Applications To Solution of Linear Ordinary Differential Equations With Constant Coefficients
Applications To Solution of Linear Ordinary Differential Equations With Constant Coefficients
letter D.
𝑑𝑦 𝑑2 𝑦 𝑑3 𝑦
𝐷𝑦 = similarly 𝐷2 𝑦 = 𝑑𝑥 2, , 𝐷3 𝑦 = 𝑑𝑥 3 etc
𝑑𝑥
Result:
1
1. φ(𝑥)=ea𝑥 ∫ e−a𝑥 φ(𝑥)d𝑥
D−a
1
2. φ(𝑥)=e−ax ∫ ea𝑥 φ(𝑥 )d𝑥
D+a
(D2 + PD + Q)y = R
𝑥 P.I
1 ea𝑥 1 1
P.I.= f(D) ea𝑥 = ea𝑥 f(a) ; f(a) ≠ 0
1
= 𝑥ea𝑥 f′ (a) , f(a) = 0; f′(a) ≠ 0
1
= 𝑥 2 ea𝑥 f′′ (a) ; f(a) = 0, f ′ (a) = 0 f "(a) ≠ 0
2 𝑥n 1
P.I.= f(D) 𝑥 n
= [f(D)]−1 𝑥 n
Expand [f(D)]−1 and then operate
1
3 sina𝑥 (or)cosa𝑥 P.I.= f(D) [cosa𝑥 (or)sina𝑥 ]
Replace D2 by-a2
4 ea𝑥 φ(𝑥) 1
P.I.= f(D) ea𝑥φ(𝑥)
1
=ea𝑥 f(D+a) φ(𝑥)
Example :
Solve (𝐃𝟐 − 𝐃 − 𝟔)𝒚 = 𝟑𝐞𝟒𝒙 + 𝟓
Solution:
Auxiliary Equation is 𝑚2 − 𝑚 − 6 = 0
(𝑚 − 3) (𝑚 + 2 ) = 0
𝑚1 = 3, 𝑚2 = −2
Example:
Solve (𝐃𝟐 + 𝟕𝐃 + 𝟏𝟐)𝒚 = 𝟏𝟒𝐞−𝟑𝒙
Solution:
Auxiliary Equation is 𝑚2 + 7𝑚 + 12 = 0
𝑚 = −3, 𝑚 = −4
C.F = Ae−3𝑥 + Be−4𝑥
1
P.I = 14e−3𝑥
D2 +7D+12
1
= 14 e−3𝑥 Replace D by -3
9−21+12
1
= 0 e−3 𝑥 (fails)
1
= 14𝑥 e−3𝑥
2D+7
1
= 14𝑥 e−3𝑥
−6+7
= 14𝑥e−3𝑥
The general solution is 𝑦 = C.F + P.I
𝑦 = Ae−3𝑥 + Be−4𝑥 + 14𝑥e−3𝑥
Example:
Find the P.I of (𝐃𝟐 − 𝟏) 𝒚 = (𝒆𝒙 + 𝟏)𝟐
Solution:
= −𝑒 0𝑥
= −1
1
P.I3 = 2𝑒 𝑥
D2 −1
1
=2 𝑒𝑥 Replace D by 1
D2 −1
1
=2 𝑒𝑥 (fails)
1−1
1
= 2𝑥 2𝐷 𝑒 𝑥 Replace D by 1
1
= 2𝑥 2 𝑒 𝑥
= 𝑥𝑒 𝑥
P.I = P.I1 + P.I2 + P.I3
1
= 3 𝑒 2𝑥 − 1 + 𝑥𝑒 𝑥
Type II:
𝟏 𝟏
Problems Based on P.I = 𝐬𝐢𝐧𝐚𝑥 (or) 𝐜𝐨𝐬𝐚𝑥 Replace 𝐃𝟐 by - 𝐚𝟐
𝐟(𝐃) 𝐟(𝐃)
Example :
Solve (𝐃𝟐 − 𝟒𝐃 + 𝟒)𝐲 = 𝐞𝟐𝒙 + 𝐬𝐢𝐧𝟐 𝒙
Solution:
Auxiliary Equation is 𝑚2 − 4𝑚 + 4 = 0
(𝑚 − 2)(𝑚 − 2) = 0
𝑚 = 2, 2
C.F = (A𝑥 + B)e2x
1
P.I = [e2𝑥 + sin2 𝑥 ]
D2 −4D+4
1 1−cos2𝑥
= D2 −4D+4 [e2𝑥 + ]
2
1
P.I1 = e2𝑥 Replace D by 2
D2 −4D+4
1
= 4 −8+4 e2𝑥
1
= 0 e2𝑥 (fails)
1
= 𝑥. 2D−4 e2𝑥 Replace D by 2
1
= 𝑥. 4−4 e2𝑥
1
= 𝑥 e2𝑥 (fails)
0
1
= 𝑥 2 2 e2𝑥
1 1
P.I2 = ( ) e0𝑥 Replace D by 0
D2−4D+4 2
1
= 8
1 –cos2𝑥
P.I3 = D2 −4D+4 ( ) Replace D2 by -4
2
1 –cos2𝑥
= −4−4D+4 ( )
2
1 –cos2𝑥
= −4D ( )
2
1
= cos2𝑥
8D
1
= ∫ cos2𝑥 d𝑥
8
1 sin2𝑥
= ( )
8 2
1
= 16 sin2𝑥
Example :
Find the P.I of (D2+4) 𝒚 = cos2𝒙
Solution:
1
P.I = 𝐷2 +4 cos 2𝑥 Replace D2 by −4
1
= −4+4 cos 2𝑥
1
= cos 2𝑥 (fails)
0
1
= 𝑥 2𝐷 cos 2𝑥
𝑥
= cos 2𝑥
2𝐷
𝑥
= 2
∫ cos 2𝑥 𝑑𝑥
𝑥 sin 2𝑥 𝑥
= = 𝑠𝑖𝑛2𝑥
2 2 4
𝑥
𝑃. 𝐼 = 𝑠𝑖𝑛2𝑥
4
Example :
𝒅𝟑 𝒚 𝒅𝒙
Find the P.I of + 𝟒 𝒅𝒙 = 𝒔𝒊𝒏𝟐𝒙
𝒅𝒙𝟑
Solution:
1
P.I = sin 2𝑥
𝐷3 +4𝐷
1
= sin 2𝑥 Replace 𝐷2 by −4
𝐷(𝐷2 +4)
1
= sin 2𝑥 (fails)
𝐷(−4+4)
1
= 𝑥 3𝐷2 +4 sin 2𝑥 Replace 𝐷2 by −4
1
= 𝑥 3(−4)+4 sin 2𝑥
1
= 𝑥 −12+4 sin 2𝑥
−𝑥
= sin 2𝑥
8
−𝑥
𝑃. 𝐼 = sin 2𝑥
8
Type III: Problems Based on R.H.S= 𝒆𝒂𝒙 + 𝐬𝐢𝐧 𝒂𝒙 (𝒐𝒓) 𝒆𝒂𝒙 + 𝐜𝐨𝐬 𝒂𝒙
Example :
Solve (𝐃𝟐 − 𝟑𝐃 + 𝟐)𝐲 = 𝟐 𝐜𝐨𝐬(𝟐𝐱 + 𝟑) + 𝟐 𝒆𝒙
Solution:
Auxiliary Equation is 𝑚2 − 3𝑚 + 2 = 0
𝑚 = 1 ,𝑚 = 2
C.F = 𝐴𝑒 𝑥 + 𝐵𝑒 2𝑥
1
P.I1 = 2𝑒 𝑥
𝐷2 −3𝐷+2
1
=2 𝑒𝑥 Replace D by 1
1−3+2
1
= 2 0 𝑒𝑥 (fails)
1
= 2𝑥 𝑒𝑥
2𝐷−3
1
= 2𝑥 𝑒𝑥 Replace D by 1
2−3
= −2𝑥𝑒 𝑥
1
P.I2 = 𝐷2 −3𝐷+2 2 cos(2x + 3)
1
= 2 −4−3𝐷+2 cos(2x + 3) Replace 𝐷2 by −4
1
= 2−3𝐷−2 cos(2x + 3)
1 −3𝐷+2
= 2−3𝐷−2 cos(2x + 3)
−3𝐷+2
−3𝐷+2
=2 cos(2x + 3) Replace 𝐷2 by -4
9𝐷2 −4
−3𝐷+2
=2 cos(2x + 3)
−40
−3𝐷+2
= cos(2x + 3)
−20
Auxiliary Equation is 𝑚2 + 4𝑚 + 5 = 0
−4±√16−20
𝑚= 2
−4±√−4
= 2
−4±2𝑖
= = −2 ± 𝑖
2
∝= −2, 𝛽 = 1
C.F = 𝑒 −2𝑥 [𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 ]
1
P.I = (3𝑥 − 2)
𝐷2 +4𝐷+5
1
= 𝐷2 +4𝐷
(3𝑥 − 2)
5[1+ ]
5
−1
1 𝐷2 +4𝐷
= 5 [1 + ] (3𝑥 − 2)
5
1 𝐷2 +4𝐷
= 5 [1 − ] (3𝑥 − 2)
5
1 𝐷2 4𝐷
= 5 [1 − − ] (3𝑥 − 2)
5 5
1 𝐷2 4𝐷
= 5 [(3𝑥 − 2) − (3𝑥 − 2) − (3𝑥 − 2)]
5 5
1 4
= 5 [3𝑥 − 2 − 0 − 5 (3)]
1 15𝑥−10−12
= 5[ ]
5
1
= 25 [15𝑥 − 22]
Example:
𝒅𝟐 𝒚 𝒅𝒚
Solve 𝒅𝒙𝟐 − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝒙𝟐 + 𝟑
Solution:
(𝑫𝟐 − 𝟓𝑫 + 𝟔)𝒚 = 𝒙𝟐 + 𝟑
Auxiliary Equation is 𝑚2 − 5𝑚 + 6 = 0
𝑚 = 3, 2
C.F = A𝑒 3𝑥 + Be2x
1
P.I1 = 𝑥2
𝐷2 −5𝐷+6
1
= 𝐷2 −5𝐷
𝑥2
6[1+ ]
6
−1
1 𝐷2 −5𝐷
= 6 [1 + ] 𝑥2
6
2
1 𝐷2 −5𝐷 𝐷2 −5𝐷
= 6 [1 − ( )+( ) … . ] 𝑥2
6 6
1 𝐷2 5𝐷 25
= 6 [1 − + + 36 𝐷2 ] 𝑥 2
6 6
1 𝐷2 (𝑥 2 ) 5𝐷(𝑥 2) 25
= 6 [𝑥 2 − + + 36 𝐷2 (𝑥 2 )]
6 6
1 2 5×2𝑥 25
= 6 [𝑥 2 − 6 + + 36 (2)]
6
1 5 19
= [𝑥 2 + 𝑥 + ]
6 3 18
1
P.I2 = 3𝑒 0𝑥
𝐷2 −5𝐷+6
1
=2
Example:
Solve (D3 +𝟖) 𝒚 = 𝒙𝟒 + 𝟐𝒙 + 𝟏
Solution :
Auxiliary Equation is 𝑚 3 + 8 =0
𝑚 = −2, 𝑚2 − 2𝑚 + 4 = 0
1±𝑖 √3
𝑚= 2
1 √3
=2 ±𝑖 2
1 √3
𝛼=2 𝛽= 2
1
√3 √3𝑥
C.F = 𝐴𝑒 −2𝑥 + 𝐵𝑒 2𝑥 [𝐵𝑐𝑜𝑠 𝑥 + 𝐶𝑐𝑜𝑠 ]
2 2
1
P.I = (𝑥 4 + 2𝑥 + 1)
𝐷 3 +8
1
= 𝐷3
(𝑥 4 + 2𝑥 + 1)
8[1+ ]
8
−1
1 𝐷3
= 8 [1 + ] (𝑥 4 + 2𝑥 + 1)
8
2
1 𝐷3 𝐷3
= 8 [1 − + ( 8 ) … ] (𝑥 4 + 2𝑥 + 1)
8
1 𝐷3
= [1 − ] (𝑥 4 + 2𝑥 + 1)
8 8
1 𝐷3
= 8 [(𝑥 4 + 2𝑥 + 1) − (𝑥 4 + 2𝑥 + 1)]
8
1 24𝑥
= 8 [𝑥 4 + 2𝑥 + 1 − ]
8
1
= 8 [𝑥 4 + 2𝑥 + 1 − 3𝑥 ]
1
= 8 [ 𝑥 4 − 𝑥 + 1]
Example :
Solve (𝑫𝟐 + 𝟏)𝒚 = 𝒙𝒔𝒊𝒏𝒉𝒙
Solution:
Auxiliary Equation is 𝑚2 + 1 = 0
𝑚2 = −1
𝑚2 = ±𝑖
C.F = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥
1
P.I = 𝐷2 +1 𝑥𝑠𝑖𝑛ℎ𝑥
1 𝑒 𝑥−𝑒 −𝑥
= 𝐷2 +1 [𝑥 ( )]
2
1 1 1
= 2 [𝐷2 +1 𝑥𝑒 𝑥 − 𝐷2 +1 𝑥𝑒 −𝑥 ]
Replace 𝑏𝑦 𝐷 + 1 ; Replace D by 𝐷 − 1
1 1 1
= 2 [𝑒 𝑥 (𝐷+1)2 +1 𝑥 − 𝑒 𝑥 (𝐷−1)2 +1]
1 1 1
= 2 [𝑒 𝑥 𝐷2 +2𝐷+2 𝑥 − 𝑒 −𝑥 𝐷2 −2𝐷+2 𝑥]
1 1 1
= 2 [𝑒 𝑥 𝐷2+2𝐷
𝑥 − 𝑒 −𝑥 𝐷2 −2𝐷
𝑥]
2[1+( )] 2[1+( )]
2 2
−1 −1
1 𝑒𝑥 𝐷2+2𝐷 𝑒 −𝑥 𝐷2−2𝐷
= 2 [ 2 [1 + ( )] 𝑥− [1 + ( )] 𝑥]
2 2 2
1 𝑒𝑥 𝐷2 2𝐷 𝑒 −𝑥 𝐷2 2𝐷
= 2 [ 2 (1 − − )𝑥 − (1 − + ) 𝑥]
2 2 2 2 2
1 𝑒𝑥 𝑒 −𝑥
= [ (𝑥 − 1) − (𝑥 + 1)]
2 2 2
1 𝑒𝑥 𝑥 𝑒𝑥 𝑥𝑒 −𝑥 𝑒 −𝑥
= [ − − − ]
2 2 2 2 2
1 𝑒 𝑥 −𝑒 −𝑥 𝑒 𝑥 +𝑒 −𝑥
= [𝑥 ( )−( )]
2 2 2
1
= [𝑥𝑠𝑖𝑛ℎ𝑥 − 𝑐𝑜𝑠ℎ𝑥 ]
2
TYPE VI:
𝟏
Problems based on f(x) = 𝒙𝒏 𝐬𝐢𝐧 𝒂𝒙 𝒐𝒓𝒙𝒏 𝐜𝐨𝐬 𝒂𝒙 𝑷. 𝑰 = 𝒇(𝒙) 𝒙𝒏 𝐬𝐢𝐧 𝒂𝒙 𝒐𝒓 𝒙𝒏 𝐜𝐨𝐬 𝒂𝒙
Example
Solve (𝑫𝟐 + 𝟏)𝒚 = 𝒙𝒔𝒊𝒏 𝒙
Solution:
Auxiliary Equation is 𝑚2 + 1 = 0
𝑚2 + 1 = −1
𝑚 = ±𝑖
C.F = 𝐴𝑐𝑜𝑠 𝑥 + 𝐵𝑠𝑖𝑛 𝑥
1
P.I = 𝐷2 +1 𝑥𝑠𝑖𝑛 𝑥
1
= 𝑥 𝐼. 𝑃 𝑜𝑓 𝑒 𝑖𝑥 Replace D 𝑏𝑦𝐷 + 𝑖
𝐷2 +1
1
= 𝐼. 𝑃 𝑜𝑓𝑒 𝑖𝑥 (𝐷+𝑖)2 +1
𝑥
1
= 𝐼. 𝑃 𝑜𝑓𝑒 𝑖𝑥 𝑥
𝐷2 +2𝐷𝑖+𝑖 2 +1
1
= 𝐼. 𝑃 𝑜𝑓𝑒 𝑖𝑥 𝑥
𝐷2 +2𝐷𝑖+𝑖 2 +1
1
= 𝐼. 𝑃 𝑜𝑓𝑒 𝑖𝑥 𝑥
𝐷2 +2𝐷𝑖
1 𝐷 −1
= 𝐼. 𝑃 𝑜𝑓𝑒 𝑖𝑥 (1 + ) 𝑥
2𝐷𝑖 2𝑖
1 𝐷(𝑥)
= 𝐼. 𝑃 𝑜𝑓𝑒 𝑖𝑥 (𝑥 − )
2𝐷𝑖 2𝑖
𝑥2 𝑥
= 𝐼. 𝑃 𝑜𝑓(cos 𝑥 + 𝑖 sin 𝑥) ( 4𝑖 + 4)
−𝑥 2 𝑖 𝑥
= 𝐼. 𝑃 𝑜𝑓(cos 𝑥 + 𝑖 sin 𝑥) ( + )
4 4
Example:
Solve (𝑫𝟐 − 𝟒𝑫 + 𝟒)𝒚 = 𝟑𝒙𝟐 𝒆𝟐𝒙 𝒔𝒊𝒏 𝟐𝒙
Solution:
Auxiliary Equation is 𝑚2 − 4𝑚 + 4 = 0
𝑚 = 2, 2
C.F = (𝐴 + 𝐵𝑥 )𝑒 2𝑥
1
P.I = 𝐷2 −4𝐷+4 3𝑥 2 𝑒 2𝑥 𝑠𝑖𝑛 2𝑥 Replace D by 𝐷 + 2
1
= 3𝑒 2𝑥 (𝐷+2)2 𝑥 2 𝑠𝑖𝑛2𝑥
−4(𝐷+2)+4
1
= 3𝑒 2𝑥 𝐷2 𝑥 2 𝑠𝑖𝑛2𝑥
1
= 3𝑒 2𝑥 𝐷2 𝑥 2 𝐼. 𝑃 𝑜𝑓𝑒 𝑖2𝑥 Replace D by 𝐷 + 2𝑖
1
= 3𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓𝑒 𝑖2𝑥 (𝐷+2𝑖)2 𝑥 2
1
= 3𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓𝑒 𝑖2𝑥 𝐷2 +4𝐷𝑖
𝑥2
−4[1− ]
4
−1
1 𝐷2 +4𝐷𝑖
= 3𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓𝑒 𝑖2𝑥 [1 − ] 𝑥2
−4 4
2
1 𝐷2+4𝐷𝑖 𝐷2+4𝐷𝑖
= 3𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓𝑒 𝑖2𝑥 −4 [1 + ( )+( ) + ⋯ ] 𝑥2
4 4
1 𝐷2
= 3𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓𝑒 𝑖2𝑥 [1 + + 𝐷𝑖 + 𝐷2 𝑖] (𝑥 2 )
−4 4
3𝑒 2𝑥 1
= 𝐼. 𝑃 𝑜𝑓(cos 2𝑥 + 𝑖𝑠𝑖𝑛 2𝑥) (𝑥 2 + 2 + 𝑖2𝑥 − 2)
−4
−3 3
= 𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓(cos 2𝑥 + 𝑖𝑠𝑖𝑛 2𝑥) (𝑥 2 + 2𝑥𝑖 − 2)
4
−3 3 3
= 𝑒 2𝑥 𝐼. 𝑃 𝑜𝑓(𝑥 2 cos 2𝑥 + 𝑖2𝑥 𝑐𝑜𝑠 2𝑥 − 2 cos 2𝑥 + 𝑖 𝑥 2 sin 2𝑥 − 2𝑥 sin 2𝑥 − 𝑖 2 sin 2𝑥 )
4
−3𝑒 2𝑥 3
= [2 𝑥cos 2𝑥 + 𝑥 2 𝑠𝑖𝑛 2𝑥 − sin 2𝑥]
4 2