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Differential Equations

1. Introduction
An equation involving one or more derivatives of an unknown function is called a differential
equation. Differential equations arise in many physical phenomena and mathematical analysis of
any engineering problems.
A mathematician is interested in proving that a given differential equation possesses a solution;
hence one can obtain the solution and deduce a few properties of that solution. A physicist or an
engineer on the other hand is usually interested in the specific expression of the solution. The
usual compromise is to find the solution.
1.1
Fundamental definitions
An ordinary differential equation is an equation which involves derivatives of an unknown
function y of a single variable x.
Ordinary differential equations (ODEs) arise in many different contexts throughout mathematics
and science (social and natural) one way or another, because when describing changes
mathematically, the most accurate way is differentials and derivatives (related, though not quite
the same). Since various differentials, derivatives, and functions become inevitably related to
each other via equations, a differential equation is the result, describing dynamical phenomena,
evolution, and variation. Often, quantities are defined as the rate of change of other quantities
(time derivatives), or gradients of quantities, which is how they enter differential equations.
Specific mathematical fields include geometry and analytical mechanics. Scientific fields include
much of physics and astronomy (celestial mechanics), geology (weather modeling), chemistry
(reaction rates), biology (infectious diseases, genetic variation), ecology and population
modeling (population competition), economics (stock trends, interest rates and the market
equilibrium price changes). Many mathematicians have studied differential equations and
contributed to the field, including Newton, Leibniz, the Bernoulli family, Riccati, Clairaut,
d'Alembert, and Euler. A simple example is Newton's second law of motion the relationship
between the displacement x and the time t of the object under the force F, which leads to the
differential equation.
Examples:

The order of a differential equation is the order of the highest derivative occurring in it.
The degree of a differential equation is the degree of the highest derivative exists in the
equation, provided the equation is free of radicals and terms with fractional degree.
The order and degree of the differential equations in the above examples are respectively

A partial differential equation is an equation which involves partial derivatives of unknown


functions of two or more independent variables.

Here, we consider only ordinary differential equations.


A differential equation is said to be linear if it is a linear function of the dependent variable and
its derivatives, i.e., it is of degree one in the dependent variable y and its derivatives.
The general linear differential equation of order n is of the form

Where b0, b1,.. bn, and R(x) are functions of x alone.


A solution of a differential equation is a relation between the dependent and independent
variables, having derivative of order equal to order of the differential equation ,which is also free
of the derivatives and satisfying the given differential equation.
Example 1.1
The solution of

is

Since

This solution is a particular solution. The expression

also satisfies the equation and it is

the general solution of this equation, for any arbitrary c.


Example 1.2
Consider the differential equation
Let y = e2x, then

d2y
dy
3 2y 0 .
2
dx
dx

dy
d2y
2e2 x and 2 4e2 x .
dx
dx

d2y
dy
3 2 y 0 implying that y = e2x is a solution of the given differential equation.
Hence
2
dx
dx
x
Also y = e is a solution. These two solutions are particular solutions of the given equation. Note
that y = C1 e2x+ C2 ex is also a solution , where C1and C2 are arbitrary constants. This solution is
called the general solution of the given differential equation, which is the linear combination of
all possible linearly independent solutions.
Note:
A differential equation together with an initial condition is called an Initial Value problem. The
initial condition is used to determine the value of the arbitrary constants in the general solution.
1.2 Formulation of differential equations by eliminating arbitrary constants
In practice, differential equations arise in many ways, one of which is useful in that it gives us a
feeling for the kinds of solutions to be expected. In this section we start with the relation
2

involving arbitrary constants, and, by elimination of those arbitrary constants obtain a differential
equation which is consistent with the original relation. In other words we will obtain a
differential equation for which the given relation is the general solution.
Methods for elimination of arbitrary constants vary the way in which the constants enter the
given relation. Since each differentiation yields a new relation, the number of derivatives that
needs to be used is same as that of the number of arbitrary constants to be eliminated. Thus in
eliminating arbitrary constants from a relation we obtain a differential equation that is
(i) Of order equal to the number of arbitrary constants in the equation.
(ii) Consistent with relation.
(iii)Free from arbitrary constants.
Example 1.2.1
Eliminate the arbitrary constants c1 and c2 from the relation

y c1e2 x c2e3 x . (1)


Since two constants are to be eliminated, obtain the two derivatives,

y 2c1e2 x 3c2e3 x , (2)


y 4c1e2 x 9c2e3 x . (3)

c1

The elimination of

from equations (2) and (3) yields

y 2 y 15c2e3 x ;
the elimination of

c1

from equations (1) and (2) yields

y 2 y 5c2e3 x .
Hence

y 2 y 3( y 2 y),or y y 6 y 0.

Another method for obtaining the differential equation in this example proceeds as follows. We
know from a theorem in elementary algebra that the equations (1), (2), and (3) considered as
equations

in

y
e2 x
y 2e2 x
y ''

4e2 x

the

two

unknowns

c1 and c2 can

have

solutions

only

if

e3 x
3e3 x 0. (4)
9e3 x

Since e-2x and e3x cannot be zero, equation (4) may be rewritten, with the factors e-2x and e3x
removed, as

y
y

2 3 0 from which the differential equation y y 6 y 0 follows immediately.


y 4 9

This latter method has the advantage of making it easy to see that the elimination of the constants

c1 ,c2 ,..., cn

y c1em1x + c2em2 x ... cnemn x will always lead to a

from a relation of the form

differential equation

a0

dny
d n1 y

a
... an y 0, in which the coefficients
1
dx n
dx n1

a0 , a1,..., an are

constants. The

study of such differential equations will receive much of our attention.


Example 1.2.2 Eliminate the constant a from the equation
Direct differentiation of the relation yields

2( x a) 2 yy 0, from which a x yy.

Therefore, using the original equation, we find that


the form

( x a) 2 y 2 a 2 .

y 2 x 2 2 xyy, which may be written in

( x2 y 2 )dx 2 xydy 0.

Another method is based upon the isolation of an arbitrary constant.


The equation

( x a)2 y 2 a 2 may be put in the form

x2 y 2
2a.
x

Differentiating both sides, we get

x(2 xdx 2 ydy) ( x 2 y 2 )dx


2
2
0, or ( x y )dx 2 xydy 0, as desired.
2
x
Example 1.2.3 Eliminate B and from the relation
which is a parameter (not to be eliminated).
First we obtain two derivatives of x with respect to t

x B cos(t ),- - - - - - - - (5)

dx
B sin(t ), (6)
dt
d 2x
2 B cos(t ). (7)
2
dt
On comparing equations (5) and (7) we get

d 2x
2 x 0.
2
dt
Example 1.2.4 Eliminate c from the equation
Differentiating the given equation we get

cxy c2 x 4 0.

c( y xy) c 2 0.

Since c 0, c ( y xy) and substitution into the original leads to the result

x3 ( y)2 x2 yy 4 0.
Exercises 1.2.5
Form the differential equation by eliminating the arbitrary constants
1. x c1 cos t c2 sin t; a parameter.
4

in

2.

y 2 4ax.

3.

y x2 c1e x c2e2 x .

4.

y Ae2 x Bxe2 x .

5.

y c1eax cos bx c2eax sin bx; a and b are parameters.

1.3
Families of curves
A relation involving a parameter, as well as one or both the coordinates of a point in a plane,
represents a family of curves, one curve corresponding to each value of the parameter. For
instance, the equation

( x c)2 ( y c)2 2c2 may be interpreted as the equation of a family

of circles, each having its center on the line y = x and each passing through the origin.
If the constant c is treated as an arbitrary constant and eliminated, the result is called the
differential equation of the family represented by the equation. In this case, the elimination of c
is easily performed by isolating c, then differentiating throughout the equation with respect to x.

x2 y 2
2c and hence we can form the differential
Thus, the given equation takes the form
x y
equation.
Note that for a two parameter family of curves, the differential equation will be of order 2.
Example 1.3.1 Find the differential equation of the family of parabolas, having their vertices at
the origin and their foci on the y-axis.
From analytic geometry, we find the equation of this family of parabolas to be
from
that

F
x

and

x 2 4ay. Then

F
then a may be eliminated by differentiation. Thus it follows
y

2 xydx x2dy 0.

Example 1.3.2 Find the differential equation of the family of circles having their centers on the
y-axis.
Since a member of the family of circles of this example may have its center anywhere on the yaxis and its radius of any magnitude, we are dealing with the two-parameter family

x2 ( y b)2 r 2 .
Differentiating the given equation, we get

x ( y b) y 0, from which

x yy
b.
y

Differentiating again,
equation is

y[1 yy ( y)2 ] y( x yy)


0, so the desired differential
( y)2

xy ( y)3 y 0.

Exercises 1.3.3
In each exercise, obtain the differential equation of the family of plane curves described and
sketch several representative members of the family.
1. Straight lines with slope and x-intercept equal.
2. Circles with fixed radius r and tangent to the x-axis.
3. Parabolas with axis parallel to the x-axis.

cy 2 x 2 ( x a) with a fixed.
x3
2
.
5. The cissoids y
ax
6. The strophoids r a(sec tan ).
4. The cubics

1.4

Differential equations of order one and degree one

In our study we initially consider only first order and first degree differential equation. Such
equations can be written in the form

Before discussing some of the analytic techniques for finding solutions we shall state an
important theorem concerning to the uniqueness and existence of solution.
Consider
Let T denote the rectangular region defined by
the point

at its centre. Suppose that

Under the conditions imposed on

and

and

, a region with

are continuous functions of

above, an interval exists about

and

in
and

satisfies the properties.


a) A solution of equation (1) in
b) On the interval
c) At
d)

satisfies

,
is unique in

satisfying the above conditions.


In other wards, the theorem states that if
point

, then the differential equation ,

is sufficiently well behaved near the

has a solution that passes through the point

and that solution is unique near

We consider some first order differential equation in the following forms.


1.5
Variable Separable equations
If the differential equation M(x,y) dx + N(x,y) dy = 0 is simple enough that the variables can be
separated ,i.e., the equation can be rewritten as F(x) dx + G(y) dy = 0, where F is a function of
x alone and G is a function of y alone , then the solution can be obtained by direct integration.
Example 1.5.1
Integrating,
i.e.

, is the required solution, where c is some arbitrary constant .

Example 1.5.2 Consider the equation,


Here the variables are not separated but it can be reduced to that form by dividing the equation
by
Then
where the variables are separated.
The solution is

Remark:

From

the

above

example it is clear that an equation of


can be reduced to variable separable equation.

Example 1.5.3
Solution:

The solution is

Example 1.5.4
Solution:

the

type

Then given D.E becomes,

x y 1 dx x 2 1 y 2 1 dy 0

Example 1.5.5
Solution:
Then

Integrating,

Exercise 1.5.6
Solve
1.
2.
3.
4.
5.
6.
7.
8.
9.
10.
1.6

Differential equations with homogeneous coefficients:

Consider the differential equation of the form


homogeneous functions of the same degree in

and .

, where

and

are

To solve this equation, we note that


function of (y/x) only. Let
then
or

being a homogenous equation of degree zero , is a


. This suggests the substitution (y/x) = v or

. Substituting in the given equation we get

= g(v)

= g(v) v, which can be solved by separating the variables.

Example 1.6.1
Solution:
Put
then

Example 1.6.2
Solution:
then

Integrating,

Remark: It is quite immaterial whether one uses

or

. However, it is sometimes

easier to solve by substituting for the variable whose differential has the simpler coefficient.
Example 1.6.3

Solution:

Integrating,

Exercise 1.6.4
Solve
1.
2.
3.
4.
5.
6.
7.
8.
1.7

Differential Equations with linear coefficients:

The equations of the form

can be reduced to the homogenous form.

Case 1: When
Putting x= X + h and y = Y + k, where h, k are constants so that dx = dX , dy = dY

Choose h, k such that ah+bk+c=0 and ah bk c 0


and

which is of homogenous coefficients in

Case 2: When

i.e.,

Form by substituting

and can be solved.

, then equation can be reduced to variable-separable


and hence can be solved..

Example 1.7.1
Solve
Clearly,

ab ab 0

10

put

Substituting,

Integrating both sides,


Finally,
Example 1.7.2

.
Solve

Here
Put
i.e
i.e
Separating,
i.e Solution is
Exercise 1.7.3
Solve
1.
2.
3.
4.
5.
6.
7.
8.
9.

11

1.8 Exact Equations


These are equations of the type

in which separation of variables

may not be possible. Suppose there exists a function

such that is

then the solution is

If the equation

is exact, then by definition there exists a F such that

But from total derivate formula ,


Comparing the above equations, we get
M

F
x

and

F
y

These two equations lead to


Since

and
(1)

Thus for an equation M dx + N dy = 0 to be exact it is necessary that the condition (1) is to be


satisfied. Now let us prove the converse of the above result. Let us assume that the condition (1)

holds. Let (x, y) be a function for which


M ( x, y ) . (i.e., the function is the result of
x
integrating M dx w.r.t. x alone holding y as a constant.

2 M
2
2 M N
.

; Hence from (1) ,


xy yx y
x
yx y
On integrating both sides of this equation w.r.t. x holding y fixed we get,

N B( y ), where B(y) is an arbitrary function of y.


y
Then

Now define a function, F ( x, y) ( x, y) B( y)dy.


Then dF

F
F

dx
dy
dx
B( y ) dy Mdx Ndy.
x
y
x
y

Hence the given equation is exact. Thus , we have proved the following theorem.
M
N
Theorem: If M , N,
are all continuous functions of x and y , then a necessary and
and
y
x
sufficient condition for the differential equation M dx + N dy = 0 to be exact is that
Note : If the differential equation M dx + N dy = 0 is exact then the solution of the equation can
be obtained as follows. Let F be a function of x and y such that dF = M dx + N dy.
F
F
F
Then comparing with the equation dF
= M (x, y).
dx
dy we get
x
x
y

12

On integrating w.r.t. x, holding y as a constant we get F(x, y) =

M ( x, y)dx B( y) , where B(y)

is an arbitrary function of y alone. Now


F

M ( x, y)dx B( y ) N ( x, y ) implies that B( y) consists of terms in N(x, y) which


y y
does not contain x.

M ( x, y)dx B( y)
M ( x, y)dx (terms in N ( x, y) not containg x) dy

Thus the solution function is given by F(x, y) =


=
Example 1.8.1 Solve
M = 3x2y 6x ..(1)
N = x2 +2y ..(2)
and

Hence the equation is exact. Therefore the solution is given by

M ( x, y)dx (terms in N ( x, y) not containg x) dy = c


or,
Exercises 1.8.2:
Solve
1.
2.
3.
4.
5.
1.9 Linear Equations
Definition: A differential equation is said to be linear if the dependent variable and its
differential coefficient occur only in the first degree and not multiplied together.
A general linear differential equation is of the form
P dx
To solve, multiply both sides by e
so that

The above equation is equivalent to


Integrating, we get
If

as required solution.

, then solution can be rewritten as

Example 1.9.1 Solve


Dividing throughout by

,
13

Thus the solution is

Example 1.9.2 Solve

Which is linear equation in

where

Thus the solution is


where

Exercises 1.9.3
Solve
1.
2.
3.
4.
5.
1.10. Bernoulli equation
The equation

is reducible to the linear equation and is usually called

Bernoullis equation.
To solve, divide both sides by
Put

, so that

. Equation reduces to

which is linear in

can be solved.
Example 1.10.1
Dividing by
Put

Solve
,

.
.

, so
14

and

i.e.

, i.e

I.F =

which is linear in z.

Solution is
i.e.
i.e.
Example 1.10.2

Solve

Dividing by ,

( y 1 y )dy

dx
x

i.e.
Exercise 1.10.3
Solve
1.
2.
3.
4.
5.
6.
7.
8.

1.11 Equations reducible to exact equations


Consider the equation
which is not exact....(1)
Let , a function of

and , be an integrating factor of (1). Then


must be exact.

Hence,

must satisfy

.
15

.
First let

be a function of

alone. Then

Then we have

and

becomes

or

If the left hand side of the above equation as function of

alone, we have

Then the desired I.F is


By a similar argument, assuming

is a function of

Then an integrating factor is

alone, we get

Using the above integrating factors, one can convert the equation to exact form and solve.
Example 1.11.1
Solve
and

Hence,

.
.

Multiply to the above equation, we get


.
Solution is

Example 1.11.2 Solve

So
I.F =
Multiplying

to the equation we get

We get the solution


Exercise 1.11.3
1.

.
.

Solve

2.
3.
4.

16

5.
6.
7.
8.
1.12 Integrating factors by inspection.
Here we are concerned with the equations that are simple enough to enable us to find the
integrating factors by inspection. The ability to do this depends largely upon recognition of
certain common exact differential and upon experience. Below are four exact differentials that
occur frequently:

Using these exact differentials it is possible to group the terms in given differential equation and
obtain the integrating factors.
Example 1.12.1
Solve
.
Group the terms
Dividing by

Solution on integration,
Example 1.12.2

Solve x

.
dy
y
y cos 2 ( )
dx
x

y
xdy ydx cos 2 ( )dx
x
y
y
d ( ) x 2 cos 2 ( )dx
x
x
y
y
dx
sec2 ( )d ( ) 2
x
x
x
y
1
tan( ) c
x
x

Example 1.12.3 Solve 3x2 ydx ( y 4 x3 )dy 0 ,


Rewriting the given differential equation as (3x2 ydx x3dy) y 4 dy 0 .
Which is nothing but yd ( x3 ) x3dy y 4dy 0. Dividing by y2, the equation becomes,

17

x3
x3 y 3

C.
d y 2 dy 0 , which is exact. Therefore the solution is
y
3
y
Exercise 1.12.4
Solve
1.

2.
3.
4.
5.
6.
7.
1.13 Higher Order Linear Differential Equations
The general linear differential equation of order n is an equation that can be written as
.(1)
If R(x) = 0, then the equation is called a homogenous linear differential equation otherwise it is
called non-homogeneous differential equation. The coefficient functions
are
continuous on the interval I.
Consider
If

and

.
are solutions of homogenous equation then

is also a solution of

that equation.
In a similar manner, if y1 ,y2 ,,yn are solutions of (1), then
..(2)
is also a solution where

are arbitrary constants.

The expression (2) is called linear combination of the functions

For a homogeneous equation,

the

general solution is of the form

where

are all possible

linearly independent solutions of the given equation. Where as for the nonhomogeneous equation
the general solution is of the
form y yc y p , where yc is the general solution of the corresponding homogenous
equation

and

y p is a particular

solution of the given equation , which does not contain any arbitrary constants.
1.3.1 An Existence and Uniqueness Theorem:
Given an
order linear differential equation,
18

on an interval I,
suppose that

is any number on the interval I and

Example 1.13.1

are n arbitrary constants.

Find the unique solution of

Solution is

Using

we get

1.13.2 Linear Independence of Solutions:


Given the functions
if constants

not all zero, exist such that

for all

in

, then the functions

are said to be linearly dependent on that interval. If no such relation exists, the functions are said
to be linearly independent.
1.13.3 The Wronskian of Solution:
To test whether n functions are linearly independent on an interval
let us assume that
each of the functions

is differentiable atleast (

times

Then from the equation c1 f1 c2 f 2 ... cn f n = 0 , it follows by successive differentiation that


c1 f1' c2 f '2 ... cn f n ' = 0
c1 f1'' c2 f 2 ... cn f n = 0

c1 f1n1 c2 f 2n1 ... cn f n n1 = 0


For any fixed value of

in

, the nature of solutions of these will be determined by the

f1 ( x)
determinant W ( x)

If

f ( x)
.
n 1
f1 ( x)

for some

independent on

f 2 ( x)

'
1

...

f n ( x)

'

f n ' ( x)
.
n 1
f n ( x)

f 2 ( x) ...
.
.
n 1
f 2 ( x) ...

, then c1 = c2 ==cn = 0 Hence, functions are linearly

on
. The function

is called Wronskian of the functions

Example 1.13.2 Let y1 eax and y2 ebx , then y1 aeax , y2 bebx .

Then wronskian is given by W

eax
ae

ax

ebx
be

bx

b a e( a b ) x 0 only if a=b.

Therefore for ab, y1 eax and y2 ebx are linearly independent.


Example 1.13.3. Let y1 1and y2 x , then y1 0, y2 1

19

Then wronskian is given by W

1
0

x
1
1

0.

Therefore

y1 1and y2 x

are

linearly

independent.

d
dk
k
Let D then D k for k 1, 2,.... .Then the equation (1) can be expressed as
dx
dx
b0 D n y b1D n1 y ... bn y R( x)
i.e., (b0 D n b1D n1 ... bn ) y R( x)

i.e., f(D) y = R(i) where f(D) = b0 Dn b1Dn1 ... bn is called a differential operator. To
solve such equations we first study the properties of the differential operator.
1.13.4 Properties of differential operator:
1. f(D)eax = eaxf(a)
Proof: Let f(D) = b0 Dn b1Dn1 ... bn .
Since Dkeax = akeax, for k = 1,2,3n. we have,
f(D)eax = b0 D n eax b1D n1eax ... bn eax
b0 a n eax b1a n1e ax ... bne ax
(b0 a n b1a n1 ... bn )eax f (a)e ax

2. f(D)eax y = eaxf(D+a)y
Proof: Let f(D) = b0 Dn b1Dn1 ... bn
We have D eax y = y Deax + eax Dy = y eax a + eax Dy = eax (D+a)y,

D2(eax y) = D(D(eax y)) = D(eax (D+A)y) = eax (D+a)(D+a)y= eax (D+a)2y


Similarly we can show that Dk(eax y) = eax (D+a)ky, k = 1,2,...n.
Substituting in the formula we get the required result.
j 0,1, 2,...k 1

0,
3. ( D a)k eax x j ax

e k !, j k

0, j 0,1, 2,....k 1
Proof: We know that D k x j
then by property(2), the result follows.
k !, j k
1.13.5 The solution of linear homogeneous differential equation with constant coefficients
Consider the linear homogeneous differential equation with constant coefficients

b0

dny
d n1 y
dy

b
... bn1 bn y 0 where
1
n
n 1
dx
dx
dx
20

are all constants.

This equation can be rewritten as f(D)y = 0 where f(D) = b0 Dn b1Dn1 ... bn .


If y = eax , then by property (1), f(D)y = f(D)eax = eaxf(a) = 0 f(a) = 0.
This equation is called the auxiliary or characteristic equation associated with the given
differential equation. For a nth order differential equation, the auxiliary equation has n roots say,
a1 , a2 ,......an . Then y1 ea1x , y2 ea2 x ,..........., yn ean x are all solutions of the given differential

equation.
Case1: If the roots of the auxiliary equations are all distinct then

y1 ea1x , y2 ea2 x ,..........., yn ean x are linearly independent solutions of the given equation.
Hence the general solution is given by y C1ea1x C2ea2 x ... Cnean x .
Case2: If some roots are equal, say a1 a2 ...... ak a.
Then the solutions y1 y2 ... yk eax . Then the solution is given by y ea1x ea2 x ... ean x
does not contain n arbitrary constants and hence cannot be the general solution. Since first k
roots of the auxiliary equations are equal the given differential equation can be rewritten as
g ( D)( D a)k y 0. Then by property (3), we observe that y j eax x j , j 0,1,......,.k 1 are all

solutions of the given equation. Hence the general solution is

y (C1 C2 x C3 x2 ...... Ck xk 1 )eax Ck 1eak 1x ...... Cnean x .


Case3. If some roots of the auxiliary equation are real. Since for equation with real coefficients
the roots exists in conjugate pairs, let 1 a ib and 2 a ib be two roots. Then

y1 e1x e( aib) x eax (cos bx i sin bx) and y2 e2 x e( aib) x eax (cos bx i sin bx) are the two
distinct solutions. Therefore the corresponding solution is y C1e1x C2e2 x , which can be
expressed as y1 eax ( A1 cos bx A2 sin bx) where A1 and A2 are arbitrary constants.
Example 1.13.4: Solve (2D2 + 5D 12)y = 0
Solution: Auxiliary equation is 2m2 + 5m 12 = 0.
That is, (2m 3) (m + 4) = 0 and it has the roots m1 = 3/2 and m2 = - 4 which are real and
distinct. Therefore the general solution is y = C1 e3x/2 + C2e-4x
Example 1.13.5

Solve

d2y
+4y=0
dx 2

21

Solution: Auxiliary equation is m2 + 4 = 0 or m2= - 4


Therefore m = 2i = 0 2i
Therefore y = C1 cos 2x + C2 sin 2x
Example 1.13.6

dy
d2y
d 3x
Solve
+4
+4
= 0.
3
2
dx
dx
dx

Solution: Auxiliary equation is m3 + 4m2 + 4m = 0.


That is, m(m + 2)2 = 0
Therefore m1 = 0, m2 = -2, m3 = -2 are its roots.
Here we find that two roots are equal. Hence the general solution is given by
y = C1 e0x + (C2 + C3x) e-2x
Or y = C1 + (C2 + C3i) e-2x
Example 1.13.7

Solve

d2y
d 4x
+
8
+ 16y = 0
dx 4
dx 2

Solution: Here the auxiliary equation is m4 + 8m2 + 16 = 0, which is simply (m2 + 4)2 = 0.
Therefore we have m2 + 4 = 0 repeated. It gives m2 = -4
Therefore m = 2i.
Thus the roots are m = 2 i, 2i (imaginary, repeated).
Hence the general solution is y = e0x [(C1 + C2x) cos 2x + (C3 + C4x) sin 2x]
That is, y = (C1 + C2x) cos 2x + (C3 + C4x) sin 2x.
Example 1.13.8

dy
d4y
d3y
d2y
Solve
-2
+2
-2
+y=0
4
3
2
dx
dx
dx
dx

Solution: Hence the A.E. is m4 2m3 + 2m2 2m + 1 = 0.


The roots are m = 1, 1, i
Therefore the general solution is y = (C1 + C2x) ex + e0x (C3 cos x + C4 sin x)
That is, y = (C1 + C2x)ex + (C3 cos x + C4 sin x).
1.13.6 The solution of linear non-homogeneous differential equation with constant
coefficients
We know that the general solution of nonhomogeneous linear differential equation

22

is of the form y yc y p , where yc is the general solution of the corresponding homogenous


equation

, called the complementary function and

y p is a particular solution of the given equation , which does not contain any arbitrary constants.

The complementary function can be determined using the method described above. To determine
the particular solution y p , we use the following methods.
1.13.6.1

Inverse differential operator method

If f(D)y = (x) then we define the inverse differential operator denoted by

1
as
f ( D)

d
1
[ (x)] = y , where D is the differential operator
.
dx
f ( D)
Thus f(D) is also a differential operator and
Example 1.13.6.1

1
y ydx
D

1
can be treated as its inverse.
f ( D)

DR( x) y R( x) ydx.

1
1
11
1
x
1 1.dx x , 2 1 1 x xdx
D
DD
D
2
D
Similarly we can showthat

1
xk
1

, k 1, 2,3,.......
k!
Dk

1.13.6.2. Properties of the inverse differential operator:


2.

1
eax
ax
e
if f (a) 0.
f ( D)
f (a)
Proof: We know that f(D)eax = eaxf(a), If f(a) 0, then dividing by f(a) we get

1
eax
f ( D)e ax f (a )
f (a)
f (a)
1
eax
ax

e
f ( D)
f (a )
1
1
eax y eax
y
f ( D a)
f ( D)
Proof: From the property f(D)eax y = eaxf(D+a)y the result follows.
3.

4.

1
y eax e ax y dx
Da

Proof: The result follows directly from the result (2) and example (1) .
23

To determine the particular solution of a linear non-homogenous differential equation, we use


inverse differential operators. If f(D)y = (x) ,then yp =
Case(i): If (x) = eax , then yp =

1
[ (x)]
f ( D)

e ax
if f(a) 0.
f (a)

If f(a) = 0, then f(D) can expressed as f(D) = (D-a)k (D), where (a) 0.for k = 1,2,3,.

Then

1 ax
1
1
e
eax
k
f(D)
(D-a) (D)
(D-a)k

1 ax
1
e

k
(D) (D-a)

eax

(a)

1 1
eax 1
eax x k
ax
e

k
(a) (D-a)k
(a) k !
(a) D

Case(ii): If (x)= cosax or sinax then, since cosax = Re( eiax ) and sinax = Im( eiax ) this case
reduces to the case(i) and hence can be solved.
Case(iii) If (x)= xm, for some positive integer m, then
positive powers of x and hence

1
can be expanded as a series in
f(D)

1 m
x can be determined.
f(D)

Working Rule:
1. If (x) = eax, then

1
eax
eax
if f (a) 0.
f ( D)
f (a )
1
1
eax
ax
ax
If f (a) 0 then
e x
e x
if f (a ) 0,
f ( D)
f ( D)
f (a)
1
x2
eax if f (a ) 0.
f ( D)
1
x2
eax if f (a) 0 and so on...
f (a )
2. If (x) = cos ax or sin ax and if the differential operator can be written as f(D2) then
1
1
[(x)] =
(x) provided f(-a2) 0.
2
2
f (D )
f (a )

If f(-a2) = 0 and f (-a 2 ) 0, then

1
1
( (x)) = x.
( (x))
2
f(D )
f (-a 2 )

24

Example 1.13.8

dy
d2y
Solve
-6
+ 10 y = cos 2x + e-3x
2
dx
dx

Solution: Auxiliary equation is m2 6m + 10 = 0.


Therefore m =

6 2i
6 36 40 6 4
=
=
=3 i
2
2
2.1

Or m = i, where = 3 and = 1.
Therefore C.F. = e3x (C1 cos x + C2 sin x)
P.I. -

1
1
(cos 2x) + 2
(e-3x)
D 6 D 10
D 6 D 10
2

Using P.I rule 2 and rule 1 respectively we get,


P.I. =

1
1
(cos 2x) +
e-3x
2
2 6 D 10
(3) 6(3) 10
2

1
1
(cos 2x) +
.e-3x
6 6D
9 18 10

1 1 D
1 -3x
(cos 2x) +
e , multiplying numerator and denominator by 1 + D in the first
2
6 1 D
37

expression.
That is, P.I. =

1 1 D
1 -3x
(cos
2x)
+
e
6 1 (2 2 )
37

1 -3x
1
{1 . cos 2x + D(cos 2x)} +
e .
37
30
That is, P.I =

1 -3x
1
d
(cos 2x 2 sin 2x) +
e , since D =
37
30
dx

General solution is y = C.F. + P.I.


Therefore y = e3x (C1 cos x + C2 sin x) +
Example 1.13.9

1 -3x
1
(cos 2x 2 sin 2x) +
e
37
30

Solve (D4 + 18 D2 + 81) y = cos3 x.

Solution: Auxiliary equation is m4 + 18 m2 + 81 = 0


That is (m2 + 9)2 = 0. Therefore m = 3i, 3i.
Thus C.F. = e0.x {(C1 + C2 x) cos 3x + (C3 + C4x) sin 3x}
C.F. = (C1 + C2x) cos 3x + (C3 + C4x) sin 3x.

25

P.I =
=

1
(cos3 x)
2
D 18D 81
4

1
D 18D 2 81
4

3
1
cos A + cos 3A).
4
4

( Since Cos3 A =
P.I =
=

1
3

4 cos x 4 cos 3x .

3
1
1
1
(cos x) +
(cos 3x)
4
4
2
4 D 18D 81
4 D 18D 2 81

3
1
1
1
(cos x) +
(cos 3x)
4
2 2
2
4 (1 ) 18(1) 81
4 D 18D 2 81

But f(D2) = D4 + 18D2 + 81 and a = 3 in the second expression.


We observe that f(-a2) = f(-9) = 81 162 + 81 = 0
Also f 1(D) = 4D3 + 36 D + 0 = 4 D(D2 + 9)
Therefore f 1(-9) = 4 D(-9 + 9) = 0, also
Hence

1
1
(cos 3x) = x2 11 2 (cos 3x)
2
D 18D 81
f (D )
4

But f 1(D) = 4D3 + 36 D, Therefore f 11(D) = 12 D2 + 36


Hence

That is,

1
1
(cos 3x) = x2, 11
cos 3x
2
D 18D 81
f (3 2 )
4

x2

Thus P.I. =

1 2
1
cos 3x = x cos 3x
72
12(9) 36
3
1
1 1 2

.
cos x +
x cos 3x
4 1 18 81
4 72

Therefore P.I. =

3
1 2
.cos x .x cos 3x.
256
288

That is, y = (C1 + C2x) cos 3x + (C3 + C4x) sin 3x +


Example 1.13.10

3
1 2
cos x x cos 3x.
256
288

Solve (D2 6D + 9)y = x2 + x + 1

Solution: Auxiliary equation m2 6m + 9 = 0.


That is (m 3)2 = 0. Therefore m = 3, 3
Thus C.F. = (C1 + C2 x)e3x.

26

P.I =

1
(x2 + x + 1)
D 6D 9
2

That is, =

1
1
2

91 D D 2
9
3

(x2 + x + 1)

1 2
1

= . 1 D D 2 (x2 + x + 1)
9 3
9

(Using the binomial expansion (1 a)-1 = 1 + a + a2 + ), we have

1
P.I =
9

1 2 2
1 2
2
2
1 D D D D ... (x + x + 1)
9
9

1
2
1
4
{1 +
D - D2 + D2 + higher powers} (x2 + x + 1)
9
3
9
9

1
2
1
(1 + D + D2)(x2 + x+ 1), neglecting D3 and higher powers since we have only 2nd degree
9
3
3

polynomial x2 + x + 1.
Therefore P.I. =

1
2 d 2
1 d2 2
{1(x2 + x + 1) +
(x + x + 1) +
(x + x + 1)}
9
3 dx
3 dx 2

1 2
2
1
{(x + x + 1) + (2x + 1) + (2)}
9
3
3

1 2
7
7
1
x +
x+
=
(3x2 + 7x + 7)
9
27
27
27

Thus y = C.F. + P. I. = (C1 + C2x) e3x +


Example 1.13.11

Solve

1
(3x2 + 7x + 7).
27

d3y
d2y
+
3
= 1 + x + e-3x
3
2
dx
dx

Solution: Auxiliary equation is m3 + 3m2 = 0


Thus C.F. = (C1 + C2x) e0x + C3 e-3x or C1 + C2 x + C3 e-3x
P.I. =
=

1
(1 + x + e-3x)
2
D 3D
3

1
D

3 D 2 1
3

(1 + x + e-3x)

27

1
3D 2

D
1

e-3x
1 (1 + x) + x .
2
3
3D 6 D

1
3D 2

D D 2 D3

... (1 + x) + x.
e-3x
1
2
3
9 27
3D 6 D

1
1
1 D
1
= 2
e-3x

(1 + x) + x.
2
3(3) 6(3)
3D 9 D 27 81

1 1
1 1
1
1
x
. 2 (1 + x) - . (1 + x) +
(1 + x) D(1 + x) + e-2x
3 D
9 D
27
81
9

1
x2 1
x2
x3
But
(1 + x) = x +
,
(1 + x) =
+
and D(1 + x) = 1.
2 D2
D
2
6
Therefore P.I. =

1
3

x2 x3 1
1
1
x
x2

+
- x
(1 + x) (1) + e-3x
6 9
9 27
81
9
2

2
2
25 2 1 3 x -3x
x+
x +
x + e
162
18
81 27
9

The term

2
2
x may be neglected in view of the arbitrary C1 + C2x appearing in C.F.
81 27

General Solution is y = C.F. + P.I. = C1 + C2x + C3 e-3x +


Example 1.13.12

dy
d3y
d2y
Solve
+2
+
= e2x + x3
3
2
dx
dx
dx

Solution: Auxiliary equation is m3 + 2m2 + m = 0


m(m2 + 2m + 1) = 0 or m (m + 1)2 = 0
Therefore m = 0, -1, -1
Thus C.F. = C1 e0x + (C2 + C3 x) e-x or C1 + (C2 + C3 x) e-x
P.I. =

1
1
(e2x) + 3
(x3)
2
2
D 2D D
D 2D D

Now,

1
1
e 2x
2x
2x
(e
)
=
.e
=
18
2 3 2.2 2 2
D 3 2D 2 D

Consider

25 2 1 3 x -3x
x +
x + e
162
18
9

1
(x3)
D 2D 2 D
3

Here f(D) = D3 + 2 D2 + D and f(0) = 0

28

Therefore we write,

1
1
(x3) =
(x3)
2
2
D 2D D
D( D 2 D 1)
3

1
1
1
.
(x3) =
(1 + D)-2 (x3)
2
D (1 D)
D

(Using (1 + a)-2 = 1 2 a + 3a2 - + ), we have

1
1
(x3) =
(1 2D + 3D2 4D3 + 5 D4) (x3), neglecting higher powers of D.
2
D
D 2D D
3

=(
Now,

1
stands for integration, and D, D2 etc. for successive derivatives.
D
1
x4
3
(x
)
=
- 2 .x3 + 3(3x2) 4 (6x) + 5(6).
3
2
4
D 2D D

Therefore
=

1
- 2 + 3D 4D2 + 5 D3) (x3)
D

x4
- 2x3 + 9x2 24x + 30
4

Thus P.I. =

1 2x x 4
e +
- 2x3 + 9x2 24x + 30
18
4

The constant term 30 may be neglected in view of the arbitrary constant C1 in the C.F.

1 2x x 4
Hence, the general solution y = C1 + (C2 e C3) e +
e +
- 2x3 + 9x2 24x.
18
4
-x

-x

Exercise: 1.13.13

dy
d2y
1. Solve 4
+ 16
- 9y = 4 ex/2 + 3 sin (x/4)
2
dx
dx
2. Solve (D2 + 1)y = ex + x4 + sin x.
Answers :
Auxiliary equation is 4m2 + 16 m 9 = 0. The roots are m =

1.

The C.F. = C1 ex/2 + C2 e-9x/2


P.I. =

1
[4ex/2 + 3 sin (x/4)]
4 D 16 D 9

=4

1
1
(ex/2) + 3.
[sin (x/4)].
2
4 D 16 D 9
4 D 16 D 9
2

29

1
9
and are the roots.
2
2

In the first expression f(D) = 4 D2 + 16 D 9.


2

1
1
1
Therefore f = 4 + 16 - 9 = 1 + 8- 9 = 0.
2
2
2
Therefore

1
1
(ex/2) = x.
(ex/2).
8D 16
4 D 16 D 9
2

In the second expression, replace D2 by Therefore P.I. = 4x

P.I = 4x.

1
.
42

1
1
(ex/2) + 3.
[sin (x/4)]
8D 16
1
4 2 16 D 9
4

1
1
.ex/2 + 3.
[sin (x/4)]
1
1
16 D 9
8 16
4
2

1
= xex/2 + 3.
5

37
4
[sin (x/4)]
2
37

256 D 2
4
16 D

37

316 D
1
4

Thus P.I = xex/2 +


[sin (x/4)]
2
5
1 37
256 2
4 4

1 x/2 12
xe (64 D + 37) sin (x/4)
5
1625

General solution is
y = C.F + P.I. = C1 ex/2 + C2 e-9x/2 +

1 x/2 12
xe {16 cos (x/4) + 37 sin (x/4)}
5
1625

2. The roots of the auxiliary equation is m = i.


Therefore C.F. = e0x (C1 cos x + C2 sin x) that is, = C1 cos x + C2 sin x.
P.I =

1
1
1
(ex + x4 + sin x) = ex + (x4 12x2 +24) + x . (-cos x )
2
2
D 1
2

General solution is y = C1 cos x + C2 sin x +


1.14

Variation of Parameters
30

1 x 4
x
e + x 12 x2 + 24 cos x.
2
2

Consider the second order linear differential equation

y p( x) y q( x) y R( x). (1)
Suppose that

yc c1 y1 c2 y2 is a solution, where y1 and y2 are linearly independent on an

interval a x b. Let us see what happens if we replace both of the constants c1 and c2 with
functions of x.
We consider y Ay1 By2 (2) and try to determine A( x) and B( x) so that

Ay1 By2 is a solution of the equation (1).


Then y Ay1 By2 Ay1 By2 . (3)
Rather than involved with the derivatives of A( x) and B( x) of higher order than the first, we
now choose some particular function for the expression Ay1 By2 .
For simplicity we choose Ay1 By2 0. (4)
It then follows from (3) that y Ay1 By2 Ay1 By2. (5)
Since y was to be a solution of (1) we substitute from (2), (3), and (5) into equation (1) to obtain

A( y1 py1 qy1 ) B( y2 py2 qy2 ) Ay1 By2 R( x).


But

y1 and y2

are

solutions

of

the

homogeneous

equation,

so

that

finally

Ay1 By2 R( x). (6)


Equations (4) and (6) now give us two equations that we wish to solve for A( x) and B( x).
This solution exists providing the determinant W ( x)

y1

y2

y1

y2

does not vanish. But this

determinant is precisely the Wronskian of the functions y1 and y2 , which are presumed to be
linearly independent on the interval a x b. Therefore, the Wronskian does not vanish on that
interval and we can find
A( x)

A and B. By integration we get

y2 R( x)
dx and B( x)
W ( x)

Example 1.14.1

y1R( x)
dx
W ( x)

Solve the equation ( D 1) y sec x tan x.

Immediately we find that

yc c1 cos x c2 sin x.
31

Let us seek a particular solution by variation of parameters. Put y p A cos x B sin x.


Then

W ( x)

y1

y2

y1

y2

A( x)

cos x

sin x

sin x cos x

1.

y2 R( x)
sin x sec x tan x
dx
dx tan 2 xdx x tan x.
W ( x)
1

(Constant of integration has been disregarded because we are seeking only a particular solution.)
And

B( x)

y1R( x)
cos x sec x tan x
dx
dx tan xdx ln | sec x | .
W ( x)
1

Therefore, the complete solution is

y ( x) c1 cos x c2 sin x cos x( x tan x) sin x ln | sec x |


c1 cos x c3 sin x x cos x sin x ln | sec x |,
where the term ( sin x) in y p has been absorbed in the complementary function term c3 sin x ,
since c3 is an arbitrary constant.
Solve ( D 3D 2) y
2

Example 1.14.2

Here

1
.
1 e x

x
2x
yc c1e x c2e2 x , so we put y p Ae Be .

Then

W ( x)

y1

y2

y1

y2

A( x)

ex
e

e2 x
2e

2x

e3 x .

y2 R( x)
e2 x
e x
dx
dx

dx ln(1 e x ).
-x
3x
x

W ( x)
(1+e )e
1 e

And

B( x)

x
y1R( x)
e2 x
e x
dx
dx

dx e x ln(1 e x ).

x
x

W ( x)
(1 e )
1 e

32

Therefore, the complete solution is y( x) c3e c2e


x

2x

(e x e2 x )ln(1 e x ).

Exercises 1.14.3
Solve using variation of parameters:
1. ( D 1) y csc x cot x.
2

2. ( D 1) y sec x.
2

3. ( D 1) y tan x.
2

4. ( D 1) y sec x csc x.
2

5. ( D 2 D 1) y e (e 1) .
2

2x

6. ( D 3D 2) y cos(e ).
2

7. ( D 1) y 2(1 e
2

2 x 1/ 2

8. ( D2 1) y e2 x sin e x .
1.14

Cauchys homogeneous linear equation:

This equation is of the form


dny
d n1 y
dy
x n n k1 x n1 n1 ... kn1 x kn y X ................ 1 , where X is a function of x , and ki ,
dx
dx
dx
i 1, 2..., n, are constants. Equations of this type can be reduced to linear differential equations
with constant coefficients by letting x et . Thus t log x .
d
dy dy dt dy 1
dy
If D , then
. . ; i.e., x
Dy
dt
dx dt dx dt x
dx
2
d 2 y d 1 dy 1 d 2 y dy
2 d y

x
D D 1 y .
;
i.e.,

dx 2 dx x dt x 2 dt 2 dt
dx 2

d3y
D D 1 D 2 y , and so on.
dx3
After making these substitutions in equation (1), we get a linear equation with constant
coefficients which can be solved as before.
2
dy
2 d y
4x 6 y x2
Example 1.15.1
Solve x
2
dx
dx
d2y
d
dy
Solution: Put x et . Then t log x . Let D , then x
Dy , x 2 2 D D 1 y .
dx
dt
dx
2t
2
The given equation becomes D D 1 4D 6 y e ; i.e., D 5D 6 y e2t
Similarly, x3

The auxiliary equation is m2 5m 6 0 ; i.e., m 2 m 3 0 .


33

The roots are m 2,3 . The complementary function is yc c1e2t c2e3t

e 2t
1
1
2t
2t

t
te2t
e

t
e
2 2 5
D 2 5D 6
2D 5
The complete solution is y yc y p c1 x 2 c2 x3 x 2 log x
The particular integral is y p

d2y
dy
2 x 12 y x3 log x
2
dx
dx
2
d
dy
2 d y
Solution: Put x et . Then t log x . Let D , then x
,
D D 1 y .
Dy x
dx 2
dt
dx
The given equation becomes D2 D 12 y te3t
Example 1.15.2

Solve x 2

The roots of the auxiliary equation are m 3, 4


The complementary function is yc c1e3t c2e4t
1
e 3t t 2 1
1
3t
te

t
2
D D 12
7 2 7
49
2
x3 log x 1
1
3
4
log x
The complete solution is y yc y p c1 x c2 x
7
2
7
49

3
2
d y
d y
dy
Example 1.15.3
Solve x3 3 3x 2 2 x y x log x
dx
dx
dx
t
Solution: Put x e . Then t log x .

The particular integral is y p

d2y
d3y
d
dy
, then x
Dy , x 2 2 D D 1 y , x3 3 D D 1 D 2 y
dx
dx
dt
dx
3
t
The given equation becomes D 1 y e t
Let D

1 3i
;
2
t
3
3
The complementary function is yc c1et e 2 c2 cos
t

c
sin
t
3

2
2

et
1
The particular integral is y p 3 et t t
2
D 1
The complete solution is

3
x
y yc y p c1 x 1 x c2 cos
log x c3 sin
log x log x

2
2

Exercise 1.15.4
Solve
d2y
dy
1. x 2 2 2 x 4 y x 4
dx
dx

The roots of the auxiliary equation are m 1,

34

d2y 2
1
y x 2
2
dx
x
x
2
d y
dy
3. x 2 2 x y sin log x log x
dx
dx
Answers
x4
1. y yc y p c1 x 1 c2 x 4 log x
5
1 log x 2 1
2. y c1 x 2 c2
x
x
3
x
2. x

3. y yc y p c1 cos log x c2 sin log x

1
1
2
log x cos log x log log x sin log x
4
4

1.16 Legendres linear equation:


This equation is of the form
n
n 1
y
dy
n d y
n 1 d
... kn1 ax b kn y X ................ 1 ,
ax b n k1 ax b
n 1
dx
dx
dx
where X is a function of x , and ki , i 1, 2..., n, are constants. Equations of this type can be
reduced to linear differential equations with constant coefficients by letting ax b et . Thus
t log ax b .
If D

d
dy dy dt dy
1
dy
, then
. .
.a ; i.e., ax b aDy
dt
dx dt dx dt ax b
dx
2
2
2
d y
a
2 d y
ax

b
a 2 D D 1 y .
;
i.e.,

D
D

1
y

2
2
2
dx
dx
ax b

d3y
a3 D D 1 D 2 y , and so on.
Similarly, ax b
3
dx
After making these substitutions in equation (1), we get a linear equation with constant
coefficients which can be solved as before.
2
dy
2 d y
2 x 3 12 y 6 x
Example 1.16.1
Solve 2 x 3
2
dx
dx
t
Solution: Put 2 x 3 e . Then t log 2 x 3 .
3

2
d
dy
2 d y
22 D D 1 y .
, then 2 x 3 2 Dy , 2 x 3
2
dx
dt
dx
et 3
The given equation becomes 4 D D 1 2 D 12 y 6
;
2

Let D

i.e., 4D2 6D 12 y 3et 9

The roots of the auxiliary equation are m


The complementary function is yc c1e

3 57
;
4

3 57
t
4

c2e

35

3 57
t
4

The particular integral is y p

3et 3
1
t

3
e

9
14 4
4 D 2 6 D 12

The complete solution is y yc y p c1 2 x 3

3 57
4

c2 2 x 3

3 57
4

3
3
2 x 3
14
4

2
d3y
dy
2 d y

2
x

1
2 4 x 1 4 y 4log x 1
3
dx
dx
dx
d
dy
Solution: Put x 1 et . Then t log x 1 . Let D , then x 1 Dy ,
dt
dx
2
3
2 d y
3 d y
x 1 2 D D 1 y , x 1 3 D D 1 D 2 y
dx
dx
3
The given equation becomes D D2 4D 4 y 4t

Example 1.16.2

Solve x 1

The roots of the auxiliary equation are m 1, 2, 2 ;


The complementary function is yc c1et c2e2t c3e2t
1

D2
1
...) (t ) t 1
The particular integral is y p 3
4t 1 ( D
2
4
D D 4D 4

The complete solution is y yc y p c1 x 1 c2 x 1 c3 x 1 log x 1 1


2

d2y
dy
x 1 y sin 2log x 1
2
dx
dx
t
Solution: Put x 1 e . Then t log x 1 .
Example 1.16.3

Solve

x 1

2
d
dy
2 d y
D D 1 y .
Let D , then x 1 Dy , x 1
dx 2
dt
dx
The given equation becomes D2 1 y sin 2t

The roots of the auxiliary equation are m i ;


The complementary function is yc c1 cos t c2 sin t
The particular integral is y p

1
1
sin 2t sin 2t
D 1
3
2

The complete solution is

1
y yc y p c1 cos log x 1 c2 sin log x 1 sin 2log x 1
3
Exercise 1.16.4
Solve
2
dy
2 d y
5 3x 2 3 y x 2 x 1
1. 3x 2
2
dx
dx
2
dy
2 d y
x 1 y 2sin log x 1
2. x 1
2
dx
dx
2
dy
2 d y
2 x 1 2 y 8 x 2 2 x 3
3. 2 x 1
2
dx
dx
Answers
36

1
7
1
2
3x 2 3x 2
405
27 108
y c1 cos log x 1 c2 sin log x 1 log x 1 cos log x 1

1. y c1 3x 2 3 c2 3x 2
1

2.

1
1
2
2 x 1 2 x 1 log 2 x 1 2
5
2
1.17 System of linear differential equations with constant coefficients
Quite often we come across a system of linear differential equations with constant coefficients in
which there are two or more dependent variables and a single independent variable exists. Such
a system of equation can be solved by eliminating all but one of the dependent variables , and
solving the resulting equation. Then using the given equations, the other dependent variables
can be expressed in terms of the dependent variable which is obtained earlier and can be
determined.
Example 1.17.1
Solve the simultaneous equations:

3. y c1 2 x 1

c2 2 x 1

dx
dy
5 x 2 y t; 2 x y 0 being given x y 0 when t 0.
dt
dt
d
Solution: Taking
D, the given equations become
dt
( D 5) x 2 y t (i)

2 x ( D 1) y 0 (ii)
Eliminate x as if D were an ordinary algebraic multiplier. Multiplying (i) by 2 and operating on
(ii) by (D+5) and then subtracting, we get

( D2 6D 9) y 2t.
Its

complementary

function

is

yc (t ) (c1 c2t )e3t and a particular integral is

1
2t 4
(

2
t
)

.
( D 3)2
9 27
Thus y(t ) yc y p .
y p (t )

When t=0, 0 y c1

4
.
27

Substituting the value of y in (ii), we obtain

4 1

t 1
x(t ) c2 c2t e3t .
9 27
27 2

2
When t = 0, 0 x c2 .
9
Hence the desired solutions are

x(t )

1
1
2
2
(1 6t )e3t (1 3t ); y(t ) (2 3t )e3t (2 3t ).
27
27
27
27
37

Example 1.17.2

Solve the simultaneous equations

dx
dy
2 y sin t 0; 2 x cos t 0 given that x = 0 and y = 1 when t = 0.
dt
dt
d
Solution: Taking
D, the given equations become
dt
Dx 2 y sin t (i)

2 x Dy cos t (ii)
Eliminating x by multiplying (i) by 2 and operating on (ii) by D and then adding, we get

( D2 4) y 3sin t.
yc (t ) c1 cos2t c2 sin 2t and a particular integral is

Its complementary function is

1
sin t sin t.
D 4
Thus y(t ) yc y p .
y p (t ) 3

When t=0, 1 y c1 1.
Substituting the value of y in (ii), we obtain

x(t ) sin 2t c2 cos2t cos t.


When t = 0, 0 x c2 1.
Hence the desired solutions are

x(t ) cos2t sin 2t cos t; y(t ) cos2t sin 2t sin t.


Example 3:
Solve the simultaneous equations

dx dy
dx dy

2 y 2cos t 7sin t; 2 x 4cos t 3sin t.


dt dt
dt dt
d
Solution: Taking
D, the given equations become
dt
Dx ( D 2) y 2cos t 7sin t (i)

( D 2) x Dy 4cos t 3sin t (ii)


Eliminating y by operating on (i) by D and operating on (ii) by (D-2) and then adding, we get

( D2 2) x 9cos t.
Its

complementary

function

is

xc (t ) c1e

x p (t ) 3cos t.
Thus x(t ) xc x p .
Substituting the value of x in (ii), we obtain
38

2t

c2e

2t

and

particular

integral

is

x(t ) ( 2 1)c1e 2t ( 2 1)c2e 2t 2sin t c3.


Where c1 , c2 and c3 are arbitrary constants.
Exercise:
Solve

dx
dy
y sin t 0; x cos t 0 given that x = 2 and y = 0 when t = 0.
dt
dt
ii. ( D 1) x Dy 2t 1;(2D 1) x 2Dy t .
i.

iii. ( D 1) x (2D 1) y e ;( D 1) x ( D 1) y 1 .
t

iv. ( D 1) y 4( D 1)v 4e ;( D 1) y ( D 9)v 0 given y = 5, dy/dx = 0, v=1/2


at x = 0. ( Hint: Eliminate v(x) first and solve for y(x))
2. The small oscillations of a certain system with two degrees of freedom are given by the
2

equations ( D 3) x 2 y 0;( D 3) x ( D 5) y 0 where


2

d
D . If x = y =
dt

0, Dx=3, Dy = 2 when t = 0, find x and y when t = .


3. A mechanical system with two degrees of freedom satisfies the equations

d 2x
dy
d2y
dx
2 2 3 4;2 2 3 0. Obtain expressions for x and y in terms of t, given
dt
dt
dt
dt
x, y, dx/dt, dy/dt all vanish at t = 0.

39