
 z
6 36
– 6 + 5D + D2z
z–5
6
5
6
5
6
0

2z r z 5 y – e2z r 5 y
P.I. = e
Lj 6  36 j  6 Ljz  6j
 General solution of Eqn. (2) is
y = C.F. + P.I.
 4z 3z e2z J 5
= C1e
yC2e  –
6
j z  6jJ
Substituting ez = x or z = log x, we get
–4 3 x2 J 5
yx = C1x  C2 –
6
j log x  6jJ
C1 3
x2 J 5

y = 4  C2 x
– x 6
j log x  6jJ
which is the general2 solution of Eqn. (1).
d y dy
4. Solve x2 –x  = 2 log x.
y
dx2 dx
Solution. The given equation is
2
2 d y dy
x 2
–x  y = 2 log x ...(1)
dx dx
DIFFERENTIAL EQUATIONS

Substitute x = ez or z = log x, in Eqn. (1)

dy 2
x = Dy, and x2 d y
Then dx = D (D – 1) y
dx2
Eqn. (1) reduces to,
D (D – 1) y – Dy + y = 2z
i.e., (D2 – 2D + 1) y = 2z ...(2)
which is an equation with constant coefficients
A.E. is m2 – 2m + 1 = 0
i.e., (m – 1)2 = 0
 m = 1, 1
C.F. = (C1 + C2z) ez
1
P.I. =
D2  2D  1  2z
2z + 4
2
1 – 2D + D 2z
2z – 4
4
4
0

P.I. = 2z + 4
 The general solution of Eqn. (2) is
y = (C1 + C2z) ez + 2z + 4
Hence the general solution of Eqn. (1) is
2 y = (C1 + C2 log x) · x + 2 log x + 4.
d y dy
5. Solve x2
– 4x  = cos (2 log x).
6y
dx2 dx
Solution. The given equation is
2
2 d y dy
x 2
– 4x  = cos (2 log x) ...(1)
dx dx
6y
Substituting x = ez or z = log x, we have
dy 2
x = Dy, and x 2 d y
dx
2 = D (D – 1) y
dx
 Eqn. (1) reduces to
D(D – 1)y – 4Dy + 6y = cos 2z
i.e., (D2 – 5D + 6) y = cos 2z ...(2)
2
A.E. is m – 5m + 6 = 0
DIFFERENTIAL EQUATIONS

i.e., (m – 2) (m – 3) = 0
 m = 2, 3
C.F. = C1e2z + C2e3z
1
P.I. =
D2  5D  6 cos 2z D2  – 22

1
= cos 2z
– 22  5D  6

1
= – 5D  2
cos 2z

1 2  5D
= 2 – 5D cos 2z 
2  5D

2 cos2z  10sin
=
2z D2  – 22
4  25D2

2 cos2z  10sin
=
2z
104
1
P.I. =
(
52 cos2z – 5sin 2z
The general solution of Eqn. (2) is
)
y = C.F. + P.I.
= C e 2z  C e 3z 1 cos 2 z  5 sin 2 z

( )
1 2
52
Hence the general solution is
y = C x2  C x3 
( ) ( )
1 cos 2 log x – 5sin 2 log x .
1 2 52
2 d2y dy
6. Solve x
x
 2y  x cos log x .( )
dx2 dx
Solution. The given equation is
2
2 d y dy
x 2
+x  = x cos (log x) ...(1)
dx dx
2y
Substitute x = ez or z = log x,
dy 2

Then we have
x = Dy and x 2 d y
dx 2
= D (D – 1) y
dx
 Eqn. (1) reduces to
D (D – 1) y + Dy + 2y = ez cos z
i.e., (D2 + 2) y = ez cos z ...(2)
2
A.E. is m + 2= 0
i.e., m2 = – 2;
 DIFFERENTIAL EQUATIONS

i.e., m2 = 2i2  m = ± 2i

C.F. = C1 cos
2z  C2 sin 2z
1
P.I. = z
(D  D + 1)
D  2 e cos z
2

1
= ez
( D  1) 2
 2 cos z
1
= ez
D2  2D  3
cos (D2  –12)
z
r
= ez j cos z y
Lr –1cos z y2D  3 j
2

z
= e jL 2D  2 j
ez r cos z D1 y
=
2
jL D  1  D  1 j
ez r – sinDz cos1 z y
2 (D2  –12)
= j j
2 L
ez r – sin z  cos z y
= j
jL 2 –2

ez
sin z  cos z
= ( )
4
 General solution of Eqn. (2) is
y = C.F. + P.I.
ez
= C1 cos 2 z  C2 sin (
2 z  sin z  cos z )
4
 The general solution of Eqn. (1), as
y = C cos 2 log x  C x
sin 2 log x

( ) ( )
4 sin log x  cos log x .
1 2
2
d y dy
7. Solve 2x 
3 –
= 5 – sin log x · (
dx2 dx x x2
Solution. Multiplying throughout the equation by x, we get
d2
2x 2
y  3x dy  y
= 5x –
sin log x ( ) ...(1)
dx2 dx x
z
Substitute x = e or z = log x, in Eqn. (1)
DIFFERENTIAL EQUATIONS

Then we obtain,
{2D (D – 1) + 3D – 1} y = 5ez – e–z sin z
i.e., (2D2 + D – 1) y = 5ez – e–z sin z ...(2)
2
A.E. is 2m + m – 1 = 0
i.e., (m + 1) (2m – 1) = 0
1
 m = – 1,
2 Jj 1 j z
2J
C.F. = C1e2  C2 e
1
P.I. =
2D 2  D  1 5e  e sin z
z –z
( )
1 1
= 2D2  D  1 5ez – e–z sin z
2D  D – 1
2

= P.I.1 – P.I.2
5ez
P.I.1 = (D  1)
2D2  D – 1
5ez
=
2

P.I.2 1
= e –z sin z (D  D – 1)
2D  D  1
2

z 1 sin
= e z
(
2 D1 )  ( D  1) 
2

1
(D2  – 12)
z r sin z y
Lj2 D  3D
=
e 2

r sin z y
z j j
2 ( –1 )  3D
= e
Lj 2

= e z sin z
– 2  3D
r sin z y
z

= e L j3D  2

= –e j
r sin z  3D  2 yj
z

rL3cosz  2 sin z y
3D  2 3D  2
z

= –e j j
L 9D  4 2 2
DIFFERENTIAL EQUATIONS
(D2  –12)
DIFFERENTIAL EQUATIONS

= – e z jr 3 cos z  2 sin z yj
L – 13
ez
=
13 3cos z  2 sin z ( )
5
P.I. = ez  1 ez 3cos z  2 sin z
2 13 (
Complete solution of Eqn. (2) is
y = C.F. + P.I.
Jj 1 j z
5 1
 e 
(
e–z 3cos z  2 sin z
2 z
y = C1ez  C2 e
2 13
J

 The general solution of Eqn. (1) is

C1 5
y = C
x
 x
( )
1 3cos log x – 2 sin log x .
13x
( )
3 d3y 2 d2y x J
2 12

8. Solve x dx 3  2x dx 2  2y
 10 j x  x jJ ·
Solution. The given equation
3
x
3 d3
 2x 2 d 2
2 = 10
Jj x  1 ...(1)
dx
y y
dx2
j
Substitute x = ez or z = log x
dy 2

Hence,
x = Dy, x 2 d y
dx
2 = D (D – 1) y
3 dx
3 d y
x 3
= D (D – 1)(D – 2) y
dx
Eqn. (1) reduces to linear differential equation as
[D (D – 1)(D – 2) + 2D (D –1) + 2] y = 10 e 
Jz 1 j j
ez J
i.e., (D3 – D2 + 2) y = 10 e  e ( z z
)
which is linear differential equation with constant coefficients
A.E. is m3 – m2 + 2 = 0
i.e., (m + 1) (m2 – 2m + 2) = 0
Hence m = – 1, 1 ± i
Therefore, C.F. = C1e–z + ez (C2 cos z + C3 sin z)
1
P.I. =
D3 – D2  2 10 e  e
z –z
( )
DIFFERENTIAL EQUATIONS

= 10 ( çD y
t 1
ez  1

–z
3
D 2 2
D  D2  2
3
j
e )
= 10 [P.I.1 + P.I.2]
1
P.I.1 = D1
ez
D3  D2  2

ez
=
2
P.I.2 = 1 –z D  –1
D3  D2  2 e
1
=
(–1)  (– 1)
3 2

ez Dr = 0

1
= 3D2  2D zez D–1
ze–z
=
3 –1 ( ) 2
 2 –1 ( )
ze–z
P.I.2 =
5
çe z ze–z y
P.I. = 10 ( )
 t2 5 j
Hence the complete solution is
y = C.F. + P.I.
–z z
y re z zez
= C1e 
e (C2 cos z  C3 sin z )  10 j j
2 L 5

Substituting ez = x or z = log x
We get
C
(
y = 1  x C cos log x  C sin log x

( ) ( ))  5x  2 log x 
2 3
x x
3
d y
9. Solve x4 
d2 dy
dx3
2x 3
y – x2
dx
 xy  sin log x .
(
dx2
Solution. Dividing throughout the equation by ‘x’, we get

x3
d3y
3
dx 2
 2x
d2
dx2
–x
dy
y
(
sin log x )
y dx =
x
DIFFERENTIAL EQUATIONS
... (1)
Now substitute x = ez and z = log x
dy 2
x = Dy, x 2 d y
dx = D (D – 1) y,
dx2
DIFFERENTIAL EQUATIONS

3 d3y
x 3
= D (D – 1)(D – 2) y
dx
Eqn. (1) reduces to
sin z
[D (D – 1)(D – 2) + 2D (D –1) – D + 1] y = z
3 2 –z
e
i.e., (D – D – D + 1) y = e sin z
A.E. is m3 – m2 – m + 1 = 0
 m2 (m – 1) – 1 (m – 1) = 0
 (m2 – 1) (m – 1) = 0
 m2 – 1 = 0, m–1=0
 m =  1, 1  m = – 1, + 1, + 1
C.F. = (C1 + C2 Z.) ez + C3 e–z and
1
P.I. =
2
(
D  1 D 1
e–z sin z
)( )
Taking e–z outside and replacing (D  D – 1)

–z
= e 1
sin
( D  2) D z 2

z= e– 1 sin z
(D 2
 4 – 4D )
D
= e
–z (D2  –12)
sin z
D  4D – 4D 2
3
–z
= e sin z
 D  4D  4

–z
= e sin z 4D – 3
4D  3  4D  3
–z r
4 cos z – 3sin z y
j (D2  –12)
= e j 16D2  9
L
–z 4 cos z – 3sin
e z
= – 25
–1
e–z 4 cos z  3sin
 The complete solution is
=
(z
25
y = C.F. + P.I.
= (C )
 C z ez  C e–z 1 e–z 4 sin z  3cos z ( )
 25
1 2 3
DIFFERENTIAL EQUATIONS

z = log x x = ez
= (C  C log x  x  ) C3
1 ( )
4 sin log x – 3cos log x . ( )
 25x
1 2
2 x
(
10. Solve 3x  2 ) 2

d y
(
 3 3x  2 ) dy 2
 36y = 3x + 4x + 1.
dx2 dx
Solution. The given equation is

(3x  2) 2
d 2  3 3x  2
y
dy
(
 36y = 3x2 + 4x + 1 ...(1)
dx
dx2
Substitute 3x + 2 = ez or z = log (3x + 2)
dy
3x  2
So that = 3Dy
dx
2 d2y
2

(3x  2) dx2
= 3 D (D – 1) y

ez – 2
Also, x =
3
Substituting these values in Eqn. (1), we get
ez – 2
2
J Je z
–2
32 D (D – 1) y + 3.3 Dy – 36y = 3 j 3 jJ 4 j 3 jJ  1
e2z  1
9 (D2 – 4) y =
3
1 2z
i.e., (D2 – 4) y = e 1 ...(2)
27 (
Which is a linear differential equation with constant coefficients
Now the A.E. m2 – 4 = 0
Whose roots are m2 = 4
m= ±2
C.F. = C1e2z + C2e– 2z and

P.I. = 1 1 2z
e 1 ( )
D2  4 27
r 1
jy
=
1
j e
27 jL ( D  2)( D  2)
2z 
eoz
D 42
j
= 1 P.I.  P.I.
27 1 2

e2 z
(D  2)
P.I.1 =
( D2 D2 )( ) (Dr  0)
DIFFERENTIAL EQUATIONS

ze2z
= (D  2)
2D
ze2z
=
4
zeoz
P.I.2 = (D  0)
D2  4
1
=
4
P.I. = 1 r 1 ze 1 y
j
27 L 4
2z

4
j
1 2z
108 (
P.I. = ze  1

General solution is
y = C.F. + P.I.
= Ce C e 
2z

1
–2z

2
( ze 1 2z
1)
108
C ( 3x  2 )  C ( 3x  2) ( 3x  2) ( )
2 –2 2
y = 1 log 3x  2  1 .
1 2 108

EXERCISE 6.2
Solve the following equations:
d2y
1. x2 dx2 y = 3x2.
rr
jLj j 3 j 3 yy
Ans. y  x jC1 cosjlog xj  C sin jlog x jj  x2
jL 2 j2 jj j 2

2. x
2 d2y dy
2  5x dx  4 y = x .
4
rjAns. y  x (C1  C2 log x)x yj 2 4

dx L 36
d2y rAns. y  C1x
j rjx x 1 yy
L 14920 j jj
dy –5 4 2
3. x2 2x – 20y = (x + 1)2.
dx2 dx
jL  C x – 2

2 d2y dy
4. x dx2 – x 2 y = x sin (log x).
dx

L ( )
Ans. y  x C 1cos log x  C 2sin log x ( ) –log2x x cos log( x )y
2 d2y
5. x2  3x
dy
y = x
1
x. rjAns. y  x 1 x x –1 log x
C1  C2 log x 4
( jj) y
2

dx dx
jL 2
DIFFERENTIAL
2 d 2 yEQUATIONS
dy Ans. y  C1 x
–1
C2 xe 2 x
6. x 2  4x dx  2 y = ex.
dx
2 d2y dy
7. x dx2 – x 4 y = cos (log x) + x sin (log x).
dx
r
L ( )
Ans. y  x C1 cos3 log x  C 2sin (
1
)
3 log x  13 3cos log x  2 sin log x
x
( )
sin log x
2 ( ) ( )y
2 d2y dy
8. x 2 – 3x dx  5y = x2 sin (log x).
dx
rj x2
( )yj
LAns. y  x C cos ()log x ( )
2
1  C2 sin log x –log x cos log x
2

9. x2y – xy + y = log x. ( ) x  log x  2

Ans. y  C1  C2 log x

4 d3y
10. x dx3 2x
3 d2y 2 dy
dx2 – x dx  xy = 1.
rLj
Ans. y  x ( C1  C2 log x )  C3x –1
1
x –1 log y
4  j
x

11. x
2 d2y dy
2  5x dx  4 y = x log x. rjLAns. y  x –2 (C1  C2 logx xjjlog
) 2y
x – jj
dx 9 3j
3 d3y 2 d2y dy
12. x dx3 3x x 8y = 65 cos (log x).
dx2 dx
jLr Ans. y  C1x –2  x C2 cos 3log x ( )  3C2logsinx)(8 cos log ( x )j
( x )– sin log
2 d2y dy
13. x 2 – 3x dx  5y = x2 sin (log x).
dx
rjLAns. y  xC cos (log x) C sin ()log x
2
1 2
x2
–log x cos log x ( )y
2

d2y
(1  x)dx  () dy
2
14. 1 xy = 4 cos log (1 + x).
2
dx
Ans. y  C1 cos log (1  x )  C2 sin log (1  x )  2 log (1  x ) sin log (1  x )

d2y
15. (2x  1) dx 2
2 (
– 2 2x  1
dy
dx )
– 12 y = 16x.

rAns. y  C (2x  1)  C (2x  1)

3 –1 3
2x  ( ) 41 y
L 1 2
16 1

d3y
(2x – 1)dx  (2x – 1)dydx  2 y
3
16. 3
= 0.

r
)r ) yy
3
( ( ) ( –3
Ans. y  2x  1 C12  C 2x  1 
2
C2 2 x  1
j L jj 2
 DIFFERENTIAL EQUATIONS

Order and degree of Partial Differential Equations (PDEs)

Partial Differential Equation (PDE) : An equation containing one or more partial

derivatives of an unknown function of two or more independent variables is known
as a Partial Differential Equation.

Order of a PDE : The order of a PDE is defined as the order of the highest
partial derivative occurring in the PDE.

Degree of a PDE : The of a PDE is the degree of the highest order derivative
which occurs in it after the equation has been rationalized.

Examples :
𝜕𝑧
𝜕𝑧
(i) + = 𝑧 + 𝑥𝑦 (1st order & 1st degree PDE)
𝜕𝑥 𝜕𝑦
2
𝜕3𝑧 (3rd order & 1st degree PDE)
(ii) 𝜕 + = 2𝑥 𝜕𝑧
𝑧
( ) ( )
𝜕𝑥 𝜕𝑦3 𝜕𝑥

(iii) 𝜕𝑧
𝑧 𝜕𝑧 + =𝑥 (1st order & 1st degree PDE)
( 𝜕𝑥) 𝜕𝑦
𝜕𝑢 𝜕𝑢
(iv) 𝜕𝑢 + + = 𝑥𝑦𝑧 (1st order & 1st degree PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕2𝑧 𝜕𝑧 1
2
(v) = (1 + ) (2nd order & 2nd degree PDE)
𝜕𝑥2 𝜕𝑦

(vi) {(𝜕𝑧) 2+ (𝜕𝑧) }2

= 𝑧 (𝜕𝑧) (1st order & 2nd degree PDE)
𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦

Linear and Non-linear PDEs :

A PDE is said to be linear if the dependent variable and its partial derivatives occur
only in the first degree and are not multiplied, otherwise it is said to be non-linear.
 DIFFERENTIAL EQUATIONS

Examples :
𝜕𝑧
𝜕𝑧
(i) + = 𝑧 + 𝑥𝑦 (Linear PDE)
𝜕𝑥 𝜕𝑦
2
𝜕3𝑧
(ii) 𝜕 + = 2𝑥 𝜕𝑧 (Non-linear PDE)
𝑧
( ) ( )
𝜕𝑥 𝜕𝑦3 𝜕𝑥
(iii) 𝜕𝑧 + 𝜕𝑧
=𝑥 (Non-linear PDE)
𝑧 DIFFERENTIAL
( )
EQUATIONS
𝜕𝑥 𝜕𝑦
𝜕𝑢 𝜕𝑢
(iv) 𝜕𝑢 + + = 𝑥𝑦𝑧 (Linear PDE)
𝜕𝑥 𝜕𝑦 𝜕𝑧

𝜕2𝑧 𝜕𝑧 1
2
(v) = (1 + ) (Non-linear PDE)
𝜕𝑥2 𝜕𝑦

(vi) {(𝜕𝑧) 2+ (𝜕𝑧) }2

= 𝑧 (𝜕𝑧) (Non-linear PDE)
𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑦

Notations : (i) When we consider two independent variables 𝑥 and 𝑦 and

one dependent variable 𝑧. Then, we use the following notations in the PDEs.
𝜕𝑧 𝜕𝑧 𝜕2 𝑧
𝜕𝑥
= 𝑝, = 𝑞,
2𝑧
= 𝑟, 2
= 𝑠, =𝑡
𝜕𝑦 𝜕
𝜕𝑥𝜕𝑦 𝜕 𝑧
𝜕𝑥2 𝜕𝑦2

(ii) When we consider 𝑛 independent variables 𝑥1, 𝑥2, 𝑥3, … … , 𝑥𝑛 and

one dependent variable 𝑧. Then, we use the following notations in the
PDEs.
𝜕𝑧
𝜕𝑥1 = 𝑝1 , 𝜕𝑧 = 𝑝2 , 𝜕𝑧 = 𝑝3 , …………………, 𝜕𝑧
= 𝑝𝑛
𝜕𝑥2 𝜕𝑥3 𝜕𝑥𝑛

(iii) Partial differentiations are also denoted as :

𝜕𝑢 𝜕𝑢 𝜕 2𝑢 𝜕 2𝑢 𝜕 2𝑢
= 𝑢𝑥, = 𝑢𝑥𝑦
𝜕𝑥 = 𝑢 𝑦, 2
= 𝑢𝑥𝑥, 2
= 𝑢𝑦𝑦, 𝜕𝑥𝜕𝑦
𝜕𝑦 𝜕𝑥 𝜕𝑦
Classification of First Order PDEs :

(i) Linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be Linear

PDE if it is linear in 𝑝, 𝑞 𝑎𝑛𝑑 𝑧, that is, if the given equation is of the form
𝑃(𝑥, 𝑦)𝑝 + 𝑄(𝑥, 𝑦)𝑞 = 𝑅(𝑥, 𝑦)𝑧 + 𝑆(𝑥, 𝑦).

Example : (i) 𝑥2𝑦𝑝 + 𝑥𝑦2𝑞 = 𝑥𝑦𝑧 + 𝑥 2 𝑦 2

 (ii) 𝑝 + 𝑞 = 𝑧 + 𝑥𝑦
DIFFERENTIAL EQUATIONS
𝑥
(iii) 𝑥𝑝 + 𝑦𝑞 = 𝑥 2 𝑦 2 𝑧 +
𝑦
(ii) Semi-linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be
DIFFERENTIAL EQUATIONS
Semi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞, the co-efficients 𝑝 𝑎𝑛𝑑 𝑞 are functions
of 𝑥 𝑎𝑛𝑑 𝑦 only, that is, if the given equation is of the form 𝑃(𝑥, 𝑦)𝑝 + 𝑄(𝑥, 𝑦)𝑞 =
𝑅(𝑥, 𝑦, 𝑧).

Example : (i) 𝑥2𝑦𝑝 + 𝑥𝑦2𝑞 = 𝑥 2 𝑦 2 𝑧 2

𝑧2
(ii) 𝑦𝑝 + 𝑥𝑞 =
𝑥𝑦
𝑥2𝑦2
(iii) 𝑥𝑝 + 𝑦𝑞 =
𝑧2

(iii) Quasi-linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be

Quasi-linear PDE if it is linear in 𝑝 𝑎𝑛𝑑 𝑞, that is, if the given equation is of the
form 𝑃(𝑥, 𝑦, 𝑧)𝑝 + 𝑄(𝑥, 𝑦, 𝑧)𝑞 = 𝑅(𝑥, 𝑦, 𝑧).

Example : (i) 𝑥2𝑧𝑝 + 𝑧𝑦2𝑞 = 𝑥𝑦

(ii) (𝑥2 − 𝑦𝑧)𝑝 + (𝑦2 − 𝑧𝑥)𝑞 = (𝑧2 − 𝑥𝑦)

(iii) 𝑥𝑦2𝑧𝑝 + 𝑥2𝑦𝑧𝑞 = ( 𝑥 2 𝑦 2 𝑧 2 − 1)

(iv) Non-linear PDE : A first order equation 𝑓(𝑥, 𝑦, 𝑧, 𝑝, 𝑞) = 0 is said to be Non-

linear PDE if it is not linear in 𝑝 𝑎𝑛𝑑 𝑞.

Example : (i) 𝑝2 + 𝑞2 = 1

(ii) 𝑝𝑞 = 𝑧

(iii) 𝑥2𝑝2 + 𝑦2𝑞2 = 𝑧2

Formation of first order partial differential equations
DIFFERENTIAL EQUATIONS

Rule I : Derivation of PDE by eliminating constants

Example 1. Find a PDE by eliminating a and b from

𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎2 + 𝑏2

Solution : Given, 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑎2 + 𝑏2.....................(i)

Differentiating (i) partially with respect to x, we get

𝜕𝑧
𝜕𝑥 =𝑎
⇒ 𝑝 = 𝑎.......................(ii)

Differentiating (i) partially with respect to y, we get

𝜕𝑧
𝜕𝑦 = 𝑏

⇒ 𝑞 = 𝑏.......................(iii)

Now, putting 𝑎 = 𝑝 and 𝑏 = 𝑞 in (i), we get

𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝2 + 𝑞2, which is the required PDE. Answer

EXERCISE 1 (A)

1. 𝒛 = 𝑨 𝒆𝒑𝒕 𝐬𝐢𝐧 𝒑𝒙 (𝒑 𝒂𝒏𝒅 𝑨)

Solution : Given, 𝑧 = 𝐴 𝑒𝑝𝑡 sin 𝑝𝑥...................(i)

Differentiating (i) partially with respect to x, we get

𝜕𝑧
= 𝐴 𝑒𝑝𝑡 cos 𝑝𝑥 . 𝑝
𝜕𝑥
𝜕𝑧
⇒ = 𝐴𝑝𝑒𝑝𝑡 cos 𝑝𝑥............................(ii)
𝜕𝑥

Again, differentiating (ii) partially with respect to x, we get

𝜕2𝑧
= 𝐴𝑝𝑒𝑝𝑡(−sin 𝑝𝑥). 𝑝
𝜕𝑥2 DIFFERENTIAL EQUATIONS
𝜕2𝑧
⇒ = −𝐴𝑝2𝑒𝑝𝑡𝑠𝑖𝑛𝑝𝑥....................(iii)
𝜕𝑥2

Differentiating (i) partially with respect to t, we get

𝜕𝑧
= 𝐴 𝑝𝑒𝑝𝑡 𝑠𝑖𝑛 𝑝𝑥..............................(iv)
𝜕𝑡

Again, differentiating (iv) partially with respect to t, we get

𝜕2𝑧
= 𝐴𝑝2𝑒𝑝𝑡𝑠𝑖𝑛𝑝𝑥..............................(v)
𝜕𝑡2

Adding (iii) & (v), we get

𝜕2𝑧 𝜕2𝑧
+ = 0, which is the required PDE. Answer
𝜕𝑥2 𝜕𝑡2

𝟐
2. 𝒛 = 𝑨 𝒆−𝒑 𝒕 𝐜𝐨𝐬 𝒑𝒙 (𝒑 𝒂𝒏𝒅 𝑨)
2
Solution : Given, 𝑧 = 𝐴 𝑒−𝑝 𝑡 cos 𝑝𝑥...................(i)

Differentiating (i) partially with respect to x, we get

2
𝜕𝑧
= −𝐴 𝑝𝑒−𝑝 𝑡 sin 𝑝𝑥.........................(ii)
𝜕𝑥

Again, differentiating (i) partially with respect to x, we get

𝜕2𝑧 2
= −𝐴 𝑝2𝑒−𝑝 𝑡 cos 𝑝𝑥........................(iii)
𝜕𝑥2

Differentiating (i) partially with respect to t, we get

2
𝜕𝑧
= −𝐴 𝑝2𝑒−𝑝 𝑡 cos 𝑝𝑥......................(iv)
𝜕𝑡

From (iii) & (iv), we get,

𝜕2𝑧 𝜕𝑧
= , which is the required PDE. Answer
𝜕𝑥2 𝜕𝑡
 DIFFERENTIAL EQUATIONS

3. 𝒛 = 𝒂𝒙𝟑 + 𝒃𝒚𝟑 ; ( 𝒂, 𝒃 )

Solution : Given equation is,

𝑧 = 𝑎𝑥3 + 𝑏𝑦3.........................(i)

Differentiating (i) partially with respect to x, we get

𝜕𝑧
= 3𝑎𝑥2......................... (ii)
𝜕𝑥

Differentiating (i) partially with respect to y, we get

𝜕𝑧
= 3𝑏𝑦2.........................(iii)
𝜕𝑦

From (ii) and (iii), we get

𝜕𝑧 𝜕𝑧
𝑥 +𝑦 = 3𝑎𝑥3 + 3𝑏𝑦3
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
⇒𝑥 +𝑦 = 3(𝑎𝑥3 + 𝑏𝑦3)
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
⇒𝑥 +𝑦 = 3𝑧 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕𝑥 𝜕𝑦

which is the required PDE. Answer

𝒚 𝟐
4. 𝟒𝒛 = [𝒂𝒙 + + 𝒃] ; (𝒂, 𝒃)
𝒂

Solution : Given equation is,

𝑦
4𝑧 = [𝑎𝑥 + 2
𝑎 + 𝑏] ……………. (i)
Differentiating (i) partially with respect to x, we get
𝜕𝑧 𝑦
4 = 2 (𝑎𝑥 + + 𝑏) . 𝑎
𝜕𝑥 𝑎
 𝜕𝑧 1 𝑦
⇒ = .𝑎. (𝑎𝑥 + + 𝑏).......................(ii)
DIFFERENTIAL
𝜕𝑥 2 EQUATIONS
𝑎

Differentiating (i) partially with respect to y, we get

𝑦 1
𝜕𝑧
4 𝜕𝑦 = 2. (𝑎𝑥 + + 𝑏) .
𝑎 𝑎

𝑦
𝜕𝑧 (𝑎𝑥 +
⇒ 𝜕𝑦 =
1 1 + 𝑏)........................(iii)
2. 𝑎
𝑎

Multiplying (ii) by (iii), we get

𝜕𝑧 𝜕𝑧 1 𝑦 2
.
𝜕𝑥 𝜕𝑦 = . [𝑎𝑥 + + 𝑏]
4 𝑎
1
𝜕𝑧 = . 4𝑧 [𝐹𝑟𝑜𝑚 (𝑖)]
⇒
𝜕𝑧 .
𝜕𝑥 𝜕𝑦 4
𝜕𝑧 𝜕𝑧
⇒ . = 𝑧, which is the required PDE. Answer
𝜕𝑥 𝜕𝑦

5. 𝒛 = 𝒂𝒙𝟐 + 𝒃𝒙𝒚 + 𝒄𝒚𝟐, (𝒂, 𝒃, 𝒄)

Solution : Given equation is,

𝑧 = 𝑎𝑥2 + 𝑏𝑥𝑦 + 𝑐𝑦2...................................... (i)

Differentiating (i) partially with respect to x, we get

𝜕𝑧
= 2𝑎𝑥 + 𝑏𝑦..................................(ii)
𝜕𝑥

Differentiating (ii) partially with respect to x, we get

𝜕2𝑧
= 2𝑎.........................................(iii)
𝜕𝑥2

Differentiating (ii) partially with respect to y, we get

𝜕 𝜕𝑧
𝜕𝑦
(𝜕𝑥 ) = 𝑏
𝜕𝑥𝜕𝑦
𝜕2𝑧
⇒
= 𝑏..............................
DIFFERENTIAL EQUATIONS
Differentiating (i) partially with respect to y, we get
DIFFERENTIAL EQUATIONS
𝜕𝑧
= 𝑏𝑥 + 2𝑐𝑦..................................(v)
𝜕𝑦

Differentiating (v) partially with respect to y, we get

𝜕2𝑧
= 2𝑐..............................................(vi)
𝜕𝑦2

From (iii), (iv) and (vi), we get

𝜕 2𝑧
+ 2𝑥𝑦 𝜕 𝑧 + 𝑦2 𝜕 𝑧 = 2𝑎𝑥2 + 2𝑏𝑥𝑦 + 2𝑐𝑦2
2 2
𝑥 2

𝜕𝑥2 𝜕𝑥𝜕𝑦 𝜕𝑦2

𝜕2𝑧
⇒2 𝑥2 + 2𝑥𝑦 𝜕2𝑧 = 2(𝑎𝑥2 + 𝑏𝑥𝑦 + 𝑐𝑦2)
𝜕 𝑧 + 𝑦2
𝜕𝑥2 𝜕𝑥𝜕𝑦 𝜕𝑦2
𝜕2𝑧
⇒2 𝑥 2
+ 2𝑥𝑦 𝜕2𝑧 = 2𝑧 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕 𝑧 + 𝑦2
𝜕𝑥2 𝜕𝑥𝜕𝑦 𝜕𝑦2

which is the required PDE. Answer

6. 𝒛𝟐 = 𝒂𝒙𝟑 + 𝒃𝒚𝟑 + 𝒂𝒃, (𝒂, 𝒃)

Solution : Given equation is,

𝑧2 = 𝑎𝑥3 + 𝑏𝑦3 + 𝑎𝑏...........................(i)

Differentiating (i) partially with respect to x, we get

𝜕𝑧
2𝑧 = 3𝑎𝑥2.................................. (ii)
𝜕𝑥

Differentiating (i) partially with respect to y, we get

𝜕𝑧
2𝑧 = 3𝑏𝑦2..................................(iii)
𝜕𝑦

(ii) x (iii) ⇒ 4𝑧2 𝜕𝑧

( ) = 9𝑎𝑏𝑥2𝑦2..................................(iv)
𝜕𝑧 )
( 𝜕𝑥 𝜕𝑦
From (ii) and (iii), we get
DIFFERENTIAL EQUATIONS
 𝜕𝑧 𝜕𝑧
6𝑥3𝑦2𝑧 + 6𝑥2𝑦3𝑧 = 9𝑎𝑥5𝑦2 + 9𝑏𝑥2𝑦5..........................(v)
DIFFERENTIAL
𝜕𝑥 EQUATIONS
𝜕𝑦

Adding (iv) and (v), we get

𝜕𝑧 𝜕𝑧 𝜕𝑧 𝜕𝑧
6𝑥3𝑦2𝑧 + 6𝑥2𝑦3𝑧 + 4𝑧2 ( ) ( ) = 9𝑎𝑥5𝑦2 + 9𝑏𝑥2𝑦5 + 9𝑎𝑏𝑥2𝑦2
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧
⇒ 6𝑥3𝑦2𝑧 + 6𝑥2𝑦3𝑧 + 4𝑧2 𝜕𝑧 ) ( ) = 9𝑥2𝑦2(𝑎𝑥3 + 𝑏𝑦3 + 𝑎𝑏)
𝜕𝑥 𝜕𝑦 ( 𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
⇒ 𝑧 [6𝑥3𝑦2 + 6𝑥2𝑦3 + 4𝑧 𝜕𝑧 𝜕𝑧 )] = 9𝑥 2 𝑦 2 𝑧 2 [𝐹𝑟𝑜𝑚 (𝑖)]
𝜕𝑥 𝜕𝑦 ( 𝜕𝑥) ( 𝜕𝑦
𝜕𝑧 𝜕𝑧 𝜕𝑧
⇒ 6𝑥3𝑦2 + 6𝑥2𝑦3 + 4𝑧 𝜕𝑧 ) ( ) = 9𝑥2𝑦2𝑧, which is required PDE.
(
 𝜕𝑥

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 𝜕𝑥

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𝜕𝑦

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LAGRANGE'S METHOD:
An equation of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅 is said to be Lagrange's type of partial differential equations.
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