DAYANANDA SAGAR COLLEGE OF ENGINEERING

(An Autonomous Institute Affiliated to VTU, Belagavi)

Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Course Material

COURSE Essential Mathematics II – CSE /CV/ME/EE-

Stream
COURSE CODE 22MATS21/22MATC21/22MATM21/22MATE21

MODULE III

MODULE NAME LINEAR DIFFERENTIAL EQUATIONS

STAFF INCHARGE Dr. D. R. SASI REKHA

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Objectives:

At the end of this Module, student will be able

 Identify the types of equation whether it is homogenous or non-homogenous

 Find C.F and P.I of the given DE

 Solve the by Legendre Differential Equations and Cauchy Differential

Equations.

 Solve the Application Problem

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

LINEAR DIFFERENTIAL EQUATIONS

LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT

COEFFICIENTS

Second and higher order Linear Differential Equations

with Constant Coefficients

Overview:
In this lesson we define the linear differential equation with constant coefficients for
𝑛𝑡ℎ Order and we discuss the solutions for the differential equation.

Objective:
At the end of this lesson he will be able to understand

 The form of linear differential equation with constant co-efficient

 The solutions for homogeneous and non-homogeneous differential equations.

Definitions:
A differential equation in which the dependent variable & its derivatives occur only in the first
degree & are not multiplied together is called a linear differential Equation.
The general nth order linear differential equation is given by
dny d n 1 y d n2 y dy
n
 P1 n 1
 P2 n2
 ...... Pn 1  Pn y  X -------  (1)
dx dx dx dx
Where P1, P2,………Pn & X are functions of ‘x’only.
A linear differential equation with constant coefficients is of the form
dny d n 1 y d n2 y dy
n
 a1 n 1  a 2 n2  ...... a n1  a n y  X ---------  (2)
dx dx dx dx
Where a1,………an are constants and X is either a constant or function of ‘x’ alone.

Homogeneous & non -homogeneous Equation:

The Differential equation (2) is said to be homogeneous if the R.H.S of (2) F(x)=0.
Thus

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

dny d n 1 y d n2 y dy
n
 a1 n 1  a 2 n  2  ........ a n 1  a n y  0 ---------  (3)
dx dx dx dx
& When X is not identically zero (i.e., F (x)  0) then (2) is a called a non-homogeneous equation.

Theorem: If y  y1 , y  y 2 ,........,y  y n are ‘n’ Linearly Independent solutions of the differential

dny d n 1 y d n2 y dy
equation n
 a1 n 1
 a 2 n2
 ...... a n 1  a n y  0 then u  c1 y1  c2 y2  ....... cn y n
dx dx dx dx
is also its solution, where c1 , c2 ,.......,cn are arbitrary constants.

Note:
y1
Two solutions y1 ( x) & y 2 ( x) are said to be Linearly Independent if  a constant
y2
i.e., if neither is a constant times the other
If y2  ky1 then c1 y1  c2 y2  c1 y1  c2 ky1  (c1  c2 k ) y1  Cy1 where C  c1  c2 K .
In this case there is only one essential arbitrary constant C & therefore c1 y1  c2 y2 is not the
general solution of (3)

Theorem:
If u  c1 y1  c2 y 2  ....... cn y n is the complete solution of f (D) = 0 & y = v (x) is the particular
solution of f(D)y = X then the complete solution or the general solution of f(D)y = X is Y = u + v.

Note:

1. In the above theorem, u, which contains ‘n’ arbitrary constants, is called the
complementary function. And v, function of ‘x’ alone is called the particular integral
of the differential equation f (D) y = X.
2. In order to find the general solution of f (D) y = X, we first find the complementary
function then Particular integral and then add them together.

Linear Homogeneous Differential equations

Overview:
We solve the homogeneous linear differential equation with constant Coefficient or the
homogeneous part of the differential equation.

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Objectives:

 Depends on the nature of the roots.

 The number of constants in the complementary function is equal to the order of the
 differential equation.
 The evaluation of the constants gives a particular solution of the problem.

The operator D
d dy
The part of can be written as ‘D’ as an operator, that operates on y.
dx dx
d2 d3 dn
Similarly, 2
, 3
,......., n
can be written as D 2 , D 3 ,....,D n respectively. Thus the symbol ‘D’
dx dx dx
is a differential operator or simply an operator.

Using these symbols in equation (2), it becomes

D n

 a1 D n1  a2 D n2        an y  X
or f (D)y = X -------  (3)
Where f (D) = D n  a1 D n1  a 2 D n2        an .
i.e. f(D) is a polynomial in D

Other notation
dy d2y d3y
Denoting y / , 2  y // , 3  y /// etc.
dx dx dx
n 1 n2
Then (3) becomes y  a1 y  a2 y
n
 ....... an y  X
Note: f (D) can be factorized by ordinary rules of algebra & the factors may be taken in any order.

d2y dy
Example: 2
5 6  0
dx dx
It’s Symbolic form, [ D 2  5D  6] y  0
This can be written as [(D  3)(D  2)]y  0

Rules for finding the Complementary Function:

dny d n 1 y d n2 y
To solve the equation  a  a  ........ a n y  0 ----  (1)
dx n 1 dx n  2
1 2
dx n
Where a’s are constants
It’s Symbolic form is

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

D n

 a1 D n1  a2 D n2        an y  0 ----  (2)
It’s Symbolic co-efficient equated to zero
D n  a1 D n1  a2 D n2        an  0 ---------  (3)
(3) is called the Auxiliary Equation (A.E.). Let m1 , m2 , m3 ,.......,mn be its roots.
Case (1): If all the roots were ‘real & distinct ’or ‘real & different ’then
[(D  m1 )(D  m2 ).........( D  mn )]y  0 ---------  (4)
Suppose ( D  mn ) y  0 i.e., dy  mn y  0
dx

This is a Linear Differential Equation and I.F.= emn x

This suggest y  cnemn x as a solution of (4).
Similarly, it will be satisfied by the solutions of ( D  m1 ) y  0 , ( D  m2 ) y  0 etc.

i.e., y  c1em1 x , y  c2em x etc.2

Thus the complete solution of (1) is

y  c1em1 x  c2em2 x  ....... cn e mn x
Where c1 , c2 , c3 ,.......,cn are arbitrary constants.

Case-2: Roots are ‘equal /repeated’

If the A.E. has two equal roots say m1  m2 then the complete solution of (1) becomes

y  (c1 x  c2 )em1 x  c3em3 x  ....... cnemn x

Ex: (D  m1 )(D  m1 ) y  0

Put ( D  m1 ) y  z  ( D  m1 ) z  0 i.e., dz
 m1 z  0
, I.F.= e m1x
dx

 z  c1e m1x
Therefore ( D  m1 ) y  c1e m1x i.e., dy  m1 y  c1e m x , 1

dx
 m1x
I.F. = c1e  y(e m1x )  c1 x  c2
If the A.E. has 3 equal roots say m1  m2  m3 then the complete solution of (1) becomes

y  (c1 x 2  c2 x  c3 )em1 x  c4em4 x  ....... cnemn x

Case-3: If one pair of roots was ‘complex’ say m1    i , m2    i then the complete
solution of (1) becomes

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

y  c1e  i x  c2e i x  c3em3 x  ....... cnemn x

y  ex{c1 (cosx  i sin x)  c2 (cosx  i sin x)}  c3em3 x  ....... cnemn x
y  ex (c1 cos x  c2 sin x)  c3em3 x  ....... cnemn x
Case-4: If two pairs of ‘complex roots’ were equal say m1  m2    i , m3  m4    i
Then the complete solution of (1) becomes

y  ex {(c1 x  c2 ) cos x  (c3 x  c4 ) sin x}  ....... cnemn x

Summary:
Observe the following illustrative table for writing the complementary function based on
the roots of the auxiliary equation.

SL.NO Nature of Roots of the A.E. Complementary Function

the roots
1 Roots m1 , m2 ,.....,mn y  c1em1 x  c2em2 x  ....... cnemn x
are real
&
distinct
2 Two m1  m2 (c1 x  c2 )em1 x  c3em3 x  ....... cnemn x
roots are
equal

3 Three m1  m2  m3 (c1 x 2  c2 x  c3 )em1 x  c4em4 x  ....... cnemn x

roots are
equal

4 A pair of m1    i , ex (c1 cos x  c2 sin x)  c3em3x  ....... cnemn x

imaginar
m2    i
y roots

5 Two m1  m2    i ex{(c1x  c2 ) cos x  (c3 x  c4 ) sin x}  ....... cnemn x

pairs of ,
imaginar m3  m4    i
y roots

Working Rule:

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1. The given Differential equation is put in the form of f (D) y=0.

2. Form the A.E. f (m) =0 & get the roots for m.
3. Based on the nature of the roots of the A.E. we write the complementary function which
itself is the General Solution of the Differential equation.

Problems:
d3y d2y dy
1. Solve: 3
 2 2
 4  8y  0
dx dx dx
Solution: The given Differential equation is of the form
( D 3  2D 2  4D  8) y  0
A.E. is
m  2m  4m  8  0
3 2

m 2 (m  2)  4(m  2)  0
(m  2)(m 2  4)  0
m  2, m  2i
 y  c1e 2 x  c2 cos 2 x  c3 sin 2 x

d3y d2y dy
2. Solve: 3
 6 2  11  6 y  0
dx dx dx
Solution: The given Differential equation is of the form
( D 3  6D 2  11D  6) y  0
A.E. is m3  6m2  11m  6  0 (This cannot be factorized)
By inspection m  1 is a root of the A.E. The other roots can be found through the
process of synthetic division.

m=1
1 6 11 6

0 -1 -5 -6
1 5 6 0

m 2  5m  6  0
m 2  2m  3m  6  0
m(m  2)  3(m  2)  0
(m  3)(m  2)  0
m  3, m  2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Thus m  1 , m  2, m  3 are the roots of the A.E.  y  c1e  x  c2 e 2 x  c3 e 3 x

3. Solve: (4D 4  4D 3  23D 2  12D  36) y  0

Solution: Given
(4D 4  4D 3  23D 2  12D  36) y  0
A.E. is 4m4  4m3  23m2  12m  36  0 (This cannot be factorized)
By inspection m  2 is a root of the A.E. The other roots can be found through the process of
synthetic division

m2 4 -4 -23 12 36
0 8 8 -30 36
4 4 -15 -18 0

4m3  4m2  15m  18  0

m2 4 4 -15 -18

0 8 24 18

4 12 9 0
4m 2  12m  9  0
(2m  3) 2  0
3 3
m   ,
2 2
3
 x
 y  c1  c2 x e 2 x  c3  c4 x e 2

4. Solve: y //  4 y /  4 y  0 given that y  0, y /  1 at x=1

Solution: ( D 2  4D  4) y  0
A.E. is
m 2  4m  4  0
(m  2) 2  0
m  2,2

 y  c1  c2 x e2 x

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Given y=0 at x=1

0  c1  c2 e2  c1  c2  0  (1)
Also
y /  c1  c2 x (2e 2 x )  c2 e 2 x
 1  (c1  c2 )(2e 2 )  c2 e 2
 e 2  2c1  2c2  c2
 e 2  2c1  c2  (2)
Solve (1) & (2), we get
c1  c2  0
 2c1  c2  e 2

 c1  e 2  c1  e 2 & c2  e 2
 
 y  e2  e2 x e2 x  (1  x)e2(1x )

Non-Homogeneous linear differential equation

OVERVIEW:
In this topic we define the inverse differential operator and the solution of a
Non-Homogeneous linear differential equation. And we discuss the method of finding
The particular integral for a Non-Homogeneous linear differential equation of the form
X  e ax .

Objectives:
 Simplicity over the other methods.
 Importance of the rule when the denominator becomes equal to zero.

Inverse Differential operator:

1
X is that function of x, not containing arbitrary constants which when operated upon by f
f ( D)
1
(D) gives x i.e., f ( D) 1 
X   X . Thus is the inverse differential operator of f (D).
 f ( D)  f ( D)
Solution of a Non-Homogeneous linear differential equation:

Let us consider f ( D) y   ( x), y  y p ( x) be a particular solution (without the involvement of

arbitrary constants)
f ( D) y p   ( x)
f ( D)[ y c  y p ]  f ( D) y c  f ( D) y p  0   ( x)

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Thus ‘y’ as given by is called the general solution

 y  y c  y p (General solution or complete solution)

Remark:
1. The general solution y  yc of the homogeneous equation ( D 2  a1 D  a2 ) y  o is
called theComplementary Function (C.F.) & the particular solution y  yp of the
non-homogeneous equation ( D 2  a1 D  a2 ) y  X is called the particular integral
(P.I.). Thus the general solution of a non-homogeneous equation consists of two
parts namely the C.F. & the P.I. i.e., the general solution is of the form
y  C.F .  P.I  y c  y p .
2. We have already studied methods of finding the C.F. (i.e., solutions of homogeneous
equations).
1
Method of finding the particular integral – inverse operator
f ( D)

. Let us suppose that DG( x)  F ( x)

d
We have the differential operator D 
dx
1
.Then  F ( x ) dx  G ( x ) is an inverse operation. The operator that stands for the integral is
D
1 1
called an inverse differential operator. , , etc. Stands for Successive integration.
D2 D3

Result (1):
1
X   Xdx
D
1
Proof: Let X  y
D
Operating by D
1
D X  Dy
D
1
 y  X   Xdx
D
1
Thus X   Xdx
D

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Example:
1 2 x3
1. x   x 2 dx 
D 3
1
2. cos x   cos xdx  sin x
D

Result (2):
1
If ‘a’ is a constant then X  e ax  Xe  ax dx
Da
1
Proof: Let X y
Da
Operating on both sides by (D-a) we get
1
( D  a) X  ( D  a) y
( D  a)
dy (Linear Equation)
  ay  X
dx

Solution is
ye  ax   Xe  ax dx

 y  e ax  Xe  ax dx
1
Thus X  e ax  Xe  ax dx
Da

Example:
1
Let us find cos 2 x
D 1
1
Solution: using X  e ax  Xe  ax dx
Da
1
cos 2 x  e x  e  x cos 2 xdx
D 1

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

ex
 ex ( cos 2 x  2 sin 2 x )
5
1
 ( 2 sin 2 x  cos 2 x )
5

Also let us consider 1 1  1 

X   X  i.e., repeated application of the result (2)
( D  b)( D  a ) D b D  a 
1
Suppose X  y
( D  b)( D  a )
then( D  b)( D  a ) y  X
In general we can say that,
X
f ( D) y  X  y 
f ( D)
But we have already said that if f ( D) y  X then y  y p (x) free from the arbitrary

constants is called the particular solution or particular integral (P.I) denoted by yp .

Thus we can say that
X
P.I  y p 
f ( D)
Further if X  aX 1  bX 2 where a & b are constants, then
X X1 X2
P.I  y p  a b
f ( D) f ( D) f ( D)

Example:
1
Let us find ex
D  3D  2
2

1 1 1
Solution: Here   by partial fractions.
D  3D  2 D  1 D  2
2

1 1 1
 2 ex  ex  ex
D  3D  2 D 1 D2
1
Using X  e ax  Xe  ax dx
Da

1
e x  e  x  e x e x dx  e 2 x  e 2 x e x dx
D  3D  2
2

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x e2x 2 x e
3x
ex ex ex
e e   
2 3 2 3 6
1 ex
Thus e 
x

D 2  3D  2 6

This fundamental method becomes highly tedious when f (D) is in higher order and

F (x) is in a complicated form as we have to necessarily decompose f (D) into the

Form ( D  m1 )(D  m2 )...........(D  mn ) for applying the result.

Note
1
It can be proved that is a linear operator
f ( D)
1 1 1
i.e., (c1 x1  c 2 x 2 )  c1 x1  c 2 x2
f ( D) f ( D) f ( D)

1
Method to obtain particular integral of e ax :
f ( D)
When X  e ax
We have
D(e ax )  ae ax
D 2 (e ax )  a 2 e ax
 f ( D)e ax  ( D 2  a1 D  a 2 )e ax
 a 2 e ax  a1 .ae ax  a 2 e ax
 (a 2  a1 a  a 2 )e ax  f (a)e ax
i.e., f ( D)e ax  f (a)e ax
1
Operating with on both sides we get,
f ( D)

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS


1
f ( D)
 
f ( D )e ax 
1
f ( D)

f (a )e ax 
 1 
 e ax  f (a ) e ax 
 f ( D) 

Thus
1
e ax 
1
e ax Provided f (a)  0  (1)
f ( D) f (a)
Suppose f (a)  0 then (D-a) is a factor of f (D)
i.e., f ( D)  ( D  a) ( D) where  (a)  0
1 1 1 Using (1)
Thus e ax  e ax  e ax
f ( D) ( D  a) ( D) ( D  a) (a)

1  1  1 ax ax  ax
 (a)  D  a   (a) 
  e ax   e e e dx Using Result (2)

1 ax 1
 e  1.dx  xe ax
 (a)  (a)
ax  f ( D )  ( D  a ) ( D )   ( D ).1
1  / /

x / e  
f (a )  f / (a )  0   (a )   (a ) 

Thus
1
e ax  x /
1
e ax , If f (a)  0, f / (a)  0  (2)
f ( D) f (a)

/
Similarly if f (a )  f / (a )  0 & f / (a)  0 we can prove that
1 1
e ax  x 2 // e ax , f ( a )  f / ( a )  0, f //
(a)  0  (3)
f ( D) f (a)

Problems:
d2y dy
1. Solve 6 2
 17  12 y  e  x
dx dx
Solution:
Given,
(6D 2  17 D  12) y  e  x

A.E is 6m  17m  12  0
2

15
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

6m 2  9m  8m  12  0
3m(2m  3)  4(2m  3)  0
2m  3  0,3m  4  0
3 4
m   ,m  
2 3

3 x 4 x
C.F= yc = c1e 2
 c2 e 3

ex ex ex

P.I= y p     e x
6 D  17 D  12 6(1)  17(1)  12
2 2
1

3 x 4 x
 y  c1e 2
 c2 e 3
 e x

2. 
Solve D  D  4D  4 y  sinh( 2 x  3)
3 2

Solution: Given,
D 3

 D 2  4D  4 y  sinh( 2 x  3)
A.E is
m 3  m 2  4m  4  0
m 2 (m  1)  4(m  1)  0
(m  1)(m 2  4)  0
m  1, m  2i

C.F = y c  c1e  c 2 cos 2 x  c3 sin 2 x

x

sinh( 2 x  3)
P. I = y p 
D  D 2  4D  4
3

1 e 2 x 3 e  ( 2 x  3) 
  3  
2  D  D  4D  4 D  D  4D  4 
2 3 2

16
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 e 2 x 3 e  ( 2 x  3) 
   
2 8  4  8  4  8  4  8  4 
1  e 2 x  3 e  ( 2 x  3) 
   
2 8  24 


1
48

3e 2 x 3  e ( 2 x 3) 
 y  c1e x  c2 cos 2 x  c3 sin 2 x 
1
48

3e 2 x 3  e ( 2 x 3) 
d2y dy
3. Solve: 2
 4  13 y  e 3t cosh 2t  2 t
dt dt
Solution: Given,
( D2  4D  13) y  e3t cosh2t  2t
A.E. is
m 2  4m  13  0
4  16  32 4  6i
m   2  3i
2 2
C.F. = e 2t (c1 cos 3t  c2 sin 3t )
Particular Integral
e 3t cosh 2t 2t
  2
D  4 D  13 D  4 D  13
2

1  e 3t ( e 2 t  e  2 t )  2t
  2  2
2  D  4 D  13  D  4 D  13
1  1 
t
e 5t et e log 2
    
2  D 2  4 D  13  2  D 2  4 D  13  D 2  4 D  13

1  1  et 
t
e 5t e log 2
    
2  25  4(5)  13  2 1  4  13  (log 2)  4(log 2)  13
2

e 5t e t 2t
  
36 20 (log 2)  4(log 2)  13
2

e 5t et 2t
 y  e 2t (c1 cos 3t  c 2 sin 3t )   
36 20 (log 2) 2  4(log 2)  13
d2y
4. Solve:  4 y  cosh(2 x  1)  3 x
dx 2
Solution: Given,
D 2

 4 y  cosh(2 x  1)  3 x

17
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

A.E is
m2  4  0
. (m  2)(m  2)  0
m  2, m  2

C.F. = c1e
2x
 c2e 2 x
cosh(2 x  1)  3 x 1  e 2 x 1 e  ( 2 x 1)  3x
yp      
D2  4 2  D2  4 D2  4 D2  4

1  e 2 x 1  1  e 2 x 1  1  xe2 x 1  1  xe2 x 1  xe2 x 1

P1             
2 D 4
2  22 4
2  2 2D 
 2 4 
 8
1  e  ( 2 x 1)  1  xe ( 2 x 1)  1  xe( 2 x 1)  xe( 2 x 1)
P2          
2 D 4
2  2 2D 
 2 2 ( 2 )

 8
x
3x e log 3 e x log 3 e x log 3
P3  2   
D  4 D 2  4 D 2  4 (log 3) 2  4

2 x xe 2 x 1 xe ( 2 x 1) e x log 3
 y  c1e 2x
 c2 e   
8 8 (log 3) 2  4
x e x log 3
 y  c1e 2 x  c2 e 2 x  sinh( 2 x  1) 
4 (log 3) 2  4

5. Solve: ( D
4
 18D 2  81) y  36e 3 x
Solution: Given,
( D 4  18D 2  81) y  36e 3 x
A.E. is
m 4  18m 2  81  0
(m 2  9) 2  0
(m  3) 2 (m  3) 2  0
m  3,3,3,3
C.F.  (c1  c2 x)e 3 x  (c3  c4 x)e 3 x

18
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

36e 3 x 36e 3 x
P.I  4 
D  18D 2  81 34  18(3) 2  81
x36e 3 x 36 xe 3 x
  0
4 D 3  36 D 4(3) 3  36(3)
x 2 36e 3 x x 2 36e 3 x 36 x 2 e 3 x
  
12 D 2  36 12(3) 2  36 72
x 2e3x

2
3 x x 2e3x
 y  (c1  c 2 x)e  (c3  c 4 x)e
3x

2

d 4x
6. Solve:  4 x  cosh t
dt 4
Solution: Given,
d 4x
 4 x  cosh t
dt 4
A.E is
m4  4  0
m 4  4

( 2 n 1)
m4  e 4

 1
( 2 n 1)
me 4
( 2) 2


( 2 n 1)
m  2e 4

19
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

m  0,1,2,3
  
m1  2 cos  i sin  
2
1  i   1  i
 4 4 2
 3 3 
m2  2 cos  i sin 
2
 1  i   (1  i)
 4 4  2
 5 5 
m3  2 cos  i sin 
2
 1  i   (1  i)
 4 4  2
 7 7 
m4  2 cos  i sin 
2
1  i   1  i
 4 4  2
t
C.F.= e (c1 cos t  c2 sin t )  e (c3 cos t  c4 sin t )
t

1  e t  e t 
P.I .  4  
D 4 2 

1 1 1 t  1  e t e t  1
  4 e  4
t
e      cosh t
2 D  4 D  4  2  5 5  5
1
 y  e t (c1 cos t  c2 sin t )  e t (c3 cos t  c 4 sin t )  cosh t
5

d3y d2y dy
7. Solve: 3
 6 2
 11  6 y  e2x
dx dx dx
Solution: Given,
( D 3  6D 2  11D  6) y  e 2 x
A.E. is
m 3  6m 2  11m  6  0
m  1, m 2  5m  6  0
m  1, m 2  3m  2m  6  0
m  1, m( m  3)  2( m  3)  0
m  1, ( m  2)(m  3)  0
m  1, m  2, m  3
x
C.F.= c1e  c2 e 2 x  c3 e 3 x

20
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 1 e2x
P.I. = 3 e 
2x
e 
2x

D  6D 2  11D  6 8  6(4)  11(2)  6 60

e2x
 y  c1e  x  c 2 e  2 x  c3 e 3 x 
60

The inverse differential operator method of the form

X  sin(ax  b) / cos(ax  b) .

OVERVIEW:
In this topic we discuss the inverse differential operator method of the form
X  sin(ax  b) / cos(ax  b) .

Objective:
The significant difference when the denominator becomes equal to zero when the rule is
applied.
sin( ax  b) cos(ax  b)
Method to obtain the Particular Integral of the form , :
f ( D) f ( D)
Suppose X  sin(ax  b) , where a & b are real constants. Then
DX  a cos(ax  b) & D 2 X  a 2 sin( ax  b)  a 2 X .
Similarly, if X  cos(ax  b) , we find that D X  a X .
2 2

Thus, when X  sin( ax  b) or cos(ax  b) , we have D 2 X  a 2 X .

Therefore, in this case, while computing a particular integral we replace D 2by  a 2
This procedure fails if F (D) = 0 when D 2 is replaced by  a 2 . This exceptional case
has to be treated by the use of complex exponential function.
Two standard results which belonging to these exponential cases are:
1 x
cos ax  sin ax
D2  a2 2a
1 x
sin ax   cos ax
D a
2 2
2a

Problems:

d2y dy
1. Solve: 2
 4  13 y  cos 2 x
dx dx

21
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Solution: Given,

( D 2  4D  13) y  cos 2 x
Replace ‘D’ by ‘m’

m 2  4m  13  0
 (4)  16  4(1)13 4   36
m   2  3i
2 2
C.F.= e 2 x (c1 cos 3x  c2 sin 3x)

cos 2 x cos 2 x cos 2 x

P.I .   
D  4 D  13  2  4 D  13 9  4 D
2 2

(9  4 D ) cos 2 x 9 cos 2 x  8 sin 2 x

 
(9  4 D )(9  4 D ) 81  16 D 2
9 cos 2 x 8 sin 2 x
 
81  16 D 2
81  16 D 2
9 cos 2 x 8 sin 2 x
 
81  16( 4) 81  16( 4)
9 cos 2 x  8 sin 2 x

145
9 cos 2 x  8 sin 2 x
 y  e 2 x (c1 cos 3x  c2 sin 3x) 
145

d2y
2. Solve:  9 y  cos 2 x cos x
dx 2
Solution: Given,

( D 2  9) y  cos 2 x cos x
Replace ‘D’ by ‘m’
m2  9  0
m  3i
C.F.= c1 cos3x  c2 sin 3x

1  cos 3 x  cos x  1  cos 3 x  1  cos x 

P.I .     2   2 
2 D2  9  2 D 9 2 D 9

22
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1  cos 3 x  1  cos x 
    
2   32  9  2   1  9 

1  x cos 3 x   cos x  x sin 3 x cos x x sin 3 x cos x

      
2  2 D   16  4 3 16 12 16
x sin 3x cos x
 y  c1 cos 3x  c2 sin 3x  
12 16

d2y dy
3. Solve: 2
 3  2 y  4 cos2 x
dx dx
Solution: Given,

( D 2  3D  2) y  4 cos2 x
Replace ‘D’ by ‘m’

m 2  3m  2  0
m  1, m  2
C.F.= c1e  x  c2 e 2 x
4(1  cos 2 x)
4(cos2 x) 2
P.I .  2 
D  3D  2 D  3D  2
2

2e 0 x 2 cos 2 x
 
D  3D  2 D 2  3D  2
2

2 2 cos 2 x
 
2  4  3D  2
2 cos 2 x
 1
3D  2
2 cos 2 x(3D  2)
 1
(3D  2)(3D  2)
2 cos 2 x(3D  2)
 1
9D 2  4
2 * 2 * 3( sin 2 x )  4 cos 2 x
 1
9D 2  4

23
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

12(  sin 2 x )  4 cos 2 x

 1
9D 2  4
12(  sin 2 x )  4 cos 2 x
 1
9 ( 4 )  4
12(  sin 2 x )  4 cos 2 x
 1
 40
cos 2 x  3 sin 2 x
 1
 10
3 sin 2 x  cos 2 x
 1
10

3 sin 2 x  cos 2 x
 y  c1e  x  c2 e 2 x  1 
10

 x  x
4. Solve: [ D 2 ( D 2  4)( D 2  9)] y  2 sin   cos 
2 2
Solution: Given,
 x  x
[ D 2 ( D 2  4)( D 2  9)] y  2 sin   cos 
2 2
A.E. is
m 2 (m 2  4)(m 2  9)  0
m  0,0
m2  4  0
 m  2i
m2  9  0
 m  3i

C.F= y  (c1  c2 ) x  c3 cos 2 x  c4 sin 2 x  c5 cos 3x  c6 sin 3x

sin x
P.I .  Replace ‘ D 2 ’ by  12  1
D ( D  4)( D 2  9)
2 2

sin x

 1( 1  4)(1  9)
sin x

 24

24
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

sin x
 y  (c1  c2 ) x  c3 cos 2 x  c4 sin 2 x  c5 cos 3x  c6 sin 3x 
24

d2y dy
5. Solve: 2
 5  6 y  e  2 x  sin x
dx dx
Solution: Given,

( D 2  5D  6) y  e 2 x  sin x
A.E. is

m 2  5m  6  0
m 2  2m  3m  6  0
m(m  2)  3(m  2)  0
(m  2)(m  3)  0
m  2,3

C.F.= c1e 2 x  c2 e 3 x

1
P.I  e 2 x  sin x
D  5D  6
2

1 1
 e 2 x  2 sin x
D  5D  6
2
D  5D  6
1 1
 e 2 x  2 sin x
(2)  5(2)  6
2
 1  5D  6
1 1
 e 2 x  sin x
4  10  6 5D  5
e 2 x ( D  1) sin x
 
2 D  5 5( D  1)( D  1)
e 2 x cos x  sin x
 
2 ( 2)  5 5( 1  1)
cos x  sin x
 e 2 x 
 10
sin x  cos x
 e 2 x 
10
sin x  cos x
 y  c1e 2 x  c2 e 3 x  e 2 x 
10

25
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

6. Solve: ( D 2  D  2) y  cos2 ( x  3)

Solution: Given,

( D 2  D  2) y  cos2 ( x  3)
A.E. is
m2  m  2  0
m 2  2m  m  2  0
m(m  2)  (m  2)  0
m  1,2

C.F.= c1e  x  c2 e 2 x

1 1 1  cos 2( x  3) 
P.I  cos2 ( x  3)  2
D D2
2
D  D  2  2 

1 1 1 1
 cos 2( x  3)  e0 x
2 ( D 2  D  2) 2 ( D 2  D  2)
1 1 1 1
 cos 2( x  3)    e 0 x
2 ( 4  D  2 ) 2 2
1 1 1
 cos 2( x  3)  e 0 x
2 (  D  6) 4
1 ( D  6) cos 2( x  3) 1
 
2 ( D  6)( D  6) 4
1 [ 2 sin 2( x  3)  6 cos 2( x  3)] 1
 
2 (D  6 )
2 2
4
[sin 2( x  3)  3 cos 2( x  3)] 1
 
40 4
1  sin 2( x  3)  3 cos 2( x  3) 
  1
4 10 

1  sin 2( x  3)  3 cos 2( x  3) 
 y  c1e  x  c 2 e 2 x   1
4  10 

7. Solve: ( D 2  4D  3) y  sin 3x cos 2 x

Solution: Given,

26
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( D 2  4D  3) y  sin 3x cos 2 x
A.E. is
m 2  4m  3  0
m 2  3m  m  3  0
m(m  3)  (m  3)  0
m  1,3
C.F.= c1e x  c2 e 3 x

P.I 
1 1
sin 5x  sin x
D  4D  3 2
2

1 1 1 1
 sin 5 x  sin x
2 D  4D  3
2
2 D  4D  3
2

1  1  1  1 
 im  2 e i 5 x   im  2 e ix 
2  D  4D  3  2  D  4 D  3 
1  1  1  1 
 im  e i 5 x   im  2 e ix 
2  (i5)  4(i5)  3
2
 2  (i )  4(i )  3 
1  1  1  1 
 im  e i 5 x   im  e ix 
2   25  20i  3  2  2  4i 
1  1  1  1 
 im  e i 5 x   im  e ix 
2   22  20i  2  2  4i 

1  (22  20i )e i 5 x  1  (2  4i )e ix 
 im    im  
2  (22  20i )(22  20i )  2  (2  4i )(2  4i ) 
1  (22  20i )(cos5 x  i sin 5 x)  1  (2  4i )(cos x  i sin x) 
 im    im  
2  (22) 2  (20) 2  2  4  16 
1   22 cos 5 x  22i sin 5 x  20i cos 5 x  20 sin 5 x  1  2 cos x  2i sin x  4i cos x  4 sin x 
 im   2 im 
2  884   20 

1  20 cos 5 x  22 sin 5 x  1  2 sin x  4 cos x 
  2
2  884   20 

10 cos 5 x  11sin 5 x sin x  2 cos x
 
884 20
10 cos 5 x  11sin 5 x sin x  2 cos x
 y  c1e x  c2 e 3 x  
884 20

27
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

m
The inverse differential operator method of the form X= x , X  e axV 0r
X  e x sin ax / cos ax
ax m
.

OVERVIEW:

In this topic we discuss the inverse differential operator method of the form X= x m , X  e axV
0r X  e ax x m sin ax / cos ax .

Objectives:

 The importance of the truncation of the series when X= x m of f (D).

Method to obtain the P.I of the form X= 𝒙𝒎 where 𝒙𝒎 is a polynomial in 𝒙:

Proof: Expand f D  in ascending powers of ' D' by using binomial expansion,

Expand the terms.

Alternative method:

Write  x  in descending powers of ' x' and f D  in ascending powers of ' D' ,
Apply division method; the division gets completed without any remainder. The quotient so
obtained in the process of division will be the P.I.

Problems:
d2y dy
1. Solve 2
 3  2 y  12 x 2
dx dx
Solution: Given,
D 2

 3D  2 y  0
A.E: m  3m  2  0
2

m 2  2m  m  2  0
m(m  2)  (m  2)  0
m  1, m  2
C.F= yc = c1e  x  c2 e 2 x

28
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
P.I= y p  12 x 2
( D  2)( D  1)
consider
1 A B
 
( D  2)(D  1) ( D  2) ( D  1)
1  A( D  1)  B ( D  2)
D  1, D  2
B  1, A  1
 1 1 
i.e, y p    12 x 2
 D 1 D  2

1 1
 12 x2  12 x 2
D 1 D2
1
 12(1  D ) 1 x 2  12 x 2
 D
21  
 2
1
 D
 12(1  D ) 1 x 2  61   x 2
 2
 D D2 
 12[1  D  D 2  ] x 2  6 1     x 2
 2 4 
 2x 2 
 12[ x 2  2 x  2]  6  x 2  
 2 4 
 12 x 2  24 x  24  6 x 2  6 x  3
 6 x 2  18 x  21

Alternative method:
12 x 2
P.I. = y p 
2  3D  D 2

6x 2  18x  21

12 x 2
12 x 2  36 x  12

29
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

() () ()

2  3D  D 2
 36 x  12
 36 x  54
() ()
42
42
()
y p  6 x 2  18 x  21
0
 y  c1e  x  c2 e 2 x  6 x 2  18x  21

2. Solve: (2D 2  2D  3) y  x 2  2 x  1
Solution: Given,

(2D 2  2D  3) y  x 2  2 x  1
A.E. is

2m 2  2m  3  0
 2  4  4(2)(3)  2  4  24  2   20  2  2i 5  1 5
m     i
4 4 4 4 2 2
1
 x  5 5 
yc  e 2
c1 cos x  c 2 sin x
 2 2 
x 2  2x  1
P.I. =
3  2D  2D 2
x2 2 25
 x
3 9 27

x 2  2x  1
4 4
x2  x
3 3
() () ()

30
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2 7
x
3 3
3  2D  2D 2
2 4
x
3 9
() ()
25

9
25

9
()
0

x2 2 25
P.I =  x
3 9 27
1
 x  5 5  x2 2 25
y e 2
 1
c cos x  c 2 sin x   x
 2 2  3 9 27

3. Solve: ( D 3  8) y  x 4  2 x  1
Solution: Given,

( D 3  8) y  x 4  2 x  1
A.E. is

m3  8  0
(m  2)(m 2  2m  4)  0
m  2, m  1  i 3

 y c  c1e  2 x  e x c 2 cos 3 x  c3 sin 3 x 
31
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x 4  2x  1
P.I. =
8  D3

8  D3 x4 x 1
 
8 8 8

x 4  2x  1
x 4  3x
1

 y p  x4  x 1
8
 () () ()
 x 1
 x0
() ()
1

 y  c1e 2 x  e x c2 cos 3x  c3 sin 3x  18 x 1 x  1
4

()
0

Exercise

d2y
1. Solve:  4 y  x 2  cos 2 x
dx 2
2 Solve: ( D 3  D) y  2 x  1  4 cos x  2e x

d2y dy
3. Solve: 2
 3  2y  ex
dx dx

𝒆𝒂𝒙 𝑽
Method to obtain the particular integral of the form 𝒇(𝑫) where ‘v’ is a function of ‘x’:

Suppose X  e axV , when V is a function of x.

We first note that, for any U=U (x),

D(e axU )  e ax ( DU )  ae axU  e ax ( D  a)U ,

D 2 (e axU )  D[ D(e axU )]  D[e ax ( D  a)U ]  e ax ( D  a) 2 U
Therefore, if L( D)  D  PD  Q, we have
2

32
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

L( D){e axU }  ( D 2  PD  Q)(e axU )

 e ax [(D  a) 2  P( D  a)  Q]U  e ax {L( D  a)U }.
1
If we set U  V , this becomes
L( D  a )

 1    1 
L( D)e ax V   e ax  L( D  a) V   e axV
 L( D  a )    L ( D  a ) 
1 1
or (e axV )  e ax . V
L( D) L( D  a )
Therefore, for the equation L( D) y  X , whereX  e axV ,

1 1
P.I .  (e ax v)  e ax V
L( D ) L( D  a )

This formula is employed to find a P.I. in the present case.

Problems:

1. Solve: ( D 2  2D  5) y  e 2 x sin x
Solution: Given,
( D 2  2D  5) y  e 2 x sin x
A.E. is
m 2  2m  5  0
m  1  2i
C.F. = e (c1 cos 2 x  c2 sin 2 x)
x

1 1
P.I .  e 2 x sin x  e 2 x sin x
D  2D  5
2
( D  2)  2( D  2)  5
2

33
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1  sin x 
 e2x sin x  e 2 x  2 
D  4  4D  2D  2  5
2
 D  2D  5 
 sin x  2 x  sin x  e 2 x  sin x 
 e2x    e  2D  4  
  1  2D  5    2  D  2 
e 2 x  ( D  2) sin x  e 2 x  cos x  2 sin x  e
2x
 cos x  2 sin x 
  
2  ( D  2)( D  2)  2 
 D2  4 
 2 
 1 4 

2x

e
2 sin x  cos x 
10
e2x
 y  e x (c1 cos 2 x  c 2 sin 2 x)  2 sin x  cos x
10

2. Solve: ( D 3  1) y  5e x x 2
Solution: Given,
( D 3  1) y  5e x x 2
A.E. is
m3  1  0
(m  1)(m 2  1  m)  0
m  1  0, m 2  m  1  0
1 1 4 1 i 3
m  1, m  
2 2
x
x
 3 3 
c
C.F. = 1 e  e 2
c2 cos x  c3 sin x
 2 2 
1 1
P.I .  5e x x 2  5e x x2
D 1
3
( D  1)  1
3

x2 x2
 5ex
 5e x

D 3  1  3D 2  3D  1 2  3D  3D 2  D 3

x2 3 3
 x
2 2 4

34
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x2
2  3D  3D  D 2 3

x 2  3x  3
(-) (-) (-)
 x2 3 3
P.I .  5e   x  
x
 3x  3
2 2 4
9
 3x 
2
(+) (+)
3/2
-3/2

x
 3 3   x2 3 3
 y  c1e  x  e 2 c 2 cos x  c3 sin x   5e x   x  
 2 2   2 2 4

3. Solve: x // (t )  4 x(t )  t sinh t

Solution: Given, ( D 2  4) x  t sinh t where D =

A.E. is
m2  4  0
m  2
xc  c1e 2t  c2 e 2t
t sinh t t (e t  e t ) te t te t
P.I .  x p      P1  P2
D 2  4 2( D 2  4) 2( D 2  4) 2( D 2  4)

te t et t et t et t et t
P1     
2( D 2  4) 2[(D  1) 2  4] 2[ D 2  1  2D  4] 2[ D 2  2D  3] 2[3  2 D  D 2 ]
t 2
 
3 9

35
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

t
3  2 D  D 2
2
t
3
(-) (+)

2
3
2
3
(-)
0
 t 2e
t
P1     
 3 9 2
te t e t t e t t e t t e t t
P2     
2( D 2  4) 2[(D  1) 2  4] 2[ D 2  1  2D  4] 2[ D 2  2 D  3]  2[3  2D  D 2 ]

t 2

3 9
t
3  2D  D 2
2
t
3
(-) (-)

2
3
2
3 t
 t 2e
0 P2    
3 9 2

t
 t 2 e  t 2e
t
xp        
 3 9 2 3 9 2
t
 t 2 e  t 2e
t
 x  c1e 2t  c2 e 2t         
 3 9 2 3 9 2
d4y
4. Solve:  y  e t cos t
dt 4

Solution: Given, ( D 4  1) y  e t cos t where D =

36
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

A.E. is
m4 1  0
(m 2 ) 2  1  0
( m 2  1)(m 2  1)  0
m 2  1  0, m 2  1  0
m   i , m  1
C.F. = c1e t  c2 e t  c3 cos t  c4 sin t
e t cos t e t cos t et
P.I .    cos t
D 4  1 ( D  1) 4  1 D 4  1  6 D 2  4 D 3  4 D  1
(  (a  b) 4  a 4  b 4  6a 2 b 2  4a 3b  4ab 3 )
e t cos t 1
   e t cos t
(1)  6(1)  4 D(1)  4 D
2
5

1
 y  c1e t  c2 e t  c3 cos t  c4 sin t  e t cos t
5

x.V x nV
The inverse differential operator method of the form , .
f ( D) f ( D)

OVERVIEW:
x.V x nV
In this topic we discuss the inverse differential operator method of the form , .
f ( D) f ( D)
OBJECTIVE:
x.V x nV
,
 Identification of two forms f ( D) f ( D)

x.V x nV
Particular integral of the form , where ‘V’ is a function of ‘x’
f ( D) f ( D)
Let ‘w’ be any function of x
D n ( xw)  xD n w
xV  f / ( D)  V
 x  
f ( D)  f ( D)  f ( D)

37
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems:
d2y
1. Solve:  16 y  x sin 3 x
dx 2
Solution: Given, ( D 2  16) y  x sin 3x
A.E. is
m 2  16  0
m 2  16
m  4i
C.F.= c1 cos 4 x  c2 sin 4 x
xim[e i 3 x ]
P.I 
D 2  16
im[e i 3 x ]x

( D  3i ) 2  16
im[e i 3 x ]x

D 2  9  6iD  16
im[e i 3 x ]x
 2
D  6iD  7
im[e i 3 x ]x

7  6iD  D 2
By actual division, we get
 x 6i 
 im(e i 3 x )   
 7 49 
 7 x  6i 
 im(e i 3 x )  
 49 
(cos3 x  i sin 3 x)(7 x  6i )
 im 
49
7 x cos 3 x  6i cos 3 x  i 7 x sin 3 x  6 sin 3 x
 im[ ]
49
7 x cos 3 x  6 sin 3 x  i (7 x sin 3 x  6 cos 3 x)
 im[ ]
49
7 x sin 3 x  6 cos 3 x

49

38
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

7 x sin 3x  6 cos 3x
 y  c1 cos 4 x  c2 sin 4 x 
49

2. Solve: ( D 2  1) y  x sin x  (1  x 2 )e x
Solution: Given,
( D 2  1) y  x sin x  (1  x 2 )e x
A.E. is
m2 1  0
m  i
C.F. = c1 cos x  c2 sin x
x sin x  e x  x 2 e x
P.I 
D2 1
x sin x ex x 2e x
  
D2 1 D2 1 D2 1
 P1  P2  P3

x sin x xim(e ix ) im(e ix ) x

P1   
D2 1 D 2  1 ( D  i) 2  1
im(e ix ) x im(e ix ) x
 
D 2  2iD  1  1 D 2  2iD  1  1
im(e ix ) x
 2
D  2iD
im(e ix ) x

2iD  D 2
By actual division, we get
 ix 2 x 
 im(e ix )   
 4 4
 ix 2 x 
 im (cos x  i sin x )    
 4 4
ix 2 cos x x 2 sin x x cos x i sin x
 im    
4 4 4 4
x 2 sin x x cos x  x 2 cos x sin x 
 im    i   
4 4  4 4 

39
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x 2 cos x sin x
 
4 4
ex ex
P2  
D2 1 2
x 2e x ex x2 ex x2 ex x2 ex x2
P3     
D 2  1 ( D  1) 2  1 D 2  1  2 D  1 D 2  2 D  2 2  2 D  D 2
 x2 
 e   x 
x

 2 
x 2 cos x sin x e x  x2 
 P.I     e x   x 
4 4 2  2 
x 2 cos x sin x e x  x2 
 y  c1 cos x  c 2 sin x     e x   x 
4 4 2  2 

3. Solve: ( D 2  4D  4) y  8x 2 e 2 x sin 2 x
Solution: Given,
( D 2  4D  4) y  8x 2 e 2 x sin 2 x
A.E. is
m 2  4m  4  0
m 2  2m  2m  4  0
m ( m  2 )  2( m  2 )  0
m  2,2
C.F. = (c1  c2 x)e 2 x
8 x 2 e 2 x sin 2 x 8e 2 x x 2 sin 2 x
P.I  
D 2  4 D  4 ( D  2) 2  4( D  2)  4

40
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

8e 2 x x 2 sin 2 x 8e 2 x x 2 sin 2 x
 
D  4D  4  4D  8  4
2
D2
1
D
 8e 2 x x 2 sin 2 xdx

1   x 2 cos 2 x  sin 2 x cos 2 x 

 8e 2 x   (2 x)  
D 2 4 4 
  x 2 cos 2 x sin 2 x cos 2 x 
 8e 2 x    (2 x)  
 2 4 4 
  x 2 sin 2 x cos 2 x sin 2 x  cos 2 x  sin 2 x sin 2 x 
 8e 2 x   (2 x) 2  (2 x)  ( 2)  
 4 8 16 8 16 8 
  x 2 sin 2 x cos 2 x sin 2 x sin 2 x 
 8e 2 x   (4 x)   
 4 8 4 8 
  x 2 sin 2 x cos 2 x 3 sin 2 x 
 8e 2 x   (4 x)  
 4 8 8 

 e 2 x  2 x 2 sin 2 x  4 x cos 2 x  3 sin 2 x 


 y  (c1  c2 x)e 2 x  e 2 x  2 x 2 sin 2 x  4 x cos 2 x  3 sin 2 x 

Note: Example 3 can also be solved, by following the procedure of example 2.

4. Solve: ( D 3  D 2  4D  4) y  3e  x  4 x  6
Solution: Given,
( D 3  D 2  4D  4) y  3e  x  4 x  6
A.E. is
m 3  m 2  4m  4  0
m 2 (m  1)  4(m  1)  0
(m 2  4)(m  1)  0
m  1, m 2  4
m  1, m  2
C.F.= c1e  x  c2 e 2 x  c3 e 2 x
3e  x  4 x  6
P.I 
D 3  D 2  4D  4
3e  x ( 4 x  6)
  3
D  D  4D  4 D  D 2  4D  4
3 2

 P1  P2

41
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

3e  x 3e  x
P1   0
D 3  D 2  4 D  4 (1) 3  (1) 2  4(1)  4
3 xe  x 3 xe  x 3 xe  x
 P1      xe  x
3D  2 D  4 3(1)  2(1)  4
2 2
3
(4 x  6) (4 x  6)
P2  
D  D  4D  4  4  4D  D 2  D 3
3 2

By actual division,we get

 1
 P2   x  
 2
 1
 P.I   xe  x   x  
 2
 1
 y  c1e  x  c 2 e 2 x  c3 e  2 x  xe  x   x  
 2

d2y
5. Solve:  4 y  t sin t  sin 2t
dt 2

Solution: Given, ( D 2  4) y  t sin t  sin 2t where D =

A.E. is
m2  4  0
 m  2i
C.F= c1 cos 2t  c2 sin 2t
t sin t  sin 2t t sin t sin 2t tim[e it ] sin 2t
P.I       P1  P2
D2  4 D2  4 D2  4 D2  4 D2  4
tim[e it ] im[e it ]t im[e it ]t im[e it ]t
P1    
D 2  4 ( D  i) 2  4 D 2  1  2iD  4 D 2  2iD  3
By actual division, we get

42
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

 t 2i 
 im[e it ]  
3 9 
 t 2i 
 im (cost  i sin t )   
3 9 
 im cos t  cos t  i sin t  sin t 
t 2i t 2
3 9 3 9
t 
 im cos t  sin t  i sin t  cos t  
t 2 2
3 9 3 9 
t 2
 sin t  cos t
3 9
sin 2t t sin 2t t cos 2t
P2   
D 4
2
2D 4
t 2 t cos 2t
 P.I  sin t  cos t 
3 9 4
t 2 t cos 2t
 y  c1 cos 2t  c2 sin 2t  sin t  cos t 
3 9 4

6. Solve: ( D 2  4D  3) y  e  x sin x  x
Solution: Given,
( D 2  4D  3) y  e  x sin x  x
A.E. is
m 2  4m  3  0
m 2  3m  m  3  0
m(m  3)  (m  3)  0
m  1,3
C.F.= c1e  x  c2 e 3 x
e  x sin x  x e  x sin x x
P.I  2  2  2 \
D  4D  3 D  4D  3 D  4D  3
e  x sin x x
  2
( D  1)  4( D  1)  3 D  4 D  3
2

 P1  P2
e  x sin x e  x sin x e  x sin x
P1   
D 2  1  2D  4D  4  3 D 2  2D  1  2D
e  x (2D  1) sin x e  x (2 cos x  sin x) e  x (2 cos x  sin x)
  
(2D  1)(2D  1) 4D 2  1 5

43
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

x
P2 
3  4D  D 2
By actual division,we get
x 4
 
3 9
e  x (2 cos x  sin x) x 4
 P.I   
5 3 9
e  x (2 cos x  sin x) x 4
 y  c1e  x  c 2 e 3 x   
5 3 9

d4y  x  x
7. Solve:  y  cosh(x  2)  4 sin   cos 
2 2
4
dx
 x  x
Solution: Given, ( D 4  1) y  cosh(x  2)  4 sin   cos 
2 2
A.E. is
(m 2 ) 2  1  0
(m 2  1)(m 2  1)  0
m  i, m  1
C.F.= c1e x  c2 e  x  c3 cos x  c4 sin x
cosh(x  2)  2 sin x cosh(x  2) 2 sin x
P.I    4  P1  P2
D4 1 D4 1 D 1

cosh(x  2) 1 e ( x  2 )  e  ( x  2 )
P1   [ ]
D4 1 2 D4 1
( x2)
e ( x2)

1
 e4  
2 D 1 D4 1
( x 2) ( x  2)

1
 xe 3  xe 3 
2 4D 4D
xe ( x  2 ) xe  ( x  2 )

1
  
2 4 4

x e x2
e ( x  2)

  
4  2 
x
 sinh( x  2)
4

44
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

2 sin x
P2 
D4 1
2im(e ix ) 2 xim(e ix ) 2 xim(e ix ) 2 xim(e ix )
   
(i ) 4  1 4D 3 4(i ) 3  4i
2 xcos x  i sin x 
 im   im  1 x cos x  1 x sin x   im i x cos x  1 x sin x 
 4i 2i 2 2 2
x
 cos x
2
x x
 P.I  sinh( x  2)  cos x
2 2
x x
 y  c1e x  c2 e  x  c3 cos x  c4 sin x  sinh( x  2)  cos x
2 2

Method of finding Particular Solution

d2y dy dy d 2 y
1. Solve  4  5 y  0 given that y=2 &  when x  0
dx 2 dx dx dx 2
Solution: ( D 2  4D  5) y  0
A.E. is
m  4m  5  0
2

 4  16  20  4  2i
m   2  i
2 2
 y  e 2 x (c1 cos x  c 2 sin x )
dy
 e  2 x (c1 sin x  c 2 cos x )  2e  2 x (c1 cos x  c 2 sin x)
dx
d2y
2
 e  2 x ( c1 cos x  c 2 sin x )  2e  2 x ( c1 sin x  c 2 cos x)  2 y 1
dx
Consider y = 2 when x = 0
c1  2

Consider 𝑦 ′ = 𝑦 ′′ when x = 0

45
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

( y 1 ) x 0  c 2  2c1 ; ( y 11 ) x 0  c1  2c 2  2(c 2  2c1 )

c 2  2c1  3c1  4c 2
c1  c 2
i.e., c 2  2
 y  2e 2 x (cos x  sin x)

2. Solve the equation, Given that y=0 and y1=3 for x=0.
y" y'2 y  0,
Solution: For the given equation, the auxiliary equation is
m2  m  2  0
m  1m  2  0
 m  1,  2
The general solution of the given equation is
y  c1e x  c2 e 2 x (1)
It is given that y=0 and y1=3 for x=0.Using the condition y=0 for x=0 in (1), we get
0  c1  c2 (2)
Next, from (1), we find
y'  c1e x  2c2 e 2 x
Using the condition y1=3 for x=0 in this, we get
3  c1  2c2 (3)
Solving (2) and (3), we get c1  1, c2  1. Putting these values of c1 and c2 in (1), we get
y  e x  e 2 x (4) This is the required solution.
3. Solve the equation
y"4 y'4 y  0,
Given that y=0 and y1= -1 at x=1.
Solution: For the given equation, the auxiliary equation is
m 2  4m  4  0
m  22  0
 m  2,  2
The general solution of the given equation is
y  c1  c2 x e 2 x (1)

y'  c1  c2 x   2e 2 x
e 2 x
 c2 e 2 x (2)

46
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

It is given that y=0 and y1=-1 for x=1. Using the condition y=0 for x=0 in (1), we get
0  c1  c2 (3)
Using the condition y1=3 for x=0 in (2), we get
 e 2  2c1  c2 (4)
Solving (3) and (4), we get c1  e 2 , c2  e 2 . Putting these values of c1 and c2 in (1), we get
y  1  x e 21 x 
This is the required solution

4. Solve the equation

y" y '  0,
given y (0)=0 and y1 (0)=1.
Solution: For the given equation,
Auxiliary equation is
m2  m  0
m m  1  0
 m  0,1
The general solution of the given equation is
y  c1  c2 e x (1)
y'  c2 e x
(2)
It is given that y=0 and y1=1 for x=0. Using the condition y=0 for x=0 in (1), we get
0  c1  c2 (3)
Using the condition y1=1 for x=0 in (2), we get
1  c2 (4)
Solving (3) and (4), we get c1  1, c2  1. Putting these values of c1 and c2 in (1),
we get y  e x  1
This is the required solution

Exercise:
1. y"3 y'18 y  0,
given that y(0)=3 and y1=0 for x=0.
2. y"8 y  0, Given that y(0)=1 and y’(0) = 2^(3/2)
3. y"4 y'29 y  0
Given y=0, y1=15 at x=0

47
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE

COEFFICIENTS

Legendre’s differential equation

An equation of the form

n
d n 1 y n2
a  bx n d n
y
 a1 a  bx 
n 1
 a 
n 1
2 a  bx n2 d
n2
y
   a n 1 a  bx   a n y  X  (1)
dy
dx dx dx dx
’
where ai s are constants and X is a function of x, is called Legendre’s linear differential
equation.This equation can be reduced to linear differential equation with constant
coefficient by substitution.

a  bx  e z
i.e., z  log a  bx 
dy dy dz b dy
so that  
dx dz dx a  bx dz
a  bx   b dy  bDy where D  d
dy
dx dz dz
2
d y d  b dy 

dx 2 dx  a  bx dz 
b2 dy b d 2 y dz
 
a  bx 2 dz a  bx dz 2 dx
b2 dy b d2y b
 
a  bx 2 dz a  bx dz a  bx
2

d2y b2  d 2 y dy 
 
dx 2 a  bx 2  dz 2 dz 

a  bx 2 d 2y  b 2 D 2  D y 
2

dx
d2y b2  d 2 y dy 
 
dx 2 a  bx 2  dz 2 dz 
d2y
a  bx 2  b 2 D D  1 y 
dx 2

d3y
Similarly, a  bx   b 3 DD  1D  2 y  and so on.
3

dx 3

Substituting these values in equation (1), we get a linear differential equation with constant
coefficients, which can be solved.

48
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems:

d2y
1. Solve 3 x  2   33 x  2   36 y  3 x 2  4 x  1
2 dy
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put 3 x  2  e z
i.e., z  log 3 x  2 

so that 3 x  2 
dy
 3Dy
dx
2
3x  22 d  9D D  1 y 
y
2
dx
d
where D 
dz

Substituting these values in the equation ,

2
ez  2 ez  2
 2

9 D  D y  9 Dy  36 y  3   4   1
 3   3 

D 2

4 y 
1 2z
27

e 1  (1)

which is a linear equation with constant coefficients

Auxiliary equation is

49
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

m2  4  0
 m  2

C.F  c1e 2 z  c2 e 2 z

P.I 
1 1 2z
e 1  
D  4 27
2

1  1 1 
 e2z  e0z 


27  D  4
2

D 4
2
  
1  1 1 
 e 2 z (case of failure)  e0z


27  ( 2) 2  4  0  4 
1  1 2z 1 
 z e  
27  2 D 4
1  z 2z 1
 
27  2  e dz  
4


1
108
ze 2 z  1 
Hence Complete solution of (1) is

y  C.F  P.I  c1e 2 z  c2 e 2 z 

1
108

ze 2 z  1 
Thus required solution of the given differential equation is

y  c1 3x  2  c2 3x  2 
2 2 1
108

log 3x  23x  22  1 

50
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

d2y
2. Solve x  1   x  1  y  4 coslog 1  x 
2 dy
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put x  1  e z
i.e., z  log  x  1

so that  x  1
dy
 Dy
dx
2
x  12 d  D D  1 y 
y
2
dx
d
where D 
dz

Substituting these values in the equation ,

D 2

 D y  Dy  y  4 cos z

D 2

 1 y  4 cos z (1)

which is a linear equation with constant coefficients

Auxiliary equation is

m2  1  0
 m  i

C.F  c1 cos z  c2 sin z

1
P.I 
 
4 cos z
D 1 2

1
4 2
 
cos z (case of failure)
D 1
1
 4z cos z  2 z  cos z dz
2D
 2 z sin z

Hence Complete solution of (1) is

51
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

y  C.F  P.I  c1 cos z  c2 sin z  2 z sin z

 c1 cos z  c2  2 z sin z

Thus required solution of the given differential equation is

y  c1 coslog 1  x  c2  2 log 1  xsin log 1  x

d2y
3. Solve 2 x  1  62 x  1  16 y  81  2 x 
2 dy 2
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put 2 x  1  e z
i.e., z  log 2 x  1

so that 2 x  1
dy
 2 Dy
dx
2
2 x  1 2 d  4D D  1 y 
y
2
dx
d
where D 
dz

Substituting these values in the equation ,

 
4 D 2  D y  6(2Dy)  16 y  8e 2 z

D 2

 4D  4 y  2e 2 z (1)

which is a linear equation with constant coefficients

Auxiliary equation is

m 2  4m  4  0
 m  2, 2

C.F  c1  c2 z e 2 z

52
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1
P.I  2e 2 z

D  4D  4
2

1
2 2 e 2 z (case of failure)

D  4D  4 
1
 2z e 2 z (case of failure)
2 D  4
1
 2z 2 e2z
2
z e
2 2z

Hence Complete solution of (1) is


y  C.F  P.I  c1  c2 z  z 2 e 2 z 
Thus required solution of the given differential equation is


y  1  2 x  c1  c2 log 1  2 x   log 1  2 x 
2 2


d2y
4. Solve 2 x  3  22 x  3  12 y  6 x
2 dy
2
dx dx

Solution: Given equation is a Legendre’s linear equation

Put 2 x  3  e z
i.e., z  log 2 x  3

so that 2 x  3
dy
 2 Dy
dx
2
2 x  32 d  4D D  1 y 
y
2
dx
d
where D 
dz

Substituting these values in the equation ,

 e z  3
 
4 D 2  D y  2(2 Dy )  12 y  6 
 2 

53
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

D 2
 2D  3 y   4

1 z
3e  9  (1)

This is a linear equation with constant coefficients

Auxiliary equation is

m 2  2m  3  0
 m  3,  1

C.F  c1e 3 z  c2 e  z

P.I 
1 1 z
3e  9  

D  2D  3 4
2

1 1 1 
 ez  9 2 e0z 

   
3 2
4  D  2D  3 D  2D  3 
1 1 1 
 ez  9 2 e0z 
3

4  (1)  2(1)  3
2

0  2 ( 0)  3   
1 3 
  e z  3
4 4 

Hence complete solution of (1) is

3 z 3
y  C.F  P.I  c1e 3 z  c2 e  z  e 
16 4

Thus required solution of the given differential equation is

y  c1 2 x  3  c2 2 x  3  2 x  3  3
3 1 3
16 4

54
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Cauchy’s homogeneous linear differential equation:

An equation of the form

n 1 n2
dny n 1 d y n2 d y dy
xn n
 a1 x n 1
 a 2 x n2
   a n 1 x  an y  X  (1)
dx dx dx dx

Where ai ’s are constants and X is a function of x, is called Cauchy’s homogeneous linear

differential equation. This equation can be reduced to linear differential equation with
constant coefficient by substitution

x  ez
dz 1
i.e., z  log x  
dx x
dy dy dz 1 dy
  
dx dz dx x dz
dy dy d
x   Dy where D 
dx dz dz
2
d y d  dy  d  1 dy 
 
dx 2
dx  dx  dx  x dz 

1 dy 1 d 2 y dz
 
x2 dz x dz 2 dx
1 dy 1 d 2 y  1 
 2 
x dz x dz 2  x 
d2y 1  d 2 y dy 
2
 2 2  
dx x  dz dz 
d 2 y d 2 y dy
x2 2  2 
dz

 D 2 y  Dy  D 2  D y 
dx dz
2
x 2 2  DD  1 y
d y
dx

d3y
Similarly x 3  DD  1D  2  y and so on. Substituting these values in equation (1), we
dx 3
get a linear differential equation with constant coefficients, which can be solved.

55
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Problems:

d3y  1
2
2 d y
1. Solve x 3  2 x  2 y  10 x  
 x
3 2
dx dx

Solution: Given equation is a Cauchy’s homogeneous linear equation

Put x  e z i.e., z  log x
d2y 3
dy
so that x  Dy , x 2  D  D  1 y and x 3 d y
 D D  1D  2  y
dx dx 2 dx 3
d
where D 
dz

Substituting these values in given equation,

DD  1D  2  2DD  1  2y  10e z  e  z 

D 3
 
 D 2  2 y  10 e z  e  z  (I )

which is a linear equation with constant coefficients

Auxiliary equation is

m3  m 2  2  0
m  1m 2  2m  2  0
 (2)  4  8
m  1; m   1 i
2

C.F  e z c1 cos z  c2 sin z   c3 e  z

Hence Complete solution of (I) is

y  C.F  P.I  e z c1 cos z  c2 sin z   c3 e  z  5e z  2 ze  z

Thus required solution of the given differential equation is

y  xc1 coslog x   c2 sin log x   c3  5 x 

1 2 log x
x x

56
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

d2y dy
2. Solve x 2 2
 x  3 y  x 2 log x
dx dx

Solution: Given equation is a Cauchy’s homogeneous linear equation

Put x  e z i.e., z  log x

d2y
 Dy ; x 2 2  DD  1 y where D 
dy d
so that x
dx dx dz

Substituting these values in given equation, we get

DD  1  D  3y  e 2 z z
D 2

 2D  3 y  e 2 z z (I )

which is a linear equation with constant coefficients

Auxiliary equation is

m 2  2m  3  0
m  3m  1  0
m  3,  1

C.F  c1e 3 z  c2 e  z
Hence Complete solution of (I) is

1
P.I  ze 2 z
D 2
 2D  3
1
 e2z z
 D  2 2  2 D  2   3
1
 e2z z
D 2  2D  3
1
 e2z z
 2 D2 
 31  
3D 3 

  
1
e2z  2 D2 
 1  
 D 
 z
3  3 3 
e2z  2 D2 
 1  
3 D   
 z
3   3 
e2z  2
P.I  z 
3  3

57
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

e2z  2
y  C.F  P.I  y  c1e 3 z  c2 e  z  z  3 
3  

Thus required solution of the given differential equation is

c2 x 2  2
c1 x 3   log x 
x 3  3 

d2y
 x  y  log x sin log x 
dy
3. Solve x 2 2
dx dx

Solution: Given equation is a Cauchy’s homogeneous linear equation

Put x  e z i.e., z  log x

d2y
 Dy ; x 2 2  DD  1 y where D 
dy d
so that x
dx dx dz

Substituting these values in given equation, we get

D 2

 1 y  z sin z (I )

which is a linear equation with constant coefficients

Auxiliary equation is

m2 1  0
 m  i

C.F  c1 cos z  c2 sin z

58
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

1 1
P.I  z sin zP.I  2 z sin z
D2 1 D 1
1
 I .P of ze iz
D2 1
1
 I .P of e iz z
 D  i 2  1
1
1  D
 I .P of e iz 1   z
2iD  2i 
1  D 
 I .P of e iz 1     z
2iD  2i 
1  1
 I .P of e iz z  
2iD  2i 
1  1
 I .P of e iz 
2iD 
 z  dz
2i 

 z iz 2 
= I .P of cos z  i sin z   
4 4 

z z2
P.I  sin z  cos z
4 4

Hence Complete solution of (I) is

y  C.F  P.I  c1 cos z  c2 sin z 

z
sin z  z cos z 
4

Thus required solution of the given differential equation is

y  C.F  P.I  c1 coslog x   c2 sin log x  

log x  sin log x   log x coslog x 
4

d3y 2
3 d y dy
4. Solve x 4
3
 2x 2
 x2  xy  1
dx dx dx

Solution: Divide throughout the given equation by x

d3y 2
2 d y dy 1
x3 3
 2 x 2
x y  ( I ) This is a Cauchy’s linear equation.
dx dx dx x

59
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Put x  e z i.e., z  log x

d2y 3
dy
so that x  Dy , x 2  D  D  1 y and x 3 d y
 D D  1D  2  y
dx dx 2 dx 3
d
where D 
dz

Substituting these values in equation ( I ),

D 3
  
 3D 2  2D y  2 D 2  D y  Dy  y  e  z

D 3

 D2  D  1 y  ez ( II )

which is a linear equation with constant coefficients

Auxiliary equation is

m3  m 2  m  1  0
m  1,1,  1

C.F  c1e  z  c2  c3 z e z

1
P.I  e z
D3  D2  D 1
1
 e  z (case of failure)
( 1)  ( 1) 2  ( 1)  1
3

1
z e z
3D  2 D  1
2

1
z e z
3 1  2 1  1
2

1
P.I .  z e  z
4

Hence Complete solution of (II) is

ze  z
y  C.F  P.I  c1e  z  c 2  c3 z e z 
4

Thus required solution of the given differential equation is

y  c1 x 1  c 2  c3 log x x 
log x x 1
4
60
 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

Applications of Differential equations of first order

Application to Free oscillation of a spring:

A simple harmonic oscillator is a mass m which moves on the x-axis and is attached to a spring with
its equilibrium position at x=0. When the mass is moved from its equilibrium position the restoring
force of the spring tends to bring it back to the equilibrium position. The spring force is given by
𝐹 = −𝑘𝑥, where k is the spring constant. The equation of motion of m becomes 𝑚𝑥” = −𝑘𝑥. This is
the equation for simple harmonic motion. Its solution as one can easily verify is given by 𝑥 =
𝐴𝑠𝑖𝑛(√𝑘/𝑚𝑡 )

Application to L C R Circuits:
If 𝑄 be the electrical charge on a condenser of capacity C and 𝑖 be the current, then
𝑑𝑄
(a) 𝑖 = 𝑜𝑟 𝑄 = ∫ 𝑖𝑑𝑡.
𝑑𝑡
𝑑𝑖
(b) The potential drop across the inductance 𝐿 is 𝐿 .
𝑑𝑡
(c) The potential drop across the resistance 𝑅 is 𝑅𝑖.
𝑄
(d) The potential drop across the capacitance 𝐶 is 𝐶 .

Also, by Kirchhoff’s Law, the total potential drop (voltage drop) in the circuit is equal to the applied
voltage (E.M.F.). Therefore we have 𝐿𝑄” + 𝑅𝑄’ + 𝑄/𝐶 = 0

Problems:
𝒅𝟐 𝒙
1. A particle undergoes forced vibrations according to the law + 𝟐𝟓𝒙 = 𝟐𝟏𝒄𝒐𝒔𝟐𝒕. If the
𝒅𝒕𝟐
particle starts from rest at t=0. Find the displacement at any time t>0.
Solutions:
𝒅𝟐 𝒙
Given + 𝟐𝟓𝒙 = 𝟐𝟏𝒄𝒐𝒔𝟐𝒕.
𝒅𝒕𝟐

A.E is 𝑚2 + 25 = 0  𝑚 = ±5𝑖
𝐶. 𝐹 = 𝐴 𝑐𝑜𝑠5𝑡 + 𝐵 𝑠𝑖𝑛5𝑡
𝟐𝟏𝒄𝒐𝒔𝟐𝒕 𝟐𝟏𝒄𝒐𝒔𝟐𝒕
𝑃. 𝐼 = = = 𝑐𝑜𝑠2𝑡
𝐷 2 +25 −4+25

The general solution is 𝑥 = 𝐶. 𝐹 + 𝑃. 𝐼

𝑥 = 𝐴 𝑐𝑜𝑠5𝑡 + 𝐵 𝑠𝑖𝑛5𝑡 + 𝑐𝑜𝑠2𝑡 -------------(1)

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 DAYANANDA SAGAR COLLEGE OF ENGINEERING
(An Autonomous Institute Affiliated to VTU, Belagavi)
Shavige Malleshwara Hills, Kumaraswamy Layout, Bengaluru-560078
DEPARTMENT OF MATHEMATICS

If 𝑥 = 0 𝑎𝑡 𝑡 = 0  0 = 𝐴 + 1  𝐴 = −1
Differentiate equation (1) w.r.t. t
𝑥 ′ = −5𝐴 𝑠𝑖𝑛5𝑡 + 5𝐵 𝑐𝑜𝑠5𝑡 − 2𝑠𝑖𝑛2𝑡
If 𝑥′ = 0 𝑎𝑡 𝑡 = 0  0 = 5𝐵  𝐵 = 0

Therefore equation (1) becomes 𝑥 = − 𝑐𝑜𝑠5𝑡 + 𝑐𝑜𝑠2𝑡

2. The Differential equation for a circuit in which self-inductance and capacitance

𝒅𝟐 𝒊 𝒊
neutralize each other is 𝑳 𝒅𝒕𝟐 + 𝑪 = 𝟎. Find the current i as a function of t given that I is
the maximum current and i=0 when t=0.

Solution:
𝑑2 𝑖 𝑖 𝑑2 𝑖 𝑖
Given 𝐿 𝑑𝑡 2 + 𝐶 = 0  + 𝐿𝐶 = 0
𝑑𝑡 2

A.E 𝑚2 + 1/𝐿𝐶 = 0
 𝑚 = ±𝑖√1/𝐿𝐶 = ±𝑖𝐾 ( 𝑠𝑎𝑦) 𝑤ℎ𝑒𝑟𝑒 𝐾 = √1/𝐿𝐶
The General solution is 𝑖 = 𝐴 𝑐𝑜𝑠𝐾𝑡 + 𝐵 𝑠𝑖𝑛𝐾𝑡 -------------------(1)
If 𝑖 = 0 𝑎𝑡 𝑡 = 0  0 = 𝐴 + 0  𝐴 = 0
Therefore equation (1) becomes 𝑖 = 𝐵 𝑠𝑖𝑛𝐾𝑡
𝜋
Now 𝑖 = 𝐼 will be maximum current when 𝐾𝑡 = 2
Therefore equation (1) becomes 𝐼 = 𝐵
Hence (1)  𝑖 = 𝐼 𝑠𝑖𝑛𝐾𝑡  𝑖 = 𝐼 sin √1/𝐿𝐶 𝑡

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