A Linear Differential Equations with Constant Co-efficients 41. Definition A incor liferentil Squation with constant co-efficient is the one in which the dependent vari able and its derivatives occur only in the first di ; pe aie onc all constants. Jegree and are not multiplied together and the coeffi Adifferential equation of the form ay, diy. gt-ty Po 4 PSY 4 pF a 0 en aac Pe cg tet Pay =X AD) where Po, P}, P2,..--, P, and X are functions of x or constants, is called a linear differential equation of nth order. And if. Por Py, Po, P,, are all constants (not functions of x) and X is some function of x, then the equation is a linear differential equation with constant co-efficients of nth order. 42. The Differential Operator ‘D’ The part = of the symbol A may be regarded as an differential operator, such that when it operates on y, the result is the derivative of y. de dx In terms of the operator D, the differential equation (1) can be written as [P,D" + P,D"-1 + P,D"-? +... +P] y =X. 43. Complete Solution of the Linear Differential Equations 2 , D? for ©, D® for ., D" for —. dx? dx" It is usual to write D for Theorem. If y=JpY=Yo en =In are linear independent solutions of 4a,D"~1 4 a,D"~? +.... + ayy =0 then y= Cy) + Caz to + Cnn IS the general or complete ion of the differential equation (1), where Cy C2, Cy «-~ x are n arbitrary constants. ‘oof. The given equation is : agD'y + aD" ty +agD"~*y + ‘since y =y,,y = 99, 2 =, are solutions of equation (1), aD"; + ayD"~1y, +420" yt Fa =O r agD"g + yD" Pyg + gD" 2p bo yd'2 =O +a, =0 ~@ (2) gD", + AyD" ~My + gD" "Yy one BD——E ‘ DIFFERENTIAL EQUAT;o, Ns 58 aa ya tn oquation (2), 8 have Now putting y = exy1 + cava * 6008 i aD"(cyy + C02 Fo + Cy¥n dN 4 ay" Mews #602 + sss EnYn sag” Mes + e092 + + en¥n) ’ i a stanley +eav2 toe * Cnn) n-2, a exagD"y: + ayD" Wy aD" +a 3 sat + ey(aqD"y'2 + 41D" yy + gD” 7 Ya tne + Ono +. + 7 4+ o(aqD "Vn #22" In + yD" ~ yy tone + En) = a 4.0 + 67.0 4 05.0 + anne + On40 = 0 toot or 0=0. ie., equation (1) is satisfied by y =e + a2 * ~ onstants, it is the general __-+¢,/m which is, therefore its solution. Since it contains n arbitrary 1 or complete solution of the equation 4.4. Auxiliary Equation (A.E.) Definition. The equation obtained by equating to zero the symbolit auxiliary equation, provided D is taken as an algebraic quantity. Consider the differential equation (aoD" + a,D"~} + aD"~? + where dp, @}, day...» @, are all constants. Let:y = e™ be a solution of this equation (1). ‘Then putting y =e", Dy = me™, D*y = m’e™, (agm" + aym"~! + agm"~? + c coefficient of y is called th .+a")y=0 wal D"y = m"e™ in equation (1), we have .+a,)e™ = 0 Cancelling e”* (~."e #0 for any m), we have ayn" +aym"=* + agm""? +... +a, =0 Hence e™ will be root of equati if mii ern Pa equation (1) if m is a root of the algebraic equation (2), The equation aa is called the auxiliary equation for the differential equation (2). + It is observed that equation (2) gives the same values of m as equation ND) = ag" + a,D"~* 4 agD"~? 4 E gives of D. Hence f(D) = 0, i.e., aD" +a,D"~! 4a,p"~ i the auxiliary equation. ae ‘Therefore in practice we do no t replace D by i D may be regarded as auxiliary equation which seme orm the auxili i tin cient of in equation (1). wo" Which is obtained by equating sore the cymbotic co ta, =0 +4, = 0 can in general be regardedNEAR DIFF. EQUATIONS WITH CONSTANT CotFriciENTS 2 45. To Find the Complete Solution of the Differential Equation (40D" + aD". agD"-2 4 ng yao. ‘The given equation is wre (60D" + A.D*" easD*2. cay =O ‘The auxiliary equation for (1) is : {1) AD" aD" + agD-2 4. ba, <0 a Now the following different cases arise, Case I. When all the roots of auxiliary equation (2) are real and different. Lot my, may may ms my be the n different and real roots of equation (2). ‘Then y=eM™* are n independent solutions of (1). ‘Therefore the general or complete solution of (1) is emmy YR Ce™™ + coe + eget $y ele Case Il. When two roots of the auxiliary equation (2) are equal and all others are different. Let m,, mz, ms, ...., My be the different roots of (2), then general solution is Y= ye + C90 + ce + ut OGeE But if two roots are equal say m, = ms then the solution becomes Y= (Cy + egle™™ + eye" +... + 60%" which clearly contains only n ~ 1 arbitrary constants (since ¢; + cz is equivalent to only one arbitrary constant). ‘Therefore this is no longer a general solution. Consider an equation (D -m,)*y = 0, a differential equation of 2nd order whose AL. ie., (D-m,)=0 has both the roots equal. It may be written as (D — m,\(D - my)y = 0. Put (D— my)y =u; then equation (1) becomes d (D-—m,)v =0 or oem Separating the variables, we have Integrating, Jog v = log ¢ + myx em 6% DIFFERENTIAL EQUATIONS Hence its solution is Seep gay ae ye Je eo deve or ge af edere'nex te’ or ye ex+e’e"™ or y (ey + egx)e"* ‘Therefore the most general or complete solution of (@oD" + a,D"~" + agD"~? +... + ay) when two roots of auxiliary equation (A.E.) are equal, is Y= (C1 Hegre! + ose" +... + ey OM, Cor. In case three roots are equal, i.e., m, m= mg, the general solution is Y= (Cy + Cox + egrrQe™® + ce +... + C,0* Case IIL When two roots of the auxiliary equation (2) are imaginary and the rest are all real and different. Let aif be the imaginary roots of equation (2). Let other real and different roots be M35 M4y oony Migs Then the complete solution is y= cyel®* PH 4 ego 4 ogo A bejen® 25(6,0l + e908) + 009% 4. + 0,0 ley(cos Be + i sin Br) + cg(cos fix ~ i sin fx)] + ce" +... + ene" [. e = cos 6 +i sin 6] [ey + ¢2) cos Bx + i(c; ~ eg) sin Bx] + cge"5* + .... 40,6" e™ [A cos Bx +B sin B x] + ese" +... + 0,00" Cor 1. Imaginary roots repeated. If the auxiliary equation has two equal pairs of imaginary roots i.e., if o + if and o. ~ i occur twice, then the complete solution is 9 =e [(ey + e3t) cos Pax + (cy + cyx) sin Bx] + 009" +... + cy0n*, Cor 2. If a pair of roots of the auxiliary equation occur in the form of quadratic surd «+ VB where Bis +ve, then the corresponding term in solution may be written as e [cy cosh VB + ¢y sinh xVp] or eye cosh (xVB + ¢2) or cye™ sinh (eV + cs). 4.6. Synopsis of the Forms of Solution or Rule to Solve an Equation To solve an equation of the form i (@oD" + a;D"~1 + ayD"~? + 1. Find the roots of the auxiliary equation, viz. aD" + ayD"~* + agD"~? +... +a,=0 u +a,)¥=0. EQUATIONS WITH CONSTANT CoER: wsaR DE FICIENTS 61 4, put the complete solution as follows: ‘Roots of Auxiliary equation Case I. All roots, 7 yy Mgy My vey My real and different, _ Complete Solution YS CM Hcy a bee Case II. m = my but other roots Y= (Cy +egx)e™™ + eye + ee" + 650 real and different, a Case III. (Imaginary Roots) | Corresponding part of the general solution is a (ey €08 fhe + cp sin fix) 1. o£ iB, a pair of imaginary roots| or ce cos (Bx + ¢2) or eye sin (Px +62) Corresponding part of complete solution is, e® ley + cot) €08 fx + (cg + ex) sin Bl | a SOLVED EXAMPLES 2, (a + iB).(a + iB) repeated twice Example 1. If the two roots of the auxiliary equation 22 +a; + ay = 0 are real and equal, then prove that y = (C1 + cox)e* is a solution of the equation yo + ayy; + azy = 0, where cy, Co are arbitrary constants. (KU. 1997] Solution. The given equation is yp + ayy; +asy=0 Equation in symbolic form is D*y +a,Dy + ayy =0 (D? + aD +a,)y =0 AD) ‘Auxiliary equation (A.E.) is Weah+ag=0 2) i: D?+a,D +a, =0 (Replacing iby DI The roots of (2) are real and equal (Given) Let each root be 2. Then equation (2) can be written as D2 +a,D +a,=(D-2)?=0 :. Equation (1) becomes (D-})*y=0 or (D-2)(D-Ay=0 7 (3) Put (D~ d)y =v, then eq. (3) becomes (D-Ayv=0 or dv ny dx or De odds v Integrating, log u=dx + loge Gy log v - loge = Ax 7 jog 2 = ax ¢DIFFERENTIAL EQUATIOng 62 Page = vec e or (D~ Ry = ce! v= D~ny DY ay ecor, os ao dy=ce’, which is a linear equation of the first order. LE +. Complete solution is yiet= fee eM dxtc a fearee mente’ or ya(erte’e* or Y= (Cr + cqxle™, Example 2. If}, dg are real and distinct roots of the auxiliary equation 0? + aj). + ay = 0 and 1 =@'*, yo =e, are its solutions, then prove that y = cxy; + ¢x)2 is a solution of Is this solution general ? (M.D.U. 1996 Solution. The auxiliary equation is Meayh+a,=0 or D?+a,D+a,=0 (1) [Replacing by D) Since its roots are Ay and Ay (Ay # he) .. y, =e** and yp =e are two independent solutions of (D? + aD +a,y =0 or Dy +a,Dy + ayy =0 mc) D*y, + aDy; + ayy, =0 = lB) Dy. + ayDyo + asy2=0 Putting y = cy: + cay in (2), we have Dex, + cuy2) + aD (Cys + Cay) + ag(cyy + egy2) = 0 or ex(D*y, + ayDy, + ayy) + 6(D*yq + ayDyo + ayyo) = 0 or €1(0) +¢2(0)=0 which is true. (By) Y =Cyy1 + Cy» is the solution of equation (2)pier. EQUATIONS WITH CONSTANT CozFrictENTS nea 63 cag tegeisa solution of 24.9, 4 ay og ieee: dy? OT dy = the solution involves two arbitra i ee this inion is general. TY constants and the order of the given equation is also 2,0 sample 3. Solve the differential equation o@y 2B -78he78 ao olution. The given equation is d oF 7 BY 7 oy og dxé dx? dx Equation in symbolic form is (2D8 - 7D? + 7D - 2yy =0 Auxiliary equation is 2D°-7D?+ 7D — hen (D -1)D -2)(2D-1)=0 1 =1, 2,2 D=1,2,5 Here, we have three real and different roots. Hence the complete solution is y = cye* + cze™ + oye"! Example 4. Solve the differential equation fy By 9 AY 112 _ sy 00, add ade Solution. The given equation is ay dy oe u® dt dx ‘The equation in symbolic form is — D - 9D? - 11D - 4)y =0 Auxiliary equation is D‘-D'-9D?-11D-4=0 (D+ I{D-4)=0 D=-1, -1, -1,4 Here, we have three equal roots and one different root, Hence the complete solution is = (cy + eax + egt*Je™* + ce. Example 5. Solve the differential equation (D‘ + 5D? +6)y=0 Solution. The given equation is (D‘ + 5D* + 6ly =0 ‘The auxiliary equation is D*+5D?+6=0 % (D? + 3)(D* + 2) = D=£%Bi, +V2i Hence we have two pairs of complex roots, D=+V3i, +V2i Hence the complete solution is = c; cos 8x + ¢2 sin V3x + cy cos V2x +c, sinDIFFERENT 64 TAL EQu oy Example 6. Solve the differential equation - -4 a 4+y=0. wot ty gd yo Solution. The given equation is ais -4 a +y=0 Writing the equation in symbolic form, we have (D* -4D + 1)jy =0 The auxiliary equation is Here, we have pair of quadratic surd roots, 2+ V3 Hence the complete solution is y = ¢,e@+')* + cae? 5) Another form: y =e* [e, (cosh Vg.x + sinh V3.x +c» (cosh V3.x — sinh V3 x] or y =e* [(c, + cy) cosh V3x + (cy — cy) sinh ¥3x] or y=e* [A cosh Vgx +B sinh Vx]. a Example 7. Solve the differential equation a +a%y=0. +, + dt Solution. The given equation is © +a‘y=0 dx The symbolic form of the equation is (D‘ +a4y =0 Auxiliary equation is D'+at=0 or (0? +02)? 2%? = 0 on (D? + a? - (2a)? = 0 or or ~\2Da + a®)(D? + \2Da + 4%) =0 Dai, Sait V2’ V2" Va Hence we have twé pairs oo roots, viz. eaesypaX DIFF EQUATIONS WITH CONSTANT CotrrIcieNTS 7 ENTS 6 ing dij i EXERCISE 4.1 solve the following differential equations (Q. 1 10): dy See @Y 4 a+b) + aby =0 2, ty jady eas dx En WE Way <0 dy_7W_ey=0 dy a ae we 4 SX 4D yay Sat a ty ae “Gx "9 dy 5 gM _4M_g_ | 5 et gs ae ieee 6. (D'~ 2p? 4D + 8 =0 #4 y= 7 #2 y2y=0 ay, % ae 8, Ty 4y=0 WK.U, 1995) 9 413 + a6y <0. ay ody ody 5 apo 10, S% oy 3 9 a at Gat ogee t 12S By = 0 ne ne -aty = 0, show that y = ¢; cos ax + cy sin ax + cy cosh ax + ¢, sinh ax. de de : dx we — +4 ——-+3x=0, that fort = = — 12, Solve + 407 + Sx =0, given that fort=0, x=0 and 13. Solve $5 + y= 0, given that y =2 forx=0 and y =~ 2 forx ANSWERS lL y=ce + ce 2. yseye* tege + eye™ B. yacye* + exe * + e5e™ 4. y= (cy + eox)e™ Be y=eye® + (co + egt + cyx")e~* 6. y= (cy + egxJe™ +c5e°™* 1. yc, cos px + cp sin ux 8 x=e7*(¢; cos x +c sin x) + e* (6g 08 x + c4 Sin x) 9% y=c; cos 2x + cy sin 2x + cy cos Bx +c, Sin Bx 10, y= (cy + egg + cyt?) cos VOx + (C4 + cg + Cox) sin Nox 12, x=- 6e-% + Ge! 18. y=2cosx-2sinx. 4.7. Theorem 1. Ify =Y is the complete solution of the equation (PgD" + P,D" =! + PD"? +o + Pay =O a andy =1 be particular solution (containing no arbitrary constants) of the equation (PyD" + PyD" 1+ PyD"-? + we Pal =X @ Where X is a function of x, then the complete solution of equation (2) is y=¥+u. 1 i have Proof, Since y = Y is the complete solution of (1), we hay - (Ppp + PD 2+ PyDh P+ POY =OJ) 6 DIFFERENTIAL EQUATIon, Also since y = w is a solution of equation (2), we have (PD! + PD"! PyD" 72 ue Pad =X a Putting y = Y +1 in equation (2), we get PoD"(¥ + u) + PD" ¥ + 1) + Pad" Yu) + see + Py(Y +) or (PyD" + PyD®= 1+ PD"? + ve + POY + (PoD" + PD" 14 P,D"~? +... + P,u=X 0+X=X (Using (3) and 4 or Xe y=Y¥+uisa solution of (2). Now Y being a general solution of (1), contains n arbitrary constants and is of nth order and ay Y + walso contains n arbitrary constants. Therefore y = Y + u is a general or complete solutio, = , whieh is true. such of equation (2). Complementary Function and Particular Integral In the complete solution y = Y + u of equation (2), Y is called the Complementary Function (CF) and w is called the Particular Integral (PL). Hence Complete Solution = Complementary Function + Particular Integral CS.=C.F.+ PI Note. The solution Y of equation (1) can be determined by the methods discussed in Art. 4.5 and 44 above. The problem now is to find the particular integral (P.I.) of equation (2), the methods of finding whic: arediscussed in the followingarticles. ie, 1 1 .4.8. Meaning of the Symbol —~ or the Inverse Operator —— (D) {(D) Definition. iD X is the function of x, free from arbitrary constants, which when operated by f(D) gives X. Bl Th (D). ~~ X =X. a us f(D) 7D) Therefore f(D) and iD are inverse operators (i.e., they cancel each other’s effect when both act on any function, leaving the function intact). ‘Thus the symbol 7 stands for integration. 49. Theorem 2. Prove that 7o* is the particular integral of f (D)y =X. Proof, The given equation is (Dy =X Ad) . 1 7. Putting y =>) Xin (1), we have 1 D). + x= f(D) 7o* X al X =X, which is true// ean DIE EQUATIONS WITH CONSTANT COEFFICIENTS _ gince it contains no arbitrary constants, henee it is the particular integral ‘therefore to find the particular integral off (D)y = X, we should find the value of 1 x. f(D) 440. Theorem 3. 1 prove that 7, X= f X dx, no arbitrary constant being added. 1 oof. Let = 4 X= pee D a Operating on both sides of (1) by D, we have 1 D.=X= pre X=DZ or DZ=X or or dx Integrating both sides w.r-t. x, we get Zz -f X dx, no arbitrary constant is being added. 7 X= J X dx, no arbitrary constant being added. = EX contains no arbitrary constant| Note. As proved above the symbol 5 stands forintegration. 4.11. Theorem 4. X=e™ f (e-* X) dx, no arbitrary constant being added. To show that D-a [M.D.U, 2007; K.U. 2001, 981 | Proof. Let 1_x=y -@ D-« Operating on both sides by (D - ), we get .X=(D- oy on X=(D- oy dy. or = Dy-oy=2- X= Dy- oy =~ or 4Y _ gy =X, which is a linear equation in y-7 68 DIFFERENTIAL EQuATions Comparing with & +Py=Q, we have =-aand Q=X pis Soa ned ad Mae Hence the solution is y .e-&'= [ (¢-2.X) ds, no arbitrary constant being added. | contains no arbitrary constant. | or (Using (1)) or no arbitrary constant being added. d Cor I. Prove that 57~X= of Xe-* dx and hence show that a Proof. For the first part, see theorem 4 above. Second part: | Here X=e™ | 1 pee fer oe (By theorem 4] = ef Lede =e™ xax.e™ wf) Now (Using (0 Zo o-a pals . we f (ee set ds [Again using theorem 4; here X=xe] Cor. 2. Show thatis sas DFE EQUATIONS WITH CONSTANT CosFFiciewns ys proof. By Cor. I, we know that ge O-~ar° ef) ae - (D-ay (By) Using theorem 4; here X = 7 “| Tie (D-a" (2) (3) 1 Similar} ete eee (D-a)t 4! Proceeding in the same way i.e, generalising from (1), (2), (3), we have Carey a ae (ay a! 4.12, Theorem 5: To determine the particular integral of f (D)y =X. f(D) =(D= %)D ~ a)...(B = oy). Proof. Let 1 1 Then, ee f(D) (D~ %)(D = Ag)... = Oy} Then resolving into partial fractions, we get et ae! A, AL, Ar, in |x D-a,'D-a,"” D-«, 1 thee FA gO Day =A, oF feo ade eda cM fe det ady ef eX /hich can in general be evaluated and thus the particular integral can be found.70 : DIFFERENTIAL EQUATION 4.13. Particular Integral in Some Special Cases 4.13.1. CASEI. Prove that — , e™=—1., e™ provided that /(a) * (M.D.U. 200, aoa 1 Proof. By successive differentiation, we find that a ) (2) (3) are en) 44, -D + If f(D) =agD" + aD"~1 + aD"? + ‘then multiplying (1),"(2), (B), sv) () BY Gy Gna rr fi oe =f(ae* ay respectively and adding, we get Now operating on both sides bay py we have 1 renee al ps 7D" fDoe' 7D -f@e' or =f) - et het at gw fa) f(D) Let ges f@) Ff) or A gs cot, where fay+0 f(D) f@ Case of Failure. If f(a)=0, be (Dividing by f (a) +01 vd wp FO Proof. Iff (a) = 0, then D - a must be a factor of f(D). (Factor Theorem] So, let ftD) = (D - a) o(D) wal) ch ger Laas AD)” ~ (D= ayo) ~~ Poe 1 4 “D-a xa") [Assuming (a) #91