CHAPTER -2

ORDINARY DIFFERENTIAL EQUATIONS

2.1 Introduction

A differential equation of the form in which the dependent variable

and its derivatives viz. etc occur in first degree and are not multiplied together is called
a Linear Differential Equation.

2.2 Linear Differential Equations (LDE) with Constant Coefficients

A differential equation of the form

where 𝑎0, 𝑎1, 𝑎2, ⋯ ⋯ ⋯ 𝑎𝑛 are constants and 𝑋 is a function of 𝑥 is called Linear differential
equation with constant coefficient of nth order of first degree.

The equation (1) can be written as

If 𝑋 = 0, then from the equation (2), we get

{𝑓(𝐷)}𝑦 = 0

is called homogeneous Linear differential equations with constant coefficient.

Examples
2.3. Solution of homogeneous linear differential equations with constant coefficient

2.3.1. Auxiliary Equation:

If 𝑦 = 𝑒𝑚𝑥 is a solution of (3), then the auxiliary equation of (3) is 𝑓(𝑚)= 0.

Method of finding general solution of the homogeneous linear differential equation with

constant coefficient

Step I: Find auxiliary equation (A.E.) 𝑓(𝑚) = 0 by writing 𝐷 = 𝑚 in 𝑓(𝐷) of equation (3).

Step II: find the roots of the 𝐴. 𝐸. i.e. values of 𝑚. Let the roots are 𝑚1,m2,…mn .

Step III: required G.S. is obtained as per the roots stated below:

Table 1: Rules for finding G.S. of homogeneous linear differential equations with constant
Coefficient
Roots of A.E. General Solution (G.S.)

All roots 𝑚1, 𝑚2 ,…… , 𝑚 𝑛 are real and

distinct.

If there are two complex roots which are e 𝑎 ±

𝑖𝑏

Example 1: Solve (𝐷2− 3𝐷 − 4)𝑦 = 0.

Solution: Here Auxiliary equation is

𝑚2− 3𝑚 – 4 = 0

𝑚2− 4𝑚 + 𝑚 − 4 = 0
 𝑚(𝑚 − 4)+ 1(𝑚 − 4)= 0

(𝑚 − 4)(𝑚 + 1)= 0

∴ 𝑚 = −1, 4

∴ General Solution (G.S.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

Example 2: Solve ( 𝐷2- 6𝐷 + 9)𝑦 = 0.

Solution: Here Auxiliary equation is

𝑚2 - 6𝑚 + 9 = 0

⇒ (𝑚 - 3)2= 0

∴ 𝑚 = 3, 3

Hence General Solution (G.S.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

Example 3: Solve ( 𝐷2− 4𝐷 + 13)𝑦 = 0.

Solution: Here Auxiliary equation is

𝑚2- 4𝑚 + 13 = 0
 = 2 ± 3𝑖

Hence General Solution (G.S.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

Example 4: Solve (𝐷3 − 8)𝑦 = 0.

Solution: Here Auxiliary equation is

(𝑚3 − 8) = 0.

⇒ (𝑚 − 2) (𝑚2 + 2𝑚 + 4) = 0

⇒ 𝑚 = 2, 𝑚 = -1 ± 𝑖√3

Hence

General Solution (G.S.) is

where 𝐶1, 𝐶2 and 𝐶3 are arbitrary constants.

2.3.2. Particular Integral:

If 𝑋 ≠ 0, in equation (2) then

Above value of 𝑦 will be P.I. of given non-homogeneous linear differential equations with

constant coefficient.

Following are the methods for finding particular integral:

Table-2: Rules for finding P.I.

 Types of
function What to do Corresponding P.I.

Put 𝐷 = 𝑎 in 𝑓(𝐷)

𝑠𝑖𝑛 𝑎𝑥 (𝑜𝑟 𝑐𝑜𝑠 𝑎𝑥) , provided

𝑋 = sin 𝑎𝑥 Put
(or 𝑐𝑜𝑠 𝑎𝑥) 𝐷2= −𝑎2 in 𝑓(𝐷)

Expand

using binomial expansions and if

𝑋 = 𝑥𝑚 Take (𝐷 − 𝑎) remains in the denominator then take
rationalization of denominator. And treat 𝐷 in the
numerator as derivative of the corresponding function.

Example 5: Solve (𝐷2+ 4𝐷 + 3) 𝑦 = 𝑒−2𝑥

Solution: Here Auxiliary equation is

𝑚2 + 4𝑚 + 3 = 0

⇒ 𝑚2+ 3𝑚 + 𝑚 + 3 = 0

⇒ 𝑚 (𝑚 + 3) + 1(𝑚 + 3) = 0

⇒ (𝑚 + 3) (𝑚 + 1) = 0
 ∴ 𝑚 = -1, -3

Therefore, complementary function (C.F.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

Now Particular Integral (P.I.)

Hence the general solution is

𝑦 = 𝑦𝑐+ 𝑦𝑝

Example 6: Solve the following differential equation

⇒ ( 𝐷2- 4)𝑦 = 𝑠𝑖𝑛4𝑥

Solution: Auxiliary equation is

𝑚2 − 4 = 0

∴ 𝑚 = −2, 2

Therefore complementary function (C.F.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

 Now

Particular Integral (P.I.)

Hence the general solution is

𝑦 = 𝑦𝑐+ 𝑦𝑝

Example 7: Solve the following differential equation

Solution: Given

⇒ ( 𝐷2- 3𝐷 + 2)𝑦 =4𝑥2

where

Now auxiliary equation is

𝑚2- 3𝑚 + 2 = 0

⇒ 𝑚2- 2𝑚 - 𝑚 + 2 = 0
 ⇒ 𝑚(𝑚 - 2)- 1(𝑚 - 2)= 0

⇒(𝑚 - 2)(𝑚 - 1)= 0

∴ 𝑚 = 1, 2

Therefore complementary function (C.F.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

Particular Integral (P.I.)

Hence the general solution is

𝑦 = 𝑦𝑐+ 𝑦𝑝

Example 8: Solve the following differential equation

Solution: Given

Auxiliary equation is

𝑚2- 2𝑚 - 3 = 0

⇒ 𝑚2- 3𝑚 + 𝑚 - 3 = 0

⇒ 𝑚(𝑚 - 3)+ 1(𝑚 - 3)= 0

⇒(𝑚 + 1)(𝑚 − 3)= 0

∴ 𝑚 = −1, 3

Therefore complementary function (C.F.) is

where 𝐶1 are 𝐶2 are arbitrary constants.

Now

Particular Integral (P.I.)

Hence the general solution is

𝑦 = 𝑦𝑐+ 𝑦p

Exercise

Solve the following differential equation

1.

2.

3.

4.

5.

6.

Formulas:

(i)(1 + 𝑥)-1= 1 - 𝑥 + 𝑥2- 𝑥3+ ⋯ ⋯ ⋯

(i)(1 - 𝐷)-1= 1 + 𝐷 + 𝐷2+ 𝐷3+ ⋯ ⋯ ⋯
2.3 Differential Equations Reducible to Linear Form with Constant Coefficients

Some special type of homogenous and nonhomogeneous linear differential equations with variable
coefficients after suitable substitutions can be reduced to linear differential equations with constant
coefficients.

2.3.1 Cauchy’s Linear Differential Equation

The differential equation of the form:

is called Cauchy’s linear equation and it can be reduced to linear differential equations with
constant coefficients by following substitutions:

Where

Similarly

and so on.

Example 9

Solve the differential equation:

Solution: This is a Cauchy’s linear equation with variable coefficients.

Putting

May be rewritten as

Auxiliary equation is:

Complete solution is: C.F. + P.I

Example 10

Solve the differential equation:

Solution: This is a Cauchy’s linear equation with variable coefficients.

Putting

May be rewritten as

Auxiliary equation is:

Complete solution is: C.F. + P.I

2.3.2. Legendre’s Linear Differential Equation

The differential equation of the form:

is called Legendre’s linear equation and it can be reduced to linear differential

equations with constant coefficients by following substitutions:
Example 11
Solve the differential equation:

….…①
Solution: This is a Legendre’s linear equation with variable coefficients.
Putting

① May be rewritten as

Auxiliary equation is:

Putting D=2 in 1st term, it is a case of failure

Complete solution is: C.F. + P.I