IITG:MGPP-2025

DEPARTMENT OF MATHEMATICS
INDIAN INSTITUTE OF TECHNOLOGY GUWAHATI
MA102 Mathematics II
Winter Semester of 2024-2025
Ordinary Differential Equations: Tutorial Problems
Prepared by: M. Guru Prem Prasad
Thanks to Mr. Bikramjit Acharjee, Research Scholar, for preparing and typing solutions.

Ordinary Differential Equations

1. Determine the order and degree of the following ordinary differential equations. Also, state whether
they are linear or nonlinear.
d4 y dy 8


(a) dx 4 + 19 dx = 11y.
d2 y
(b) dx2
+ x sin y = 0.
d2 y
(c) dx2
+ y sin x = 0.
dy x2
(d) dx
+ xy = y
.
(e) y (6) + y (4) y (3) + y 7 = x.
d y 3 2
2d y
(f) x4 dx x
3 + x dx2 + y = e .
q
d2 y dy
(g) x dx2 = dx + 1.
(h) x5 y (4) + 3y (3) + 2y (2) + 4xy 0 + 8x3 y = cos x.

Solution:

(a) Order 4; Degree 1; Nonlinear.

(b) Order 2; Degree 1; Nonlinear.

(c) Order 2; Degree 1; Linear.

(d) Order 1; Degree 1; Nonlinear.

(e) Order 6; Degree 1; Nonlinear.

(f) Order 3; Degree 1; Linear.

(g) Order 2; Degree 2; Nonlinear.

(h) Order 4; Degree 1; Linear.

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2. Eliminating the arbitrary constants c1 and c2 , obtain the differential equations satisfied by the fol-
lowing functions.

(a) x2 + c1 y 2 = 1.
(b) y = c1 e−x + c2 e2x .

Solution:

(a) Given equation

x2 + c1 y 2 = 1.

Differentiating with respect to x we get:

d 2 d
(x + c1 y 2 ) = (1)
dx dx
dy
2x + 2c1 y =0
dx
dy
x + c1 y = 0.
dx
From the original equation:
1 − x2
c1 =
y2
Substituting c1 into the differentiated equation we get:

1 − x2 dy
x+ y = 0.
y2 dx
Rearranging, we obtain:
dy
(1 − x2 ) + xy = 0.
dx
Thus, the required differential equation is:

dy
(1 − x2 ) + xy = 0.
dx

(b) Given equation:

y = c1 e−x + c2 e2x ,
Differentiating with respect to x we get:
dy
= −c1 e−x + 2c2 e2x .
dx

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dy
Differentiating with respect to x, we get:
dx
d2 y
= c1 e−x + 4c2 e2x .
dx2

d2 y dy
Adding 2
and we get:
dx dx
d2 y dy
+ = (c1 e−x + 4c2 e2x ) + (−c1 e−x + 2c2 e2x )
dx2 dx
d2 y dy
+ = 6c2 e2x .
dx2 dx
Also,
d2 y dy
2
−2 = 3c1 e−x
dx dx
d2 y dy
2 2 −4 = 6c1 e−x .
dx dx
Now,
y = c1 e−x + c2 e2x
6y = 6c1 e−x + 6c2 e2x
d2 y dy d2 y dy
6y = 2 − 4 + +
dx2 dx dx2 dx
d2 y dy
6y = 3 2 − 3
dx dx
Thus, the required differential equation is:

d2 y dy
2
− − 2y = 0.
dx dx
.

First Order Differential Equations

dy
3. Sketch the slope field of the first order differential equation dx
= x2 . Find the general solution of the
given ODE and draw some integral curves.

Solution: The given first-order differential equation is:

dy
= x2 .
dx

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Separating the variables:

dy
= x2 ⇒ dy = x2 dx.
dx

Integrating both sides:

x3
Z Z
dy = x2 dx ⇒ y= + C,
3

where C is the constant of integration.

Thus, the general solution is:

x3
y= + C, where C is an arbitrary constant.
3

dy
The slope field is defined by the equation dx
= x2 . At any point (x, y), the slope of the tangent
is determined by x2 . Notice that:

• The slope depends only on x (not y).

• For x > 0, the slopes are positive and increase as x increases.

• For x < 0, the slopes are still positive but decrease as x → 0.

3
The integral curves are the solutions y = x3 + C for different values of C. These are cubic
functions shifted vertically, with the slopes determined by x2 .
Below is the sketch of slope field and some integral curves.

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dy
4. Sketch the slope field of the first order differential equation dx
= x + y.

Solution: The given first-order differential equation is:

dy
= x + y.
dx
Below is the sketch of the slope field.

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5. Solve the following separable ODEs.

(a) x sin y dx + (x + 1) cos y dy = 0.

(b) xy 0 = (1 − 4x2 ) tan(y).

Solution:

(a) Given equation:

x sin y dx + (x + 1) cos y dy = 0.
Rewriting we get:
x dx + (x + 1) cot y dy = 0.
Separating the terms involving x and y we get:
x
dx + cot y dy = 0.
x+1

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Integrating the first term gives:

Z
x
dx = x − ln |x + 1|.
x+1
Integrating second term gives:
Z
cot y dy = ln | sin y|.

So, the required solution is:

x − ln |x + 1| + ln | sin y| = C, where C is an arbitrary constant.

(b) Rewriting the equation we get:

1 − 4x2
y0 = tan(y).
x
Separating variables:
1 1 − 4x2
dy = dx.
tan(y) x
 
1
cot(y) dy = − 4x dx.
x
Z Z  
1
cot(y) dy = − 4x dx + C.
x
ln | sin(y)| = ln |x| − 2x2 + C.
So, the required solution is:

ln | sin(y)| = ln |x| − 2x2 + C, where C is an arbitrary constant.

6. Verify that each of the following equations is homogeneous, and then solve it.
(a) (x2 − 2y 2 ) dx + xy dy = 0.
(b) x2 y 0 − 3xy − 2y 2 = 0.

Solution:

(a) The given differential equation is:

(x2 − 2y 2 ) dx + xy dy = 0.

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Let M (x, y) = x2 − 2y 2 and N (x, y) = xy.

Since, M (tx, ty) = t2 (M (x, y)) and N (tx, ty) = t2 (N (x, y)) so, both M (x, y) and N (x, y) are
homogeneous functions of degree 2. Hence, the given differential equation is homegeneous.
Now,
Let y = vx. Then, dy = vdx + xdv.
Substituting y = vx and dy into the equation we get:

(x2 − 2(vx)2 ) dx + (x)(vx)(v dx + x dv) = 0.

Simplifying we get:
(x2 − 2v 2 x2 ) dx + v 2 x2 dx + vx3 dv = 0.
(1 − 2v 2 + v 2 )x2 dx + vx3 dv = 0.
(1 − v 2 ) dx + vx dv = 0.
Separating variables we get:
dx v
+ dv = 0.
x 1 − v2
Integrating we get:
1
ln |x| − ln |1 − v 2 | = C
2
√
ln |x| − ln | 1 − v 2 | = C.
y
Substituting back v = we get:
x
r !
 y 2
ln |x| − ln 1− = C.
x

Thus, the required solution is:

r !
 y 2
ln |x| − ln 1− = C, where C is an arbitrary constant.
x

(b) The given differential equation is:

x2 y 0 − 3xy − 2y 2 = 0.

Rewriting it we get:
(3xy + 2y 2 ) dx − x2 dy = 0.
Let M (x, y) = 3xy + 2y 2 and N (x, y) = −x2 .
Since, M (tx, ty) = t2 (M (x, y)) and N (tx, ty) = t2 (N (x, y)) so, both M (x, y) and N (x, y) are
homogeneous functions of degree 2. Hence, the given differential equation is homegeneous.

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Now,
Let y = vx. Then, dy = v dx + x dv.
Substituting y = vx and dy into the equation:

(3x(vx) + 2(vx)2 ) dx − x2 (v dx + x dv) = 0

(3vx2 + 2v 2 x2 ) dx − x2 v dx − x3 dv = 0
After simplification we get:
2 1
dx − dv = 0
x v + v2
 
2 1 1
dx − − dv = 0.
x v 1+v
On integrating we get:
2 ln |x| − (ln |v| − ln |1 + v|) = C
1+v
ln |x| + ln = C.
v
y
Substituting back v = x
we get:

x+y
ln x2 + ln = C.
y

Thus, the required solution is:

x+y
ln x2 + ln = C, where C is an arbitrary constant.
y

7. Solve the initial value problem:

(6x + 4y + 1) dx + (4x + 2y + 2) dy = 0 and y(1/2) = 3.

Solution: On comparing the given differential with

(a1 x + b1 y + c1 ) dx + (a2 x + b2 y + c2 ) dy = 0
we get,
a1 = 6, b1 = 4, c1 = 1 and a2 = 4, b2 = 2, c2 = 2
Here,
a2 2 1 b2
= 6= =
a1 3 2 b1
Let, x = X + h and y = Y + k where h, k are the solution of:
a1 h + b1 k + c1 = 0 and a2 h + b2 k + c2 = 0

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i.e.,
6h + 4k + 1 = 0 and 4h + 2k + 2 = 0.
On solving we get:
3
h=− and k = 2.
2
So,
3
x=X− and y = Y + 2.
2
On substituting x and y in the given differential equation we get:

(3X + 2Y ) dX + (2X + Y ) dY = 0
Y
dY 3 + 2X
=⇒ =− Y
dX 2+ X
which is a homogeneous differential equation.
Let,

Y
Y = vX, or equivalently, v = .
X
Then,
dY dv
=v+X
dX dX
Now,
dv 3 + 2v
v+X =−
dX 2+v
 
1 1 1 dX
=⇒ + dv = − .
2 v+1 v+3 X
On integrating we get,
1
(ln |v + 1| + ln |v + 3|) = − ln |X| + ln |C|
2
 2
C
=⇒ ln ((v + 1)(v + 3)) = ln
X2
C2
=⇒ (v + 1)(v + 3) = .
X2
Y
Substituting v = we get:
X
C2
  
Y Y
+1 +3 =
X X X2
=⇒ (X + Y )(3X + Y ) = C 2 .

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3
Substituting X = x + 2
and Y = y − 2 we get:
  
1 5
x+y− 3x + y + = C 2.
2 2
1
Putting the values, x = 2
and y = 3 we get;

C 2 = 21

Therefore,   
1 5
x+y− 3x + y + = 21
2 2
On simplifying we get:
12x2 + 16xy + 4y 2 + 4x + 8y − 89 = 0.
Therefore, the required solution is:

12x2 + 16xy + 4y 2 + 4x + 8y − 89 = 0

8. Solve the initial value problem:

(2x + 3y + 1) dx + (4x + 6y + 1) dy = 0 and y(−2) = 2.

Solution: On comparing the given differential with

(a1 x + b1 y + c1 ) dx + (a2 x + b2 y + c2 ) dy = 0

we get,
a1 = 2, b1 = 3, c1 = 1 and a2 = 4, b2 = 6, c2 = 1.
Here,
a2 b2
=2= .
a1 b1
Let,
z = 2x + 3y
dz − 2dx
=⇒ dy = .
3
The given differential equation transforms into:
 
dz − 2dx
(z + 1)dx + (2z + 1) =0
3

=⇒ −(z − 1)dx + (2z + 1)dz = 0

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3
=⇒ dx − 2 + dz = 0.
z−1
On integrating we get:

x − 2z + 3 ln |z − 1| = C, where C is an arbitrary constant.

Substituting z = 2x + 3y we get:
C
x + 2y − ln |2x + 3y − 1| = − .
3
Applying the initial condition y(−2) = 2 we get:

C = −6.

Therefore, the required solution is:

x + 2y − 2 − ln |2x + 3y − 1| = 0.

9. Verify that each of the following equations is exact, and then solve it.

(a) (2xy − sec2 (x)) dx + (x2 + 2y) dy = 0.

(b) ey dx + (xey + 2y) dy = 0.

Solution:

(a) The given differential equation is:

(2xy − sec2 (x)) dx + (x2 + 2y) dy = 0

Here,
M (x, y) = 2xy − sec2 (x), N (x, y) = x2 + 2y
Now,
∂M ∂
= (2xy − sec2 (x)) = 2x,
∂y ∂y
∂N ∂ 2
= (x + 2y) = 2x.
∂x ∂x

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∂M ∂N
Since = , the equation is exact.
∂y ∂x
Finding the potential function ψ(x, y) such that:

∂ψ ∂ψ
= M (x, y), = N (x, y).
∂x ∂y

Integrating M (x, y) with respect to x:

Z
ψ(x, y) = (2xy − sec2 (x)) dx

= x2 y − tan(x) + h(y),

where h(y) is an arbitrary function of y. Differentiating ψ(x, y) with respect to y:

∂ψ
= x2 + h0 (y).
∂y

Equating with N (x, y):

x2 + h0 (y) = x2 + 2y =⇒ h0 (y) = 2y.

Integrating h0 (y):
h(y) = y 2 .
Thus, the potential function is:

ψ(x, y) = x2 y − tan(x) + y 2 .

The required solution is:

x2 y − tan(x) + y 2 = C, where C is an arbitrary constant.

(b) The given differential equation is:

ey dx + (xey + 2y) dy = 0

Here,
M (x, y) = ey , N (x, y) = xey + 2y.
Now,
∂M ∂ y
= (e ) = ey ,
∂y ∂y
∂N ∂
= (xey + 2y) = ey .
∂x ∂x

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∂M ∂N
Since = , the equation is exact.
∂y ∂x
Finding the potential function ψ(x, y) such that:

∂ψ ∂ψ
= M (x, y), = N (x, y).
∂x ∂y

Integrating M (x, y) with respect to x:

Z
ψ(x, y) = ey dx

= xey + h(y),

where h(y) is an arbitrary function of y.

Differentiating ψ(x, y) with respect to y:

∂ψ
= xey + h0 (y).
∂y

Equating with N (x, y):

xey + h0 (y) = xey + 2y =⇒ h0 (y) = 2y.

Integrating h0 (y):
h(y) = y 2 .
Thus, the potential function is:
ψ(x, y) = xey + y 2 .
The required solution is:

xey + y 2 = C, where C is an arbitrary constant.

10. Find the values/conditions of arbitrary constants/ functions such that the following differential equa-
tions become exact and hence solve them.
(a) (ax + by) dx + (mx + ny) dy = 0.
(b) (2x + f (y)) dx + 2xy dy = 0.

Solution:

(a) The given differential equation is:

(ax + by)dx + (mx + ny)dy = 0

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A differential equation M (x, y)dx + N (x, y)dy = 0 is exact if and only if:
∂M ∂N
= .
∂y ∂x
Here:
M (x, y) = ax + by, N (x, y) = mx + ny.
Computing the partial derivatives:
∂M ∂N
= b, = m.
∂y ∂x
For the equation to be exact:
b = m.
When b = m, the equation becomes exact. Integrating M (x, y) = ax + by with respect to
x we get: Z
a
ψ(x, y) = (ax + by) dx = x2 + bxy + h(y),
2
where h(y) is an arbitrary function of y.
Differentiating ψ(x, y) with respect to y and equating it to N (x, y) = mx + ny we get:
∂ψ
= bx + h0 (y) = mx + ny.
∂y
Substituting b = m:
mx + h0 (y) = mx + ny =⇒ h0 (y) = ny.
Integrating h0 (y) with respect to y:
n 2
h(y) = y .
2
Thus, the required solution is:
a 2 n
x + bxy + y 2 = C, where C is an arbitrary constant.
2 2

(b) The given differential equation is:

(2x + f (y))dx + 2xydy = 0
Here:
M (x, y) = 2x + f (y), N (x, y) = 2xy.
Computing the partial derivatives:
∂M ∂N
= f 0 (y), = 2y.
∂y ∂x

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For the equation to be exact:

f 0 (y) = 2y.
Integrating f 0 (y) = 2y:
f (y) = y 2 + C,
where C is a constant.
When f (y) = y 2 + C, the equation becomes exact.
Integrating M (x, y) = 2x + f (y) = 2x + y 2 + C with respect to x:
Z
ψ(x, y) = (2x + y 2 + C) dx = x2 + xy 2 + Cx + h(y),

where h(y) is an arbitrary function of y.

Differentiating ψ(x, y) with respect to y and equating it to N (x, y) = 2xy:

∂ψ
= 2xy + h0 (y) = 2xy.
∂y
Thus,
h0 (y) = 0 =⇒ h(y) = D,
where D is a constant.
The required solution is:

x2 + xy 2 + Cx + D = E, where E is an arbitrary constant.

11. Solve each of the following differential equations by finding an integrating factor.

(a) −2xy dx + (3x2 − y 2 ) dy = 0.

(b) (xy − 1) dx + (x2 − xy) dy = 0.
(c) ex dx + (ex cot(y) + 2y cosec(y)) dy = 0.

Solution:

(a) The given differential equation is:

−2xy dx + (3x2 − y 2 ) dy = 0

Here,
M (x, y) = −2xy, N (x, y) = 3x2 − y 2 .

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∂M ∂N
Computing and :
∂y ∂x
∂M ∂N
= −2x, = 6x.
∂y ∂x
The given differential equation is not exact.
We find an integrating factor that makes it exact.
Since,
Nx − My 8x −4
= = (Function of y only)
M −2xy y
The integrating factor can be determined as:
Z   
Nx − My R −4
µ(y) = exp dy = e y dy = y −4 .
M
Multiplying throughout the given differential equation by µ(y), the equation becomes:
 2 
−2x 3x 1
dx + − 2 dy = 0.
y3 y4 y
The above obatined differential equation is now exact.
Let,
−2x 3x2 1
M∗ = 3 , N∗ = 4 − 2 .
y y y
Finding the potential function ψ(x, y) such that:
∂ψ ∂ψ
= M ∗ (x, y), = N ∗ (x, y).
∂x ∂y

Integrating M ∗ (x, y) with respect to x we get:

−2x
Z
ψ(x, y) = dx
y3
−x2
= 3 + h(y),
y
where h(y) is an arbitrary function of y.
Differentiating ψ(x, y) with respect to y we get:
∂ψ 3x2
= 4 + h0 (y).
∂y y

Equating with N ∗ (x, y):

3x2 3x2 1 −1
4
+ h (y) = 4 − 2 =⇒ h0 (y) = 2 .
0
y y y y

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Integrating h0 (y):
1
h(y) = .
y
Thus, the potential function is:

−x2 1
ψ(x, y) = + .
y3 y

The required solution is:

−x2 1
+ = C, where C is an arbitrary constant.
y3 y

(b) The given differential equation is:

(xy − 1) dx + (x2 − xy) dy = 0.

Here,
M (x, y) = xy − 1, N (x, y) = x2 − xy.
∂M ∂N
Computing and :
∂y ∂x
∂M ∂N
= x, = 2x − y.
∂y ∂x
The given differential equation is not exact.
We find an integrating factor that makes it exact.
Since,
My − Nx −(x − y) −1
= = (Function of x only)
N x(x − y) x
The integrating factor can be determined as:
Z   
My − Nx R −1
dy 1
µ(x) = exp dx = e x = .
N x

Multiplying throughout the given differential equation by µ(x), the equation becomes:

1
(y − ) dx + (x − y) dy = 0.
x
The above obatined differential equation is now exact.
Let,
1
M ∗ = y − , N ∗ = x − y.
x

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Finding the potential function ψ(x, y) such that:

∂ψ ∂ψ
= M ∗ (x, y), = N ∗ (x, y).
∂x ∂y

Integrating M ∗ (x, y) with respect to x we get:

Z
1
ψ(x, y) = y − dx
x
= xy − ln |x| + h(y),

where h(y) is an arbitrary function of y.

Differentiating ψ(x, y) with respect to y we get:
∂ψ
= x + h0 (y).
∂y

Equating with N ∗ (x, y):

x + h0 (y) = x − y =⇒ h0 (y) = −y.

Integrating h0 (y):
−y 2
h(y) = .
2
Thus, the potential function is:
y2
ψ(x, y) = xy − ln |x| − .
2

The required solution is:

y2
xy − ln |x| − = C, where C is an arbitrary constant.
2

(c) The given differential equation is:

ex dx + (ex cot(y) + 2y cosec(y)) dy = 0.

Here,
M (x, y) = ex , N (x, y) = (ex cot(y) + 2y cosec(y)).
∂M ∂N
Computing and :
∂y ∂x
∂M ∂N
= 0, = ex cot(y).
∂y ∂x

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The given differential equation is not exact.

We find an integrating factor that makes it exact.
Since,
Nx − My ex cot(y)
= = cot(y) (Function of y only)
M ex
The integrating factor can be determined as:
Z   
Nx − My R
µ(y) = exp dy = e cot(y) dy = sin y.
M
Multiplying throughout the given differential equation by µ(y), the equation becomes:
ex sin y dx + (ex cos y + 2y) dy = 0.
The above obatined differential equation is now exact.
Let,
M ∗ = ex sin y, N ∗ = ex cos y + 2y.
Finding the potential function ψ(x, y) such that:
∂ψ ∂ψ
= M ∗ (x, y), = N ∗ (x, y).
∂x ∂y

Integrating M ∗ (x, y) with respect to x we get:

Z
ψ(x, y) = ex sin y dx

= ex sin y + h(y),
where h(y) is an arbitrary function of y.
Differentiating ψ(x, y) with respect to y we get:
∂ψ
= ex cos y + h0 (y).
∂y

Equating with N ∗ (x, y):

ex cos y + h0 (y) = ex cos y + 2y =⇒ h0 (y) = 2y.

Integrating h0 (y):
h(y) = y 2 .
Thus, the potential function is:
ψ(x, y) = ex sin y + y 2 .

The required solution is:

ex sin y + y 2 = C, where C is an arbitrary constant.

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12. Solve the following linear ODEs.

dy 3y
(a) dx
+ x
= 6x2 .
dy
(b) dx
+ 3y = 3x2 e−3x .

Solution:

(a) The given linear ODE is:

dy 3y
+ = 6x2 .
dx x
The equation is already in the form:
dy
+ P (x)y = Q(x),
dx
where P (x) = x3 and Q(x) = 6x2 .
The integrating factor (IF) is:
3
R R
µ(x) = e P (x)dx
=e x
dx
= e3 ln |x| = |x|3 .

Multiplying the given differential equation by µ(x) = x3 we get:

dy
x3 + 3x2 y = 6x5 .
dx
The left-hand side becomes:
d 3
(x y) = 6x5 .
dx
Integrating both sides we get:
Z
3
xy= 6x5 dx = x6 + C.

where C is an arbitrary constant.

Therefore the required solution is:

C
y = x3 + , where C is an arbitrary constant.
x3

(b) The given linear ODE is:

dy
+ 3y = 3x2 e−3x .
dx
The equation is already in the form:
dy
+ P (x)y = Q(x),
dx

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where P (x) = 3 and Q(x) = 3x2 e−3x .

The integrating factor (IF) is:
R R
P (x)dx 3dx
µ(x) = e =e = e3x .

Multiplying throughout the given differential equation by µ(x) = e3x we get:

dy
e3x + 3e3x y = 3x2 .
dx
The left-hand side becomes:
d 3x
(e y) = 3x2 .
dx
Integrating both sides we get:
Z
3x
e y= 3x2 dx = x3 + C.

Dividing throughout by e3x we get:

y = x3 e−3x + Ce−3x .

Therefore, the required solution is:

y = x3 e−3x + Ce−3x , where C is an arbitrary constant.

13. Find an integrating factor of the form xp y q and solve (4xy 2 + 6y) dx + (5x2 y + 8x) dy = 0.

Solution: The given differential equation is:

(4xy 2 + 6y) dx + (5x2 y + 8x) dy = 0.
Let an integrating factor be of the form µ(x, y) = xp y q .
Multiplying throughout the given differential equation by µ(x, y) = xp y q we get:
xp y q (4xy 2 + 6y) dx + xp y q (5x2 y + 8x) dy = 0
(4xp+1 y q+2 + 6xp y q+1 ) dx + (5xp+2 y q+1 + 8xp+1 y q ) dy = 0
Let,
M (x, y) = 4xp+1 y q+2 + 6xp y q+1 , N (x, y) = 5xp+2 y q+1 + 8xp+1 y q .
∂M ∂N
Computing and :
∂y ∂x
∂M ∂N
= 4(q + 2)xp+1 y q+1 + 6(q + 1)xp y q , = 5(p + 2)xp+1 y q+1 + 8(p + 1)xp y q .
∂y ∂x

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Now,
∂M ∂N
=
∂y ∂x
⇐⇒ 4(q + 2)xp+1 y q+1 + 6(q + 1)xp y q = 5(p + 2)xp+1 y q+1 + 8(p + 1)xp y q
⇐⇒ 4(q + 2) = 5(p + 2), 6(q + 1) = 8(p + 1)
⇐⇒ 5p − 4q = −2, 4p − 3q = −1
On solving we find:
p = 2, q = 3.
Thus, the integrating factor is:
µ(x, y) = x2 y 3 .
Multiplying throughout the given differential equation by µ(x, y) we get:

x2 y 3 (4xy 2 + 6y) dx + x2 y 3 (5x2 y + 8x) dy = 0

(4x3 y 5 + 6x2 y 4 ) dx + (5x4 y 4 + 8x3 y 3 ) dy = 0

Let,
M ∗ = 4x3 y 5 + 6x2 y 4 , N ∗ = 5x4 y 4 + 8x3 y 3 .
Now,
∂M ∗ ∂N ∗
= 20x3 y 4 + 24x2 y 3 , = 20x3 y 4 + 24x2 y 3 .
∂y ∂x

∂M ∗ ∂N ∗
Since = , the equation is now exact.
∂y ∂x
Finding the potential function ψ(x, y) such that:

∂ψ ∂ψ
= M ∗ (x, y), = N ∗ (x, y).
∂x ∂y

Integrating M ∗ (x, y) with respect to x we get:

Z
ψ(x, y) = (4x3 y 5 + 6x2 y 4 ) dx

= x4 y 5 + 2x3 y 4 + h(y),

where h(y) is an arbitrary function of y.

Differentiating ψ(x, y) with respect to y we get:

∂ψ
= 5x4 y 4 + 12x3 y 3 + h0 (y).
∂y

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Equating with N ∗ (x, y):

5x4 y 4 + 8x3 y 3 + h0 (y) = 5x4 y 4 + 8x3 y 3 =⇒ h0 (y) = 0.

Integrating h0 (y):
h(y) = C,
where C is an arbitrary constant.
Thus, the potential function is:

ψ(x, y) = x4 y 5 + 2x3 y 4 + C.

Therefore, the required solution is:

x4 y 5 + 2x3 y 4 = K, where K is an arbitrary constant.

14. Show that if (Nx −My )/(x M − y N ) = g(xy), then the differentialRequation
M (x, y)dx+N (x, y)dy =
0 has an integrating factor of the form µ(xy), where µ(u) = exp g(u) du .

Solution: We aim to show that the differential equation:

M (x, y) dx + N (x, y) dy = 0
R

has an integrating factor of the form µ(xy), where µ(u) = exp − g(u) du , provided that:
∂N ∂M
∂x
− ∂y
= g(xy).
(xM − yN )

Let µ(xy) = µ(u), where u = xy.

Multiplying throughout the differential equation by µ(u) we get:

µ(u)M (x, y) dx + µ(u)N (x, y) dy = 0.

For the equation to be exact, we need:

∂
∂

µ(u)M (x, y) = µ(u)N (x, y) .
∂y ∂x
Evaluating the left-hand side:
∂ ∂u ∂M
µ(u)M (x, y) = µ0 (u) M (x, y) + µ(u)


.
∂y ∂y ∂y

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∂u
Since u = xy, we have ∂y
= x. Therefore:

∂ ∂M
µ(u)M (x, y) = µ0 (u)xM (x, y) + µ(u)


.
∂y ∂y

Similarly, evaluating the right-hand side:

∂ ∂u ∂N
µ(u)N (x, y) = µ0 (u) N (x, y) + µ(u)


.
∂x ∂x ∂x
∂u
Since u = xy, we have ∂x
= y. Therefore:

∂ ∂N
µ(u)N (x, y) = µ0 (u)yN (x, y) + µ(u)


.
∂x ∂x
Equating the two expressions for exactness:
∂M ∂N
µ0 (u)xM (x, y) + µ(u) = µ0 (u)yN (x, y) + µ(u) .
∂y ∂x

Rearranging terms:  
0 ∂N ∂M
µ (u)(xM − yN ) = µ(u) − .
∂x ∂y
We are given:
∂N ∂M
∂x
− ∂y
= g(xy).
(xM − yN )
Substituting this into the equation:

µ0 (u)
= g(u).
µ(u)
Integrating both sides we get: Z
ln µ(u) = − g(u) du + C,

where C is a constant of integration.

Exponentiating and taking particular value of C = 0 we get:
Z 
µ(u) = exp g(u) du .

15. Solve the following Bernouli equations.

dy
(a) x dx
+ y = −2x6 y 4 .

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dy
(b) x dx
− y = − y2.

Solution:

(a) The given differential equation is:

dy
x + y = −2x6 y 4
dx
which can be written as:
dy 1
+ y = −2x5 y 4 .
dx x
which is of the form:
dy
+ P (x)y = Q(x)y n ,
dx
where P (x) = x1 , Q(x) = −2x5 , n = 4.
The transformation v = y 1−n = y −3 will transform the given differential equation into a
linear ODE of the form:
dv
+ P1 (x)v = Q1 (x),
dx
where P1 (x) = (1 − n)P (x) = −3x
, Q1 (x) = (1 − n)Q(x) = 6x5
That is,  
dv −3
+ v = 6x5
dx x
Then, integrating factor to this linear ODE is:
−3
R R
µ(x) = e P1 (x) dx
=e x
dx
= x−3
The solution to the above obtained linear ODE is:
Z
v(x)µ(x) = µ(x)Q1 (x) dx + C, where C is an arbitrary real constant
Z
−3
=⇒ v(x)x = x−3 6x5 dx + C
Z
=⇒ v(x)x−3 = 6x2 dx + C

=⇒ v(x)x−3 = 2x3 + C
=⇒ v(x) = 2x6 + Cx3
By putting v = y −3 , we get y −3 = 2x6 + Cx3
The solution to the original differential equation is given by:
  31
1
y(x) = , where C is an arbitrary constant.
2x + Cx3
6

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(b) The given differential equation is:

dy
x − y = − y2
dx
which can be written as:
dy 1 y2
− y=− .
dx x x
which is of the form:
dy
+ P (x)y = Q(x)y n ,
dx
−1 −1
where P (x) = x , Q(x) = x , n = 2.
The transformation v = y 1−n = y −1 will transform the given differential equation into a
linear ODE of the form:
dv
+ P1 (x)v = Q1 (x),
dx
where P1 (x) = (1 − n)P (x) = x1 , Q1 (x) = (1 − n)Q(x) = x1
That is,  
dv 1 1
+ v=
dx x x
Then, integrating factor to this linear ODE is:
1
R R
P1 (x) dx dx
µ(x) = e =e x =x

The solution to the above obtained linear ODE is:

Z
v(x)µ(x) = µ(x)Q1 (x) dx + C, where C is an arbitrary real constant
  Z
1
=⇒ v(x)x = x dx + C
x
Z
−3
=⇒ v(x)x = 6x2 dx + C

=⇒ v(x)x = x + C
C
=⇒ v(x) = 1 +
x
By putting v = y −1 , we get y −1 = 1 + Cx
The solution to the original differential equation is given by:
x
y(x) = , where C is an arbitrary constant.
x+C

dy
16. Given that y1 (x) = x is a solution of the Riccati’s equation dx
= −y 2 + xy + 1, obtain the general

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solution.

Solution: The given Riccati equation is:

dy
= −y 2 + xy + 1.
dx
Here,
A(x) = −1, B(x) = x, C(x) = 1.
We are given that y1 (x) = x is a particular solution. Let v(x) be a function to be determined
such that
1
y =x+
v
and it is the general solution of ODE

v 0 + (2(−1)x + x)v + (−1) = 0

dv
=⇒ − xv = 1
dx
Now, we shall solve the linear ODE in v.
The integrating factor of the linear ODE is:
−x2
R
−x dx
µ(x) = e =e 2

Therefore, the general solution of the linear ODE is:

Z
v(x)µ(x) = µ(x)(1) dx + C, where C is an arbitrary constant
Z
−x2 −x2
v(x)e 2 = e 2 dx + C
R −x2
e 2 dx + C
v(x) = −x2
e 2

Therefore, the general solution of the given ODE is:

−x2
e 2
y(x) = x + R −x2
, where C is an arbitrary constant.
e 2 dx + C

17. Solve the following Clairaut/ Reducible to Clairaut equations. Here p = y 0 .

(a) y = p(x − b) + ap , where a and b are fixed real constants.

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(b) p2 x2 − 2pxy + y 2 = a2 p2 + b2 , where a and b are fixed real constants.

Solution:

(a) The given differential equation is:

a
y = p(x − b) + .
p
This is a Clairaut equation of the form:

y = px + f (p),

where f (p) = −pb + ap .

The general solution of the Clairaut equation is given by:
a
y(x) = Cx + f (C) = Cx − Cb + , where C is an arbitrary constant.
C

(b) The given differential equation is:

p2 x2 − 2pxy + y 2 = a2 p2 + b2

Rewriting the equation we get:

(y − px)2 = a2 p2 + b2 .
Taking the square root: p
y − px = ± a2 p2 + b2 .
p
y = px ± a2 p2 + b2
which is of the form
y = px ± f (p),
p
where f (p) = a2 p2 + b2 .
Both the components are of Clairaut form. The general solution is given by:
√
y = Cx ± a2 C 2 + b2 , where C is an arbitrary constant.

=⇒ (y − Cx)2 = a2 C 2 + b2
Therefore, the required solution is:

(y − Cx)2 = a2 C 2 + b2 , where C is an arbitrary constant.

Applications of First Order Differential Equations

18. Find the orthogonal trajectories of each given family of curves.

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(a) y = cx3 .
(b) cx2 + y 2 = 1.

Solution:

(a) The given family of curves is y = cx3 , where c is a constant.

Differentiating the equation with respect to x:
dy
= 3cx2 .
dx
y
Since c = , substituting c we get:
x3
dy y 3y
= 3 3 x2 = .
dx x x
For the orthogonal trajectories, the slope of the tangent to the orthogonal curve is the
negative reciprocal:
dy x
=− .
dx 3y
Separating the variables:
3y dy = −x dx.

Integrating both sides: Z Z

3y dy = −x dx.

This gives:
3y 2 x2
= − + C, where C is an arbitrary constant.
2 2
On simplyfying:
x2 + 3y 2 = 2C.
Let 2C = K, so the required orthogonal trajectories are:

x2 + 3y 2 = K, k ∈ R.

(b) The given family of curves is cx2 + y 2 = 1, where c is a constant.

Rewriting we get:
y 2 = 1 − cx2 .

Differentiating with respect to x we get:

dy
2y = −2cx.
dx

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dy cx
=⇒ =− .
dx y
For the orthogonal trajectories, the slope of the tangent to the orthogonal curve is the
negative reciprocal:
dy y
= .
dx cx
Separating the variables:
c y dy = x dx.

Integrating both sides we get: Z Z

c y dy = x dx.

This gives:
cy 2 x2
= + C.
2 2
On simplifying:
cy 2 − x2 = 2C.

Let 2C = K, so the orthogonal trajectories are:

cy 2 − x2 = K, K ∈ R.

19. Find the value of K such that the parabolas y = c1 x2 + K are the orthogonal trajectories of the
family of ellipses x2 + 2y 2 − y = c2 .

Solution: We need to determine the value of K such that the given parabolas y = c1 x2 + K are
the orthogonal trajectories of the family of ellipses x2 + 2y 2 − y = c2 .
The equation of the ellipses is:
x2 + 2y 2 − y = c2 .

Differentiating with respect to x we get:

dy dy
2x + 4y − = 0.
dx dx

dy
=⇒ 2x + (4y − 1) = 0.
dx

dy 2x
=⇒ =− .
dx 4y − 1

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The equation of the parabolas is:

y = c1 x2 + K.

Differentiating with respect to x we get:

dy
= 2c1 x.
dx
The slope of the orthogonal trajectories is the negative reciprocal of the slope of the given curves.
For the parabolas to be orthogonal to the ellipses, the product of their slopes must satisfy:
 
2x
− · (2c1 x) = −1.
4y − 1

4c1 x2
=⇒ − = −1.
4y − 1
=⇒ 4c1 x2 = 4y − 1.

Rearranging to match the form of the parabola:

1
y = c1 x 2 + .
4
By comparing with y = c1 x2 + K, we see that:
1
K= .
4
Therefore, the required value of K is:
1
K= .
4

20. Find a family of oblique trajectories that intersect the family of circles x2 + y 2 = c2 at angle 45◦ .

Solution: We need to find the family of oblique trajectories that intersect the family of circles
x2 + y 2 = c2 at an angle of 45◦ .
The family of circles is:
x 2 + y 2 = c2 .

Differentiating with respect to x, we get:

dy
2x + 2y = 0.
dx

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dy x
=⇒ =− .
dx y
The DE of the family of oblique trajectories is given by:

dy ( −x
y
) + tan 45◦
=
dx 1 − ( −xy
) tan 45◦

dy y−x
=⇒ =
dx y+x
which is a homogeneous differential equation.
dy dv
Let y = vx. Then, dx = v + x dx .
dy
Substituting y and dx in the above equation we get:

dv v−1
v+x =
dx v+1
dv v−1
=⇒ x = −v
dx v+1
dv −1 − v 2
=⇒ x =
dx v+1
v+1 dx
=⇒ dv = −
1 + v2 x
On integrating we get:
1
ln v 2 + 1 + tan−1 |v| = − ln |x| + C, where C is an arbitrary constant.
2
p y
=⇒ ln x2 + y 2 + tan−1 =C
x
Therefore, the required solution is:
p y
ln x2 + y 2 + tan−1 = C, where C is an arbitrary constant.
x

Initial Value Problems involving First Order Differential Equations

21. Discuss the existence and uniqueness of solutions of the following initial value problems.
dy
(a) dx
= x2 + y 2 , y(0) = 0.
dy
p
(b) dx
= |1 − y 2 |, y(π/2) = 1.

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Solution:

(a) Picard’s theorem provides conditions under which an initial value problem has a unique
solution.
The given initial value problem is:
dy
= x2 + y 2 , y(0) = 0.
dx
To analyze the existence and uniqueness of the solution, we define:
f (x, y) = x2 + y 2 .
Existence: Since f (x, y) is continuous in any rectangle containing the point (0, 0), by
Peano’s theorem, at least one solution exists in some interval around x = 0.

Uniqueness: The partial derivative of f (x, y) with respect to y is:

∂f
fy = = 2y.
∂y
Since fy is continuous, it satisfies the Lipschitz condition in a neighborhood of (0, 0). There-
fore, there exists a unique solution in some interval around x = 0.
(b) Consider the initial value problem (IVP) given by:

dy p π 
= |1 − y 2 |; y =1
dx 2
The function
p
f (x, y) = |1 − y 2 |
is continuous in the rectangle

π
R = {(x, y) : |x − | ≤ a, |y − 1| ≤ b}
2
for any a, b > 0. By Peanos Existence Theorem, since f (x, y) is continuous in R, the
IVP admits at least one solution. However, f (x, y) is not Lipschitz continuous in y, which
means the uniqueness of the solution is not guaranteed.
It can be found that the IVP has at least two distinct solutions:

y(x) ≡ 1
and

y(x) = sin x.

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22. Find the first three approximations/ Picard iterates by using the Method of Successive Approxima-
dy
tions of the IVP dx = y − x + 1 and y(0) = 0. Then, find the exact solution to the IVP by taking
the limit of the sequence of approximations.

Solution: The given initial value problem is:

dy
= y − x + 1, y(0) = 0.
dx
The integral form of the solution is:
Z x
y(x) = y(0) + (y(t) − t + 1)dt.
0

First Iteration:
Starting with y0 (x) = 0:
Z x
y1 (x) = (0 − t + 1)dt
0
Z x
= (1 − t)dt
0
x2
=x− .
2

Second Iteration:
Using y1 (x):
Z x
y2 (x) = (t − t2 /2 − t + 1)dt
Z0 x
= (1 − t2 /2)dt
0
x3
=x− .
6

Third Iteration:
Using y2 (x):
x
t3
Z 

y3 (x) = t − − t + 1 dt
0 6
Z x
t3

= 1− dt
0 6
x4
=x− .
24

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Observing the pattern, nth iteration is given by:

xn+1
yn (x) = x −
(n + 1)!

To find the exact solution we take the limit of the sequence of approximations.
Now,

y(x) = lim yn (x)

n→∞
xn+1
 
= lim x −
n→∞ (n + 1)!
= x.

Therefore, the exact solution is:

y(x) = x

dy
23. Find p such that dx
= y p and y(0) = 0 admits unique solution.

Solution: We analyze the initial value problem:

dy
= yp, y(0) = 0.
dx
The Picard-Lindelf theorem states that a differential equation
dy
= f (x, y)
dx
admits a unique solution if f (x, y) is continuous and satisfies the Lipschitz condition in a neigh-
borhood of the initial point.
We check the Lipschitz condition by computing:
∂ p
fy = (y ) = py p−1 .
∂y
For uniqueness, fy must be bounded near y = 0. This depends on the exponent p:

• If p − 1 ≥ 0 ⇒ fy = py p−1 is continuous at y = 0.

• If p − 1 < 0 ⇒ fy = py p−1 becomes unbounded near y = 0.

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Thus, the Lipschitz condition fails if p < 1.

If p < 1, the equation may have other solutions in addition to the trivial solution y(x) = 0.
For example, the solution given by separation of variables is:
Z Z
−p
y dy = dx.

Integrating, we obtain:
y 1−p
= x + C.
1−p
Imposing intial condition, we get C = 0.
Therefore,
y 1−p
=x
1−p
Solving for y,
1
y(x) = [(1 − p)x] 1−p .
Thus, the initial value problem admits a unique solution if and only if:

p ≥ 1.

24. For the initial value problem

dy
= x + ex sin(xy), y(0) = 0 = y0
dx
estimate the variation of the solution in the interval [0, 1] if y0 is perturbed by 0.01.

Solution:
Result:
Let f be continuous and satisfy a Lipschitz condition in y, with Lipschitz constant k, in a domain
D of the xy-plane. Let (x0 , y0 ) be a fixed point in D. Assume there exist δ > 0 and h > 0 such
that for each Y0 satisfying |Y0 − y0 | ≤ δ, the IVP

dy
= f (x, y), y(x0 ) = Y0
dx
possesses a unique solution φ(x, Y0 ) defined and contained in D on |x − x0 | < h.
If φ(x) denotes the unique solution when Y0 = y0 , and φ̃(x) denotes the unique solution when
Y0 = ỹ0 , where |ỹ0 − y0 | = δ1 ≤ δ, then:

|φ̃(x) − φ(x)| ≤ δ1 eLh , for |x − x0 | < h.

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Using the above result we solve the given problem.

For the given problem, we have:

|φ̃(x) − φ(x)| ≤ 0.01eL , since we are given h = 1.

Here,

L = sup |xex cos(xy)| ≤ e1 = e,

R

where

R = {(x, y) : |x| ≤ 1, |y| ≤ b}.

Thus, we obtain:

|φ̃(x) − φ(x)| ≤ 0.01ee .

25. Let y(x, λ) denote the unique solution of the initial value problem
dy
(IV P )λ : = λ + cos y, y(0) = 0 = y0 .
dx
Then obtain an upper estimate for |y(x, λ1 ) − y(x, λ2 )| in the interval [0, 1].

Solution: We have the estimate:

|φ̃(x) − φ(x)| ≤ eLh max |f (x, y) − f (x, y)|.

Now, let

f (x, y) = λ1 + cos y, f (x, y) = λ2 + cos y.

Then,

|f (x, y) − f (x, y)| = |λ1 − λ2 |.

Further, since

L = sup | sin y| = 1,

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we obtain:

|φ̃(x) − φ(x)| ≤ e|λ1 − λ2 |.

26. For the system

y10 = 3y1 + x y3 ,
y20 = y2 + x3 y3 ,
y30 = 2x y1 − y2 + ex y3 ,
show that every IVP has unique solution for −∞ < x < ∞.

Solution: The given system of differential equations are:

y10 = 3y1 + xy3 ,

y20 = y2 + x3 y3 ,
y30 = 2xy1 − y2 + ex y3 .

Comparing it with the standard form:

y10 = a11 (x)y1 + a12 (x)y2 + a13 (x)y3 + F1 (x),

y20 = a21 (x)y1 + a22 (x)y2 + a23 (x)y3 + F2 (x),
y30 = a31 (x)y1 + a32 (x)y2 + a33 (x)y3 + F3 (x).

We get,

a11 (x) = 3, a12 (x) = 0, a13 (x) = x, F1 (x) = 0

a21 (x) = 0, a22 (x) = 1, a23 (x) = x3 , F2 (x) = 0
a31 (x) = 2x, a32 (x) = −1, a33 (x) = ex , F3 (x) = 0

We need to show that the initial value problem (IVP) for this system has a unique solution in
the interval −∞ < x < ∞.
Let x0 be a point in R, and let c1 , c2 , c3 be a set of three real constants.
Since the coefficient functions aij (x) and the functions Fi (x) (i, j = 1, 2, 3) are continuous on the
whole real line, the existence and uniqueness theorem for linear system states that the system
has unique solution
φ1 , φ2 , φ3
such that
φ1 (x0 ) = c1 , φ2 (x0 ) = c2 , φ3 (x0 ) = c3
and this solution is defined on the entire real line.
Therefore, every IVP has unique solution for −∞ < x < ∞.

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27. Does there exist a solution of the IVP

d4 y d2 y
(x2 − 4) + 2x + sin(x) y = 0,
dx4 dx2
y(0) = 0, y 0 (0) = 1, y 00 (0) = 1, y 000 (0) = −1.
If so, is the solution unique and over what interval are we assumed that it is defined? Explain.

Solution: We consider the fourth-order initial value problem:

d4 y d2 y
(x2 − 4) + 2x + sin(x)y = 0,
dx4 dx2
subject to the initial conditions:

y(0) = 0, y 0 (0) = 1, y 00 (0) = 1, y 000 (0) = −1.

We aim to determine whether a solution exists, if it is unique, and over what interval it is defined.
Rewriting the equation in standard form:

d4 y 2x d2 y sin(x)
4
+ 2 2
+ 2 y = 0.
dx x − 4 dx x −4
2x sin(x)
The coefficient functions and 2 are not continuous at x = ±2.
x2
−4 x −4
According to the theory of existence and uniqueness for higher-order differential equations, solu-
tions exist and are unique in an interval where the coefficient are functions are continuous.
The function:
2x sin(x)
p(x) = , q(x) = 2
−4 x2 x −4
are continuous in any interval that does not include the singularities at x = ±2.
Since the initial condition is given at x = 0, the largest interval around x = 0 where the solution
is unique is:
(−2, 2).

Basic Theory of Higher Order Linear Differential Equations

28. Show that there is no equation of the type y 00 + a(x)y 0 + b(x) y = 0 for x ∈ [0, 2π] admitting
y1 (x) = sin x and y2 (x) = x − π as its solutions, where a(x) and b(x) are any continuous functions
on [0, 2π].

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Solution: Suppose such an equation exists. Then, the functions

y1 (x) = sin x, y2 (x) = x − π

must satisfy the given homogeneous differential equation:

y 00 + a(x)y 0 + b(x)y = 0.

Computing the derivatives of y1 (x) and y2 (x) we get:

y1 (x) = sin x ⇒ y10 (x) = cos x ⇒ y100 (x) = − sin x.

y2 (x) = x − π ⇒ y20 (x) = 1 ⇒ y200 (x) = 0.

Substituting these into the differential equation, we get:

− sin x + a(x) cos x + b(x) sin x = 0 (1)

0 + a(x)(1) + b(x)(x − π) = 0 (2)

From equation (2), we can express a(x) as:

a(x) = −b(x)(x − π).

Now, substituting this expression for a(x) into equation (1):

− sin x − b(x)(x − π) cos x + b(x) sin x = 0.

Rearranging:

b(x)(sin x − (x − π) cos x) = sin x.

Thus, we obtain:

sin x
b(x) = .
sin x − (x − π) cos x
and

(x − π) sin x
a(x) = − .
sin x − (x − π) cos x

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For a(x) and b(x) to be continuous on [0, 2π], the denominator sin x − (x − π) cos x must not be
zero in this interval.
Checking at x = π:

sin(π) − (π − π) cos(π) = 0 − 0 · (−1) = 0.

Since the denominator is zero at x = π, both a(x) and b(x) are discontinuous at x = π. This
contradicts our initial assumption that a(x) and b(x) are continuous on [0, 2π].
Therefore, there is no differential equation of the form:

y 00 + a(x)y 0 + b(x)y = 0

that admits y1 (x) = sin x and y2 (x) = x − π as its solutions with continuous functions a(x) and
b(x) on [0, 2π].

29. Consider the boundary value problem y 00 + y = 0, y(0) = 0, y(π) = k. Show that it has a solution if
and only if k = 0. Also show that if k = 0, the problem has infinitely many solutions.

Solution: The given differential equation is:

y 00 + y = 0, y(0) = 0, y(π) = k.

The general solution is given by:

y(x) = C1 cos x + C2 sin x.

Applying initial conditions:

y(0) = 0 ⇒ C1 = 0
y(π) = k ⇒ 0 = k
For a solution to exist, k = 0.
If k = 0, then y(x) = C2 sin x satisfies the given differential equation for any arbitrary C2 ∈ R,
giving infinitely many solutions.

30. If y1 and y2 are linearly independent solutions of xy 00 +2y 0 +xex y = 0, 0 < x < ∞ and if W (y1 , y2 )(1) =
2, find the value of W (y1 , y2 )(5).

Solution: Given:
xy 00 + 2y 0 + xex y = 0, 0 < x < 1.

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with W (y1 , y2 )(1) = 2, we need to find W (y1 , y2 )(5).

Using Abel’s identity:
 Z x 
2
W (y1 , y2 )(x) = W (y1 , y2 )(1) exp − dt .
1 t

W (y1 , y2 )(x) = 2e−2 ln x = 2x−2 .

2
W (y1 , y2 )(5) = .
25

31. (a) Verify that the functions y1 (x) = x3 and y2 (x) = x2 |x| are linearly independent solutions of the
differential equation x2 y 00 − 4xy 0 + 6y = 0 on (−∞, ∞).
(b) Show that y1 and y2 are linearly dependent on (−∞, 0), but are linearly independent on
(−∞, ∞).
(c) Although y1 and y2 are linearly independent, show that W (y1 , y2 ) = 0 for all x ∈ (−∞, ∞).
(d) Does this violate the fact that W (y1 , y2 ) = 0 for every x ∈ (−∞, ∞) implies y1 and y2 are
linearly dependent?

Solution:

(a) We need to show that both y1 (x) and y2 (x) are solutions to the differential equation:

x2 y 00 − 4xy 0 + 6y = 0

and then check their linear independence.

Verifying that y1 (x) = x3 is a solution:
Computing the derivatives:

y10 (x) = 3x2 , y100 (x) = 6x.

Substituting into the differential equation:

x2 (6x) − 4x(3x2 ) + 6(x3 ) = 6x3 − 12x3 + 6x3 = 0.

Since the left-hand side evaluates to zero, y1 (x) is indeed a solution.

Verifying that y1 (x) = x2 |x| is a solution:
We need to consider two cases: x > 0 and x < 0.
Case 1: x ≥ 0
For x ≥ 0, we have |x| = x, so:

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y2 (x) = x3 .
which is a solution as shown above. So, y2 (x) satisfies the equation for x ≥ 0.
Case 2: x < 0
For x < 0, we have |x| = −x, so:

y2 (x) = −x3 .

The derivatives are:

y20 (x) = −3x2 , y200 (x) = −6x.

Substituting into the differential equation:

x2 (−6x) − 4x(−3x2 ) + 6(−x3 ) = −6x3 + 12x3 − 6x3 = 0.

Thus, y2 (x) is also a solution for x < 0.

Since y1 (x) = x3 and y2 (x) = x2 |x| both satisfy the differential equation for all x, they are
solutions.
Now we shall check for linear independence:
To show that y1 (x) and y2 (x) are linearly independent on (−∞, ∞), we must show that the
only solution to the equation

c1 y1 (x) + c2 y2 (x) = 0, for all x ∈ (−∞, ∞)

is c1 = 0 and c2 = 0.
Substituting y1 (x) = x3 and y2 (x) = x2 |x|, we obtain:

c1 x3 + c2 x2 |x| = 0.
Case 1: x > 0
For x > 0, we have |x| = x, so the equation simplifies to:

c1 x3 + c2 x3 = 0.

Factorizing:

(c1 + c2 )x3 = 0.

Since this must hold for all x > 0, we conclude:

c1 + c2 = 0.

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Case 2: x < 0
For x < 0, we have |x| = −x, so the equation becomes:

c1 x3 + c2 x2 (−x) = 0.
Simplifying:

c1 x3 − c2 x3 = 0.
Factorizing:

(c1 − c2 )x3 = 0.
Since this must hold for all x < 0, we obtain:

c1 − c2 = 0.
Solving for c1 and c2 we get,
c1 = 0 and c2 = 0.
Since the only solution is c1 = 0 and c2 = 0, we conclude that y1 (x) and y2 (x) are linearly
independent on (−∞, ∞).
(b) On the Interval (−∞, 0):
For x ∈ (−∞, 0), we have |x| = −x, so:

y2 (x) = x2 |x| = x2 (−x) = −x3 .

Thus, we can express y2 (x) as:

y2 (x) = −y1 (x),

or equivalently,

y1 (x) + y2 (x) = 0.
This shows that there exist nonzero constants, for example, c1 = 1 and c2 = 1, such that:

c1 y1 (x) + c2 y2 (x) = 0 for all x ∈ (−∞, 0).

Hence, y1 (x) and y2 (x) are linearly dependent on (−∞, 0).
On the Interval (−∞, ∞):
We have already proved that y1 (x) and y2 (x) are linearly independent on (−∞, ∞) in
part (a).

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(c) The Wronskian of two functions y1 and y2 is given by:

W (y1 , y2 )(x) = y1 (x)y20 (x) − y2 (x)y10 (x)

We evaluate this for different cases:

Case 1: x ≥ 0
For x ≥ 0:

y1 (x) = x3 , y2 (x) = x3

Taking derivatives:

y10 (x) = 3x2 , y20 (x) = 3x2

Computing the Wronskian:

W (y1 , y2 )(x) = (x3 )(3x2 ) − (x3 )(3x2 ) = 3x5 − 3x5 = 0.

Case 2: x < 0
For x < 0:

y1 (x) = x3 , y2 (x) = −x3

Taking derivatives:

y10 (x) = 3x2 , y20 (x) = −3x2

Computing the Wronskian:

W (y1 , y2 )(x) = (x3 )(−3x2 ) − (−x3 )(3x2 ) = −3x5 + 3x5 = 0.

Thus,

W (y1 , y2 )(x) = 0 for all x ∈ (−∞, ∞).

Hence, although y1 (x) and y2 (x) are linearly independent but

W (y1 , y2 ) = 0 ∀x ∈ (−∞, ∞).

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(d) No, this does not violate the fact. The result states that:

W (y1 , y2 ) = 0 for every x ∈ (a, b) =⇒ y1 and y2 are linearly dependent

but only when y1 and y2 are solutions to a differential equation of the form:

y 00 + p(x)y 0 + q(x)y = 0

where p(x), q(x) are continuous on the interval (a, b).

In this case, while y1 (x) and y2 (x) satisfy the equation:

x2 y 00 − 4xy 0 + 6y = 0

Rewriting in the standard form:

4 6
y 00 − y 0 + 2 y = 0
x x
we see that the coefficients:

4 6
p(x) = − , q(x) =
x x2
are not continuous at x = 0.
Thus, the result does not apply over the interval (−∞, ∞), which includes x = 0, and the
result is not contradicted.

32. If y = φ1 (x) is a particular solution of y 00 + (sin x)y 0 + 2y = ex and y = φ2 (x) is a particular solution
of y 00 + (sin x)y 0 + 2y = cos(2x), then find a particular solution of y 00 + (sin x)y 0 + 2y = ex + 2 sin2 x.

Solution: Given, y = φ1 (x) is a solution of:

y 00 + (sin x)y 0 + 2y = ex ,

and y = φ2 (x) is a solution of:

y 00 + (sin x)y 0 + 2y = cos(2x),

We know that cos 2x = 1 − 2 sin2 x.

Now, observe that φ3 (x) = 21 is a solution of:

y 00 + (sin x)y 0 + 2y = 1.

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By superposition:
yp = φ1 (x) − φ2 (x) + φ3 (x).
is a particular solution of
y 00 + (sin x)y 0 + 2y = ex + 2 sin2 x.
Therefore, required particular solution is:

1
yp (x) = φ1 (x) − φ2 (x) +
2

Method of Reduction of Order

33. Given that y1 (x) = e2x is a solution of (2x + 1) y 00 − 4(x + 1) y 0 + 4y = 0, find a linearly independent
solution by reducing the order. Write the general solution.

Solution: Given y1 (x) = e2x is a solution of:

(2x + 1)y 00 − 4(x + 1)y 0 + 4y = 0

we need to find a second linearly independent solution.

Using the reduction of order method, let:

y2 (x) = v(x)y1 (x) = v(x)e2x .

Differentiating:
y20 = v 0 e2x + 2ve2x = e2x (v 0 + 2v).
y200 = e2x (v 00 + 4v 0 + 4v).
Substituting into the equation:

(2x + 1)e2x (v 00 + 4v 0 + 4v) − 4(x + 1)e2x (v 0 + 2v) + 4e2x v = 0.

Dividing by e2x :
(2x + 1)(v 00 + 4v 0 + 4v) − 4(x + 1)(v 0 + 2v) + 4v = 0.
Simplifying:
(2x + 1)v 00 + (8x − 4)v 0 = 0.
This is a first-order equation in v 0 , let w = v 0 , so:

(2x + 1)w0 + (8x − 4)w = 0.

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8x−4
R
dx
Using the integrating factor I(x) = e , solving for v(x), we get:
2x+1

Z
1
v(x) = dx.
(2x + 1)2

Solving the integral gives:

1
v(x) = − .
2(2x + 1)
Thus, the second solution is:
e2x
y2 (x) = − .
2(2x + 1)
Therefore, the general solution is given by:

e2x
y(x) = C1 e2x + C2 , where C1 and C2 are arbitrary constants.
2x + 1

34. Given that y1 (x) = x is a solution of (1−x2 ) y 00 −2x y 0 +2 y = 0, find the second linearly independent
solution by reducing the order.

Solution: Given y1 (x) = x is a solution of:

(1 − x2 )y 00 − 2xy 0 + 2y = 0,

we need to find the second linearly independent solution.

Using reduction of order, assume:

y2 (x) = v(x)y1 (x) = v(x)x.

Differentiating:
y20 = v 0 x + v.
y200 = v 00 x + 2v 0 .
Substituting into the equation:

(1 − x2 )(v 00 x + 2v 0 ) − 2x(v 0 x + v) + 2vx = 0.

Expanding:
(1 − x2 )v 00 x + 2(1 − x2 )v 0 − 2x2 v 0 − 2xv + 2xv = 0.
Simplifying:
(1 − x2 )v 00 x + (2 − 2x2 − 2x2 )v 0 = 0.

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(1 − x2 )xv 00 + (2 − 4x2 )v 0 = 0.
This is a first-order equation in v 0 , setting w = v 0 :

(1 − x2 )xw0 + (2 − 4x2 )w = 0.

Using the integrating factor:

2−4x2
R
dx
I(x) = e (1−x2 )x .
Solving for v(x), we get: Z
dx
v(x) = .
x(1 − x2 )
After integration, we find: √
v(x) = ln |x + x2 − 1|.
Thus, the second solution is: √
y2 (x) = x ln |x + x2 − 1|.
Also, the general solution is:
√
y(x) = C1 x + C2 x ln |x + x2 − 1|, where C1 and C2 are arbitrary constants.

Linear Homogeneous Equations with Constant Coefficients

d4 y
35. Find the general solution of + y = 0.
dx4

Solution: The given differential equation is:

d4 y
+y =0
dx4
The characteristic equation is:
r4 + 1 = 0
Solving for r:
π π 3π 3π
r = ei 4 , e−i 4 , ei 4 , e−i 4 .
Therefore, the general solution is:
       
x x 3x 3x
y(x) = C1 cos √ + C2 sin √ + C3 cos √ + C4 sin √ .
2 2 2 2

where C1 , C2 , C3 and C4 are arbitrary constants.

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d5 y d4 y d3 y
36. Find the general solution of 5 − 2 4 + 3 = 0.
dx dx dx

Solution: The given differential equation is:

d5 y d4 y d3 y
− 2 + =0
dx5 dx4 dx3
The characteristic equation is:
r5 − 2r4 + r3 = 0
Factoring:
r3 (r2 − 2r + 1) = 0
r3 (r − 1)2 = 0
Thus, the roots are r = 0, 0, 0, 1, 1.
Therefore, the general solution is:

y(x) = C1 + C2 x + C3 x2 + C4 ex + C5 xex

where C1 , C2 , C3 , C4 and C5 are arbitrary constants.

d3 y d2 y dy
37. Find the general solution of − + − y = 0.
dx3 dx2 dx

Solution: The given differential equation is:

d3 y d2 y dy
− + −y =0
dx3 dx2 dx
The characteristic equation is:
r3 − r2 + r − 1 = 0
Factoring:
(r − 1)(r2 + 1) = 0
The roots are:
r = 1, r = i, r = −i
Therefore the general solution is:

y(x) = C1 ex + C2 cos x + C3 sin x

where C1 , C2 and C3 are arbitrary constants.

d5 y d4 y d3 y d2 y dy
38. Find the general solution of + 5 + 10 + 10 + 5 + y = 0.
dx5 dx4 dx3 dx2 dx

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Solution: The given differential equation is:

d5 y d4 y d3 y d2 y dy
5
+ 5 4
+ 10 3
+ 10 2
+5 +y =0
dx dx dx dx dx
The characteristic equation is:

r5 + 5r4 + 10r3 + 10r2 + 5r + 1 = 0

Since this is a binomial expansion of (r + 1)5 = 0, all roots are:

r = −1, −1, −1, −1, −1

Thus, the general solution is:

y(x) = (C1 + C2 x + C3 x2 + C4 x3 + C5 x4 )e−x

where C1 , C2 , C3 , C4 and C5 are arbitrary constants.

39. Solve the IVP:

y 000 − 6y 00 + 11y 0 − 6y = 0, y(0) = 0, y 0 (0) = 0, y 00 (0) = 2.

Solution: The given differential equation is:

y 000 − 6y 00 + 11y 0 − 6y = 0, y(0) = 0, y 0 (0) = 0, y 00 (0) = 2

The characteristic equation is:

r3 − 6r2 + 11r − 6 = 0
Factoring:
(r − 1)(r − 2)(r − 3) = 0
Thus the roots are: r = 1, 2, 3
Therefore the general solution is:

y(x) = C1 ex + C2 e2x + C3 e3x

Using initial conditions:

• y(0) = 0 ⇒ C1 + C2 + C3 = 0

• y 0 (0) = 0 ⇒ C1 + 2C2 + 3C3 = 0

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• y 00 (0) = 2 ⇒ C1 + 4C2 + 9C3 = 2

Solving for C1 , C2 , C3 :

C1 = 1, C2 = −3, C3 = 2

Thus, the required solution is:

y(x) = ex − 3e2x + 2e3x .

40. The roots of the auxiliary equation, corresponding to a certain 10-th order homogeneous linear
differential equation with constant coefficients are

−1, 4, 4, 4, 2 + 3i, 2 − 3i, 2 + 3i, 2 − 3i, 2 + 3i, 2 − 3i.

Write the general solution.

Solution: The given roots of the auxiliary equation are:

−1, 4, 4, 4, 2 + 3i, 2 − 3i, 2 + 3i, 2 − 3i, 2 + 3i, 2 − 3i.

Since, the characteristic equation has these roots, the general solution of the 10th order homoge-
neous differential equation is:

y(x) = C1 e−x + C2 e4x + C3 xe4x + C4 x2 e4x

+ (C5 e2x + C6 xe2x ) cos(3x) + (C7 e2x + C8 xe2x ) sin(3x).

where C1 , C2 , . . . , C8 are arbitrary constants.

Nonhomogeneous Linear Equations - Method of Undetermined Coefficients

41. Using the method of undetermined coefficients, find a particular solution of y 00 −3y 0 +2y = 2x2 +3e2x .
Also find its general solution.

Solution:
The given differential equation is:

y 00 − 3y 0 + 2y = 2x2 + 3e2x

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Let us first solve the homogeneous part.

The characteristic equation of the homogeneous part y 00 − 3y 0 + 2y = 0 is:

r2 − 3r + 2 = 0.

Factoring,
(r − 1)(r − 2) = 0.
Thus, the roots are r = 1, 2.
So, the general solution to the homogeneous equation is:

yh (x) = C1 ex + C2 e2x .

Let us now find a particular solution using the method of undetermined coefficients.
The right-hand side consists of two terms:

(a) 2x2 ⇒ Assume yp1 = Ax2 + Bx + C.

(b) 3e2x ⇒ Since e2x appears in yh (x), assume yp2 = Dxe2x .

Finding Particular Solution for 2x2 :

Now,
yp1 = Ax2 + Bx + C
0 00
yp1 = 2Ax + B, yp1 = 2A.
Substituting into the equation:

2A − 3(2Ax + B) + 2(Ax2 + Bx + C) = 2x2 .

Expanding:
2A − 6Ax − 3B + 2Ax2 + 2Bx + 2C = 2x2 .
Matching coefficients:
2A = 2 ⇒ A = 1.
−6A + 2B = 0 ⇒ −6(1) + 2B = 0 ⇒ B = 3.
7
2A − 3B + 2C = 0 ⇒ 2(1) − 3(3) + 2C = 0 ⇒ C = .
2
Thus, the particular solution for 2x2 is:
7
yp1 = x2 + 3x + .
2

Finding Particular Solution for 3e2x

Now,
yp2 = Dxe2x

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0
yp2 = (De2x + 2Dxe2x ),
00
yp2 = (4De2x + 4Dxe2x ).
Substituting into the equation:

(4De2x + 4Dxe2x ) − 3(De2x + 2Dxe2x ) + 2(Dxe2x ) = 3e2x .

=⇒ De2x = 3e2x .
⇒ D = 3.

So,
yp2 = 3xe2x .
Therefore, a particular solution is:
7
yp = yp1 + yp2 = x2 + 3x + 3xe2x + .
2
Therefore, the general solution is:
7
y(x) = C1 ex + C2 e2x + x2 + 3x + 3xe2x + .
2

42. Using the method of undetermined coefficients, find a particular solution of y 00 (x) − 3y 0 (x) + 2y(x) =
xe2x + sin x. Also find its general solution.

Solution: The given differential equation is:

y 00 − 3y 0 + 2y = xe2x + sin x

By above problem, the general solution to the homogeneous equation is:

yh (x) = C1 ex + C2 e2x .

Let us now find a particular solution using the method of undetermined coefficients.
The right-hand side consists of two terms:

(a) xe2x ⇒ Since e2x appears in yh (x), assume yp1 = Axe2x + Bx2 e2x .

(b) sin x ⇒ Assume yp2 = C sin x + D cos x.

Finding Particular Solution for xe2x :

Now,
0
yp1 = Ae2x + (2A + 2B)xe2x + 2Bx2 e2x .

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00
yp1 = (4A + 2B)e2x + (4A + 8B)xe2x + 4Bx2 e2x .
Substituting into the equation:

((4A + 2B)e2x + (4A + 8B)xe2x + 4Bx2 e2x ) − 3(Ae2x + (2A + 2B)xe2x + 2Bx2 e2x )+
2(Axe2x + Bx2 e2x ) = xe2x .
=⇒ (A + 2B)e2x + (2B)xe2x = xe2x
Matching coefficients:
A + 2B = 0, 2B = 1.
Solving:
1
A = −1, B= .
2
So,
1
yp1 = −xe2x + x2 e2x .
2
Finding Particular Solution for sin x:
Now,
yp2 = C sin x + D cos x
0
yp2 = C cos x − D sin x,
00
yp2 = −C sin x − D cos x.
Substituting:
(−C sin x − D cos x) − 3(C cos x − D sin x) + 2(C sin x + D cos x) = sin x.
=⇒ (B + 3C) sin x + (C − 3B) cos x = sin x
Matching coefficients:
C + 3D = 1, D − 3C = 0.
Solving:
1 3
C= , D= .
10 10
So,
1 3
yp2 = sin x + cos x.
10 10
Therefore, a particular integral is:
1 1 3
yp = yp1 + yp2 = −xe2x + x2 e2x + sin x + cos x.
2 10 10
And, the general solution is:
1 1 3
y(x) = C1 ex + C2 e2x + −xe2x + x2 e2x + sin x + cos x.
2 10 10

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Nonhomogeneous Linear Equations - Annihilator Method

43. Using Annihilator Method, find a particular solution of y 00 (x) − 5y 0 (x) + 6y(x) = cos(2x) + 1. Also
find its general solution.

Solution: The given differential equation is:

y 00 − 5y 0 + 6y = cos(2x) + 1

The characteristic equation of the homogeneous part y 00 − 5y 0 + 6y = 0 is:

r2 − 5r + 6 = 0.

Factoring,
(r − 2)(r − 3) = 0.
Thus, the roots are r = 2, 3, so the general solution to the homogeneous equation is:

yh (x) = C1 e2x + C2 e3x , where C1 and C2 are arbitrary constants.

Using annihilator method we shall find particular solutions.

The right-hand side consists of two terms:

(a) cos(2x) ⇒ Annihilator: D2 + 4.

(b) 1 ⇒ Annihilator: D.

Applying (D2 + 4)D to both sides:

(D2 + 4)D(y 00 − 5y 0 + 6y) = 0.

The corresponding characteristic equation is:

(r − 2)(r − 3)r(r2 + 4) = 0.

The additional roots introduced are r = 0, ±2i.

Guessing Particular Solution:

yp = A cos(2x) + B sin(2x) + C.

yp0 = −2A sin(2x) + 2B cos(2x).

yp00 = −4A cos(2x) − 4B sin(2x).

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Substituting into the differential equation:

(−4A cos(2x)−4B sin(2x))−5(−2A sin(2x)+2B cos(2x))+6(A cos(2x)+B sin(2x)+C) = cos(2x)+1.

Matching coefficients:
−4A − 10B + 6A = 1 ⇒ 2A − 10B = 1.
−4B + 10A + 6B = 0 ⇒ 10A + 2B = 0.
1
6C = 1 ⇒ C = .
6
Solving for A, B:
1 5
A= , B=− .
52 52
Thus, the particular solution is:

1 5 1
yp = cos(2x) − sin(2x) + .
52 52 6

And the general solution is:

1 5 1
y(x) = C1 e2x + C2 e3x + cos(2x) − sin(2x) + .
52 52 6

44. Using Annihilator Method, find a particular solution of y 00 (x) − 5y 0 (x) + 6y(x) = e3x − x2 . Also find
its general solution.

Solution: The given differential equation is:

y 00 − 5y 0 + 6y = e3x − x2

The characteristic equation of the homogeneous part y 00 − 5y 0 + 6y = 0 is:

r2 − 5r + 6 = 0.

Factoring,
(r − 2)(r − 3) = 0.
Thus, the roots are r = 2, 3, so the general solution to the homogeneous equation is:

yh (x) = C1 e2x + C2 e3x , where C1 and C2 are arbitrary constants.

Using annihilator method we shall find particular solutions.

The right-hand side consists of two terms:

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(a) e3x ⇒ Annihilator: D − 3.

(b) x2 ⇒ Annihilator: D3 .

Applying (D − 3)D3 to both sides:

(D − 3)D3 (y 00 − 5y 0 + 6y) = 0.

Its auxilliary equation is:

=⇒ r3 (r − 3)2 (r − 2)y = 0
The roots are r = 0, 0, 0, 3, 3, 2.
Guessing Particular Solution:

yp = A + Bx + Cx2 + Exe3x .

yp0 = B + 2Cx + Ee3x + 3Exe3x .

yp00 = 2C + 3Ee3x + 3Ee3x + 9Exe3x .
Substituting into the differential equation:

(2C +3Ee3x +3Ee3x +9Exe3x )−5(B +2Cx+Ee3x +3Exe3x )+6(A+Bx+Cx2 +Exe3x ) = e3x −x2

=⇒ (2C − 5B + 6A) + (−10C + 6B)x + (6C)x2 + Ee3x = e3x − x2 .

Equating coefficients:

2C − 5B + 6A = 0, −10C + 6B = 0, 6C = −1, E=1

On solving we get:
19 5 1
A=− , B=− , C=− E=1
108 18 6
Thus, the particular solution is:

19 5 1
yp = − − x − x2 + xe3x .
108 18 6

Its general solution is:

19 5 1
y(x) = C1 e2x + C2 e3x − − x − x2 + xe3x .
108 18 6

Nonhomogeneous Linear Equations - Operator Method

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45. Using the operator method, find a particular solution of 3y 00 − 2y 0 + 6y = 5e3x .

Solution: Given differential equation is:

3y 00 − 2y 0 + 6y = 5e3x

We start by expressing the differential equation in terms of the differential operator D, where
d
D= .
dx
The given differential equation is:

3D2 y − 2Dy + 6y = 5e3x .

Define the operator P (D) as follows:

P (D) = 3D2 − 2D + 6.

Thus, we can rewrite our equation as:

P (D)y = 5e3x .
To find a particular solution yp for the right-hand side 5e3x , we apply the operator method.
We need to compute:

P (D)−1 (5e3x ).

Now,
P (3) = 3(32 ) − 2(3) + 6 = 27 − 6 + 6 = 27.
So,
1 5
yp = (5e3x ) = e3x .
P (3) 27
Therefore, required particular solution is:

5 3x
yp = e .
27

46. Using the operator method, find a particular solution of (D − 1)(D + 5)3 (D − 2) = 2e−5x .

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Solution: Define:
P (D) = (D − 1)(D + 5)3 (D − 2)
We observe that, P (−5) = 0 due to the factor (D + 5)3 .
Now,
1
yp (x) = 2e−5x
P (D)
 
1 1 −5x
= 2e
(D + 5)3 (D − 1)(D − 2)
 −5x 
1 e
= 3
(D + 5) 21
1 1
= e−5x
21 (D + 5)3
e−5x
 
1
= (1)
21 ((D − 5) + 5)3
e−5x x3
=
21 3!
x3 e−5x
=
126
Therefore, required particular integral is:

x3 e−5x
yp (x) =
126

47. Using the operator method, find a particular solution of y 000 − 3y 00 + 2y 0 = x3 − 2x2 .

Solution: Given differential equation is:

y 000 − 3y 00 + 2y 0 = x3 − 2x2 .

Define:
P (D) = D3 − 3D2 + 2D

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Then,
1
yp (x) = (x3 − 2x2 )
P (D)
1
= 3 2
(x3 − 2x2 )
D − 3D + 2D
1
= D2


(x3 − 2x2 )
2D 1 − 3D 2
− 2
1 1
= D2


(x3 − 2x2 )
2D 1 − 3D 2
− 2
−1
3D D2
 
1
= 1− − (x3 − 2x2 )
2D 2 2

Now,
−1
3D D2 3D 7D2 15D3
 
1− − =1+ + + + ···
2 2 2 4 8

−1
3D D2 3D 7D2 15D3
   
3 2
1− − (x − 2x ) = 1 + + + (x3 − 2x2 )
2 2 2 4 8
17 9x 5x2
= + + + x3
4 2 2
Therefore,
−1
3D D2
 
1
yp (x) = 1− − (x3 − 2x2 )
2D 2 2
17 9x 5x2
 
1 3
= + + +x
2D 4 2 2
1 17x 9x2 5x3 x4
 
= + + +
2 4 4 6 4
2 3 4
17x 9x 5x x
= + + +
8 8 12 8
Required particular integral is:

17x 9x2 5x3 x4

yp (x) = + + +
8 8 12 8

48. Using the operator method, find a particular solution of y 00 − 3y 0 + 2y = 3 sin(2x).

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Solution: To find a particular solution of:

y 00 − 3y 0 + 2y = 3 sin(2x).

Since e2ix = cos 2x + i sin 2x, the imaginary part of a particular solution of

P (D)y = 3e2ix ,

where P (D) = D2 − 3D + 2, will be a solution of P (D)y = 3 sin 2x.

Thus,

3e2ix
yp =
P (2i)
3e2ix
=
(2i)2 − 6i + 2
3e2ix (1 − 3i)
=
−2(1 + 3i)(1 − 3i)
3
= − (1 − 3i)(cos 2x + i sin 2x)
 20 
3
= − [(cos 2x + 3 sin 2x) + i(sin 2x − 3 cos 2x)] .
20

The imaginary part of this yields:

3
yp = (3 cos 2x − sin 2x).
20
Therefore, required particular solution is:

3
yp = (3 cos 2x − sin 2x).
20

Nonhomogeneous Linear Equations - Method of Variation of Parameters

49. Using the method of variation of parameters, find a particular solution of y 00 − 5y 0 + 6y = 1 + cos(2x).
Also find its general solution.

Solution: The given differential equation is:

y 00 − 5y 0 + 6y = 1 + cos(2x)

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The characteristic equation of the homogeneous part y 00 − 5y 0 + 6y = 0 is:

r2 − 5r + 6 = 0.

Factoring,
(r − 2)(r − 3) = 0.
The roots are r = 2, 3.
So, the general solution to the homogeneous equation is:

yh (x) = C1 e2x + C2 e3x .

Using variation of parameters, assume a particular solution of the form:

yp = u1 (x)e2x + u2 (x)e3x .

The Wronskian is:

e2x e3x
W = = (3e5x − 2e5x ) = e5x .
2e2x 3e3x

The formulas for u01 and u02 are:

0 e3x
1 + cos(2x) 3e3x e3x (1 + cos(2x))
u01 = =− = −e−2x − e−2x cos(2x).
W e5x

e2x 0
2x
2e 1 + cos(2x) e2x (1 + cos(2x))
u02 = = = e−3x + e−3x cos(2x).
W e5x
Now,
Let us integrate u01 :
Z
−e−2x − e−2x cos(2x) dx


u1 =
Z Z
−2x
=⇒ u1 = − e dx − e−2x cos(2x) dx

Evaluating first integral we get,

e−2x
Z
1
e−2x dx = = − e−2x
−2 2
Thus, the first term becomes: Z
1
− e−2x dx = e−2x
2

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Let us now evaluate the second integral:

We use the formula:
eax (a cos bx + b sin bx)
Z
eax cos(bx)dx =
a2 + b2
Setting a = −2, b = 2, we obtain:

e−2x (−2 cos(2x) + 2 sin(2x))

Z
e−2x cos(2x)dx =
(−2)2 + (2)2

e−2x (−2 cos(2x) + 2 sin(2x))

=
4+4
e−2x (− cos(2x) + sin(2x))
=
4
Thus,

e−2x (− cos(2x) + sin(2x)) e−2x (cos(2x) − sin(2x))

Z
− e−2x cos(2x)dx = − =
4 4

Therefore,
1 e−2x (cos(2x) − sin(2x))
u1 = e−2x +
2 4
0
Similarly, integrating u2 we get:

e−3x 3e−3x cos(2x) 2e−3x sin(2x)

u2 = − − −
3 13 13
The particular solution is given by:

1 cos(2x) 5 sin(2x)
yp = u1 (x)e2x + u2 (x)e3x = + −
6 52 52
The general solution is given by:

1 cos(2x) 5 sin(2x)
y(x) = C1 e2x + C2 e3x + + − .
6 52 52

50. Find the general solution of

x(x − 2)y 00 − (x2 − 2)y 0 + 2(x − 1)y = 3x2 (x − 2)2 ex

given that y1 (x) = ex and y2 (x) = x2 are linearly independent solutions of the corresponding homo-
geneous equation.

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Solution: We are given the differential equation:

x(x − 2)y 00 − (x2 − 2)y 0 + 2(x − 1)y = 3x2 (x − 2)2 ex

and the linearly independent solutions of the homogeneous equation:

y1 (x) = ex , y2 (x) = x2 .

Expressing in standard form we get:

x2 − 2 0 2(x − 1)
y 00 − y + y = 3x(x − 2)ex .
x(x − 2) x(x − 2)

The Wronskian of y1 (x) and y2 (x) is given by:

ex x2
W (y1 , y2 ) = = ex (2x − x2 )
ex 2x

We look for a particular solution of the form:

yp = u1 (x)y1 (x) + u2 (x)y2 (x).

The formulas for u01 and u02 are:

3x(x − 2)ex x2
u01 = − = 3x2
ex (2x − x2 )

3x(x − 2)ex ex
u02 = x 2
= −3ex
e (2x − x )
Integrating u01 and u02 we get:
u1 = x3 and u2 = −3ex
Therefore the particular integral is given by:

yp = u1 (x)y1 (x) + u2 (x)y2 (x)

=⇒ yp = ex x3 − 3ex x2
And, the general solution is given by:

y(x) = C1 ex + C2 x2 + ex x3 − 3ex x2 .

Cauchy-Euler Equation

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51. Find the general solution of x3 y 000 − 3x2 y 00 + 6xy 0 − 6y = 0 for x > 0.

Solution: The given differential equation is:

x3 y 000 − 3x2 y 00 + 6xy 0 − 6y = 0

This is a Cauchy-Euler equation.

Substituting y = xr , we obtain the characteristic equation:

r(r − 1)(r − 2) − 3r(r − 1) + 6r − 6 = 0

r3 − 6r2 + 11r − 6 = 0
Factoring:
(r − 1)(r − 2)(r − 3) = 0
Thus, the roots are r = 1, 2, 3.
Hence, the general solution is:

y(x) = C1 x + C2 x2 + C3 x3 , where C1 , C2 and C3 are arbitrary constants.

52. Find the general solution of x2 y 00 − 5xy 0 + 8y = 2x3 for x > 0.

Solution: The given differential equation is:

x2 y 00 − 5xy 0 + 8y = 2x3

The associated homogeneous equation is:

x2 y 00 − 5xy 0 + 8y = 0

Substituting y = xr , we get the characteristic equation:

r(r − 1) − 5r + 8 = 0

(r − 2)(r − 4) = 0
Thus, the roots are r = 2, 4, giving the homogeneous solution:

y h = C 1 x 2 + C 2 x4

where C1 and C2 are arbitrary constants.

For the particular solution, we assume:

yp = Ax3

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Computing derivatives:
yp0 = 3Ax2 , yp00 = 6Ax
Substituting into the equation:

x2 (6Ax) − 5x(3Ax2 ) + 8(Ax3 ) = 2x3

6Ax3 − 15Ax3 + 8Ax3 = 2x3

−Ax3 = 2x3
A = −2
Thus, the particular solution is:
yp = −2x3
Therefore, the general solution is:

y(x) = C1 x2 + C2 x4 − 2x3 , where C1 and C2 are arbitrary constants.

Singular Points

53. Classify the singular points of the following differential equations:

(a) (x − 1)2 y 00 + 1 0
x2
y + 5y = 0.
(b) (x2 − 3x)y 00 − (x + 2)y 0 + y = 0.
(c) (x4 − 2x3 + x2 )y 00 + 2(x − 1)y 0 + x2 y = 0.
(d) (x − 1)3 x2 y 00 + 3x(x − 1)y 0 − 5y = 0.

Solution:

(a) The given ODE can be written in normalized form as

1 5
y 00 + P (x) y 0 + Q(x) y = 0 where P (x) = and Q(x) = .
x2 (x − 1)2 (x − 1)2

The given ODE has singular points at x = 0 and x = 1.

At x = 0, the function xP (x) is not analytic and hence x = 0 is an irregular singular point.
At x = 1, the function (x − 1)P (x) is not analytic and hence x = 1 is an irregular singular
point.

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(b) The given ODE can be written in normalized form as

−(x + 2) 1
y 00 + P (x) y 0 + Q(x) y = 0 where P (x) = and Q(x) = .
x(x − 3) x(x − 3)

The given ODE has singular points at x = 0 and x = 3.

At x = 0, the function xP (x) is analytic and x2 Q(x) is analytic. Hence x = 0 is a regular
singular point.
At x = 3, the function (x − 3)P (x) is analytic and (x − 3)2 Q(x) is analytic. Hence x = 3
is a regular singular point.

(c) The given ODE can be written in normalized form as

00 0 2(x − 1) 2x2
y + P (x) y + Q(x) y = 0 where P (x) = 2 and Q(x) = 2 .
x (x − 1)2 x (x − 1)2

The given ODE has singular points at x = 0 and x = 1.

At x = 0, the function xP (x) is not analytic. Hence x = 0 is an irregular singular point.
At x = 1, the function (x − 1)P (x) is analytic and (x − 1)2 Q(x) is analytic. Hence x = 1
is a regular singular point.

(d) The given ODE can be written in normalized form as

3x(x − 1) −5
y 00 + P (x) y 0 + Q(x) y = 0 where P (x) = 2 3
and Q(x) = 2 .
x (x − 1) x (x − 1)3

The given ODE has singular points at x = 0 and x = 1.

At x = 0, the function xP (x) is analytic and x2 Q(x) is analytic. Hence x = 0 is a regular
singular point.
At x = 1, the function (x − 1)P (x) is not analytic and (x − 1)2 Q(x) is not analytic. Hence
x = 1 is an irregular singular point.

54. For each of the following equations, determine whether the point at infinity is an ordinary point, a
regular singular point, or an irregular singular point.
(a) (1 − x2 ) y 00 − 2x y 0 + α(α + 1) y = 0, where α ∈ R (Legendre Equation).
(b) y 00 − 2x y 0 + λ y = 0, where λ ∈ R (Hermite Equation).

d2 y dy
Solution: Consider the differential equation a0 (x)2
+ a1 (x) + a2 (x)y = 0.
dx dx
Making the change of variable t = 1/x in the ODE, we get
d2 y dy
2
+ P (t) + Q(t) y = 0 ,
dt dt

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where
a1 1t a2 1t



2
P (t) = − 2 and Q(t) = 4
.
t a0 1t t a0 1t


t
Now we will analyze at t = 0 of transformed equation and then make the necessary conclusion at
x = ∞ of the original equation.

(a) Here a0 (1/t) = 1 − t12 , a1 (1/t) = − 2t and a2 (t) = α(α + 1).

Then P (t) = t22t−1 and Q(t) = tα(α+1)
2 (t2 −1) .
2
Observe that t = 0 is a singular point. Further t P (t) = t22t−1 and t2 Q(t) = α(α+1) t2 −1
are
analytic at t = 0. So, t = 0 is a regular singular point of the transformed equation.
Therefore, the point at infinity is a regular singular point of (1−x2 ) y 00 −2x y 0 +α(α+1) y =
0.

(b) Here a0 (1/t) = 1, a1 (1/t) = − 2t and a2 (t) = λ.

Then P (t) = 2t + t23 and Q(t) = tλ4 .
Observe that t = 0 is a singular point. Further t P (t) = 2 + t22 and t2 Q(t) = tλ2 are NOT
analytic at t = 0. So, t = 0 is an irregular singular point of the transformed equation.
Therefore, the point at infinity is an irregular singular point of y 00 − 2x y 0 + λ y = 0.

Power Series Solutions about the Ordinary Points

55. Find the power series solutions about the ordinary point x = 0 to the Chebyshev differential equation
(1 − x2 ) y 00 − x y 0 + α2 y = 0, where α is a real constant. Further, show that if α is a nonnegative
integer n, then there is a polynomial solution of degree n.

Solution: Step 1: Writing Form of the Solution and its derivatives

∞
X
Let y(x) = an xn in |x| < R for some R > 0.
n=0
∞
X ∞
X
0 n−1 00
y (x) = nan x , y (x) = n(n − 1)an xn−2 .
n=1 n=2

Steps 2 and 3: Substituting Power Series in the ODE

∞
X ∞
X ∞
X
(1 − x2 ) n(n − 1)an xn−2 − x nan xn−1 + α2 an x n = 0 .
n=2 n=1 n=0
∞
X ∞
X ∞
X ∞
X
n−2 n n 2
n(n − 1)an x − n(n − 1)an x − nan x + α an x n = 0 .
n=2 n=2 n=1 n=0

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Step 4: Shifting the indices and Gathering all terms of Same power of (x − x0 )
∞
X ∞
X ∞
X ∞
X
(n + 1)(n + 2)an+2 xn − n(n − 1)an xn − nan xn + α2 an x n = 0 .
n=0 n=2 n=1 n=0
∞
X
(2a2 + α2 a0 ) + (6a3 − a1 + α2 a1 )x + (n + 1)(n + 2)an+2 − n(n − 1)an − nan + α2 an xn = 0 .


n=2
Step 5: Equating each coefficient to Zero
2a2 + α2 a0 = 0 .
6a3 + (α2 − 1)a1 = 0 .
(n + 1)(n + 2)an+2 − n(n − 1)an − nan + α2 an = 0 .
n2 − α2
=⇒ an+2 = an for n ≥ 2 .
(n + 1)(n + 2)
Step 6: Expressing an for n ≥ 2 in terms of a0 and a1
For even coefficients, we obtain
−α2
a2 = a0 .
2
22 − α2 (22 − α2 )(−α2 )
a4 = a2 = a0
3·4 1·2·3·4
In general,
[(2n)2 − α2 ][(2(n − 1))2 − α2 ] · · · [22 − α2 ][−α2 ]
a2n = a0 for n = 1, 2, . . . .
(2n)!
For odd coefficients, we obtain
1 − α2
a3 = a1 .
6
32 − α2 (32 − α2 )(12 − α2 )
a5 = a3 = a1 .
4·5 1·2·3·4·5
[(2n − 1)2 − α2 ][(2n − 3)2 − α2 ] · · · [32 − α2 ][12 − α2 ]
a2n+1 = a1 for n = 1, 2, . . . .
(2n + 1)!
Step 7: Writing the solution y(x) along with the domain of convergence
Insert obtained expressions of these coefficients in y(x), we get
∞
! ∞
!
X X
y(x) = a0 a2n x2n + a1 x + a2n+1 x2n+1 .
n=0 n=1

Set ∞ 
[(2n)2 − α2 ][(2(n − 1))2 − α2 ] · · · [22 − α2 ][−α2 ]
X 
y1 (x) = x2n
n=0
(2n)!

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and ∞ 
[(2n − 1)2 − α2 ][(2n − 3)2 − α2 ] · · · [32 − α2 ][12 − α2 ]
X 
y2 (x) = x + x2n+1 .
n=1
(2n + 1)!
Note that both the series converges for |x| < 1, because x = ±1 are the nearest singularity of
the ODE to x0 = 0. Assume that a0 and a1 are arbitrary real constants. Therefore, the general
solution to the given ODE is

y(x) = A y1 (x) + B y2 (x) for |x| < 1 ,

where A and B are arbitrary real constants.

If α = 2n where n = 0, 1, 2, . . ., then y1 (x) becomes a polynomial of degree 2n.

If α = 2n + 1 where n = 0, 1, 2, . . ., then y2 (x) becomes a polynomial of degree 2n + 1.
Therefore, if α = n where n is a nonnegative interger, then the given ODE has a polynomial
solution of degree n.

56. Find the general solution of 2y 00 + x y 0 + y = 0 by computing the first few terms in the power series
solutions about the ordinary point x = 1.

Solution: Step 1: Writing Form of the Solution and its derivatives

∞
X
Let y(x) = an (x − 1)n in |x − 1| < R for some R > 0.
n=0
∞
X ∞
X
0 n−1 00
y (x) = nan (x − 1) , y (x) = n(n − 1)an (x − 1)n−2 .
n=1 n=2

Steps 2 and 3: Substituting Power Series in the ODE

∞
X ∞
X ∞
X
n−2 n−1
2 n(n − 1)an (x − 1) + x nan (x − 1) + an (x − 1)n = 0 .
n=2 n=1 n=0
∞
X ∞
X ∞
X
2 n(n − 1)an (x − 1)n−2 + (1 + (x − 1)) nan (x − 1)n−1 + an (x − 1)n = 0 .
n=2 n=1 n=0
∞
X ∞
X ∞
X ∞
X
n−2 n−1 n
2 n(n − 1)an (x − 1) + nan (x − 1) + + nan (x − 1) + an (x − 1)n = 0 .
n=2 n=1 n=1 n=0

Step 4: Shifting the indices and Gathering all terms of Same power of (x − x0 )
∞
X ∞
X ∞
X ∞
X
n n n
2 (n+1)(n+2)an+2 (x−1) + (n+1)an+1 (x−1) + + nan (x−1) + an (x−1)n = 0 .
n=0 n=0 n=1 n=0

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(a0 + a1 + 4a2 ) + (2a1 + 2a2 + 12a3 )(x − 1)+

X∞
(2(n + 1)(n + 2)an+2 + (n + 1)an+1 + (n + 1)an ) (x − 1)n = 0 .
n=2

Step 5: Equating each coefficient to Zero

a0 + a1 + 4a2 = 0 .

2a1 + 2a2 + 12a3 = 0 .

−(an+1 + an )
2(n + 1)(n + 2)an+2 + (n + 1)an+1 + (n + 1)an = 0 =⇒ an+2 = for n ≥ 1 .
2(n + 2)
Step 6: Expressing an for n ≥ 2 in terms of a0 and a1

(−1)(a0 + a1 )
a2 = .
4
(−1)(a1 + a2 ) (−1)(a1 − a0 +a
4
1
) 1 1
a3 = = = a0 − a1 .
6 6 24 8
    
−1 −1 1 1 1 1 5 1
a4 = (a3 + a2 ) = a0 − a1 − a0 − a1 = a0 − a1 .
8 8 24 8 4 4 192 64
In this case, it is difficult to get a general pattern. So, we have computed the first few coefficients
Step 7: Writing the solution y(x) along with the domain of convergence
Insert obtained expressions of these coefficients in y(x), we get
 
1 2 1 3 5 4
y(x) = a0 1 − (x − 1) + (x − 1) + (x − 1) + · · · +
4 24 192
 
1 2 1 3 1 4
a1 (x − 1) − (x − 1) − (x − 1) − (x − 1) − · · · .
4 8 64

Set
1 1 5
y1 (x) = 1 − (x − 1)2 + (x − 1)3 + (x − 1)4 + · · ·
4 24 192
and
1 1 1
y2 (x) = (x − 1) − (x − 1)2 − (x − 1)3 − (x − 1)4 − · · · .
4 8 64
Note that both the series converges for |x − 1| < ∞, because x = ±∞ are the nearest singularity
of the ODE to x0 = 1. Assume that a0 and a1 are arbitrary real constants. Therefore, the general
solution to the given ODE is

y(x) = A y1 (x) + B y2 (x) for |x − 1| < ∞ ,

where A and B are arbitrary real constants.

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Power Series Solutions about the Regular Singular Points

57. Compute the indicial equation and their roots of the following differential equations.

(a) (x2 − x − 2)2 y 00 + (x2 − 4) y 0 − 6xy = 0 at x = 2.

(b) x2 y 00 + x y 0 + x2 y = 0 at x = 0.

Solution:

(a) We have
(x + 2) −6x
P (x) = and Q(x) = .
(x − 2)(x + 1)2 (x − 2)2 (x + 1)2
The point x = 2 is a regular singular point.
4 −4
lim (x − 2)P (x) = = p0 and lim (x − 2)2 Q(x) = = q0 .
x→2 9 x→2 3
The indicial equation is
4 4 5 4
r(r − 1) + p0 r + q0 = 0 r(r − 1) + r − = 0
⇒ ⇒ r2 − r − = 0 .
9 3 9 3
√ √
5 + 457 5 − 457
Its roots are r1 = and r2 = .
18 18
(b) We have
1
P (x) = and Q(x) = 1 .
x
The point x = 0 is a regular singular point.

lim xP (x) = 1 = p0 and lim x2 Q(x) = 0 = q0 .

x→0 x→0

The indicial equation is given by

r(r − 1) + p0 r + q0 = 0 =⇒ r(r − 1) + r = r2 = 0 .

It has a repeated root, namely, r = 0.

Case I: Exponents r1 − r2 is not a nonnegative integer

58. Derive two linearly independent (series) solution of 2x2 y 00 − 3x y 0 + (2 − x) y = 0.

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Solution: Step 1: Writing Form of the Solution and its derivatives

Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
r n
y(x) = x an x = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
y 0 (x) = (n + r)an xn+r−1 , y 00 (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
2 n+r−2 n+r−1
2x (n + r)(n + r − 1)an x − 3x (n + r)an x + (2 − x) an xn+r = 0 .
n=0 n=0 n=0
∞
X ∞
X ∞
X ∞
X
n+r n+r n+r+1
2(n + r)(n + r − 1)an x − 3(n + r)an x − an x +2 an xn+r = 0 .
n=0 n=0 n=0 n=0

Step 3: Gather together all terms of Same power of (x − x0 )

∞
X ∞
X ∞
X ∞
X
n+r n+r n+r
2(n + r)(n + r − 1)an x − 3(n + r)an x − an−1 x +2 an xn+r = 0 .
n=0 n=0 n=1 n=0
∞
X
xr [2r(r − 1) − 3r + 2] a0 + xr {[(n + 4)(2n + 2r − 5) + 2]an − an−1 } xn = 0 .
n=1
Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr to zero, we get the indicial equation as
2r(r − 1) − 3r + 2 = 0 ⇔ 2r2 − 5r + 2 = 0 .
The indicial equation has roots r1 = 2 and r2 = 21 .
Note that r1 − r2 = 2 − 21 = 23 which is not a nonnegative integer.
For each root of r, we get one series solution and hence we get two LI solutions.
Step 5: Finding Series Solution corresponding to r1 = 2
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + 4)(2n + 2r − 5) + 2]an − an−1 = 0 .

an−1
an = for n ∈ N .
(n + r)(2n + 2r − 5) + 2
Setting r = r1 = 2 in the above recursion formula, we get
an−1
an = for n ∈ N .
n(2n + 3)

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Step 5(b): Expressing an for n ≥ 2 in terms of a0

a0
a1 = .
1·5
a1 a0
a2 = = .
2·7 2! (5 · 7)
a2 a0
a3 = = .
3·9 3! (5 · 7 · 9)
a3 a0
a4 = = .
4 · 11 4! (5 · 7 · 9 · 11)
In general,
a0
an = for n ∈ N .
n! (5 · 7 · · · (2n + 1)(2n + 3))
Step 5(c): Writing the solution y1 (x)
∞
!
X xn
y1 (x) = a0 |x|2 1+ for all x ∈ R .
n=1
n! (5 · 7 · · · (2n + 1)(2n + 3))
Step 6: Finding Series Solution corresponding to r2 = 1/2
Step 6(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + 4)(2n + 2r − 5) + 2]an − an−1 = 0 .

an−1
an = for n ∈ N .
(n + r)(2n + 2r − 5) + 2
Setting r = r2 = 1/22 in the above recursion formula, we get
an−1
an = for n ∈ N .
n(2n − 3)

Step 6(b): Expressing an for n ≥ 2 in terms of a0

a0
a1 = .
(−1)
a1 a0
a2 = = .
2·1 2! (−1)(1)
a2 a0
a3 = = .
3·3 3! (−1) (1 · 3)
a3 a0
a4 = = .
4·5 4! (−1) (1 · 3 · 5)
In general,
a0
an = for n ∈ N .
n! (−1) (1 · 3 · 5 · · · (2n − 5)(2n − 3))

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Step 6(c): Writing the solution y2 (x)

∞
!
X xn
y2 (x) = a0 |x|(1/2) 1− for all x ∈ R .
n=1
n! (1 · 3 · · · (2n − 5)(2n − 3))
Step 7: Writing the General Solution y(x) along with the domain of convergence
The general solution is given by

y(x) = A y1 (x) + B y2 (x) ,

where A and B are arbitrary real constants, and

∞
!
X xn
y1 (x) = x2 1+ for all x ∈ R ,
n=1
n! (5 · 7 · · · (2n + 1)(2n + 3))

∞
!
X xn
y2 (x) = |x|(1/2) 1− for all x ∈ R .
n=1
n! (1 · 3 · · · (2n − 5)(2n − 3))

59. Find the general solution of (x + 2)x2 y 00 − x y 0 + (1 + x) y = 0 by computing the first few terms of
power series solutions about the regular singular point x = 0.

Solution: Step 1: Writing Form of the Solution and its derivatives

Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
y(x) = xr an x n = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
0 00
y (x) = (n + r)an xn+r−1 , y (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
2 n+r−2 n+r−1
(x + 2)x (n + r)(n + r − 1)an x −x (n + r)an x + (1 + x) an xn+r = 0 .
n=0 n=0 n=0

∞
X ∞
X ∞
X ∞
X
n+r+1 n+r n+r
(n+r)(n+r−1)an x +2 (n+r)(n+r−1)an x − (n+r)an x +(1+x) an xn+r = 0 .
n=0 n=0 n=0 n=0

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∞
X ∞
X
n+r
(n + r − 1)(n + r − 2)an−1 x +2 (n + r)(n + r − 1)an xn+r −
n=1 n=0
∞
X ∞
X
n+r
(n + r)an x + (1 + x) an xn+r = 0 .
n=0 n=0

Step 3: Gather together all terms of Same power of (x − x0 )

(2r2 − 3r + 1)a0 xr +
∞
X
{(n + r − 1)(n + r − 2)an−1 + 2(n + r)(n + r − 1)an − (n + r)an + an + an−1 } xn+r .
n=1

∞
X
2 r
(2r −3r+1)a0 x + {[(n + r − 1)(n + r − 2) + 1] an−1 + [(n + r − 1)(2n + 2r − 1)] an } xn+r .
n=1

Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr to zero, we get the indicial equation as

2r2 − 3r + 1 = 0 .

The indicial equation has roots r1 = 1 and r2 = 21 .

Note that r1 − r2 = 1 − 21 = 21 which is not a nonnegative integer.
For each root of r, we get one series solution and hence we get two LI solutions.
Step 5: Finding Series Solution corresponding to r1 = 1
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + r − 1)(n + r − 2) + 1] an−1 + [(n + r − 1)(2n + 2r − 1)] an = 0 for n ∈ N .

Setting r = r1 = 1 in the above expression, we get

[(n − 1)n + 1] an−1 + [2n2 + n] an = 0 for n ∈ N .

−(n2 − n + 1)
an = an−1 for n ∈ N .
2n2 + n
Step 5(b): Expressing an for n ≥ 2 in terms of a0
 
−1
a1 = a0 .
3
      
−3 −3 −1 1
a2 = a1 = a0 = a0 .
10 10 3 10
      
−1 −1 1 −1
a3 = a2 = a0 = a0 .
3 3 10 30

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In this case, it is difficult to get a general pattern. So, we have computed the first few coefficients
Step 5(c): Writing the solution y1 (x)
   
1 1 2 1 3 1 2 1 3 1 4
y1 (x) = a0 x 1 − x + x − x + · · · = a0 x − x + x − x + · · · for x < 2 .
3 10 30 3 10 30
Reason: x = −2 is the nearest singular point of the ODE from x0 = 0.
Step 6: Finding Series Solution corresponding to r2 = 1/2
Step 6(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

[(n + r − 1)(n + r − 2) + 1] an−1 + [(n + r − 1)(2n + 2r − 1)] an = 0 for n ∈ N .

Setting r = r2 = 1/2 in the above expression, we get
7
[n2 − 2n + ] an−1 + [2n2 − n] an = 0 for n ∈ N .
4
n2 − 2n + 74


an = (−1) an−1 for n ∈ N .
(2n2 − n)
Step 6(b): Expressing an for n ≥ 2 in terms of a0
 
−3
a1 = a0 .
4
      
−7 −7 −3 7
a2 = a1 = a0 = a0 .
4 4 4 32
      
−19 −19 7 −133
a3 = a2 = a0 = a0 .
60 60 32 1920
In this case, it is difficult to get a general pattern. So, we have computed the first few coefficients
Step 6(c): Writing the solution y2 (x)
 
1 3 7 2 133 3
y2 (x) = a0 x 2 1 − x + x − x + ··· for x < 2 .
4 32 1920
Reason: x = −2 is the nearest singular point of ODE from x0 = 0.
Step 7: Writing the General Solution y(x) along with the domain of convergence
The general solution is given by
y(x) = A y1 (x) + B y2 (x) ,
where A and B are arbitrary real constants, and
 
1 1 2 1 3
y1 (x) = |x| 1 − x + x − x + · · · for |x| < 2 ,
3 10 30
 
(1/2) 3 7 2 133 3
y2 (x) = |x| 1− x+ x − x + ··· for |x| < 2 .
4 32 1920

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Case II: Exponents r1 − r2 is a positive integer

60. Find the general solution of x y 00 + 3 y 0 − xy = 0 for x > 0 by computing the first few terms of power
series solutions about the regular singular point x = 0.

Solution: Step 1: Writing Form of the Solution and its derivatives

Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
r n
y(x) = x an x = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
0 00
y (x) = (n + r)an xn+r−1 , y (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
n+r−2 n+r−1
x (n + r)(n + r − 1)an x +3 (n + r)an x −x an xn+r = 0 .
n=0 n=0 n=0

∞
X ∞
X ∞
X
n+r−1 n+r−1
(n + r)(n + r − 1)an x +3 (n + r)an x − an xn+r+1 = 0 .
n=0 n=0 n=0
∞
X ∞
X
(n + r)(n + r + 2)an xn+r−1 − an xn+r+1 = 0 .
n=0 n=0
∞
X ∞
X
r(r + 2)a0 xr−1 + (r + 1)(r + 3)a1 xr + (n + r)(n + r + 2)an xn+r−1 − an xn+r+1 = 0 .
n=2 n=0

Step 3: Gather together all terms of Same power of (x − x0 )

∞
X ∞
X
r−1 r n+r+1
r(r + 2)a0 x + (r + 1)(r + 3)a1 x + (n + r + 2)(n + r + 4)an+2 x − an xn+r+1 = 0 .
n=0 n=0

∞
X
r(r + 2)a0 xr−1 + (r + 1)(r + 3)a1 xr + [(n + r + 2)(n + r + 4)an+2 − an ] xn+r+1 = 0 .
n=0

Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr−1 to zero, we get the indicial equation as

r(r + 2) = 0 .

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The indicial equation has roots r1 = 0 and r2 = −2. Note that Re(r1 ) ≥ Re(r2 ).
Note that r1 − r2 = 0 − (−2) = 2 which is a positive integer.
Step 5: Finding Series Solution corresponding to r1 = 0 (Largest Root)
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero

(r + 1)(r + 3)a1 = 0 .
(n + r + 2)(n + r + 4)an+2 − an = 0 .
Setting r = r1 = 0 in the above equations, we get

3a1 = 0 =⇒ a1 = 0 .
1
(n + 2)(n + 4)an+2 − an = 0 =⇒ an+2 = an for n = 0, 1, 2, . . . .
(n + 2)(n + 4)
Step 5(b): Expressing an for n ≥ 2 in terms of a0
1
a2 =
a0 .
2·4
1
a3 = a1 = 0 .
3·5
  
1 1 1
a4 = a2 = a0 .
4·6 4·6 2·4
1
a5 = a3 = 0 .
5·7
      
1 1 1 1 1 1
a6 = a4 = a0 = a0 .
6·8 6·8 4·6 2·4 4·6·8 2·4·6
In general,
a2n+1 = 0 for n = 0, 1, 2, 3, . . . .
  
1 1 1
a2n = a0 = 2n a0 for n ∈ N .
4 · 6 · 8 · · · (2n) · (2n + 2) 2 · 4 · 6 · · · (2n − 2)(2n) 2 n! (n + 1)!
Step 5(c): Writing the solution y1 (x)
∞
! ∞
0
X 1 X x2n
y1 (x) = a0 x x2n = a0 for all x ∈ R .
n=0
22n n! (n + 1)! n=0
22n n! (n + 1)!
Step 6: Finding Series Solution corresponding to r2 = −2
Step 6(a): Equating the coefficients of higher powers of (x − x0 ) to Zero
Setting r = r2 = −2, we get
∞
X
0 a0 x−3 − a1 x−2 − a0 x−1 + [n(n + 2)an+2 − an ] xn−1 = 0 .
n=1

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Equating the coefficient of x−2 , we get

−a1 = 0 =⇒ a1 = 0 .

Equating the coefficient of x−1 , we get

a0 = 0 .
Equating the coefficient of xn−1 for n ∈ N, we get

1
n(n + 2)an+2 − an = 0 =⇒ an+2 = an for n = 1, 2, . . . .
n(n + 2)
 
1 1
Coefficient of x : a3 = a1 = 0 .
1·3
 
2 1
Coefficient of x : a4 = a2 .
2·4
 
3 1
Coefficient of x : a5 = a3 = 0 .
3·5
    
4 1 1 1
Coefficient of x : a6 = a4 = a2 .
4·6 4·6 2·4
These coefficients will lead to the solution C y1 (x). Therefore, we are not getting the second
linearly independent solution by proceeding with r = r2 = −2.
Step 7: Finding the Second Linearly Independent Solution y2 (x)
In this case, the second linearly independent solution is given by
∞
X
r2
y2 (x) = |x − x0 | dn (x − x0 )n + A y1 (x) ln |x − x0 | where d0 6= 0 .
n=0

Here the constant A may or may not be zero.

Then, for 0 < x < R,
∞
X
y2 (x) = dn xn−2 + A y1 (x) ln x where d0 6= 0 .
n=0

Then
∞
X y1 (x)
y20 (x) = (n − 2)dn xn−3 + A y10 (x) ln x + A .
n=0
x
∞
X y 0 (x) y1 (x)
y200 (x) = (n − 2)(n − 3)dn xn−4 + A y100 (x) ln x + 2A 1 −A 2
.
n=0
x x

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Substituting in the ODE x y 00 + 3 y 0 − xy = 0, we get

y1 (x)
(x y100 (x) + 3 y10 (x) − xy1 (x)) A ln x + 2Ay10 (x) + 2A +
x
∞
X X∞ ∞
X
n−3 n−3
(n − 2)(n − 3)dn x +3 (n − 2)dn x − dn xn−1 = 0
n=0 n=0 n=0

∞ ∞ ∞
2A X X X
=⇒ 2A y10 (x) + y1 (x) + (n − 2)(n − 3)dn xn−3 + 3 (n − 2)dn xn−3 − dn xn−1 = 0
x n=0 n=0 n=0

∞
2A X
=⇒ 2A y10 (x) + −3 −2
y1 (x) + 6d0 x + 2d1 x + (n − 2)(n − 3)dn xn−3 − 6d0 x−3 − 3d1 x−2 +
x n=2
∞
X ∞
X
n−3
3 (n − 2)dn x − dn xn−1 = 0
n=2 n=0

∞
2A X
=⇒ 2A y10 (x) + −2
y1 (x) − d1 x + [n(n − 2)dn − dn−2 ] xn−3 = 0 .
x n=2

Substituting the series expansions of y1 (x) and y10 (x) and writing out the first few terms of the
summation leads to
 
−2 −1 3A
− d1 x + (2A − d0 )x + (3d3 − d1 ) + + 8d4 − d2 x + (15d5 − d3 ) x2 +
4
 
5A
+ 24d6 − d4 x3 + · · · = 0 .
96

Equating each of the coefficients to zero, we get

−d1 = 0 =⇒ d1 = 0 .

2A − d0 = 0 =⇒ d0 = 2A (A is an arbitrary real constant ) .

d1
3d3 − d1 = 0 =⇒ d3 = =0.
3
3A 1 3
+ 8d4 − d2 = 0 =⇒ d4 = d2 − A (d2 is an arbitrary real constant ) .
4 8 32
d3
15d5 − d3 = 0 =⇒ d5 = =0.
15
5A 1 7
+ 24d6 − d4 =⇒ d6 = d2 − A.
96 192 1152

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Therefore,
 
−2 3 2 7 4
y2 (x) = A y1 (x) ln x + 2x − x − x + ··· +
32 1152
 
1 2 1 4
d2 1 + x + x + · · · for 0 < x < ∞ .
8 192

Step 8: Writing the General Solution y(x) along with the domain of convergence
The common domain of convergence of the series solutions y1 (x) and y2 (x) is 0 < x < ∞.
The general solution is given by

y(x) = A y1 (x) + B y2 (x) ,

where A and B are arbitrary real constants, and

∞
X x2n
y1 (x) = for 0 < x < ∞ ,
n=0
22n n! (n + 1)!
   
−2 3 2 7 4 1 2 1 4
y2 (x) = y1 (x) ln x + 2x − x − x + ··· + 1 + x + x + · · · for 0 < x < ∞ .
32 1152 8 192

Case III: Exponents r1 − r2 is zero

61. Find the general solution of x2 y 00 − x y 0 + (1 − x)y = 0 by computing the first few terms of power
series solutions about the regular singular point x = 0.

Solution: Step 1: Writing Form of the Solution and its derivatives

Since x0 = 0 is a regular singular point of the given ODE, we seek solution of the form
∞
X ∞
X
r n
y(x) = x an x = an xn+r with a0 6= 0
n=0 n=0

in 0 < x < R for some R > 0.

∞
X ∞
X
0 00
y (x) = (n + r)an xn+r−1 , y (x) = (n + r)(n + r − 1)an xn+r−2 .
n=0 n=0

Steps 2: Substituting Power Series of Coefficient functions, y(x), y 0 (x) and y 00 (x) in the ODE
∞
X ∞
X ∞
X
x2 (n + r)(n + r − 1)an xn+r−2 − x (n + r)an xn+r−1 + (1 − x) an xn+r = 0 .
n=0 n=0 n=0

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∞
X ∞
X ∞
X
n+r n+r
(n + r)(n + r − 1)an x − (n + r)an x + (1 − x) an xn+r = 0 .
n=0 n=0 n=0
∞
X ∞
X
[(n + r)(n + r − 1) − (n + r) + 1] an xn+r − an xn+r+1 = 0 .
n=0 n=0
∞
X ∞
X
(n + r − 1)2 an xn+r − a0 xr+1 − an xn+r+1 = 0 .
n=0 n=1

Step 3: Gather together all terms of Same power of (x − x0 )

∞
X ∞
X
−a0 xr+1 + (n + r − 1)2 an xn+r − an−1 xn+r = 0 .
n=0 n=2

∞
X ∞
X
2 r 2 r+1 r+1 2 n+r
(r − 1) a0 x + r a1 x − a0 x + (n + r − 1) an x − an−1 xn+r = 0 .
n=2 n=2
∞
X
(r − 1)2 a0 xr + r2 a1 − a0 xr+1 + (n + r − 1)2 an − an−1 xn+r = 0 .

 
n=2

Step 4: Equating the coefficient of the lowest power of x to Zero to get Indicial Equation & its
Roots
Equating the coefficient of xr to zero, we get the indicial equation as

(r − 1)2 = 0 .

The indicial equation has roots r1 = 1 = r2 . Thus, r1 − r2 = 0. We will get one solution
corresponding to r = 1.
Step 5: Finding Series Solution corresponding to r = 1
Step 5(a): Equating the coefficients of higher powers of (x − x0 ) to Zero
Setting r = 1, we get
a1 − a0 = 0 =⇒ a1 = a0 .
a n−1
n2 an − an−1 = 0 =⇒ an = 2 for n ≥ 2 .
n
Step 5(b): Expressing an for n ≥ 2 in terms of a0
1 1
a2 =
2
a1 = 2 a0 .
2 2
1 1
a3 = 2 a2 = 2 2 a0 .
3 3 ·2
1 1
a4 = 2 a3 = 2 2 2 a0 .
4 4 ·3 ·2
1 1 1
an = an−1 = 2 a 0 = a0 for n ≥ 1 .
n2 n · (n − 1)2 · · · 22 · 12 (n!)2

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Step 5(c): Writing the solution y1 (x)

∞
! ∞
X xn X xn+1
y1 (x) = a0 x1 = a0 for all x ∈ R .
n=0
(n!)2 n=0
(n!)2
Step 6: Finding the Second Linearly Independent Solution y2 (x)
In this case, the second linearly independent solution is given by
∞
X
r+1
y2 (x) = |x − x0 | dn (x − x0 )n + y1 (x) ln |x − x0 | where d0 6= 0 .
n=0

Then, for 0 < x < R,

∞
X
y2 (x) = dn xn+2 + y1 (x) ln x where d0 6= 0 .
n=0

Then ∞
X y1 (x)
y20 (x) = (n + 2)dn xn+1 + y10 (x) ln x + .
n=0
x
∞
X y10 (x) y1 (x)
y200 (x) = (n + 2)(n + 1)dn xn + y100 (x) ln x + 2 − .
n=0
x x2
Substituting in the ODE x2 y 00 − x y 0 + (1 − x)y = 0 , we get
(∞ )
0
X y (x) y1 (x)
x2 (n + 2)(n + 1)dn xn + y100 (x) ln x + 2 1 −
n=0
x x2
(∞ ) (∞ )
X y 1 (x) X
−x (n + 2)dn xn+1 + y10 (x) ln x + + (1 − x) dn xn+2 + y1 (x) ln x = 0 .
n=0
x n=0
This gives that
∞
X ∞
X ∞
X
2x y10 (x) − 2y1 (x) + x 2
(n + 2)(n + 1)dn x − x n
(n + 2)dn x n+1
+ (1 + x) dn xn+2 = 0 .
n=0 n=0 n=0
∞
X ∞
X
2x y10 (x) − 2y1 (x) + 2
(n + 1) dn x n+2
− dn xn+3 = 0 .
n=0 n=0
∞
X
2x y10 (x) − 2y1 (x) + d0 x2 + (n + 1)2 dn − dn−1 xn+2 = 0 .
 
n=1

Substituting the series expansions of y1 (x) and y10 (x) (by taking a0 = 1), we get
∞ ∞ ∞
X (n + 1)xn X xn+1 2
X  2
 n+2
2x −2 + d 0 x + (n + 1) d n − d n−1 x =0.
n=0
(n!)2 n=0
(n!)2
n=1

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∞ ∞
X 2n n+1 2
X  2
 n+2
x + d 0 x + (n + 1) d n − dn−1 x =0.
n=0
(n!)2 n=1
∞ ∞
X 2n n+1 X
(2 + d0 ) x2 +
 2  n+1
2
x + n d n−1 − d n−2 x =0.
n=2
(n!) n=2
∞
X 2n  
2
(2 + d0 ) x + 2
+ n dn−1 − dn−2 xn+1 = 0 .
2

n=2
(n!)
Equating each of the coefficients to zero, we get

2 + d0 = 0 =⇒ d0 = −2 .

For n ≥ 2,
2n dn−2 2
2
+ n2 dn−1 − dn−2 = 0 =⇒ dn−1 = 2
− .
(n!) n (n!)2 n
d0 2 −3
d1 = − = .
4 8 4
d1 2 3 2 −11
d2 = − =− − = .
9 36 × 3 36 36 × 3 108
Therefore
 
2 3 3 11 4
y2 (x) = y1 (x) ln(x) + −2x − x − x − ··· 0 < |x| < ∞ .
4 108

Step 7: Writing the General Solution y(x) along with the domain of convergence
The common domain of convergence of the series solutions y1 (x) and y2 (x) is 0 < |x| < ∞.
The general solution is given by

y(x) = A y1 (x) + B y2 (x) ,

where A and B are arbitrary real constants, and

∞
X xn+1
y1 (x) = for 0 < |x| < ∞ ,
n=0
(n!)2
 
2 3 3 11 4
y2 (x) = y1 (x) ln(x) + −2x − x − x − −··· 0 < |x| < ∞ .
4 108

Properties of Legendre Polynomials and Bessel Functions

62. Prove the following properties of the Legendre polynomials.

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Z 1 
0 if m 6= n,
(a) Pn (x)Pm (x)dx = 2 .
−1 2n+1
if m = n.
n
2k + 1 1
X Z
(b) If f (x) is a polynomial of degree n, then f (x) = ck Pk (x), where ck = f (x)Pk (x)dx.
k=0
2 −1
Z 1
(c) Use orthogonality relation to show that g(x)Pn (x)dx = 0 for every polynomial g(x) with
−1
deg(g(x)) < n.

Solution:
0
(a) Pn (x) satisfies ((1 − x2 )Pn0 (x)) + n(n + 1)Pn (x) = 0. Multiply this equation by Pm (x) and
integrate over the interval (−1, 1) and then apply integrate by parts to get
Z 1 Z 1 Z 1
0 0
−n(n + 1) Pm (x)Pn (x)dx = 2
Pm (x)((1 − x )Pn (x)) = − (1 − x2 )Pn0 (x)Pm0 (x)dx.
−1 −1 −1

This implies
Z 1 Z 1
(1 − x 2
)Pn0 (x)Pm0 (x) dx = n(n + 1) Pm (x)Pn (x) dx.
−1 −1

Interchange the role of n and m to have

Z 1 Z 1
2 0 0
(1 − x )Pn (x)Pm (x) dx = m(m + 1) Pm (x)Pn (x) dx.
−1 −1
R1
On subtrating we get [(m(m + 1) − n(n + 1)] −1 Pm (x)Pn (x) dx = 0 =⇒ (m − n)(m +
R1
n + 1) −1 Pm (x)Pn (x) dx = 0. When m 6= n, the result (a) follows. For n = m, using
Rodrigues’s formula, a repeated application of integration by parts gives
Z 1 Z 1
2 1
[Pn (x)] dx = 2n 2
Dn (x2 − 1)n · Dn (x2 − 1)n dx
−1 2 (n!) −1
n Z 1
(−1)
= 2n 2
(x2 − 1)n · D2n (x2 − 1)n dx.
2 (n!) −1
Note that
D2n (x2 − 1)n = D2n [x2n + c1 x2n−1 + c2 x2n−4 + · · · + c2n ] = (2n)!,
here ci ’s are constant coefficients. Thus,
Z 1 Z 1
(2n)!
[Pn (x)]2 dx = 2 (1 − x2 )n dx
−1 22n (n!)2 −1
2(2n)! Γ(1/2)Γ(n + 1)
= 2n .
2 (n!)2 (2n + 1)Γ(n + 1/2)

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Γ(n)Γ(n+1/2)
Substituting (2n)! = (2n)Γ(2n) and Γ(2n) = 21−2n Γ(1/2)
, we get
Z 1
2
[Pn (x)]2 dx = .
−1 2n + 1

(b) Let Pn = {P (x) : P (x) is a polynomial of degree ≤ n} be the vector space over the real
field.
Note that the dimension of Pn is (n + 1).
Observe that the Legendre polynomials P0 (x), P1 (x), . . ., Pn (x) forms a finite set of orthog-
onal vectors and hence they are linearly independent in Pn . Further they form a basis for
Pn .
Given that f ∈ Pn .
Therefore, there exist scalars c0 , c1 , . . ., cn such that
n
X
f (x) = ck Pk (x) for x ∈ R .
k=0

Take innerproduct with Pk (x) on both sides. Theny, by (a) we get

Z 1 n Z 1
X 2
f (x)Pk (x) dx = ck Pk (x)Pk (x) dx = ck .
−1 k=0 −1 2k + 1

This gives that Z 1

2k + 1
ck = f (x)Pk (x) dx .
2 −1

(c) Given that g(x) is a polynomial of degree m and m < n.

Then, by (b), g(x) can be written as
m
X
g(x) = ck Pk (x) for x ∈ R .
k=0

Take innerproduct with Pn (x) on both sides. Theny, by (a) we get

Z 1 m
X Z 1
g(x)Pn (x) dx = ck Pk (x)Pn (x) dx = 0 since k 6= n .
−1 k=0 −1

Z 1
0
63. Show that the value of the integral Pn (x)Pn+1 (x) dx is independent of n.
−1

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Z 1 Z 1
0
Solution: Pn (x)Pn+1 (x)dx = Pn (1)Pn+1 (1) − Pn (−1)Pn+1 (−1) − Pn+1 Pn0 dx = 2
R1 −1 −1
as −1 Pn+1 Pn0 dx = 0.

1 − 4k 2
 
00
64. Find a solution of y + 1 + y = 0, where k > 0 is a real constant, using the Bessel
4x2
function of the first kind.

Solution: Let y = x1/2 u(x). Then y 0 = 12 x−1/2 u + x1/2 u0 and y 00 = − 41 x−3/2 u + x−1/2 u0 + x1/2 u00
transform the given equation to x2 u00 + xu0 + (x2 − k 2 )u = 0. We know u = Jk (x) a solution to
this equation which is the Bessel function of the first kind. Thus, y = x1/2 Jk (x) is a solution to
the original equation.

65. Using the series definition for Jα (x), prove the following identities:
d α
(a) (x Jα (x)) = xα Jα−1 (x) where α ≥ 1.
dx
d −α
(b) (x Jα (x)) = −x−α Jα+1 (x) where α ≥ 0.
dx

Solution:

(a)
∞
dh α i X dh (−1)n  x 2n+α i
x Jα (x) =
dx n=0
dx n!Γ(1 + n + α) 2
∞
X (−1)n (2n + 2α)x2n+2α−1
=
n=0
n!Γ(1 + n + α)22n+α
∞
X (−1)n 2x2n+2α−1
= 2n+α
, [since Γ(1 + n + α) = (n + α)Γ(n + α)]
n=0
n!Γ(n + α)2
∞
α
X (−1)n  x 2n+α−1
= x
n=0
n!Γ(1 + (α − 1) + n) 2
= xα Jα−1 (x).

(b) Similar to (a).

66. From the relations in Question (65), deduce the following recurrence relations.

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(a) α Jα (x) + x Jα0 (x) = x Jα−1 (x) for α ≥ 1.

(b) α Jα (x) − x Jα0 (x) = x Jα+1 (x) for α ≥ 0.
2α
(c) Jα−1 (x) + Jα+1 (x) = Jα (x) for α ≥ 1.
x
(d) Jα−1 (x) − Jα+1 (x) = 2Jα0 (x) for α ≥ 1.

Solution:

d
(a) Since dx {xα Jα (x)} = xα Jα0 (x) + αxα−1 Jα , use the relation (a) in Question (65) to get the
desired identity.
d
(b) Since dx {x−α Jα (x)} = x−α Jα0 (x) − αx−α−1 Jα (x), use the relation (b) in Question (65) to
obtain the desired relation.

(c) follows from (a) + (b).

(d) follows from (a) − (b).

Z
67. Show that axα Jα−1 (ax) dx = xα Jα (ax) + C, where a > 0 and C is an arbitrary constant.

Solution: Let u = ax. Then

d α d h u α i d h u α i du
[x Jα (ax)] = Jα (u) = Jα (u)
dx dx a du a dx
d d
= a−α [uα Jα (u)] a = a1−α [uα Jα (u)]
du du
= a [u Jα−1 (u)] = a [(ax)α Jα−1 (ax)]
1−α α 1−α

= axα Jα−1 (ax).

Now, integrate to have the result.

68. Using the series definition of Jα (x), show that

r
2
(a) J−1/2 (x) = cos x.
πx
r
2
(b) J1/2 (x) = sin x.
πx

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Solution:

(a)
∞ r ∞
X (−1)n x2n−(1/2) 2X (−1)n x2n
J−1/2 (x) = = .
n=0
22n−1/2 n! Γ(n + 1/2) x n=0 22n n!Γ(n + 1/2)
√
(2n − 1)(2n − 3)(2n − 5) · · · (3)(1) π
As Γ(n + 1/2) = and 2n n! = (2n)(2n−2)(2n−4) · · · ,
2n
we get r ∞ r
2 X (−1)n x2n 2
J−1/2 (x) = = cos x.
πx n=0 (2n)! πx
px
(b) Multiplying both side by 2
, we get
r ∞
x X (−1)n x2n+1
J1/2 (x) = .
2 n=0
22n+1 n! Γ(n + 3/2)
√
(2n + 1)(2n − 1)(2n − 3)(2n − 5) · · · (3)(1) π
Since Γ(n + 3/2) = , we have
2n+1
r ∞
2 X (−1)n x2n+1
J1/2 (x) = .
πx n=0 2n n! (2n + 1)(2n − 1)(2n − 3)(2n − 5) · · · (3)(1)

Again, use 2n n! = (2n)(2n − 2)(2n − 4) · · · to obtain

r ∞ r
2 X (−1)n x2n+1 2
J1/2 (x) = = sin x.
πx n=0 (2n + 1)! πx

Homogeneous Linear System of First Order ODEs

69. The vector functions x1 = [e−t , 2e−t , e−t ]T , x2 = [et , 0, et ]T , x3 = [e3t , −e3t , 2e3t ]T are solutions to the
system x0 (t) = Ax(t). Determine whether they form a fundamental solution set. If they do, find a
fundamental matrix for the system and give a general solution.

e−t et e3t
−t
Solution: W (x1 , x2 , x3 )(t) = 2e 0 −e3t = −2e3t 6= 0. Therefore, the given set of vectors
e−t et 2e3t
is linearly independent and so forms a fundamental solution set.

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The fundamental matrix is given by

e−t et
 
e3t
Φ(t) =  2e−t 0 −e3t  ,
e−t et 2e3t

and a general solution of the system is

e−t
  t   3t 
e e
−t 
x(t) = Φ(t)c = c1 2e
 + c2 0
  + c3 −e3t  .

e−t et 2e3t

70. Let X(t) and Y(t) be two fundamental matrices for the same system x0 (t) = A(t)x(t). Then, there
exists an n × n real matrix C such that X(t) = Y(t)C.

Solution: Let x1 (t), . . . , xn (t) be columns of X(t) and let y1 (t), . . . , yn (t) be columns of Y(t).
Since {y1 (t), . . . , yn (t)} is a fundamental solution set and xj (t), j = 1, . . . , n are solutions to
x0 (t) = A(t)x(t), there exists constants c1j , c2j , . . . , cnj such that

xj (t) = c1j y1 (t) + c2j y2 (t) + . . . + cnj yn (t), j = 1, . . . , n,

and which is equivalent to X(t) = Y(t)C, where C = [cij ] is an n × n real matrix.

71. Suppose that an n × n real matrix A has a negative eigenvalue. Show that the linear system x0 = Ax
has at least one nontrivial solution x(t) that satisfies lim x(t) = 0.
t→∞

Solution: Given that there is a λ < 0 such that Av = λv for some v 6= 0. Then x(t) = eAt v is
a solution with x(0) = v.
But ∞ k k ∞ k k
At
X t A X t λ
e v= v= v = eλt v .
k=0
k! k=0
k!
Thus,
lim x(t) = lim eAt v = lim eλt v = 0 .
t→∞ t→∞ t→∞

72. Let A be an n × n real matrix such that A = P −1 diag[λj ] P . Show that det eA = etrace(A) . Verify

this fact for any 2 × 2 real matrix A.

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Solution:
 
A
det(e ) = det e diag
P[λj ] P −1
= det diag[eλj ] = eλ1 · · · eλn = etrace(A) .

For a 2 × 2 matrix A:
Case I: A has two distinct real eigenvalues λ1 and λ2

e λ1 0
det(eA ) = = eλ1 +λ2 = etrace(A) .
0 e λ2
Case II: A has a repeated real eigenvalue λ and A is diagonalizable

eλ 0
det(eA ) = = e2λ = etrace(A) .
0 eλ
Case III: A has a repeated real eigenvalue λ and A is not diagonalizable

eλ eλ
det(eA ) = = e2λ = etrace(A) .
0 eλ
Case IV: A has complex eigenvalues λ = a + ib and λ = a − ib

ea cos b ea sin b
det(eA ) = = e2a = etrace(A) .
−ea sin b ea cos b

73. Find the fundamental matrix eAt of the linear system x0 = Ax where A is given below.
 
2 0 0
(a) A = 0 2 0 ,
0 0 −1
 
3 1
(b) A = ,
0 3
 
2 −1
(c) A = ,
1 2
 
−2 0 0
(d) A =  1 −2 0 .
0 1 −2

Solution:

(a) We have derived the following result in the lecture class.

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 
d1 0 ··· 0
 0 d2 ··· 0
If D =  . . . . is a real and diagonal matrix then
 
 . .. 
. ··· .
0 0 ··· dn
 
ed1 t 0 ··· 0
 0 ed2 t ··· 0 
eDt =  .. .
 
 . ... ···
.. 
.
0 0 ··· edn t
 
2 0 0
Since A = 0 2 0  is a real and diagonal matrix,
0 0 −1
 2t 
e 0 0
eAt =  0 e2t 0  .
0 0 e−t
   
3 0 0 1
(b) Observe that A = + = S + N , where N 2 = 0 and SN = N S. Thus
0 3 0 0
 3t   3t      
At St N t e 0 e 0 0 1 3t 1 t
e =e e = {I + tN } = I+ t =e .
0 e3t 0 e3t 0 0 0 1

(c) We have derived

 the following result in the lecture class.
α β
If A = where α and β are real constants, then
−β α
 αt 
At e cos(βt) eα t sin(βt)
e = .
−eα t sin(βt) eα t cos(βt)
 
2 −1
Using the above result, we can get if A = , then
1 2
 2t 
At e cos(t) −e2t sin(t)
e = 2t .
e sin(t) e2t cos(t)
     
−2 0 0 −2 0 0 0 0 0
(d) Observe that A =  1 −2 0  =  0 −2 0  + 1 0 0 = S + N , where N 2 6=
0 1 −2 0 0 −2 0 1 0
0, N 3 = 0 and SN = N S. Thus
 −2t   
e 0 0  2
 1 0 0
t
eAt = eSt eN t =  0 e−2t 0  I + tN + N 2 = e−2t  t 1 0 .
2 t2
0 0 e−2t 2
t 1

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74. Solve the initial value problem x0 = Ax with x(0) = x0 for the following:
   
1 −1 1
(a) A = and x0 = ,
1 3 −1
   
0 −2 0 a
(b) A = 1 2
 0 and x0 = b ,
 
0 0 −2 c
   
−1 1 −2 a
(c) A = 0 −1 4 and x0 = b ,
  
0 0 1 c
   
1 −1 0 0 a
1 1 0 0  b
(d) A = 0 0 1 −1 and x0 =  c .
  

0 0 1 1 d

Solution:

(a) (a) The matrix A has a repeated eigenvalue, namely, λ = 2 . Therefore,

   
2 0 −1 −1
A= + =S+N
0 2 1 1

where S and N commute and N 2 = 0. Thus, the solution to the given IVP is
 2t       
At St N t e 0 1 0 −1 −1 1
x(t) = e x0 = e e x0 = +t
0 e2t 0 1 1 1 −1
      2t 
2t 1 − t −t 1 2t 1 e
=e =e = .
t 1 + t −1 −1 −e2t

(b) The matrix A has eigenvalues λ1 = −2, λ2 = 1 + i and λ3 = 1 − i.

The vector v1 = [0, 0, 1]T is an eigenvector corresponding to the eigenvalue λ1 = −2.
The vector w = u + iv = [1 − i, −1, 0]T is an eigenvector corresponding to the eigenvalue
λ2 = 1 + i.
Consider the matrix
   
  0 1 −1 −2 0 0
P = v1 u v = 0 −1 0  and D= 0 1 1 .
1 0 0 0 −1 1

Then,  
0 0 1
P −1 =  0 −1 0 .
−1 1 0

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Observe that
     
0 1 −1 −2 0 0 0 0 1 0 −2 0
P DP −1 = 0 −1 0   0 1 1  0 −1 0 = 1 2 0 =A.
1 0 0 0 −1 1 −1 −1 0 0 0 −2

0 1 −1 e−2t
   
0 0 0 0 1
eAt = P eDt P −1 = 0 −1 0   0 et cos t et sin t   0 −1 0
1 0 0 0 −et sin t et cos t −1 −1 0
e−2t
 t 
e (cos t − sin t) −2et sin t
= et sin t et (cos t + sin t) 0  .
0 0 e−2t
Therefore, the solution to the given IVP is

e−2t
 t  
e (cos t − sin t) −2et sin t a
At t t
x(t) = e x0 =  e sin t e (cos t + sin t) 0   b .
0 0 e−2t c

(c) The matrix A has eigenvalues λ1 = λ2 = −1 and λ3 = 1.

By solving (A + I)v = 0, we get v1 = [1, 0, 0]T as an eigenvector corresponding to the
eigenvalue λ1 = λ2 = −1.
By solving (A + I)v = v1 , we get v2 = [0, 1, 0]T as a generalized eigenvector corresponding
to the eigenvalue λ1 = λ2 = −1.
By solving (A − I)v = 0, we get v3 = [0, 2, 1]T as an eigenvector corresponding to the
eigenvalue λ3 = 1. Set
   
1 0 0 −1 0 0
P = 0 1 2 and D =  0 −1 0 .
0 0 1 0 0 1

Then  
1 0 0
P −1 = 0 1 −2 .
0 0 1
     
1 0 0 −1 0 0 1 0 0 −1 0 0
S = P DP −1 = 0 1 2  0 −1 0 0 1 −2 =  0 −1 4 .
0 0 1 0 0 1 0 0 1 0 0 1
Therefore
     
−1 1 −2 −1 0 0 0 1 −2
N = A − S =  0 −1 4  −  0 −1 4 = 0 0 0  .
0 0 1 0 0 1 0 0 0

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Here S and N commute, and N 2 = 0.

A fundamental matrix is given by
eAt = e(S+N )t = eSt eN t .
   −t    −t 
1 0 0 e 0 0 1 0 0 e 0 0
eSt = P eDt P −1 = 0 1 2  0 e−t 0  0 1 −2 =  0 e−t 2(et − e−t ) .
0 0 1 0 0 et 0 0 1 0 0 et
     
1 0 0 0 1 −2 1 t −2t
eN t = I + N t = 0 1 0 + t 0 0 0  = 0 1 0  .
0 0 1 0 0 0 0 0 1
 −t   −t
te−t −2te−t
 
e 0 0 1 t −2t e
eAt = eSt eN t =  0 e−t 2(et − e−t ) 0 1 0  =  0 e−t 2(et − e−t ) .
0 0 et 0 0 1 0 0 et
Therefore, the solution to the given IVP is
 −t
te−t −2te−t
 
e a
At −t t −t   
x(t) = e x0 =  0 e 2(e − e ) b .
t
0 0 e c
(d) The matrix A has eigenvalues λ1 = 1 + i of algebraic multiplicity 2 and λ2 = 1 − i of
algebraic multiplicity 2.
By solving (A−(1+i)I)w = 0, we get two linearly independent eigenvectors w1 = u1 +iv1 =
[i, 1, 0, 0]T and w2 = u2 + iv2 = [0, 0, i, 1]T . Set
   
0 1 0 0 1 1 0 0
 and D = −1 1 0 0 .
  1 0 0 0  
P = u1 v1 u2 v2 =  0 0 0 1  0 0 1 1
0 0 1 0 0 0 −1 1
Then  
0 1 0 0
1 0 0 0
P −1 =
0
 .
0 0 1
0 0 1 0
Observe that
     
0 1 0 0 1 1 0 0 0 1 0 0 1 −1 0 0
1 0 0 0 −1 1 0 0 1 0 0 0
 = 1 1 0 0  .
S = P DP −1
    
=
0 0 0 1  0 0 1 1 0 0 0 1 0 0 1 −1
0 0 1 0 0 0 −1 1 0 0 1 0 0 0 1 1
Therefore
     
1 −1 0 0 1 −1 0 0 0 0 0 0
1 1 0 0  1 1 0 0  0 0 0 0
N =A−S =
0 0 1 −1 − 0 0 1 −1 = 0
     .
0 0 0
0 0 1 1 0 0 1 1 0 0 0 0

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Here S and N commute, and N = 0.

A fundamental matrix is given by

eAt = e(S+N )t = eSt eN t .

  t  
0 1 0 0 e cos t et sin t 0 0 0 1 0 0
1 0 0 0 −et sin t et cos t 0 0  1 0 0 0
eSt = P eDt P −1
 
=  
0 0 0 1  0 0 et cos t et sin t  0 0 0 1
0 0 1 0 0 0 −et sin t et cos t 0 0 1 0
 t 
e cos t −et sin t 0 0
 et sin t et cos t 0 0 
=  .
 0 0 et cos t −et sin t
0 0 et sin t et cos t
eN t = e0t = I.
 t   
e cos t −et sin t 0 0 cos t − sin t 0 0
 et sin t et cos t 0 0  t  sin t
 cos t 0 0 
eAt = eSt eN t = eSt I =   = e  .
 0 0 et cos t −et sin t  0 0 cos t − sin t
0 0 et sin t et cos t 0 0 sin t cos t

Therefore, the solution to the given IVP is

  
cos t − sin t 0 0 a
 sin t cos t 0 0  b
 
x(t) = eAt x0 = et   .
 0 0 cos t − sin t  c 
0 0 sin t cos t d

75. Let x(t) be a nontrivial solution to the system x0 = Ax, where A is an n × n real matrix. If A + AT
is positive definite, then prove that kx(t)k is an increasing function of t. (Here, k · k denotes the
Euclidean norm.)

Solution: We have
d d
kx(t)k2 = < x(t), x(t) >
dt dt
= < x0 (t), x(t) > + < x(t), x0 (t) >
= < A x(t), x(t) > + < x(t), A x(t) >
= < (A + AT ) x(t), x(t) >
> 0 for all t , since (A + AT ) is positive definite .

Therefore, kx(t)k is an increasing function of t.

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Nonhomogeneous Linear System of First Order ODEs

76. Using the Method  of Undetermined
  Coefficients, find a particular solution of the nonhomogeneous
  lin- 
3 1 t 3 1 t
ear system x0 = x+ and then find the unique solution of the IVP x0 = x+
0 3 1 + 2t 0 3 1 + 2t
with the initial condition x(0) = [1, 0]T .

Solution: Step 1: Finding a fundamental matrix Φ(t) of x0 = Ax  

0 3 1
Consider the associated homogeneous linear system x = Ax where A = .
0 3
The matrix A has only one eigenvalue λ = 3 with algebraic multiplicity 2.
Then, the matrix S becomes  
3 0
S= .
0 3
This gives 
    
3 1 3 0 0 1
N =A−S = − = .
0 3 0 3 0 0
Then, A = S + N where S and N commute, and N 2 = 0.
A fundamental matrix of x0 = Ax is given by
 3t       3t 
At St N t St e 0 1 0 0 1 e te3t
Φ(t) = e = e e = e {I + tN } = +t = .
0 e3t 0 1 0 0 0 e3t
Step 2: Finding Φ−1 (t)

e−3t −te−3t
 
−1 At −1 −At


Φ (t) = e =e = .
0 e−3t
Step 3: Computing xh (t) = Φ(t)Φ−1 (t0 )x0
 3t      3t 
−1 e te3t 1 0 1 e
xh (t) = Φ(t)Φ (0)x0 = 3t = .
0 e 0 1 0 0
Step 4: Computing
  xp(t)
1 0
Since f (t) = t+ and Φ(t) does not contain polynomials in t, we take the particular
2 1
solution of the following form.
   
a2 a
xp (t) = t+ 1 for all t ∈ R .
b2 b1
Substituting xp (t) and x0p (t) in the given nonhomogeneous VDE x0 = Ax + f , we get
         
a2 3 1 a2 a1 t
= t+ +
b2 0 3 b2 b1 1 + 2t

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(3a2 + b2 + 1)t + (3a1 + b1 − a2 ) 0
=
(3b2 + 2)t + (3b1 − b2 + 1) 0
This yields the following linear system of algebraic equations:

3a2 + b2 + 1 = 0
3a1 + b1 − a2 = 0
3b2 + 2 = 0
3b1 − b2 + 1 = 0

Solving the above system, we get

4 −5 −1 −2
a1 = , b1 = , a2 = , b2 = .
27 9 9 3
Therefore  −1  4
− 9t + 27
4
   
xp (t) = 9 t+ 27 = .
−2 −5
3 9
− 2t3 − 59
Step 5: Computing x(t)
The unique solution x(t) of the nonhomogeneous VDE x0 = Ax + f that satisfies x(0) = x0 is
given by  3t   t 4
  3t t 4

e − 9 + 27 e − 9 + 27
x(t) = xc (t) + xp (t) = + = .
0 − 2t3 − 59 − 2t3 − 59

77. Using the Method

 ofVariation
 t of Parameters, find a particular solution of the nonhomogeneous
  linear
 t
0 0 −1 2e 0 0 −1 2e
system x = x+ and then find the unique solution of the IVP x = x+
1 0 4et 1 0 4et
with the initial condition x(0) = [1, 0]T .

Solution: Step 1: Finding a fundamental matrix Φ(t) of x0 = Ax  

0 0 −1
Consider the associated homogeneous linear system x = Ax where A = .
1 0
The matrix A has eigenvalues λ1 = i and λ2 = −i.
The vector w1 = u1 + iv1 = [i, 1]T is an eigenvector corresponding to the eigenvalue λ1 = i.
Set      
  0 1 0 1 −1 0 1
P = u1 v1 = , D= and P = .
1 0 −1 0 1 0
A = P DP −1 =⇒ eAt = P eDt P −1 .
A fundamental matrix to x0 = Ax is given by
     
At 0 1 cos t sin t 0 1 cos t − sin t
Φ(t) = e = = .
1 0 − sin t cos t 1 0 sin t cos t

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Step 2: Finding Φ−1 (t)

 
−1 At −1

−At cos t sin t
Φ (t) = e =e = .
− sin t cos t
Z t
Step 3: Computing xp (t) = Φ(t) Φ−1 (u)f (u) du
 t0    u 
−1 cos t sin t 2eu 2e cos u + 4eu sin u
Φ (u)f (u) = = .
− sin t cos t 4eu −2eu sin u + 4eu cos u
We know that
eu eu
Z Z
eu cos u du = [cos u + sin u] and eu sin u du = [sin u − cos u] .
2 2

t Z t   t 
2eu cos u + 4eu sin u 3e sin t − et cos t + 1
Z
−1
Φ (u)f (u) du = du =
0 0 −2eu sin u + 4eu cos u 3et cos t + et sin t + 3
Z t     
−1 cos t − sin t 3et sin t − et cos t + 1 cos t − 3 sin t − et
xp (t) = Φ(t) Φ (u)f (u) du = = .
0 sin t cos t 3et cos t + et sin t + 3 3 cos t + sin t + 3et
Step 4: Computing xh (t) = Φ(t)Φ−1 (t0 )x0
     
−1 cos t − sin t 1 0 1 cos t
xh (t) = Φ(t)Φ (0)x0 = = .
sin t cos t 0 1 0 sin t
Step 5: Computing x(t)
The unique solution x(t) of the nonhomogeneous VDE x0 = Ax + f that satisfies x(0) = x0 is
given by Z t
−1
x(t) = xh (t) + xp (t) = Φ(t)Φ (0)x0 + Φ(t) Φ−1 (u)f (u) du .
0
     
cos t cos t − 3 sin t − et 2 cos t − 3 sin t − et
x(t) = + = .
sin t 3 cos t + sin t + 3et 3 cos t + 2 sin t + 3et

System of First Order ODEs & n-th Order ODEs

78. Rewrite each of the given scalar equation as a linear system of first-order ODEs in normal form.
Express the system in the matrix form x = A(t) x + f (t).

(a) y 00 − 3y 0 − 11y = sin t;

(b) y (4) + y = t2 .

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Solution:

(a) Set x1 (t) = y(t), x2 (t) = y 0 (t). Then x01 (t) = x2 (t) and x02 (t) = 11x1 (t) + 3x2 (t) + sin(t).
With x(t) = [x1 (t), x2 (t)]T , we have
 0      
x1 (t) 0 1 x1 (t) 0
= + .
x02 (t) 11 3 x2 (t) sin t

(b) Set x1 (t) = y(t), x2 (t) = y 0 (t), x3 (t) = y 00 (t) and x4 (t) = y 000 (t). Then x01 (t) = x2 (t),
x02 (t) = x3 (t), x03 (t) = x4 (t) and x04 (t) = −x1 (t) + t2 . Thus,
 0      
x1 (t) 0 1 0 0 x1 (t) 0
 x02 (t)   0 0 1 0   x2 (t)   0 
 x3 (t)  =  0 0 0 1   x3 (t)  +  0  .
 0      

x04 (t) −1 0 0 0 x4 (t) t2

79. Find the unique normalized homogeneous linear scalar differential equation of order 3 with continuous
coefficients which has the set {t, t2 , et } as a fundamental set of solutions on some interval [a, b].

Solution: Set
f1 (t) = t, f2 (t) = t2 , f3 (t) = et .
f1 (t) f2 (t) f3 (t) x t t2 et x
f10 (t) f20 (t) f30 (t) dx dt
1 2t et dx
dt
W [f1 (t), f2 (t), f3 (t), x] = 00 2 = d2 x
f1 (t) f200 (t) f300 (t) ddt2x 0 2 et dt2
000 000 000 d3 x d3 x
f1 (t) f2 (t) f3 (t) dt3 0 0 et dt3

d3 x d2 x
 
dx
= et (t2 − 2t + 2) 3 − t2 2 + 2t − 2x .
dt dt dt
f1 (t) f2 (t) f3 (t) t t2 et
W [f1 (t), f2 (t), f3 (t)] = f1 (t) f2 (t) f3 (t) = 1 2t et = et (t2 − 2t + 2) 6= 0 for all t ∈ R .
0 0 0

f100 (t) f200 (t) f300 (t) 0 2 et

Now,

d3 x t2 d2 x
     
W [f1 (t), f2 (t), f3 (t), x] 2t dx 2
= 3 − + − x=0.
W [f1 (t), f2 (t), f3 (t)] dt t2 − 2t + 2 dt2 2
t − 2t + 2 dt 2
t − 2t + 2

The required ODE is

d3 x t2
  2    
dx 2t dx 2
− 2 + 2 − 2 x=0 for t ∈ R .
dt3 t − 2t + 2 dt2 t − 2t + 2 dt t − 2t + 2

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Autonomous Systems: Path, Critical Points

80. For the following systems, sketch the path/ trajectory corresponding to the solution satisfying the
specified initial conditions, and indicate the direction of motion for increasing t.
dx dy
(a) = −x, = −2y, x(0) = 4, y(0) = 2.
dt dt
dx dy √
(b) = ay, = −bx, where a > 0 and b > 0, x(0) = a, y(0) = 0.
dt dt
dx dy
(c) = 2x, = 2y, x(0) = 2, y(0) = 1.
dt dt

Solution:
 
−1 0
(a) The matrix A = has eigenvalues λ1 = −1 and λ2 = −2.
0 −2
v1 = (1, 0)T is an eigenvector corresponding to the eigenvalue λ1 = −1 and v2 = (0, 1)T is
an eigenvector corresponding to the eigenvalue λ2 = −2.
Therefore the general solution is
   
1 −t 0 −2t
x(t) = c1 e + c2 e ,
0 1

where c1 and c2 are arbitrary real constants.

Applying the initial conditions x(0) = 4, y(0) = 2, we get c1 = 4 and c2 = 2.
Therefore the unique solution to the IVP is
   −t 
x(t) 4e
x(t) = = .
y(t) 2e−2t

Observe that
(x(t))2
y(t) = .
8
It is a parabola.
Observe that as t → +∞, x(t) = 4e−t → 0, y(t) = 2e−2t → 0 and as t → −∞, x(t) =
4e−t → +∞, y(t) = 2e−2t → +∞. The path described by the above solution is given below.

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√ √
 
0 a
(b) The matrix A = has eigenvalues λ1 = i ab and λ2 = −i ab.
−b 0
q √
v1 = (1, i ab )T is an eigenvector corresponding to the eigenvalue λ1 = i ab and v2 =
q √
(1, −i ab )T is an eigenvector corresponding to the eigenvalue λ2 = −i ab.
Then " # √ 
1 q0 
0 ab

1 0

P = b , D= √ , −1
P = pa .
0 a
− ab 0 0 b

" # √ √
1 q0  cos( ab t) sin( ab t)  1 0 
eAt Dt −1
= Pe P = b
√ √ pa
0 a
− sin( ab t) cos( ab t) 0 b
" √ pa √ #
= qcos( ab√t) b
sin( ab t)
√
− ab sin( ab t) cos( ab t)

Therefore the general solution is

" √ # √
cos( ab t)
p a 
√ b
sin(
√ ab t)
x(t) = c1 q + c2 ,
− ab sin( ab t) cos( ab t)

where c1 and c2 are arbitrary real constants.

√ √
Applying the initial conditions x(0) = a, y(0) = 0, we get c1 = a and c2 = 0.
Therefore the unique solution to the IVP is
  √ √ 
x(t) a cos( √ab t)
√
x(t) = = .
y(t) − b sin( ab t)
Observe that
x2 y 2
+ =1.
a b

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It is an ellipse.
The path described by the above solution is given below.

 
2 0
(c) The matrix A = has an eigenvalue λ1 = 2 of algebraic multiplicity 2.
0 2
Then  
2 0
S= and N =A−S =0.
0 2
 2t 
At St N t St St e 0
e =e e =e I=e = .
0 e2t
Therefore the general solution is
   
e2t 0
x(t) = c1 + c2 2t ,
0 e

where c1 and c2 are arbitrary real constants.

Applying the initial conditions x(0) = 2, y(0) = 1, we get c1 = 2 and c2 = 1.
Therefore the unique solution to the IVP is
   2t 
x(t) 2e
x(t) = = .
y(t) e2t

Observe that
y(t) e2t 1 1
= 2t = and y(t) = x(t) .
x(t) 2e 2 2
It is an infinite ray from the origin with the slope 1/2.
Observe that as t → +∞, x(t) = 2e2t → +∞, y(t) = e2t → +∞ and as t → −∞,
x(t) = 2e2t → 0, y(t) = e2t → 0. The path described by the above solution is given below.

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81. For each of the following system or the system equivalent to the equation, find all the critical points.
dx dy
(a) = x − xy and = y + 2xy.
dt dt
dx dy y y2 3
(b) = x − x2 − xy and = − − xy.
dt dt 2 4 4
dx dy
(c) = x2 + y 2 − 6 and = x2 − y.
dt dt
d2 x
(d) − (4 − x2 ) = 0.
dt2

Solution:

 satisfy x − xy = 0 and y + 2xy = 0.

(a) The critical points are the solutions that simultaneously

−1
Therefore, the critical points are (0, 0) and , 1 .
2

(b) The critical points are the solutions that simultaneously satisfy x − x2 − xy = 0 and
1 1 3
y − y 2 − xy = 0.
2 4 4  
1 1
Therefore, the critical points are (0, 0), (0, 2), (1, 0) and , .
2 2

(c) The critical points are the real solutions that simultaneously satisfy x2 + y 2 − 6 = 0 and
x2 − y = 0. √
It gives that x2 = 2 and x2 = −3. When x2 = −3, x = ±i 3 which is a complex number
and hence not considered. If x2 = 2, then y = 2.

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√ √
Therefore, the critical points are ( 2, 2) and (− 2, 2).

d2 x
(d) The second order equatin 2
− (4 − x2 ) = 0 is converted to the following system
dt
dx dy
=y and = 4 − x2 .
dt dt
Then, the critical points are the solutions that simultaneously satisfy y = 0 and 4 − x2 = 0.
Therefore, the critical points are (2, 0) and (−2, 0).

Qualitative Analysis of Autonomous Systems

82. Determine the nature/type of the critical point (0, 0) of each of the linear autonomous system x0 = Ax
and determine whether or not the critical point is stable or asymptotically stable.
 
5 −3
(a) A = .
4 −3
 
2 −1
(b) A = .
1 2
 
−1 2
(c) A = .
−1 1
 
−5 1
(d) A = .
1 −5

Solution:
 
5 −3
(a) The matrix A = has eigenvalues λ1 = −1 and λ2 = 3. Since the eigenvalues are
4 −3
real, unequal and of opposite sign, the critical point (0, 0) is a saddle point and it is unsta-
ble.

 
2 −1
(b) The matrix A = has eigenvalues λ1 = 2 + i and λ2 = 2 − i. Since the eigenvalues
1 2
are conjugate complex with positive real parts, the critical point (0, 0) is a spiral point and
it is unstable.

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−1 2
(c) The matrix A = has eigenvalues λ1 = i and λ2 = −i. Since the eigenvalues are
−1 1
pure imaginary complex numbers, the critical point (0, 0) is a center and it is stable, but
not asymptotically stable.

 
−5 1
(d) The matrix A = has eigenvalues λ1 = −4 and λ2 = −6. Since the eigenvalues
1 −5
are real, unequal and negative, the critical point (0, 0) is a node and it is asymptotically
stable and hence stable also.

dx dy
= µx + y,
83. Show that (0, 0) is always an unstable critical point of the linear system = −x + y
dt dt
6 −1. When is (0, 0) a saddle point? When is (0, 0) an unstable
where µ is a real constant and µ =
spiral point?



µ 1
Solution: The matrix A = has eigenvalues
−1 1
p p
(µ + 1) (µ + 1)(µ − 3) (µ + 1) (µ + 1)(µ − 3)
λ1 = + and λ2 = − .
2 2 2 2
p p
If µ > 3 then (µ + 1) − (µ − 3) > 0 and hence λ2 > 0.
If µ > 3 then λ1 and λ2 are real, unequal and positive. In this case, (0, 0) is a node and it is
unstable.
If µ < −1 then λ1 and λ2 are real, unequal and λ1 > 0 and λ2 < 0. In this case, (0, 0) is a saddle
point and it is unstable.
If −1 < µ < 3 then λ1 and λ2 are conjugte complex numbers with positive real parts. In this
case, (0, 0) is a spiral point and it is unstable.
Thus, for all µ with µ 6= 1, the critical point (0, 0) is unstable. The critical point (0, 0) is a saddle
point if µ < −1. The critical point (0, 0) is an unstable spiral point if −1 < µ < 3.

84. Refer Theorem 13.7 and Theorem 13.8 on Page Nos.660 to 662 of Differential Equations - Shepley
L. Ross, Thrid Edition, Wiley.
Consider the nonlinear system
dx dy
= 6x − y + x2 and = αx + 2y + y 2
dt dt
which depends on a parameter α. Assuming α 6= −12, determine the nature/type and examine
stability of the critical point (0, 0) of the system.

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0 6 −1
Solution: Step 1: Considering the related LAS x = Ax where A = .
α 2
Observe that
a b 6 −1
= = 12 + α 6= 0 since α 6= −12 .
c d α 2
Set P1 (x, y) = x2 and Q1 (x, y) = y 2 . Then
P (x, y) x2
lim p1 = lim p =0,
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) x2 + y 2
Q (x, y) y2
lim p1 = lim p =0.
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) x2 + y 2
Therefore, the behaviour of the paths of the given nonlinear system near the critical point (0, 0)
can be analysed by studying the behaviour of the paths of the following linear system near the
critical point (0, 0).
dx dy
Related Linear System: = 6x − y and = αx + 2y, where α 6= −12 .
dt dt
Step 2: Determining the nature and stability of critical point (0, 0) of LAS.
√ √
• If α > 4, then the matrix A has complex eigenvalues λ1 = 4+i α − 4 and λ2 = 4−i α − 4.
Hence (0, 0) is an unstable spiral point of LAS.
• If α = 4, then the matrix A has a positive eigenvalue λ = 2 of algebraic multiplicity 2.
Hence (0, 0) is an unstable node of LAS.
• If
√ −12 < α < 4, then the√ matrix A has real, unequal, same sign eigenvalues λ1 = 4 +
4 − α > 0 and λ2 = 4 − 4 − α > 0. Hence (0, 0) is an unstable node of LAS.
• √
If α < −12, then the matrix
√ A has real, unequal, opposite sign eigenvalues λ1 = 4 +
4 − α > 0 and λ2 = 4 − 4 − α < 0. Hence (0, 0) is an unstable saddle point of LAS.

Step 3: Determining the nature and stability of critical point (0, 0) of NLAS

• If α > 4, then (0, 0) is an unstable spiral point of LAS and hence (0, 0) is an unstable spiral
point of NLAS.
• Note that a 6= b 6= c 6= d 6= 0. If α = 4, then (0, 0) is an unstable node of LAS and hence
(0, 0) is an unstable node of NLAS.
• Note that a 6= d 6= 0, b 6= 0. If −12 < α < 4, then (0, 0) is an unstable node of LAS and
hence (0, 0) is an unstable node of NLAS.
• If α < −12, then (0, 0) is an unstable saddle point of LAS and hence (0, 0) is an unstable
saddle point of NLAS.

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85. Refer Theorem 13.7 and Theorem 13.8 on Page Nos.660 to 662 of Differential Equations - Shepley
L. Ross, Thrid Edition, Wiley.
Find all the critical points of the following nonlinear autonomous system
dx dy
=y and = 2x3 + x2 − x .
dt dt
Determine the nature/type and examine stability of the critical points (by means of linearization).

Solution: Step 1: Determining the critical points of given NLAS

The critical points are the solutions that simultaneously satisfy y = 0 and
2x3 + x2 − x =
x(2x2 − x − 1) = 0. Therefore, the critical points are (0, 0), (−1, 0) and 12 , 0 .

Step 2: Analyzing the critical point (0, 0) of NLAS 

0 0 1
Step 2a: Considering the related LAS x = Ax where A = .
−1 0
Observe that
a b 0 1
= = 1 6= 0 .
c d −1 0
Set P1 (x, y) = 0 and Q1 (x, y) = 2x3 + x2 . Then

P (x, y) 0
lim p1 = lim p =0,
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) x2 + y 2

Q (x, y) 2x3 + x2
lim p1 = lim p =0.
(x,y)→(0,0) x2 + y 2 (x,y)→(0,0) x2 + y 2
Therefore, the behaviour of the paths of the given nonlinear system near the critical point (0, 0)
can be analysed by studying the behaviour of the paths of the following linear system near the
critical point (0, 0).

dx dy
Related Linear System: =y and = −x .
dt dt
Step 2b: Determining the nature and stability of critical point (0, 0) of LAS.
The matrix A has pure imaginary eigenvalues λ1 = i and λ2 = −i. Hence (0, 0) is a center of
LAS and it is stable.
Step 2c: Determining the nature and stability of critical point (0, 0) of NLAS.
Since (0, 0) is a center of LAS, the critical point (0, 0) may be either a center or a spiral point of
the Nonlinear Autonomous System.
Now,
dy dy/dt 2x3 + x2 − x
= =
dx dx/dt y
=⇒ y dy = (2x3 + x2 − x) dx

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y2 1 1 1
= x 4 + x3 − x2 + C
2 2 3 2
2
y 2 = x4 + x 3 − x2 + K
3
As x → +∞ or x → −∞, y 6→ 0. So, (0, 0) can not be a spiral point of NLAS.
Hence (0, 0) must be a center of the given/original nonlinear autonomous system and it is stable,
but not asymptotically stable.

Step 3: Analyzing the critical point (−1, 0) of NLAS

Step 3a: Transforming the critical point (−1, 0) to (0, 0)
Take the transformation u = x + 1 and v = y. Then (−1, 0) is mapped to (0, 0) under this
transformation.
Now,
du dv
=v and = 2(u − 1)3 + (u − 1)2 − (u − 1) = 2u3 − 5u2 + 3u .
dt dt
 
0 0 1
Step 3b: Considering the related LAS x = Ax where A = .
3 0
Observe that
a b 0 1
= = −3 6= 0 .
c d 3 0
Set P1 (u, v) = 0 and Q1 (u, v) = 2u3 − 5u2 . Then

P (u, v) 0
lim √1 = lim √ =0,
(u,v)→(0,0) u2 + v 2 (u,v)→(0,0) u2 + v 2

Q (x, y) 2u3 − 5u2

lim √1 = lim √ =0.
(u,v)→(0,0) u2 + v 2 (x,y)→(0,0) u2 + v 2
Therefore, the behaviour of the paths of the given nonlinear system near the critical point (0, 0)
can be analysed by studying the behaviour of the paths of the following linear system near the
critical point (0, 0).

du dv
Related Linear System: =v and = 3u .
dt dt
Step 3c: Determining the nature and stability of critical point √ (0, 0) of LAS. √
The matrix A has real, unequal, opposite sign eigenvalues λ1 = 3 and λ2 = − 3. Hence (0, 0)
is a saddle point of LAS and it is unstable.
Step 3d: Determining the nature and stability of critical point (0, 0) of NLAS.
Since (0, 0) is an unstable saddle point of LAS, the critical point (0, 0) is an unstable saddle point
of the (transformed) Nonlinear Autonomous System.
Therefore, (−1, 0) is an unstable saddle point of the given/ original Nonlinear Autonomous Sys-
tem.

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Step 4: Analyzing the critical point (1/2, 0) of NLAS

Step 4a: Transforming the critical point (1/2, 0) to (0, 0)
Take the transformation u = x − (1/2) and v = y. Then (1/2, 0) is mapped to (0, 0) under this
transformation.
Now,
du dv 3
=v and = 2(u + (1/2))3 + (u + (1/2))2 − (u + (1/2)) = u + 2u3 + 2u2 .
dt dt 2
 
0 1
Step 4b: Considering the related LAS x0 = Ax where A = .
3/2 0
Observe that
a b 0 1
= = −3/2 6= 0 .
c d 3/2 0
Set P1 (u, v) = 0 and Q1 (u, v) = 2u3 + 2u2 . Then

P (u, v) 0
lim √1 = lim √ =0,
(u,v)→(0,0) u2 + v 2 (u,v)→(0,0) u2 + v 2

Q (x, y) 2u3 + 2u2

lim √1 = lim √ =0.
(u,v)→(0,0) u2 + v 2 (x,y)→(0,0) u2 + v 2
Therefore, the behaviour of the paths of the given nonlinear system near the critical point (0, 0)
can be analysed by studying the behaviour of the paths of the following linear system near the
critical point (0, 0).

du dv 3
Related Linear System: =v and = u.
dt dt 2
Step 4c: Determining the nature and stability of critical pointq (0, 0) of LAS. q
The matrix A has real, unequal, opposite sign eigenvalues λ1 = 32 and λ2 = − 32 . Hence (0, 0)
is a saddle point of LAS and it is unstable.
Step 4d: Determining the nature and stability of critical point (0, 0) of NLAS.
Since (0, 0) is an unstable saddle point of LAS, the critical point (0, 0) is an unstable saddle point
of the (transformed) Nonlinear Autonomous System.
Therefore, (1/2, 0) is an unstable saddle point of the given/ original Nonlinear Autonomous
System.

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