➢ Course Title : Differential Equations and Special Functions
➢ Course Code: MAT102 and Section-4
➢ Lecture-8 (March 14, 2023) [ This is the first class after Mid-1 Exam]
Today’s Lecture Topics:
◼ Ordinary Differential Equations
◼ Linear differential equations (second or higher order) with
constant coefficients
◼ Course Instructor: Dr. Akter Hossain, Assistant Professor of MPS
Department, EWU, Dhaka, BD
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Definition: A linear differential equation of order ′𝒏′ with constant
coefficient can be expressed in the following form
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝑭 𝒙 −−−−−− −(𝟏)
𝒅𝒙 𝒅𝒙 𝒅𝒙
where F(x) is a nonhomogeneous term and a0, a1, …, an−1, an are real
constants.
If 𝑭(𝒙) = 𝟎, then Eq. (1) is called a homogeneous differential equation.
If 𝑭(𝒙) ≠ 𝟎, then Eq. (1) is called a nonhomogeneous differential equation.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Let y = emx be a trial solution of the homogeneous equation (2). Then we
can write
𝒚′ = 𝒎𝒆𝒎𝒙 , 𝒚″ = 𝒎𝟐 𝒆𝒎𝒙 , 𝒚‴ = 𝒎𝟑 𝒆𝒎𝒙 , 𝒚 𝒏
= 𝒎𝒏 𝒆𝒎𝒙 .
Substituting these in (2), we get
𝒂𝟎 𝒎𝒏 𝒆𝒎𝒙 + 𝒂𝟏 𝒎𝒏−𝟏 𝒆𝒎𝒙 + ⋯ + 𝒂𝒏−𝟏 𝒎𝒆𝒎𝒙 + 𝒂𝒏 𝒆𝒎𝒙 = 𝟎
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
⇒ 𝒆𝒎𝒙 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎
Since 𝒆𝒎𝒙 ≠ 𝟎, we obtain following polynomial equation of 𝒎
unknown:
𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 −−−−−− −(𝟑)
This equation is called the auxiliary equation (A.E.) or the characteristic
equation of the given differential equation (2).
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
Auxiliary equation: 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 −− − 𝟑
Case 1: Real and distinct roots
Suppose the roots of (3) are the 𝒏 distinct real numbers m1, m2, ... , mn.
Then 𝒆𝒎𝟏 𝒙 , 𝒆𝒎𝟐 𝒙 , 𝒆𝒎𝟑 𝒙 , … , 𝒆𝒎𝒏 𝒙 are 𝒏 distinct solutions of (2) which are
linearly independent.
Therefore, the general solution of Eq.(2) is
𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 + 𝒄𝟑 𝒆𝒎𝟑 𝒙 + ⋯ + 𝒄𝒏 𝒆𝒎𝒏 𝒙 where c1, c2, ... , cn are
arbitrary constants.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟐 𝒚 𝒅𝒚
➢ Example 1: Solve − 𝟑 + 𝟐𝒚 = 𝟎 𝒐𝒓 𝑫𝟐 − 𝟑𝑫 + 𝟐 𝒚 = 𝟎 𝒘𝒉𝒆𝒓𝒆
𝒅𝒙𝟐 𝒅𝒙
𝑫 stands for 𝒅/𝒅𝒙 and 𝑫𝟐 stands for 𝒅𝟐 /𝒅𝒙𝟐
Solution: Given differential equation is
𝒅𝟐 𝒚 𝒅𝒚 𝟐 − 𝟑𝑫 + 𝟐 𝒚 = 𝟎 −−−−−−− − 𝟏
− 𝟑 + 𝟐𝒚 = 𝟎 𝒐𝒓 𝑫
𝒅𝒙𝟐 𝒅𝒙
Let 𝒚 = 𝒆𝒎𝒙 be a trial solution of the equation (1). Then auxiliary
equation of the equation (1) is
𝒎𝟐 − 𝟑𝒎 + 𝟐 = 𝟎 ⇒ 𝒎𝟐 − 𝟐𝒎 − 𝒎 + 𝟐 = 𝟎 ⇒ 𝒎 − 𝟐 𝒎 − 𝟏 = 0
∴ 𝒎 = 𝟐, 𝟏 (Real and distinct roots)
Therefore, the general solution of (1) is 𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆𝟐𝒙 (𝑨𝒏𝒔. )
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟐 𝒚 𝒅𝒚
➢ Example 2: Solve + 𝟓 + 𝟔𝒚 = 𝟎 𝒐𝒓 𝑫𝟐 + 𝟓𝑫 + 𝟔 𝒚 = 𝟎 𝒘𝒉𝒆𝒓𝒆
𝒅𝒙𝟐 𝒅𝒙
𝑫 stands for 𝒅/𝒅𝒙 and 𝑫𝟐 stands for 𝒅𝟐 /𝒅𝒙𝟐
Solution: Given differential equation is
𝒅𝟐 𝒚 𝒅𝒚 𝟐 + 𝟓𝑫 + 𝟔 𝒚 = 𝟎 −−−−−−− − 𝟏
+ 𝟓 + 𝟔𝒚 = 𝟎 𝒐𝒓 𝑫
𝒅𝒙𝟐 𝒅𝒙
Let 𝒚 = 𝒆𝒎𝒙 be a trial solution of the equation (1). Then the
auxiliary equation of the equation (1) is
𝒎𝟐 + 𝟓𝒎 + 𝟔 = 𝟎 ⇒ 𝒎𝟐 + 𝟑𝒎 + 𝟐𝒎 + 𝟔 = 𝟎 ⇒ 𝒎 + 𝟑 𝒎 + 𝟐 = 0
∴ 𝒎 = −𝟐, −𝟑 (Real and distinct roots)
Therefore, the general solution of (1) is 𝒚 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝒄𝟐 𝒆−𝟑𝒙 (𝑨𝒏𝒔. )
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−−−−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxiliary equation: 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 −−− − 𝟑
Case 2: Repeated real roots
Suppose the roots of (3) are the 𝒏 repeated real numbers 𝒎, 𝒎, … , 𝒎
Then the general solution of (2) is
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + ⋯ + 𝒄𝒏 𝒙𝒏−𝟏 𝒆𝒎𝒙
where c1, c2, ... , cn are arbitrary constants.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−−−−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxiliary equation: 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 −−− − 𝟑
Case 2 (i): Certain number of repeated real roots and the rest of the roots
are distinct
Now if there are the 𝒌 repeated real roots m, m, ... , m and the rest of the
roots are distinct then the general solution of eq. (2) is
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + ⋯ + 𝒄𝒌 𝒙𝒌−𝟏 𝒆𝒎𝒙 + 𝒄𝒌+𝟏 𝒆𝒎𝒌+𝟏𝒙 + 𝒄𝒌+𝟐 𝒆𝒎𝒌+𝟐𝒙 +
⋯ + 𝒄 𝒏 𝒆𝒎 𝒏 𝒙
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
➢ Example 1: Solve 𝟑 − 𝟒 𝟐 − 𝟑 + 𝟏𝟖𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
𝐨𝐫 𝑫𝟑 − 𝟒𝑫𝟐 − 𝟑𝑫 + 𝟏𝟖 𝒚 = 𝟎
Solution: Given differential equation is
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
𝟑
−𝟒 𝟐−𝟑 + 𝟏𝟖𝒚 = 𝟎 −−−−−−−−−−−−− −(𝟏)
𝒅𝒙 𝒅𝒙 𝒅𝒙
Let y = e mx be a trial solution of the equation (1). Then, the auxiliary equation
of (1) is 𝒎𝟑 − 𝟒𝒎𝟐 − 𝟑𝒎 + 𝟏𝟖 = 𝟎
⇒ 𝒎𝟑 − 𝟑𝒎𝟐 − 𝒎𝟐 + 𝟑𝒎 − 𝟔𝒎 + 𝟏𝟖 = 𝟎
⇒ 𝒎𝟐 𝒎 − 𝟑 − 𝒎 𝒎 − 𝟑 − 𝟔 𝒎 − 𝟑 = 𝟎 ⇒ 𝒎 − 𝟑 𝒎𝟐 − 𝒎 − 𝟔 = 𝟎
⇒ 𝒎 − 𝟑 𝒎 − 𝟑 𝒎 + 𝟐 = 𝟎 ∴ 𝒎 = 𝟑, 𝟑, −𝟐 (Repeated real roots)
Therefore, the general solution of (1) is 𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 𝒆𝟑𝒙 + 𝒄𝟑 𝒆−𝟐𝒙
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
➢ Example 2: Solve 𝟑 − 𝟕 𝟐 + 𝟏𝟔 − 𝟏𝟐𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
𝐨𝐫 𝑫𝟑 − 𝟕𝑫𝟐 + 𝟏𝟔𝑫 − 𝟏𝟐 𝒚 = 𝟎
Solution: Given differential equation is
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
𝟑
− 𝟕 𝟐 + 𝟏𝟔 − 𝟏𝟐𝒚 = 𝟎 −−−−−−−−−−−−− −(𝟏)
𝒅𝒙 𝒅𝒙 𝒅𝒙
Let y = e mx be a trial solution of the equation (1). Then, the auxiliary equation
of (1) is 𝒎𝟑 − 𝟕𝒎𝟐 + 𝟏𝟔𝒎 − 𝟏𝟐 = 𝟎
⇒ 𝒎𝟑 − 𝟐𝒎𝟐 − 𝟓𝒎𝟐 + 𝟏𝟎𝒎 + 𝟔𝒎 − 𝟏𝟐 = 𝟎
⇒ 𝒎𝟐 𝒎 − 𝟐 − 𝟓𝒎 𝒎 − 𝟐 + 𝟔 𝒎 − 𝟐 = 𝟎 ⇒ 𝒎 − 𝟐 𝒎𝟐 − 𝟓𝒎 + 𝟔 = 𝟎
⇒ 𝒎 − 𝟐 𝒎 − 𝟐 𝒎 − 𝟑 = 𝟎 ∴ 𝒎 = 𝟐, 𝟐, 𝟑 (Repeated real roots)
Therefore, the general solution of (1) is 𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 𝒆𝟐𝒙 + 𝒄𝟑 𝒆𝟑𝒙
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−−−−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxiliary equation: 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 −−− − 𝟑
Case 3: Conjugate complex roots
Suppose the auxiliary equation has two complex conjugate roots 𝒂 + 𝒊𝒃 and
𝒂 − 𝒊𝒃 which are non-repeated. Cancelled but
you can follow this
So, the general solution can be written as simplification
𝒂+𝒊𝒃 𝒙 𝒂−𝒊𝒃 𝒙 𝒂𝒙+𝒊𝒃𝒙 𝒂𝒙−𝒊𝒃𝒙 for your convenience.
➢ 𝒚 = 𝒌𝟏 𝒆 + 𝒌𝟐 𝒆 = 𝒌𝟏 𝒆 + 𝒌𝟐 𝒆
= 𝒌𝟏 𝒆𝒂𝒙 𝒄𝒐𝒔 𝒃 𝒙 + 𝒊 𝒔𝒊𝒏 𝒃 𝒙 + 𝒌𝟐 𝒆𝒂𝒙 𝒄𝒐𝒔 𝒃 𝒙 − 𝒊 𝒔𝒊𝒏 𝒃 𝒙
= 𝒆𝒂𝒙 𝒌𝟏 + 𝒌𝟐 𝒄𝒐𝒔 𝒃 𝒙 + 𝒊 𝒌𝟏 − 𝒌𝟐 𝒔𝒊𝒏 𝒃 𝒙 ∴ 𝒚 = 𝒆𝒂𝒙 (𝒄𝟏 𝒄𝒐𝒔 𝒃 𝒙 +
𝒄𝟐 𝒔𝒊𝒏 𝒃 𝒙) where 𝒄𝟏 = 𝒌𝟏 + 𝒌𝟐 𝒂𝒏𝒅 𝒄𝟐 = 𝒊(𝒌𝟏 − 𝒌𝟐) are new arbitrary constants.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟐 𝒚
➢ Example 1: Solve + 𝟒𝒚 = 𝟎 𝒐𝒓 𝑫𝟐 + 𝟒 𝒚 = 𝟎
𝒅𝒙𝟐
Solution: Given differential equation is
𝒅𝟐 𝒚
+ 𝟒𝒚 = 𝟎 𝒐𝒓 𝑫𝟐 + 𝟒 𝒚 = 𝟎 −−−−−−−−−−− −(𝟏)
𝒅𝒙𝟐
Let 𝒚 = 𝒆𝒎𝒙 be a trial solution of the equation (1). Then the
auxiliary equation of the equation (1) is
𝒎𝟐 + 𝟒 = 𝟎 ⇒ 𝒎𝟐 = −𝟒 ⇒ 𝒎𝟐 = 𝟒𝒊𝟐
∴ 𝒎 = ±𝟐𝒊 = 𝟎 ±𝟐𝒊 (𝒊. 𝒆. , 𝟎 + 𝟐𝒊, 𝟎 − 𝟐𝒊)
Therefore, the general solution of (1) is
𝒚 = 𝒆𝟎𝒙 𝒄𝟏 𝒄𝒐𝒔 𝟐 𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝟐 𝒙 = 𝒄𝟏 𝒄𝒐𝒔 𝟐 𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝟐 𝒙 (𝑨𝒏𝒔. )
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−−−−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxiliary equation of (2): 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 − − 𝟑
Case 4: Conjugate complex roots (repeated)
(i) Suppose the roots of auxiliary equation (3) are 𝒂 ± 𝒊𝒃 (occur twice).
So, the general solution of (2) can be written as
𝒚 = 𝒆𝒂𝒙 𝒄𝟏 + 𝒄𝟐 𝒙 𝒄𝒐𝒔 𝒃 𝒙 + 𝒄𝟑 + 𝒄𝟒 𝒙 𝒔𝒊𝒏 𝒃𝒙 containing four arbitrary
constants.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−−−−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxiliary equation of (2): 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 − − 𝟑
Case 4: Conjugate complex roots (repeated)
(ii) Suppose the roots of auxiliary equation (3) are 𝒂 ± 𝒊𝒃 (occur thrice).
So, the general solution of (2) can be written as
𝒚 = 𝒆𝒂𝒙 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 𝒄𝒐𝒔 𝒃 𝒙 + 𝒄𝟒 + 𝒄𝟓 𝒙 + 𝒄𝟔 𝒙𝟐 𝒔𝒊𝒏 𝒃𝒙 containing
six arbitrary constants.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎 −−−−−−−−−−−− − 𝟐
𝒅𝒙 𝒅𝒙 𝒅𝒙
Auxiliary equation of (2): 𝒂𝟎 𝒎𝒏 + 𝒂𝟏 𝒎𝒏−𝟏 + ⋯ + 𝒂𝒏−𝟏 𝒎 + 𝒂𝒏 = 𝟎 − − 𝟑
Case 4: Conjugate complex roots (repeated)
(iii) Suppose the roots of auxiliary equation (3) are 𝒂 ± 𝒊𝒃 ( occur 𝒌 times)
So, the general solution of (2) can be written as
𝒚 = 𝒆𝒂𝒙 ൣ 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + ⋯ + 𝒄𝒌 𝒙𝒌−𝟏 𝒄𝒐𝒔 𝒃 𝒙 + ൫𝒄𝒌+𝟏 + 𝒄𝒌+𝟐 𝒙 +
𝒄𝒌+𝟑 𝒙𝟐 + ⋯ + 𝒄𝟐𝒌 𝒙𝒌−𝟏 ൯ 𝒔𝒊𝒏 𝒃𝒙൧ where 𝒄𝟏 , 𝒄𝟐, … … . , 𝒄𝟐𝒌 are arbitrary constants.
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝟐 𝟑 𝟐 𝟐
➢ Example 1: Solve [ 𝑫 + 𝟏 𝑫 + 𝑫 + 𝟏 ]𝒚 = 𝟎
Solution: Given differential equation is
𝟑 𝟐
[ 𝑫𝟐 +𝟏 𝑫𝟐 + 𝑫 + 𝟏 ]𝒚 = 𝟎 −−−−−−−−−−− −(𝟏)
Let 𝒚 = 𝒆𝒎𝒙 be a trial solution of the equation (1). Then the
auxiliary equation of the equation (1) is
𝟐 𝟑 𝟐 𝟐
𝒎 +𝟏 𝒎 +𝒎+𝟏 =𝟎
⇒ 𝒎 = 𝟎 ± 𝒊 (thrice)and
𝟏 𝟑
− ±𝒊 (twice)
𝟐 𝟐
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝟐 𝟑 𝟐 𝟐
➢ Example 1: Solve [ 𝑫 + 𝟏 𝑫 + 𝑫 + 𝟏 ]𝒚 = 𝟎
Solution: Given differential equation is
𝟐 𝟑 𝟐 𝟐
𝑫 + 𝟏 𝑫 + 𝑫 + 𝟏 𝒚 = 𝟎 −−−−−−−−−−− −(𝟏)
The roots of auxiliary equation of the equation (1) are
𝟏 𝟑
𝒎 = 𝟎 ± 𝒊 (thrice) and ±𝒊 (twice)
−
𝟐 𝟐
Therefore, the general solution of (1) is
𝒚
= 𝒆𝟎𝒙 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 𝒄𝒐𝒔𝒙 + 𝒄𝟒 + 𝒄𝟓 𝒙 + 𝒄𝟔 𝒙𝟐 𝒔𝒊𝒏𝒙
𝒙
−𝟐 𝟑 𝟑
+𝒆 𝒄𝟕 + 𝒄𝟖 𝒙 𝒄𝒐𝒔 𝒙 + 𝒄𝟗 + 𝒄𝟏𝟎 𝒙 𝒔𝒊𝒏 𝒙 (𝑨𝒏𝒔. )
𝟐 𝟐
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟐 𝒚 𝒅𝒚
➢ Example 2: Solve − 𝟔+ 𝟐𝟓𝒚 = 𝟎, 𝒚 𝟎 = −𝟑, 𝒚′ 𝟎 = −𝟏.
𝒅𝒙𝟐 𝒅𝒙
Solution: Given differential equation is
𝒅𝟐 𝒚 𝒅𝒚
− 𝟔
+ 𝟐𝟓𝒚 = 𝟎 −−−−−−−−−−−−−−−−−− − 𝟏
𝒅𝒙𝟐 𝒅𝒙
𝒎𝒙
Let 𝒚 = 𝒆 𝐛𝐞 𝐭𝐡𝐞 𝐭𝐫𝐚𝐢𝐥 𝐬𝐨𝐥𝐮𝐭𝐢𝐨𝐧 𝐨𝐟 (𝟏). Then the auxiliary equation
of (1) is 𝒎𝟐 − 𝟔𝒎 + 𝟐𝟓 = 𝟎
⇒ 𝒎𝟐 − 𝟐. 𝒎. 𝟑 + 𝟗 + 𝟏𝟔 = 𝟎 ⇒ 𝒎 − 𝟑 𝟐 = −𝟏𝟔
⇒ 𝒎 − 𝟑 𝟐 = 𝟏𝟔𝒊𝟐
⇒ 𝒎 − 𝟑 𝟐 = 𝟒𝒊 𝟐
⇒ 𝒎 − 𝟑 = ±𝟒𝒊
∴ 𝒎 = 𝟑 ± 𝟒𝒊
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟐 𝒚 𝒅𝒚
➢ Example 2: Solve − 𝟔 + 𝟐𝟓𝒚 = 𝟎, 𝒚 𝟎 = −𝟑, 𝒚′ 𝟎 = −𝟏.
𝒅𝒙𝟐 𝒅𝒙
Solution: Given differential equation is
𝒅𝟐 𝒚 𝒅𝒚
− 𝟔 + 𝟐𝟓𝒚 = 𝟎 −−−−−−−−−−−−−−−−−−−−−−−−−−− − 𝟏
𝒅𝒙𝟐 𝒅𝒙
The roots of auxiliary equation of (1) is 𝒎 = 𝟑 ± 𝟒𝒊. Therefore the
general solution of (1) is
𝒚 = 𝒆𝟑𝒙 𝒄𝟏 𝒄𝒐𝒔 𝟒 𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝟒 𝒙 −−−−−−−−−−−−−−−−−−−−− −(𝟐)
∴ 𝒚′
= 𝟑𝒆𝟑𝒙 𝒄𝟏 𝒄𝒐𝒔 𝟒 𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝟒 𝒙 + 𝒆𝟑𝒙 −𝟒𝒄𝟏 𝒔𝒊𝒏 𝟒 𝒙 + 𝟒𝒄𝟐 𝒄𝒐𝒔 𝟒 𝒙 − −(𝟑)
When 𝒙 = 𝟎, 𝒚 = −𝟑, we can write from (2) is as follows
−𝟑 = 𝒆𝟎 𝒄𝟏 𝒄𝒐𝒔 𝟎 + 𝒄𝟐 𝒔𝒊𝒏 𝟎 ∴ 𝒄𝟏 = −𝟑
◼ Linear differential equations (second or higher order) with constant
coefficients
➢ Homogeneous equations
𝒅𝟐 𝒚 𝒅𝒚
➢ Example 2: Solve − 𝟔 + 𝟐𝟓𝒚 = 𝟎, 𝒚 𝟎 = −𝟑, 𝒚′ 𝟎 = −𝟏.
𝒅𝒙𝟐 𝒅𝒙
Solution:
∴ 𝒚′
= 𝟑𝒆𝟑𝒙 𝒄𝟏 𝒄𝒐𝒔 𝟒 𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝟒 𝒙 + 𝒆𝟑𝒙 −𝟒𝒄𝟏 𝒔𝒊𝒏 𝟒 𝒙 + 𝟒𝒄𝟐 𝒄𝒐𝒔 𝟒 𝒙 − −(𝟑)
Again, 𝒙 = 𝟎, 𝒚′ = −𝟏, we can write from (3) is as follows
−𝟏 = 𝟑𝒆𝟎 𝒄𝟏 𝒄𝒐𝒔 𝟎 + 𝒄𝟐 𝒔𝒊𝒏 𝟎 + 𝒆𝟎 −𝟒𝒄𝟏 𝒔𝒊𝒏 𝟎 + 𝟒𝒄𝟐 𝒄𝒐𝒔 𝟎
⇒ −𝟏 = 𝟑𝒄𝟏 + 𝟒𝒄𝟐 ⇒ −𝟏 = −𝟗 + 𝟒𝒄𝟐 ( as 𝒄𝟏 = −𝟑) ⇒ 𝟒𝒄𝟐 = 𝟖 ∴ 𝒄𝟐 = 𝟐
Therefore, the general solution of the given differential equation is
𝒚 = 𝒆𝟑𝒙 −𝟑 𝒄𝒐𝒔 𝟒 𝒙 + 𝟐 𝒔𝒊𝒏 𝟒 𝒙 (Ans.)
◼ Linear differential equations
(second or higher order) with constant coefficients
Even numbered problems only.
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