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Oct 04, 2017

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Differential equations

© All Rights Reserved

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Differential equations

© All Rights Reserved

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EQUATIONS

5.1. Solution of second order differential equations with constant

d2 y dy

coefficients in the form a

2

+b + cy = 0. Simple Problems

dx dx

5.2 Solution of second order differential equations in the form

d2 y dy

a 2

+b+ cy = f ( x ) . W here a,b and c are constants and

dx dx

mx

f(x) = e . Simple problems.

5.3. Solution of second order differential equations in the form

d2 y dy

a +b + cy = f (x ). W here a,b and c are constants and f(x) =

dx 2 dx

sinmx or cosmx. Simple problems

5.1 SECOND ORDER DIFFERENTIAL EQUATIONS

Introduction:

In the last unit, we learnt first order differential equation. In this

unit, we will learn second order differential equation.

The second order differential equation is of the form

d2 y dy

a +b + cy = f (x ). (1)

dx 2 dx

Where a,b and c are real numbers and f(x) is a function of x.

2

We use differential operators Dy, D y in (1), we get

d

(aD 2 + bD + c)y = f (x ) where D= (2)

dx

Now, we put f(x) = 0 in (1), we get

d2 y dy

a 2

+b + cy = 0 (3)

dx dx

297

The solution of (3) is called complementary function (CF) of (1).

px

To solve (3), we assume a trial solution y = e for some value of

dy d2 y

p. Then = pe px and 2 = p2epx .

dx dx

Substituting these values in (3), we get

epx [ap2 + bp + c] = 0 (4)

ap + bp + c = 0

2

Solving (4), we get two roots say p1 and p2. Then the following

three cases arise.

Case (i)

If the roots p1 and p2 are real and distinct, then the solution of (3) is

y = Ae p1x + Be p 2 x

Case (ii)

If the roots p1 and p2 are real and equal, then the solution of (3) is

y = ep1x ( Ax + B)

Case (iii)

If the roots p1 and p2 are complex say p1 = + i and p2 = -i, then

the solution of (3) is

y = e x [A cos x + B sin x ]

In all cases, A and B are arbitrary constants.

298

5.1 WORKED EXAMPLES

PART A

1 3

1. If roots of the auxillary equation are i , what is the solution

2 2

of the differential equation?

Solution:

1 3

Here, the roots are complex and = , = ,

2 2

.

. . The solution of differential equation is

1

x 3 3

y = e 2 [A cos x + B sin x]

2 2

2

2. Find the solution of (D 81) y = 0

Solution:

2

The auxillary equation is p 81 = 0

(p+9) (p-9) = 0

p1 = -9, p2 = 9

Here, the roots are real and distinct

.

. . The solution of differential equation is

-9x

y = Ae +Be 9 x

d2 y

3. Solve + 64y = 0

dx 2

Solution:

d2 y

Given 2

+ 64y = 0 (D 2 + 64)y = 0

dx

2

The auxillary equation is p +64=0

p = 8i

Here, the roots are complex,=0 and = 8

.

. . The solution is y = A cos8x + B sin 8x

299

2

4. Solve (D -2D-3)y=0

Solution:

2

The auxillary equation is p -2p-3=0

(p+1) (p-3) = 0

p1 = -1, p2 = 3

Here, the roots are real and distinct

. -x 3x

. . The solution is y = Ae + Be

2

5. Solve (D -4D-1) y =0

Solution:

2

The auxillary equation is p -4p-1 = 0

Here a = 1, b = -4, c = -1

b b2 4ac

P=

2a

4 16 4(1)(1)

=

2(1)

4 20

=

2

42 5

= =2 5

2

So, p1 = 2 + 5 and p 2 = 2 5

.

. . The solution is

(2 + 5 )x (2 - 5 )x

y = Ae + Be

300

d2 y dy

6. Solve 6 + 9y = 0

dx 2 dx

Solution:

d2 y dy

Given: 2

6 + 9y = 0 (D 2 6D + 9) y = 0

dx dx

2

The auxillary equation is p 6p+9 = 0

(p-3)(p-3)=0

p1=3, p2 = 3

Here, the roots are real and equal.

3x

.. The solution is y = e [Ax+B]

2

7. Solve (D +D+2)y =0

Solution:

2

The auxillary equation is p +p+2 = 0

Here a = 1, b = 1, c = 2

b b2 4ac

P=

2a

1 1 4(1)(2)

=

2(1)

1 7

=

2

1 i 7

=

2

1 7

= i

2 2

1 7

Here, the roots are complex, = , =

2 2

1

x 7 7

x + B sin

.

. . The solution is y = e 2 [A cos x

2 2

301

PART B

2

1. Solve (D +1) y = 0 when x = 0, y = 2 and x = , y=-2.

2

Solution:

2

The auxillary equation is p + 1 = 0

p = i

Here, the roots are complex, = 1

.

. . The solution is

y = A cosx + B sinx 1

When x=0, y=2, the equation (1) becomes

A cos0 + B sin0 = 2

A +0 =2

A =2

When x = , y=-2, the equation (1) becomes

2

A cos +B sin = -2

2 2

0 + B = -2

B = -2

.

. . The required solution is

y = 2 cosx 2 sinx

2

2. Show that the solution of the equation (D + 3D + 2) y = 0 if y(0)

1 -x -2x

= 1 and y (0) = 0 is y = 2e e

Solution:

2

The auxillary equation is p +3p+2=0

(p+1) (p+2) = 0

p1 = -1, p2 = -2

Here, the roots are real and distinct

302

. -x -2x

. . The solution is y = Ae + Be 1

-x -2x

Now, y = -Ae 2Be 2

If y(0) = 1, the equation (1) becomes

A +B =1 3

If y(0) =0 , the equation (2) becomes

A+2B=0 4

Solving (3) and (4) we get A=2, B=-1

The required solution is

-x -2x

y=2e -e

d2 y dy

a +b + cy = f( x ) WHERE A,B AND C ARE CONSTANTS

dx 2 dx

AND f(x) = emx .

Introduction:

In previous section, we find the complementary function . In this

section, we have to find the particular integral (PI) and the general

solution of a second order differential equation.

The Solution of Differential equation with Constant Coefficients is

y=CF+PI

Method of finding particular integral

2 mx

Consider (aD +bD+c)y = e where m is a constant.

2

Let f(D) = aD +bD+c

1 mx emx

Then PI is given by e =

f(D) f (m)

Three cases arise in PI

Case (i)

1 mx emx

If f(m) 0 then PI = e =

f (D) f(m)

303

Case (ii)

x emx

If f(m) = 0 and f '(m) 0 then PI =

f '(m)

Case (iii)

x 2emx

If f(m) = 0 and f '(m) = 0 and f ''(m) 0 then PI =

f "(m)

PART A

2 x

1. Find the complementary function of (D +16)y= e

Solution:

2

The auxiliary equation is p +16=0 p=4i

Here, the roots are complex , =4

CF = A cos 4x + B sin 4x

2 40x

2. Find the complementary function of (D -60D+800)y=e

Solution:

2

The auxiliary equation is p -60p+800=0

(p-40) (P-20) =0

P 1=40, P 2=20

Here the roots are real and distinct

CF = Ae + Be

40x 20x

2

3. Find the particular integral of (D +1) y =1

Solution:

1 1

PI = = e0

D2 + 1 D2 + 1

1 1

= = =1

0 +1 1

304

2 -x

4. Find the particular integral of (D +7D+14) = 8e

Solution:

1

PI = 2 8e x

D + 7D + 14

8e x 8e x

= = = e x

(1)2 + 7(1) + 14 8

2 -x

5. Find the particular integral of (D -2D-3)y = e

Solution:

1

PI = 2 e x

D 2D 3

x e x

= Since f (1) = 0

2D 2

x ex x ex

= =

2(1) 2 4

PART - B

2

1. Solve (D +5D+6)y=30

Solution:

2

The auxiliary equation is p +5p+6=0

(p+2) (P+3) =0

P 1=-2, P 2=-3

Here, the roots are real and distinct

CF = Ae +Be

-2x -3x

1

Now PI = 2 30

D + 5D + 6

30e

= 2

D + 5D + 6

30e

= 2

0 + 5(0) + 6

30

=

6

PI = 5

The Required solution is

-2x -3x

Y=CF+PI = Ae +Be +5

305

2 x

2. Solve (D +6D+5) y =2e

Solution:

2

The auxiliary equation is p +6p+5=0

(p+1) (P+5) =0

P 1=-1, P 2=-5

Here the roots are real and distinct

CF = Ae +Be

-x -5x

1

Now PI = 2 2e x

D + 6D + 5

2e x

=

12 + 6(1) + 5

2e x

=

12

ex

PI =

6

The required solution is

Y=CF+PI

ex

Ae -x + Be -5x +

6

x

3. Solve (D2 + D)y = e 2

Solution:

2

The auxiliary equation is p +p=0

p (p+1)=0

P 1=0, P 2=-1

Here the roots are real and distinct

CF = Ae +Be =A+Be

0 -x -x

x

1

Now PI = e 2

D2 + D

306

x

e 2

= 2

1 1

+

2 2

x

e 2

=

3

4

x

4

PI = e 2

3

The required solution is

y=CF+PI

x

3

= A +Be -x + e 2

4

4. Solve (D D 12)y = e 4 x

2

Solution:

2

The auxiliary equation is p -p-12=0

(p-4) (p+3)=0

p1=4, p2=-3

Here the roots are real and distinct

CF = Ae +Be

4x -3x

1

Now PI = 2 e4 x

D D 12

x e4x

= Since f(4) = 0

2D 1

x e4 x

=

2(4) 1

x e4 x

PI =

7

The required solution is

y=CF + PI

x e 4x

= Ae 4x +Be -3x +

7

307

2 x

5. Solve (D -2D+1) y =e

Solution:

2

The auxiliary equation is p -2p+1=0

(p-1) (p-1) =0

p1=1, p 2=1

Here the roots are real and equal

CF = e (Ax+B)

x

1

Now PI = ex

D 2D + 1

2

x2 x

PI = e Since f (1) = 0, f '(1) = 0

2

The required solution is

Y=CF+PI

x2 x

= e x (Ax + B) + e

2

d2 y dy

6 Solve 2

13 + 12y = 2e 2x + 5e x

dx dx

Solution:

d2 y dy

Given 13 + 12y = 2e 2 x + 5e x

dx 2 dx

(D 2 13D + 12) y = 2e 2 x + 5e x

2

The auxilary equation is p -13p+12=0

(p-1) (p-12) =0

p1=1, p2=12

Here the roots are real and distinct

CF = Ae +Be

x 12x

308

1

Now PI1 = 2 e 2x

D 13D + 12

2

2e 2x

=

(2)2 13(2) + 12

2e 2x

=

4 + 26 + 12

e2 x

=

21

1

Now PI2 = 5 ex

D 13D + 12

2

5xex

= Sincef (1)= 0

2D 13

5xex

=

2(1) 13

5xex

=

11

The required solution is

Y =CF+PI1+PI2

e 2 x 5 xe x

= Ae x + Be12x +

21 11

dy d2 y

IN THE FORM a 2

b

+ cy = f( x ) WHERE a,b AND c ARE

dx dx

CONSTANTS AND f(x) = sin mx or cos mx where m is a

constant 0

INTRODUCTION

In this section, we have to find the particular integral when f(x)

=sin mx or cos m x where m is a constant

Methods of finding PI

Consider f(x) =sin m x

309

Case (i)

Express f(D) as function of D ,say (D ) and then replace D with m

2 2 2 2

If (-m )0,then

2

1

PI = sin mx

f (D)

1

= sin mx

(D 2 )

1

PI = sin mx

(m2 )

Case (ii)

Sometimes we cannot form (D ) Then we shall try to get

2

2 2

follows.

For Example

1

Now PI = 2 sin 2x

D + 2D + 3

1

= sin 2x Re place D 2 by 22

2 + 2D + 3

2

1

= Sin 2x

2D 1

2D + 1

= sin 2x multiply and divide by 2D + 1

4D 2 1

2D(sin 2x ) + sin 2x

=

4(22 ) 1

4 cos 2x + sin 2x

=

17

=

1

[4 cos 2x + sin 2x ]

17

Now consider f(x) = cos m x

1

Case (i): PI = cos m x

(-m2 )

Case(ii): Same as sin m x method

General Solution:

The general solution is y= CF+PI

310

5.3 WORKED EXAMPLE

PART - A

2

1. Find the complementary function of (D +49) y= cos 4x

Solution:

2

The auxiliary equation is p +49=0

p=7i

Here, the roots are complex , =7

CF = A cos 7x+B sin 7x

2

2. Find the particular integral of (D +14) y = sin 3x

Solution:

1

PI = 2 sin 3 x

D + 14

1

= sin 3 x

3 + 14

2

sin 3 x

=

5

2 2

3. Find the particular integral of (D +a ) y = Cos b x

Solution:

1

PI = cos bx

D + a2

2

1

= cos bx

b + a2

2

cos bx

= 2

a b2

PART - B

1.) ( )

Solve D 2 4 y = sin 2x

Solution:

The auxiliary equation is p2 4 = 0

p2 = 4

p = +2

p1 = 2, p2 = 2

311

Here, the roots are real and distinct

CF = Ae2x + Be2 x

Now PI =

1

(sin 2x )

D 4

2

1

= sin 2x

2 4

2

sin 2x

=

8

The Required solution is

y = CF + PI

sin 2X

= Ae 2 x + Be 2x

8

2.) Solve D 2 y = 16 sin 4x

Solution:

p, = 0,p2 = 0

Here, the roots are real and equal

CF = e0 (Ax + B) = Ax + B

1

Now PI = 16 sin 4x

D2

1

= 16 sin 4x

42

PI= Sin4x

The Required solution is

y = CF + PI

= Ax + B + Sin4x

312

d2 y

3.) Solve + 16 y = cos 2 x

dx 2

Solution:

d2 y

Given + 16 y = cos 2 x

dx 2

( )

D 2 + 16 y = cos 2 x

( )

D 2 + 16 y = +

1 cos 2x

2 2

1 0 1

= e + cos 2x

2 2

The auxiliary equation is p2 + 16 = 0

p = + 4i

Here, the roots are complex, = 4

CF = A cos 4x + BSin4x

1 0

e

PI1 = 22

D + 16

1 e0

=

2 0 + 16

1

=

32

1 cos 2x

PI 2 = . 2

2 D + 16

1 cos 2x

= .

2 22 + 16

cos 2x

=

24

The Required solution is

y = CF + PI

1 cos 2x

= A cos 4x + BSin4x + +

32 24

313

4.) ( )

Solve D 2 + 3D + 2 y = sin 2x

Solution:

The auxiliary equation is p2 + 3p + 2 = 0

(p + 2)(p + 1) = 0

p1 = 2, p2 = 1

Here, the roots are real and distinct

CF = Ae 2 x + Be x

1

Now, PI = .Sin2x

D + 3D + 2

2

1

= .Sin2x

2 + 3D + 2

2

1

= .Sin2x

3D 2

3D + 2

= .Sin2x

9D 2 4

3D + 2

= .Sin2x

36 4

3D(sin 2x ) + 2 sin 2x

=

40

6 cos 2x + 2 sin 2x

=

40

1

= [3 cos 2x + sin 2x ]

20

The Required solution is

y = CF + PI

= Ae 2 x + Be x

1

[3 cos 2x + sin 2x ]

20

314

5.) ( )

Solve D 2 2D 8 y = 4 cos 3 x

Solution:

(p 4)(p + 2) = 0

p1 = 4, p2 = 2

CF = Ae 4 x + Be 2 x

1

Now, PI = 4 cos 3x

D 2 2D 8

1

= 4 cos 3x

3 2D 8

2

1

= 4 cos 3x

2D 17

1

= 4 4 cos 3x

2D + 17

2D 17

= 4 2 cos 3 x

4D 289

2D(cos 3x ) 17 cos 3 x

= 4

325

6 sin 3 x 17 cos 3 x

= 4

325

4

= [6 sin 3x + 17 cos 3x ]

325

The Required solution is

y = CF + PI

= Ae 4 x + Be 2 x

4

[6sin3x + 17cos3x ]

325

315

EXERCISE

PART - A

1.) If roots of the auxilary equation are 2,7 what is the solution of the

differential equation?

2.) If roots of the auxilary equation are 0,1 what is the solution of the

differential equation?

3.) If roots of the auxilary equation are -2, i, what is the solution of

the differential equation?

d2 y

5.) Find the solution of 16 y = 0

dx 2

6.) (

Solve D 2 + 9 y = 0 )

7.) Find the solution of D 2 + 100 y = 0 ( )

8.) (

Solve D 2 + 4D 1020 y = 0 )

9.) Solve (3D 2

)

5D + 2 y = 0

7D 6)y = 0

d2 y dy

11.) Solve 2

+ =0

dx dx

(

12.) Solve D 2 D 1 y = 0 )

13.) Solve (D 2

+ 4D + 4 y = 0 )

d2 y dy

14.) Solve 2

12 + 36 y = 0

dx dx

(

15.) Solve D 2 + D + 1 y = 0 )

16.) Solve (3D 2

D + 1y = 0 )

17.) Find the Complementary function of D 2 + 13D 90 y = e x ( )

316

(

18.) Find the Particular integral of D 2 3D + 2 y = e x )

19.) Find the Particular integral of (D 2

)

+ D + 4 y = 10e 2x

)

8D + 15 y = e3 x

)

+ 10D + 25 y = e 5 x

(

23.) Find the Particular integral of D 2 + 25 y = Sinx )

24.) Find the Particular integral of (D 2

+ 10 )y = sin 3x

d2 y

25.) Find the Particular integral of 4y = cos 4x

dx 2

PART - B

1.) ( )

Solve D 2 + 36 y = 0 when y(0) = 2 and y1(0 ) = 12

d2 y dy

2.) Solve 2

+ y = 0 given that = 2 and y=1 when x=0

dx dx

3.) ( )

Solve D 2 2D 15 y = 0 given that

dy

dx

= 0 and

d2 y

dx 2

= 2 when

x=0

4.) ( )

Solve D 2 D 20 y = 0 given that y=5 and

dy

dx

= 2 when x=0

5.) Solve (D 2

+ 7D + 12 y = 3 )

6.) Solve (D 2

)

+ 3D + 2 y = 2e x

7.) Solve (D 2

+ 12D + 36 y = e x )

8.) Solve (D ) x

2

+D + 4 y = e 2

9.) Solve (D 2

)

3D + 2 y = e 2x

10.) Solve (D 2

+ 6D + 8 )y = e 4 x

317

d2 y dy

11.) Solve 4 + 4y = e2x

dx 2 dx

( )

12.) Solve D 2 + 2aD + a 2 y = e ax

13.) Solve (D 2

+ 14D + 49)y = 4e 7 x

14.) Solve (D 2

2D + 4)y = 5 + 3e x

d2 y dy

15.) Solve +8 + 15 y = e 3 x + e3 x

dx 2 dx

( )

16.) Solve D 2 + 10D + 25 y = e5 x + e 5 x

17.) Solve (D 2

)

+ 16 y = sin 9x

18.) Solve (D 2

25)y = sin 5x

19.) Solve (D 2

+ 100)y = cos 2x

d2 y

20.) Solve 2y = cos 3x

dx 2

(

21.) Solve D 2 + 2D 3 y = sin x)

22.) Solve (D 2

)

+ D 2 y = Sin3x

23.) Solve (D 2

)

+ 4D + 13 y = 4 cos 3x

24.) Solve (D 2

)

8D + 9 y = 8 cos 5x

25.) Solve (D 2

2D 8)y = 4 cos 2x

ANSWERS

PART - A

1.) y = Ae 2 x + Be 7 x 2.) y = A + Be x

3.) y = e 2x [A cos x + B sin x ] 4.) y = Ae x + Be x

5.) y = Ae 4 x + Be 4 x 6.) y = A cos 3x + B sin 3 x

7.) y = A cos 10 x + B sin 10 x 8.) y = Ae30 x + Be 34 x

318

2 x 2 x

9.) y = Ae x + Be 3 10.) y = Ae 3 x + Be 3

1+ 5 1 5

x x

x 2 2

11.) y = A + Be 12.) y = Ae + Be

x 3 3

15.) y = e 2 A cos x + B sin x

2 2

x 11 11

16.) y = e 6 A

cos x + B sin x

6 6

ex

17.) CF = Ae5 x + Be 18 x 18.) 19.) e2x

6

xe3 x x 2 5 x

20.) 21.) e

2 2

sin x

22.) CF=Acos5x+Bsin5x 23.)

24

Cos4x

24.) Sin3x 25.)

20

Part - B

1.) y = 2 cos 6x + 2 sin 6x 2.) y = cos x + 2 sin x

1 5x 1 3x

3.) y= e + e 4.) y = 2e5 x + 3e 4x

20 2

1 ex

5.) y = Ae 4x + Be 3 x + 6.) y = Ae x + Be 2 x +

4 3

ex

7.) y = e 6 x (Ax + B) +

49

x 15 15 4 x 2

8.) y=e 2

A cos x + B sin x + e 9.)

2 2 19

y = Ae x + Be2x + xe2 x

319

xe4 x

10.) y = Ae 4 x + Be 2 x

2

x 2 2x

11.) y = e2 x (Ax + B ) + e

2

x 2 ax

12.) y = e ax (Ax + B ) + e

2

13.) y = e7 x (Ax + B) + 2x 2e 7 x

(

14.) y = e x A cos 3 x + B sin 3 x + ) 5 3 x

+ e

4 7

xe3 x e3 x

15.) y = Ae 3 x + Be 5 x + +

2 48

e5 x x 2e 5 x

16.) y = e 5 x (Ax + B ) + +

100 2

sin 9x

17.) y = A cos 4x + B sin 4x

65

sin 5 x

18.) y = Ae5 x + Be 5 x

50

cos 2x

19.) y = A cos 10x + B sin10x +

96

cos 3x

20.) y = Ae 2x + Be 2x

11

21.) y = Ae 3 x + Be x

1

(cos x + 2 sin x )

10

22.) y = Ae x + Be 2 x

1

(3 cos 3x + 11sin 3x )

130

y = e 2x (A cos 3x + B sin 3 x ) +

1

23.) 3 sin 3x + cos 3 x

10

y = Ae (4 + 7 )x + Be (4 7 )x (5 sin 5x + 2 cos 5x )

1

24.)

29

25.) y = Ae 4x + Be 2x

1

(sin 2x + 3 cos 2x )

10

320

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